Merge pull request #1471 from quantopian/fix-slow-startup

PERF: Remove import-time calendar creations.

tests/calendars/test_calendar_dispatcher.py

@@ -0,0 +1,95 @@
+"""
+Tests for TradingCalendarDispatcher.
+"""
+from zipline.errors import (
+    CalendarNameCollision,
+    CyclicCalendarAlias,
+    InvalidCalendarName,
+)
+from zipline.testing import ZiplineTestCase
+from zipline.utils.calendars.calendar_utils import TradingCalendarDispatcher
+from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
+
+
+class CalendarAliasTestCase(ZiplineTestCase):
+
+    @classmethod
+    def init_class_fixtures(cls):
+        super(CalendarAliasTestCase, cls).init_class_fixtures()
+        # Make a calendar once so that we don't spend time in every test
+        # instantiating calendars.
+        cls.dispatcher_kwargs = dict(
+            calendars={'ICE': ICEExchangeCalendar()},
+            calendar_factories={},
+            aliases={
+                'ICE_ALIAS': 'ICE',
+                'ICE_ALIAS_ALIAS': 'ICE_ALIAS',
+            },
+        )
+
+    def init_instance_fixtures(self):
+        super(CalendarAliasTestCase, self).init_instance_fixtures()
+        self.dispatcher = TradingCalendarDispatcher(
+            # Make copies here so that tests that mutate the dispatcher dicts
+            # are isolated from one another.
+            **{k: v.copy() for k, v in self.dispatcher_kwargs.items()}
+        )
+
+    def test_follow_alias_chain(self):
+        self.assertIs(
+            self.dispatcher.get_calendar('ICE_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
+        )
+        self.assertIs(
+            self.dispatcher.get_calendar('ICE_ALIAS_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
+        )
+
+    def test_add_new_aliases(self):
+        with self.assertRaises(InvalidCalendarName):
+            self.dispatcher.get_calendar('NOT_ICE')
+
+        self.dispatcher.register_calendar_alias('NOT_ICE', 'ICE')
+
+        self.assertIs(
+            self.dispatcher.get_calendar('NOT_ICE'),
+            self.dispatcher.get_calendar('ICE'),
+        )
+
+        self.dispatcher.register_calendar_alias(
+            'ICE_ALIAS_ALIAS_ALIAS',
+            'ICE_ALIAS_ALIAS'
+        )
+        self.assertIs(
+            self.dispatcher.get_calendar('ICE_ALIAS_ALIAS_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
+        )
+
+    def test_remove_aliases(self):
+        self.dispatcher.deregister_calendar('ICE_ALIAS_ALIAS')
+        with self.assertRaises(InvalidCalendarName):
+            self.dispatcher.get_calendar('ICE_ALIAS_ALIAS')
+
+    def test_reject_alias_that_already_exists(self):
+        with self.assertRaises(CalendarNameCollision):
+            self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE')
+
+        with self.assertRaises(CalendarNameCollision):
+            self.dispatcher.register_calendar_alias('ICE_ALIAS', 'NOT_ICE')
+
+    def test_allow_alias_override_with_force(self):
+        self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE', force=True)
+        with self.assertRaises(InvalidCalendarName):
+            self.dispatcher.get_calendar('ICE')
+
+    def test_reject_cyclic_aliases(self):
+        add_alias = self.dispatcher.register_calendar_alias
+
+        add_alias('A', 'B')
+        add_alias('B', 'C')
+
+        with self.assertRaises(CyclicCalendarAlias) as e:
+            add_alias('C', 'A')
+
+        expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']"
+        self.assertEqual(str(e.exception), expected)

tests/calendars/test_trading_calendar.py

@@ -39,8 +39,12 @@ from zipline.utils.calendars import(
     deregister_calendar,
     get_calendar,
 )
-from zipline.utils.calendars.calendar_utils import register_calendar_type, \
-    _default_calendar_factories
+from zipline.utils.calendars.calendar_utils import (
+    _default_calendar_aliases,
+    _default_calendar_factories,
+    register_calendar_type,
+
+)
 from zipline.utils.calendars.trading_calendar import days_at_time, \
     TradingCalendar
 
@@ -123,7 +127,8 @@ class CalendarRegistrationTestCase(TestCase):
 
 class DefaultsTestCase(TestCase):
     def test_default_calendars(self):
-        for name in concat(_default_calendar_factories):
+        for name in concat([_default_calendar_factories,
+                            _default_calendar_aliases]):
             self.assertIsNotNone(get_calendar(name),
                                  "get_calendar(%r) returned None" % name)
 

tests/data/bundles/test_core.py

@@ -155,7 +155,7 @@ class BundleCoreTestCase(WithInstanceTmpDir,
 
         @self.register(
             'bundle',
-            calendar=calendar,
+            calendar_name='NYSE',
             start_session=self.START_DATE,
             end_session=self.END_DATE,
         )
@@ -369,7 +369,7 @@ class BundleCoreTestCase(WithInstanceTmpDir,
         """
         if not self.bundles:
             @self.register('bundle',
-                           calendar=get_calendar('NYSE'),
+                           calendar_name='NYSE',
                            start_session=pd.Timestamp('2014', tz='UTC'),
                            end_session=pd.Timestamp('2014', tz='UTC'))
             def _(environ,

tests/data/bundles/test_quandl.py

@@ -5,6 +5,7 @@ import pandas as pd
 from toolz import merge
 import toolz.curried.operator as op
 
+from zipline import get_calendar
 from zipline.data.bundles import ingest, load, bundles
 from zipline.data.bundles.quandl import (
     format_wiki_url,
@@ -28,9 +29,9 @@ class QuandlBundleTestCase(ZiplineTestCase):
     asset_start = pd.Timestamp('2014-01', tz='utc')
     asset_end = pd.Timestamp('2015-01', tz='utc')
     bundle = bundles['quandl']
-    calendar = bundle.calendar
-    start_date = bundle.start_session
-    end_date = bundle.end_session
+    calendar = get_calendar(bundle.calendar_name)
+    start_date = calendar.first_session
+    end_date = calendar.last_session
     api_key = 'ayylmao'
     columns = 'open', 'high', 'low', 'close', 'volume'
 

tests/data/bundles/test_yahoo.py

@@ -157,7 +157,7 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
         self.register(
             'bundle',
             yahoo_equities(self.symbols),
-            calendar=self.calendar,
+            calendar_name='NYSE',
             start_session=self.asset_start,
             end_session=self.asset_end,
         )