MAINT/STY: Upgrade flake8 and fix new failures.

etc/requirements_dev.txt

@@ -26,12 +26,10 @@ testfixtures==4.1.2
 
 # Linting
 
-flake8==2.4.1
-mccabe==0.3.1
-# Note: Old version of pep8 required by flake8 2.4.1
-pep8==1.5.7
-# Note: Old version of pyflakes required by flake8 2.4.1
-pyflakes==0.8.1
+flake8==3.3.0
+mccabe==0.6.0
+pycodestyle==2.3.1
+pyflakes==1.5.0
 
 # Documentation Conversion
 

tests/calendars/test_trading_calendar.py

@@ -35,10 +35,10 @@ from zipline.errors import (
 )
 
 from zipline.testing.predicates import assert_equal
-from zipline.utils.calendars import(
-    register_calendar,
+from zipline.utils.calendars import (
     deregister_calendar,
     get_calendar,
+    register_calendar,
 )
 from zipline.utils.calendars.calendar_utils import (
     _default_calendar_aliases,

tests/pipeline/test_term.py

@@ -71,6 +71,7 @@ class SomeFactor(Factor):
     window_length = 5
     inputs = [SomeDataSet.foo, SomeDataSet.bar]
 
+
 SomeFactorAlias = SomeFactor
 
 

tests/resources/pipeline_inputs/generate.py

@@ -37,5 +37,6 @@ def main():
         print("Writing %s -> %s" % (symbol, dest))
         data.to_csv(dest, index_label='day')
 
+
 if __name__ == '__main__':
     main()

tests/test_execution_styles.py

@@ -15,9 +15,7 @@
 from nose_parameterized import parameterized
 from six.moves import range
 
-from zipline.errors import(
-    BadOrderParameters
-)
+from zipline.errors import BadOrderParameters
 from zipline.finance.execution import (
     LimitOrder,
     MarketOrder,

tests/test_restrictions.py

@@ -25,6 +25,7 @@ from zipline.testing.fixtures import (
 def str_to_ts(dt_str):
     return pd.Timestamp(dt_str, tz='UTC')
 
+
 FROZEN = RESTRICTION_STATES.FROZEN
 ALLOWED = RESTRICTION_STATES.ALLOWED
 MINUTE = pd.Timedelta(minutes=1)

zipline/__init__.py

@@ -15,6 +15,44 @@
 import os
 
 
+# This is *not* a place to dump arbitrary classes/modules for convenience,
+# it is a place to expose the public interfaces.
+from . import data
+from . import finance
+from . import gens
+from . import utils
+from .utils.calendars import get_calendar
+from .utils.run_algo import run_algorithm
+from ._version import get_versions
+
+# These need to happen after the other imports.
+from . algorithm import TradingAlgorithm
+from . import api
+
+
+# PERF: Fire a warning if calendars were instantiated during zipline import.
+# Having calendars doesn't break anything per-se, but it makes zipline imports
+# noticeably slower, which becomes particularly noticeable in the Zipline CLI.
+from zipline.utils.calendars.calendar_utils import global_calendar_dispatcher
+if global_calendar_dispatcher._calendars:
+    import warnings
+    warnings.warn(
+        "Found TradingCalendar instances after zipline import.\n"
+        "Zipline startup will be much slower until this is fixed!",
+    )
+    del warnings
+del global_calendar_dispatcher
+
+
+__version__ = get_versions()['version']
+del get_versions
+
+
+def load_ipython_extension(ipython):
+    from .__main__ import zipline_magic
+    ipython.register_magic_function(zipline_magic, 'line_cell', 'zipline')
+
+
 if os.name == 'nt':
     # we need to be able to write to our temp directoy on windows so we
     # create a subdir in %TMP% that has write access and use that as %TMP%
@@ -32,44 +70,6 @@ if os.name == 'nt':
     del _
 
 
-# This is *not* a place to dump arbitrary classes/modules for convenience,
-# it is a place to expose the public interfaces.
-from . import data
-from . import finance
-from . import gens
-from . import utils
-from .utils.calendars import get_calendar
-from .utils.run_algo import run_algorithm
-from ._version import get_versions
-
-# These need to happen after the other imports.
-from . algorithm import TradingAlgorithm
-from . import api
-
-
-__version__ = get_versions()['version']
-del get_versions
-
-
-def load_ipython_extension(ipython):
-    from .__main__ import zipline_magic
-    ipython.register_magic_function(zipline_magic, 'line_cell', 'zipline')
-
-
-# PERF: Fire a warning if calendars were instantiated during zipline import.
-# Having calendars doesn't break anything per-se, but it makes zipline imports
-# noticeably slower, which becomes particularly noticeable in the Zipline CLI.
-from zipline.utils.calendars.calendar_utils import global_calendar_dispatcher
-if global_calendar_dispatcher._calendars:
-    import warnings
-    warnings.warn(
-        "Found TradingCalendar instances after zipline import.\n"
-        "Zipline startup will be much slower until this is fixed!",
-    )
-    del warnings
-del global_calendar_dispatcher
-
-
 __all__ = [
     'TradingAlgorithm',
     'api',

zipline/assets/assets.py

@@ -1365,6 +1365,7 @@ class PricingDataAssociable(with_metaclass(ABCMeta)):
     """
     pass
 
+
 PricingDataAssociable.register(Asset)
 PricingDataAssociable.register(Future)
 PricingDataAssociable.register(ContinuousFuture)

zipline/data/bundles/core.py

@@ -618,4 +618,5 @@ def _make_bundle_core():
 
     return BundleCore(bundles, register, unregister, ingest, load, clean)
 
+
 bundles, register, unregister, ingest, load, clean = _make_bundle_core()

zipline/pipeline/factors/technical.py

@@ -805,6 +805,7 @@ class AnnualizedVolatility(CustomFactor):
     def compute(self, today, assets, out, returns, annualization_factor):
         out[:] = nanstd(returns, axis=0) * (annualization_factor ** .5)
 
+
 # Convenience aliases.
 EWMA = ExponentialWeightedMovingAverage
 EWMSTD = ExponentialWeightedMovingStdDev

zipline/sources/requests_csv.py

@@ -55,6 +55,7 @@ class FetcherCSVRedirectError(ZiplineError):
 
         super(FetcherCSVRedirectError, self).__init__(*args, **kwargs)
 
+
 # The following optional arguments are supported for
 # requests backed data sources.
 # see http://docs.python-requests.org/en/latest/api/#main-interface
@@ -63,7 +64,8 @@ ALLOWED_REQUESTS_KWARGS = {
     'params',
     'headers',
     'auth',
-    'cert'}
+    'cert'
+}
 
 
 # The following optional arguments are supported for pandas' read_csv

zipline/test_algorithms.py

@@ -789,6 +789,7 @@ def handle_data_api(context, data):
 
     record(incr=context.incr)
 
+
 ###########################
 # AlgoScripts as strings
 noop_algo = """

zipline/testing/core.py

@@ -1142,7 +1142,8 @@ def parameter_space(__fail_fast=False, **params):
                 "supplied to parameter_space()." % extra
             )
 
-        make_param_sets = lambda: product(*(params[name] for name in argnames))
+        def make_param_sets():
+            return product(*(params[name] for name in argnames))
 
         if __fail_fast:
             @wraps(f)

zipline/utils/functional.py

@@ -5,6 +5,8 @@ from six import viewkeys
 from six.moves import map, zip
 from toolz import curry, flip
 
+from .sentinel import sentinel
+
 
 @curry
 def apply(f, *args, **kwargs):
@@ -57,8 +59,6 @@ def apply(f, *args, **kwargs):
 # Alias for use as a class decorator.
 instance = apply
 
-from zipline.utils.sentinel import sentinel
-
 
 def mapall(funcs, seq):
     """

zipline/utils/sentinel.py

@@ -57,4 +57,6 @@ def sentinel(name, doc=None):
 
     sentinel._cache[name] = Sentinel  # cache result
     return Sentinel
+
+
 sentinel._cache = {}

zipline/utils/tradingcalendar.py

@@ -266,6 +266,7 @@ def get_non_trading_days(start, end):
     non_trading_days.sort()
     return pd.DatetimeIndex(non_trading_days)
 
+
 non_trading_days = get_non_trading_days(start, end)
 trading_day = pd.tseries.offsets.CDay(holidays=non_trading_days)
 
@@ -275,6 +276,7 @@ def get_trading_days(start, end, trading_day=trading_day):
                          end=end.date(),
                          freq=trading_day).tz_localize('UTC')
 
+
 trading_days = get_trading_days(start, end)
 
 
@@ -384,6 +386,7 @@ def get_early_closes(start, end):
     early_closes.sort()
     return pd.DatetimeIndex(early_closes)
 
+
 early_closes = get_early_closes(start, end)
 
 
@@ -420,5 +423,6 @@ def get_open_and_closes(trading_days, early_closes, get_open_and_close):
 
     return open_and_closes
 
+
 open_and_closes = get_open_and_closes(trading_days, early_closes,
                                       get_open_and_close)