STY: Flake8

zipline/testing/core.py

@@ -705,8 +705,8 @@ class FakeDataPortal(DataPortal):
             end_idx = \
                 self.trading_schedule.all_execution_days.searchsorted(end_dt)
             days = self.trading_schedule.all_execution_days[
-                   (end_idx - bar_count + 1):(end_idx + 1)
-                   ]
+                (end_idx - bar_count + 1):(end_idx + 1)
+            ]
 
             df = pd.DataFrame(
                 np.full((bar_count, len(assets)), 100),

zipline/testing/fixtures.py

@@ -450,6 +450,7 @@ class WithSimParams(WithTradingEnvironment):
     SIM_PARAMS_NUM_DAYS = None
     SIM_PARAMS_DATA_FREQUENCY = 'daily'
     SIM_PARAMS_EMISSION_RATE = 'daily'
+    SIM_PARAMS_TRADING_SCHEDULE = default_nyse_schedule
 
     SIM_PARAMS_START = alias('START_DATE')
     SIM_PARAMS_END = alias('END_DATE')
@@ -464,7 +465,7 @@ class WithSimParams(WithTradingEnvironment):
             capital_base=cls.SIM_PARAMS_CAPITAL_BASE,
             data_frequency=cls.SIM_PARAMS_DATA_FREQUENCY,
             emission_rate=cls.SIM_PARAMS_EMISSION_RATE,
-            env=cls.env,
+            trading_schedule=cls.SIM_PARAMS_TRADING_SCHEDULE,
         )
 
     @classmethod
@@ -498,7 +499,7 @@ class WithNYSETradingDays(object):
     def init_class_fixtures(cls):
         super(WithNYSETradingDays, cls).init_class_fixtures()
 
-        all_days = tradingcalendar.trading_days
+        all_days = default_nyse_schedule.all_execution_days
         start_loc = all_days.get_loc(cls.DATA_MIN_DAY, 'bfill')
         end_loc = all_days.get_loc(cls.DATA_MAX_DAY, 'ffill')