MAINT: Removes unnecessary benchmark load on some TradingEnvironments

tests/history_cases.py

@@ -5,12 +5,12 @@ Test case definitions for history tests.
 import pandas as pd
 import numpy as np
 
-from zipline.finance.trading import TradingEnvironment
+from zipline.finance.trading import TradingEnvironment, noop_load
 from zipline.history.history import HistorySpec
 from zipline.protocol import BarData
 from zipline.utils.test_utils import to_utc
 
-_cases_env = TradingEnvironment()
+_cases_env = TradingEnvironment(load=noop_load)
 
 
 def mixed_frequency_expected_index(count, frequency):

tests/test_assets.py

@@ -40,7 +40,7 @@ from zipline.errors import (
     SidAssignmentError,
     RootSymbolNotFound,
 )
-from zipline.finance.trading import TradingEnvironment
+from zipline.finance.trading import TradingEnvironment, noop_load
 from zipline.utils.test_utils import (
     all_subindices,
     make_rotating_asset_info,
@@ -253,7 +253,7 @@ class TestFuture(TestCase):
             notice_date=pd.Timestamp('2005-12-20', tz='UTC'),
             expiration_date=pd.Timestamp('2006-01-20', tz='UTC')
         )
-        env = TradingEnvironment()
+        env = TradingEnvironment(load=noop_load)
         env.write_data(futures_identifiers=[TestFuture.future,
                                             TestFuture.future2])
         cls.asset_finder = env.asset_finder
@@ -334,7 +334,7 @@ class TestFuture(TestCase):
 class AssetFinderTestCase(TestCase):
 
     def setUp(self):
-        self.env = TradingEnvironment()
+        self.env = TradingEnvironment(load=noop_load)
 
     def test_lookup_symbol_delimited(self):
         as_of = pd.Timestamp('2013-01-01', tz='UTC')
@@ -550,7 +550,7 @@ class AssetFinderTestCase(TestCase):
         df['exchange'][0] = "NASDAQ"
         df['asset_name'][1] = "Microsoft"
         df['exchange'][1] = "NYSE"
-        self.env = TradingEnvironment()
+        self.env = TradingEnvironment(load=noop_load)
         self.env.write_data(equities_df=df)
         finder = AssetFinder(self.env.engine)
         self.assertEqual('NASDAQ', finder.retrieve_asset(0).exchange)
@@ -729,20 +729,19 @@ class AssetFinderTestCase(TestCase):
 
     def test_compute_lifetimes(self):
         num_assets = 4
-        env = TradingEnvironment()
-        trading_day = env.trading_day
+        trading_day = self.env.trading_day
         first_start = pd.Timestamp('2015-04-01', tz='UTC')
 
         frame = make_rotating_asset_info(
             num_assets=num_assets,
             first_start=first_start,
-            frequency=env.trading_day,
+            frequency=self.env.trading_day,
             periods_between_starts=3,
             asset_lifetime=5
         )
 
-        env.write_data(equities_df=frame)
-        finder = env.asset_finder
+        self.env.write_data(equities_df=frame)
+        finder = self.env.asset_finder
 
         all_dates = pd.date_range(
             start=first_start,
@@ -790,9 +789,8 @@ class AssetFinderTestCase(TestCase):
 
     def test_sids(self):
         # Ensure that the sids property of the AssetFinder is functioning
-        env = TradingEnvironment()
-        env.write_data(equities_identifiers=[1, 2, 3])
-        sids = env.asset_finder.sids
+        self.env.write_data(equities_identifiers=[1, 2, 3])
+        sids = self.env.asset_finder.sids
         self.assertEqual(3, len(sids))
         self.assertTrue(1 in sids)
         self.assertTrue(2 in sids)
@@ -834,7 +832,7 @@ class TestFutureChain(TestCase):
                 'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
         }
 
-        env = TradingEnvironment()
+        env = TradingEnvironment(load=noop_load)
         env.write_data(futures_data=metadata)
         cls.asset_finder = env.asset_finder
 

zipline/finance/trading.py

@@ -538,3 +538,14 @@ class SimulationParameters(object):
            emission_rate=self.emission_rate,
            first_open=self.first_open,
            last_close=self.last_close)
+
+
+def noop_load(*args, **kwargs):
+    """
+    A method that can be substituted in as the load method in a
+    TradingEnvironment to prevent it from loading benchmarks.
+
+    Accepts any arguments, but returns only a tuple of Nones regardless
+    of input.
+    """
+    return None, None

zipline/utils/factory.py

@@ -27,7 +27,9 @@ from zipline.protocol import Event, DATASOURCE_TYPE
 from zipline.sources import (SpecificEquityTrades,
                              DataFrameSource,
                              DataPanelSource)
-from zipline.finance.trading import SimulationParameters, TradingEnvironment
+from zipline.finance.trading import (
+    SimulationParameters, TradingEnvironment, noop_load
+)
 from zipline.sources.test_source import create_trade
 
 
@@ -40,19 +42,18 @@ __all__ = ['load_from_yahoo', 'load_bars_from_yahoo']
 
 def create_simulation_parameters(year=2006, start=None, end=None,
                                  capital_base=float("1.0e5"),
-                                 num_days=None, load=None,
+                                 num_days=None,
                                  data_frequency='daily',
                                  emission_rate='daily',
                                  env=None):
-    """Construct a complete environment with reasonable defaults"""
     if env is None:
-        env = TradingEnvironment(load=load)
+        # Construct a complete environment with reasonable defaults
+        env = TradingEnvironment(load=noop_load)
     if start is None:
         start = datetime(year, 1, 1, tzinfo=pytz.utc)
     if end is None:
         if num_days:
-            start_index = env.trading_days.searchsorted(
-                start)
+            start_index = env.trading_days.searchsorted(start)
             end = env.trading_days[start_index + num_days - 1]
         else:
             end = datetime(year, 12, 31, tzinfo=pytz.utc)
@@ -263,7 +264,7 @@ def create_test_df_source(sim_params=None, env=None, bars='daily'):
         index = sim_params.trading_days
     else:
         if env is None:
-            env = TradingEnvironment()
+            env = TradingEnvironment(load=noop_load)
 
         start = pd.datetime(1990, 1, 3, 0, 0, 0, 0, pytz.utc)
         end = pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc)
@@ -294,7 +295,7 @@ def create_test_panel_source(sim_params=None, env=None, source_type=None):
         if sim_params else pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc)
 
     if env is None:
-        env = TradingEnvironment()
+        env = TradingEnvironment(load=noop_load)
 
     index = env.days_in_range(start, end)