MAINT: DataPortal env -> asset_finder

tests/data/test_minute_bars.py

@@ -42,7 +42,6 @@ from zipline.data.minute_bars import (
     US_EQUITIES_MINUTES_PER_DAY,
     BcolzMinuteWriterColumnMismatch
 )
-from zipline.utils.calendars import get_calendar
 
 from zipline.testing.fixtures import (
     WithInstanceTmpDir,
@@ -63,7 +62,7 @@ class BcolzMinuteBarTestCase(WithTradingSchedule, WithInstanceTmpDir,
     @classmethod
     def init_class_fixtures(cls):
         super(BcolzMinuteBarTestCase, cls).init_class_fixtures()
-        trading_days = get_calendar('NYSE').trading_days(
+        trading_days = cls.trading_schedule.trading_sessions(
             TEST_CALENDAR_START, TEST_CALENDAR_STOP
         )
         cls.market_opens = trading_days.market_open

tests/finance/test_slippage.py

@@ -94,7 +94,7 @@ class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
         with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )
@@ -484,7 +484,7 @@ class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
         with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )

tests/test_algorithm.py

@@ -957,7 +957,7 @@ def before_trading_start(context, data):
             )
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 sim_params,
                 equities.index,
@@ -1556,8 +1556,8 @@ def handle_data(context, data):
             trades = factory.create_daily_trade_source(
                 [0], self.sim_params, self.env, self.trading_schedule)
             data_portal = create_data_portal_from_trade_history(
-                self.env, self.trading_schedule, tempdir, self.sim_params,
-                {0: trades})
+                self.env.asset_finder, self.trading_schedule, tempdir,
+                self.sim_params, {0: trades})
             results = test_algo.run(data_portal)
 
             all_txns = [
@@ -2727,7 +2727,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
             )
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 sim_params,
                 [1],
@@ -2849,7 +2849,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
                 env=env,
             )
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -2864,7 +2864,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
         with TempDirectory() as tempdir, \
                 tmp_trading_env(equities=metadata) as env:
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -2884,7 +2884,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
         with TempDirectory() as tempdir, \
                 tmp_trading_env(equities=metadata) as env:
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -3454,7 +3454,7 @@ class TestEquityAutoClose(WithTmpDir, WithTradingSchedule, ZiplineTestCase):
             )
             reader = BcolzDailyBarReader(path)
             data_portal = DataPortal(
-                env, self.trading_schedule,
+                env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_daily_reader=reader,
             )
@@ -3484,7 +3484,7 @@ class TestEquityAutoClose(WithTmpDir, WithTradingSchedule, ZiplineTestCase):
             )
             reader = BcolzMinuteBarReader(self.tmpdir.path)
             data_portal = DataPortal(
-                env, self.trading_schedule,
+                env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )

tests/test_benchmark.py

@@ -154,7 +154,7 @@ class TestBenchmark(WithDataPortal, WithSimParams, WithTradingSchedule,
         )
         with tmp_reader as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
                 equity_daily_reader=self.bcolz_daily_bar_reader,

tests/test_data_portal.py

@@ -26,7 +26,8 @@ class TestDataPortal(WithTradingEnvironment, ZiplineTestCase):
     def init_instance_fixtures(self):
         super(TestDataPortal, self).init_instance_fixtures()
 
-        self.data_portal = DataPortal(self.env, self.trading_schedule,
+        self.data_portal = DataPortal(self.env.asset_finder,
+                                      self.trading_schedule,
                                       first_trading_day=None)
 
     def test_bar_count_for_simple_transforms(self):

tests/test_finance.py

@@ -226,7 +226,7 @@ class FinanceTestCase(WithLogger,
                 equity_minute_reader = BcolzMinuteBarReader(tempdir.path)
 
                 data_portal = DataPortal(
-                    env, self.trading_schedule,
+                    env.asset_finder, self.trading_schedule,
                     first_trading_day=equity_minute_reader.first_trading_day,
                     equity_minute_reader=equity_minute_reader,
                 )
@@ -254,7 +254,7 @@ class FinanceTestCase(WithLogger,
                 equity_daily_reader = BcolzDailyBarReader(path)
 
                 data_portal = DataPortal(
-                    env, self.trading_schedule,
+                    env.asset_finder, self.trading_schedule,
                     first_trading_day=equity_daily_reader.first_trading_day,
                     equity_daily_reader=equity_daily_reader,
                 )

tests/test_perf_tracking.py

@@ -316,7 +316,7 @@ class TestSplitPerformance(WithSimParams, WithTmpDir, ZiplineTestCase):
         # set up a long position in sid 1
         # 100 shares at $20 apiece = $2000 position
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.tmpdir,
             self.sim_params,
@@ -456,7 +456,7 @@ class TestDividendPerformance(WithSimParams,
         writer.write(splits, mergers, dividends)
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -533,7 +533,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -598,7 +598,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -660,7 +660,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -723,7 +723,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -790,7 +790,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -852,7 +852,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -911,7 +911,7 @@ class TestDividendPerformance(WithSimParams,
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -981,7 +981,7 @@ class TestDividendPerformance(WithSimParams,
         sim_params.update_internal_from_trading_schedule(self.trading_schedule)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             sim_params,
@@ -1085,7 +1085,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingSchedule,
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1182,7 +1182,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingSchedule,
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1274,7 +1274,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingSchedule,
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1392,7 +1392,7 @@ single short-sale transaction"""
         trades_1 = trades[:-2]
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1624,7 +1624,7 @@ cost of sole txn in test"
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1744,7 +1744,7 @@ single short-sale transaction"""
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1989,7 +1989,7 @@ trade after cover"""
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2078,7 +2078,7 @@ shares in position"
         transactions = factory.create_txn_history(*history_args)[:4]
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2238,7 +2238,7 @@ shares in position"
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2283,7 +2283,7 @@ shares in position"
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,

tests/test_security_list.py

@@ -110,7 +110,7 @@ class SecurityListTestCase(WithLogger, WithTradingSchedule, ZiplineTestCase):
         cls.tempdir2 = cls.enter_class_context(tmp_dir())
 
         cls.data_portal = create_data_portal(
-            env=cls.env,
+            asset_finder=cls.env.asset_finder,
             tempdir=cls.tempdir,
             sim_params=cls.sim_params,
             sids=range(0, 5),
@@ -118,7 +118,7 @@ class SecurityListTestCase(WithLogger, WithTradingSchedule, ZiplineTestCase):
         )
 
         cls.data_portal2 = create_data_portal(
-            env=cls.env2,
+            asset_finder=cls.env2.asset_finder,
             tempdir=cls.tempdir2,
             sim_params=cls.sim_params2,
             sids=range(0, 5),
@@ -221,7 +221,7 @@ class SecurityListTestCase(WithLogger, WithTradingSchedule, ZiplineTestCase):
                 LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=5)
 
         data_portal = create_data_portal(
-            self.env,
+            self.env.asset_finder,
             self.tempdir,
             sim_params=sim_params,
             sids=range(0, 5),
@@ -273,7 +273,7 @@ class SecurityListTestCase(WithLogger, WithTradingSchedule, ZiplineTestCase):
             add_security_data([], ['BZQ'])
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 new_tempdir,
                 sim_params,
                 range(0, 5),

zipline/_protocol.pyx

@@ -203,7 +203,7 @@ cdef class BarData:
             view = self._views[asset]
         except KeyError:
             try:
-                asset = self.data_portal.env.asset_finder.retrieve_asset(asset)
+                asset = self.data_portal.asset_finder.retrieve_asset(asset)
             except ValueError:
                 # assume fetcher
                 pass

zipline/algorithm.py

@@ -632,7 +632,7 @@ class TradingAlgorithm(object):
                     copy_panel.items, copy_panel.major_axis[0],
                 )
                 self._assets_from_source = (
-                    self.trading_environment.asset_finder.retrieve_all(
+                    self.asset_finder.retrieve_all(
                         copy_panel.items
                     )
                 )
@@ -641,7 +641,7 @@ class TradingAlgorithm(object):
                     copy_panel,
                 )
                 self.data_portal = DataPortal(
-                    self.trading_environment,
+                    self.asset_finder,
                     self.trading_schedule,
                     first_trading_day=equity_daily_reader.first_trading_day,
                     equity_daily_reader=equity_daily_reader,

zipline/data/data_portal.py

@@ -495,7 +495,7 @@ class DataPortal(object):
         other adjustment data to the raw data from the readers.
     """
     def __init__(self,
-                 env,
+                 asset_finder,
                  trading_schedule,
                  first_trading_day,
                  equity_daily_reader=None,
@@ -503,13 +503,12 @@ class DataPortal(object):
                  future_daily_reader=None,
                  future_minute_reader=None,
                  adjustment_reader=None):
-        self.env = env
+
         self.trading_schedule = trading_schedule
+        self.asset_finder = asset_finder
 
         self.views = {}
 
-        self._asset_finder = env.asset_finder
-
         self._carrays = {
             'open': {},
             'high': {},

zipline/testing/core.py

@@ -475,15 +475,15 @@ def write_daily_data(tempdir, sim_params, sids):
     return path
 
 
-def create_data_portal(env, tempdir, sim_params, sids, trading_schedule,
-                       adjustment_reader=None):
+def create_data_portal(asset_finder, tempdir, sim_params, sids,
+                       trading_schedule, adjustment_reader=None):
     if sim_params.data_frequency == "daily":
         daily_path = write_daily_data(tempdir, sim_params, sids)
 
         equity_daily_reader = BcolzDailyBarReader(daily_path)
 
         return DataPortal(
-            env, trading_schedule,
+            asset_finder, trading_schedule,
             first_trading_day=equity_daily_reader.first_trading_day,
             equity_daily_reader=equity_daily_reader,
             adjustment_reader=adjustment_reader
@@ -500,7 +500,7 @@ def create_data_portal(env, tempdir, sim_params, sids, trading_schedule,
         equity_minute_reader = BcolzMinuteBarReader(minute_path)
 
         return DataPortal(
-            env, trading_schedule,
+            asset_finder, trading_schedule,
             first_trading_day=equity_minute_reader.first_trading_day,
             equity_minute_reader=equity_minute_reader,
             adjustment_reader=adjustment_reader
@@ -613,8 +613,8 @@ def trades_by_sid_to_dfs(trades_by_sid, index):
         )
 
 
-def create_data_portal_from_trade_history(env, trading_schedule, tempdir,
-                                          sim_params, trades_by_sid):
+def create_data_portal_from_trade_history(asset_finder, trading_schedule,
+                                          tempdir, sim_params, trades_by_sid):
     if sim_params.data_frequency == "daily":
         path = os.path.join(tempdir.path, "testdaily.bcolz")
         BcolzDailyBarWriter(path, sim_params.trading_days).write(
@@ -624,7 +624,7 @@ def create_data_portal_from_trade_history(env, trading_schedule, tempdir,
         equity_daily_reader = BcolzDailyBarReader(path)
 
         return DataPortal(
-            env, trading_schedule,
+            asset_finder, trading_schedule,
             first_trading_day=equity_daily_reader.first_trading_day,
             equity_daily_reader=equity_daily_reader,
         )
@@ -676,7 +676,7 @@ def create_data_portal_from_trade_history(env, trading_schedule, tempdir,
         equity_minute_reader = BcolzMinuteBarReader(tempdir.path)
 
         return DataPortal(
-            env, trading_schedule,
+            asset_finder, trading_schedule,
             first_trading_day=equity_minute_reader.first_trading_day,
             equity_minute_reader=equity_minute_reader,
         )
@@ -689,7 +689,8 @@ class FakeDataPortal(DataPortal):
         if env is None:
             env = TradingEnvironment()
 
-        super(FakeDataPortal, self).__init__(env, trading_schedule,
+        super(FakeDataPortal, self).__init__(env.asset_finder,
+                                             trading_schedule,
                                              first_trading_day)
 
     def get_spot_value(self, asset, field, dt, data_frequency):
@@ -721,8 +722,8 @@ class FetcherDataPortal(DataPortal):
     Mock dataportal that returns fake data for history and non-fetcher
     spot value.
     """
-    def __init__(self, env, trading_schedule, first_trading_day=None):
-        super(FetcherDataPortal, self).__init__(env, trading_schedule,
+    def __init__(self, asset_finder, trading_schedule, first_trading_day=None):
+        super(FetcherDataPortal, self).__init__(asset_finder, trading_schedule,
                                                 first_trading_day)
 
     def get_spot_value(self, asset, field, dt, data_frequency):

zipline/testing/fixtures.py

@@ -1197,7 +1197,7 @@ class WithDataPortal(WithAdjustmentReader,
             first_trading_day = None
 
         return DataPortal(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             first_trading_day=first_trading_day,
             equity_daily_reader=(

zipline/utils/run_algo.py

@@ -130,7 +130,7 @@ def _run(handle_data,
             )
         env = TradingEnvironment(asset_db_path=connstr)
         data = DataPortal(
-            env, default_nyse_schedule,
+            env.asset_finder, default_nyse_schedule,
             first_trading_day=bundle_data.minute_bar_reader.first_trading_day,
             equity_minute_reader=bundle_data.minute_bar_reader,
             equity_daily_reader=bundle_data.daily_bar_reader,

zipline/utils/simfactory.py

@@ -82,7 +82,7 @@ def create_test_zipline(**config):
             trades_by_sid[trade.sid].append(trade)
 
         data_portal = create_data_portal_from_trade_history(
-            config['env'],
+            config['env'].asset_finder,
             trading_schedule,
             config['tempdir'],
             config['sim_params'],