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MAINT: DataPortal env -> asset_finder

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This commit is contained in:
jfkirk
2016-06-08 13:34:22 -04:00
committed by Jean Bredeche
parent 53fcdde66d
commit 2a8f69fc01
15 changed files with 62 additions and 62 deletions
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tests/data/test_minute_bars.py
+1 -2
View File
@@ -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
+2 -2
View File
@@ -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
+9 -9
View File
@@ -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
+1 -1
View File
@@ -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
+2 -1
View File
@@ -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
+2 -2
View File
@@ -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
+20 -20
View File
@@ -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
+4 -4
View File
@@ -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),