DEP: Removes unnecessary identifier_cache from asset_finder

The identifier cache's usage was nearly identical to using lookup_generic, so this commit removes identifier-keyed caching and modifies anything that uses it.

tests/test_assets.py

@@ -22,6 +22,7 @@ from unittest import TestCase
 
 from datetime import (
     timedelta,
+    datetime
 )
 import pickle
 import pprint
@@ -542,9 +543,12 @@ class AssetFinderTestCase(TestCase):
         # Build a finder that is allowed to assign sids
         finder = AssetFinder(metadata=metadata, allow_sid_assignment=True)
 
-        # Verify that Assets were built
-        play = finder.retrieve_asset_by_identifier('PLAY')
+        # Verify that Assets were built and different sids were assigned
+        play = finder.lookup_symbol('PLAY', datetime.now())
+        msft = finder.lookup_symbol('MSFT', datetime.now())
         self.assertEqual('PLAY', play.symbol)
+        self.assertIsNotNone(play.sid)
+        self.assertNotEqual(play.sid, msft.sid)
 
     def test_sid_assignment_failure(self):
 

zipline/assets/assets.py

@@ -26,7 +26,6 @@ from six import with_metaclass, string_types
 
 from zipline.errors import (
     ConsumeAssetMetaDataError,
-    IdentifierNotFound,
     InvalidAssetType,
     MultipleSymbolsFound,
     SidAssignmentError,
@@ -68,7 +67,6 @@ class AssetFinder(object):
         self.cache = {}
         self.sym_cache = {}
         self.future_chains_cache = {}
-        self.identifier_cache = {}
         self.fuzzy_match = {}
 
         # This flag controls if the AssetFinder is allowed to generate its own
@@ -108,15 +106,6 @@ class AssetFinder(object):
         else:
             raise SidNotFound(sid=sid)
 
-    def retrieve_asset_by_identifier(self, identifier):
-        if isinstance(identifier, Asset):
-            return identifier
-        asset = self.identifier_cache.get(identifier)
-        if asset is not None:
-            return asset
-        else:
-            raise IdentifierNotFound(identifier=identifier)
-
     @staticmethod
     def _lookup_symbol_in_infos(infos, as_of_date):
         """
@@ -342,7 +331,6 @@ class AssetFinder(object):
         self.cache = {}
         self.sym_cache = {}
         self.future_chains_cache = {}
-        self.identifier_cache = {}
         self.fuzzy_match = {}
 
         for identifier, row in self.metadata_cache.items():
@@ -350,7 +338,6 @@ class AssetFinder(object):
 
             # Insert asset into the various caches
             self.cache[asset.sid] = asset
-            self.identifier_cache[identifier] = asset
 
             if asset.symbol is not '':
                 self.sym_cache.setdefault(asset.symbol, []).append(asset)

zipline/errors.py

@@ -224,16 +224,6 @@ Asset with sid '{sid}' was not found.
 """.strip()
 
 
-class IdentifierNotFound(ZiplineError):
-    """
-    Raised when a retrieve_asset_by_identifier() call contains a non-existent
-    identifier.
-    """
-    msg = """
-Asset with identifier '{identifier}' was not found.
-""".strip()
-
-
 class InvalidAssetType(ZiplineError):
     """
     Raised when an AssetFinder tries to build an Asset with an invalid

zipline/sources/data_frame_source.py

@@ -18,6 +18,7 @@ Tools to generate data sources.
 """
 import numpy as np
 import pandas as pd
+import datetime
 
 from zipline.gens.utils import hash_args
 
@@ -49,10 +50,9 @@ class DataFrameSource(DataSource):
         # Remap sids based on the trading environment
         self.identifiers = kwargs.get('sids', self.data.columns)
         env.update_asset_finder(identifiers=self.identifiers)
-        self.data.columns = [
-            env.asset_finder.retrieve_asset_by_identifier(identifier).sid
-            for identifier in self.data.columns
-        ]
+        self.data.columns, _ = env.asset_finder.lookup_generic(
+            self.data.columns, datetime.datetime.now()
+        )
         self.sids = self.data.columns
 
         # Hash_value for downstream sorting.
@@ -128,10 +128,9 @@ class DataPanelSource(DataSource):
         # Remap sids based on the trading environment
         self.identifiers = kwargs.get('sids', self.data.items)
         env.update_asset_finder(identifiers=self.identifiers)
-        self.data.items = [
-            env.asset_finder.retrieve_asset_by_identifier(identifier).sid
-            for identifier in self.data.items
-        ]
+        self.data.items, _ = env.asset_finder.lookup_generic(
+            self.data.items, datetime.datetime.now()
+        )
         self.sids = self.data.items
 
         # Hash_value for downstream sorting.

zipline/sources/test_source.py

@@ -137,13 +137,13 @@ class SpecificEquityTrades(object):
                 set(event.sid for event in self.event_list)
             )
             env.update_asset_finder(identifiers=self.identifiers)
-            self.sids = [
-                env.asset_finder.retrieve_asset_by_identifier(identifier).sid
-                for identifier in self.identifiers
-            ]
+            assets_by_identifier = {}
+            for identifier in self.identifiers:
+                assets_by_identifier[identifier] = env.asset_finder.\
+                    lookup_generic(identifier, datetime.now())[0]
+            self.sids = [asset.sid for asset in assets_by_identifier.values()]
             for event in self.event_list:
-                event.sid = env.asset_finder.\
-                    retrieve_asset_by_identifier(event.sid).sid
+                event.sid = assets_by_identifier[event.sid].sid
 
         else:
             # Unpack config dictionary with default values.
@@ -161,10 +161,11 @@ class SpecificEquityTrades(object):
 
             self.identifiers = kwargs.get('sids', [1, 2])
             env.update_asset_finder(identifiers=self.identifiers)
-            self.sids = [
-                env.asset_finder.retrieve_asset_by_identifier(identifier).sid
-                for identifier in self.identifiers
-            ]
+            assets_by_identifier = {}
+            for identifier in self.identifiers:
+                assets_by_identifier[identifier] = env.asset_finder.\
+                    lookup_generic(identifier, datetime.now())[0]
+            self.sids = [asset.sid for asset in assets_by_identifier.values()]
 
         # Hash_value for downstream sorting.
         self.arg_string = hash_args(*args, **kwargs)