MAINT: Encapsulate engine initialization.

Required for internal override.

zipline/algorithm.py

@@ -211,16 +211,7 @@ class TradingAlgorithm(object):
         )
         # Pull in the environment's new AssetFinder for quick reference
         self.asset_finder = self.trading_environment.asset_finder
-
-        ffc_loader = kwargs.pop('ffc_loader', None)
-        if ffc_loader is not None:
-            self.engine = SimpleFFCEngine(
-                ffc_loader,
-                self.trading_environment.trading_days,
-                self.asset_finder,
-            )
-        else:
-            self.engine = NoOpFFCEngine()
+        self.init_engine(kwargs.pop('ffc_loader', None))
 
         # Maps from name to Term
         self._filters = {}
@@ -308,6 +299,21 @@ class TradingAlgorithm(object):
         self.initialize_args = args
         self.initialize_kwargs = kwargs
 
+    def init_engine(self, loader):
+        """
+        Construct and save an FFCEngine from loader.
+
+        If loader is None, constructs a NoOpFFCEngine.
+        """
+        if loader is not None:
+            self.engine = SimpleFFCEngine(
+                loader,
+                self.trading_environment.trading_days,
+                self.asset_finder,
+            )
+        else:
+            self.engine = NoOpFFCEngine()
+
     def initialize(self, *args, **kwargs):
         """
         Call self._initialize with `self` made available to Zipline API