MAINT: Rebase reconciliation

tests/data/test_minute_bars.py

@@ -45,7 +45,11 @@ from zipline.data.minute_bars import (
 )
 from zipline.utils.calendars import get_calendar
 
-from zipline.testing.fixtures import WithTradingSchedule, ZiplineTestCase
+from zipline.testing.fixtures import (
+    WithInstanceTmpDir,
+    WithTradingSchedule,
+    ZiplineTestCase,
+)
 
 # Calendar is set to cover several half days, to check a case where half
 # days would be read out of order in cases of windows which spanned over
@@ -54,7 +58,8 @@ TEST_CALENDAR_START = Timestamp('2014-06-02', tz='UTC')
 TEST_CALENDAR_STOP = Timestamp('2015-12-31', tz='UTC')
 
 
-class BcolzMinuteBarTestCase(WithTradingSchedule, ZiplineTestCase):
+class BcolzMinuteBarTestCase(WithTradingSchedule, WithInstanceTmpDir,
+                             ZiplineTestCase):
 
     @classmethod
     def init_class_fixtures(cls):
@@ -67,16 +72,10 @@ class BcolzMinuteBarTestCase(WithTradingSchedule, ZiplineTestCase):
         cls.test_calendar_start = cls.market_opens.index[0]
         cls.test_calendar_stop = cls.market_opens.index[-1]
 
-    def dir_cleanup(self):
-        self.dir_.cleanup()
-
     def init_instance_fixtures(self):
         super(BcolzMinuteBarTestCase, self).init_instance_fixtures()
 
-        self.dir_ = TempDirectory()
-        self.dir_.create()
-        self.add_instance_callback(callback=self.dir_cleanup)
-        self.dest = self.dir_.getpath('minute_bars')
+        self.dest = self.instance_tmpdir.getpath('minute_bars')
         os.makedirs(self.dest)
         self.writer = BcolzMinuteBarWriter(
             TEST_CALENDAR_START,

tests/test_algorithm.py

@@ -1944,7 +1944,7 @@ class TestCapitalChanges(WithLogger,
 
     @classmethod
     def make_minute_bar_data(cls):
-        minutes = cls.env.minutes_for_days_in_range(
+        minutes = cls.trading_schedule.execution_minutes_for_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
         )
@@ -1956,14 +1956,14 @@ class TestCapitalChanges(WithLogger,
                     [10000] * len(minutes),
                     timedelta(minutes=1),
                     cls.sim_params,
-                    cls.env),
+                    cls.trading_schedule),
             },
             index=pd.DatetimeIndex(minutes),
         )
 
     @classmethod
     def make_daily_bar_data(cls):
-        days = cls.env.days_in_range(
+        days = cls.trading_schedule.execution_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
         )
@@ -1975,7 +1975,7 @@ class TestCapitalChanges(WithLogger,
                     [10000] * len(days),
                     timedelta(days=1),
                     cls.sim_params,
-                    cls.env),
+                    cls.trading_schedule),
             },
             index=pd.DatetimeIndex(days),
         )

tests/test_commissions.py

@@ -141,7 +141,7 @@ class CommissionAlgorithmTests(WithDataPortal, WithSimParams, ZiplineTestCase):
                     [100.0] * num_days,
                     timedelta(days=1),
                     cls.sim_params,
-                    cls.env,
+                    trading_schedule=cls.trading_schedule,
                 ),
             },
             index=cls.sim_params.trading_days,

tests/test_perf_tracking.py

@@ -2234,11 +2234,12 @@ shares in position"
             [100, 100, 100, 100],
             oneday,
             self.sim_params,
-            env=self.env
+            trading_schedule=self.trading_schedule,
         )
 
         data_portal = create_data_portal_from_trade_history(
             self.env,
+            self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
             {1: trades})
@@ -2278,11 +2279,12 @@ shares in position"
             [100, 100, 100, 100],
             oneday,
             self.sim_params,
-            env=self.env
+            trading_schedule=self.trading_schedule,
         )
 
         data_portal = create_data_portal_from_trade_history(
             self.env,
+            self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
             {1: trades})

zipline/gens/tradesimulation.py

@@ -215,7 +215,9 @@ class AlgorithmSimulator(object):
                     # perspective as we have technically not "advanced" to the
                     # current dt yet.
                     algo.perf_tracker.position_tracker.sync_last_sale_prices(
-                        self.env.previous_market_minute(dt),
+                        self.algo.trading_schedule.previous_execution_minute(
+                            dt
+                        ),
                         False,
                         self.data_portal
                     )