TST: fix doctests to actually run

.travis.yml

@@ -43,7 +43,7 @@ before_script:
   - pip freeze | sort
 script:
   - flake8 zipline tests
-  - nosetests --with-coverage tests/
+  - nosetests --with-coverage
   # deactive env to get access to anaconda command
   - source deactivate
   - if [[ "$TRAVIS_SECURE_ENV_VARS" = "true" && "$TRAVIS_BRANCH" = "master" && "$TRAVIS_PULL_REQUEST" = "false" ]]; then DO_UPLOAD="true"; else DO_UPLOAD="false"; fi

appveyor.yml

@@ -105,7 +105,7 @@ install:
   - pip freeze | sort
 
 test_script:
-  - nosetests tests/
+  - nosetests
   - flake8 zipline tests
 
 branches:

setup.cfg

@@ -5,6 +5,8 @@ with-ignore-docstrings=1
 with-timer=1
 timer-top-n=15
 cover-package=zipline
+with-doctest=1
+testmatch=(?:^|[\\b_\\.-])[Tt]est(?!ing)
 
 [metadata]
 description-file = README.rst

tests/pipeline/test_term.py

@@ -125,7 +125,7 @@ def to_dict(l):
 
     Example
     -------
-    >>> to_dict([2, 3, 4])
+    >>> to_dict([2, 3, 4])  # doctest: +SKIP
     {'0': 2, '1': 3, '2': 4}
     """
     return dict(zip(map(str, range(len(l))), l))

tests/risk/upload_answer_key

@@ -1,3 +1,4 @@
+#!/usr/bin/env python
 #
 # Copyright 2013 Quantopian, Inc.
 #

tests/test_doctests.py

@@ -1,91 +0,0 @@
-from __future__ import print_function
-import sys
-import doctest
-from unittest import TestCase
-
-from zipline import testing
-from zipline.lib import adjustment, normalize
-from zipline.pipeline import (
-    engine,
-    expression,
-)
-from zipline.utils import (
-    cache,
-    data,
-    functional,
-    input_validation,
-    memoize,
-    numpy_utils,
-    preprocess,
-)
-
-
-class DoctestTestCase(TestCase):
-
-    @classmethod
-    def setUpClass(cls):
-        import pdb
-        # Workaround for the issue addressed by this (unmerged) PR to pdbpp:
-        # https://bitbucket.org/antocuni/pdb/pull-request/40/fix-ensure_file_can_write_unicode/diff  # noqa
-        if '_pdbpp_path_hack' in pdb.__file__:
-            cls._skip = True
-        else:
-            cls._skip = False
-        cls.flags = doctest.REPORT_CDIFF | doctest.IGNORE_EXCEPTION_DETAIL
-
-    def _check_docs(self, module):
-        if self._skip:
-            # Printing this directly to __stdout__ so that it doesn't get
-            # captured by nose.
-            print("Warning: Skipping doctests for %s because "
-                  "pdbpp is installed." % module.__name__, file=sys.__stdout__)
-            return
-        try:
-            doctest.testmod(
-                module,
-                verbose=True,
-                raise_on_error=True,
-                optionflags=self.flags,
-            )
-        except doctest.UnexpectedException as e:
-            raise e.exc_info[1]
-        except doctest.DocTestFailure as e:
-            print("Got:")
-            print(e.got)
-            raise
-
-    def test_adjustment_docs(self):
-        self._check_docs(adjustment)
-
-    def test_expression_docs(self):
-        self._check_docs(expression)
-
-    def test_engine_docs(self):
-        self._check_docs(engine)
-
-    def test_memoize_docs(self):
-        self._check_docs(memoize)
-
-    def test_testing_docs(self):
-        self._check_docs(testing)
-
-    def test_preprocess_docs(self):
-        self._check_docs(preprocess)
-
-    def test_input_validation_docs(self):
-        self._check_docs(input_validation)
-
-    def test_cache_docs(self):
-        self._check_docs(cache)
-
-    def test_numpy_utils_docs(self):
-        self._check_docs(numpy_utils)
-
-    def test_data_docs(self):
-        self._check_docs(data)
-
-    def test_functional_docs(self):
-        self._check_docs(functional)
-
-    def test_normalize_docs(self):
-        self._check_docs(normalize)

zipline/examples/olmar.py

@@ -122,7 +122,7 @@ def simplex_projection(v, b=1):
 
     :Example:
     >>> proj = simplex_projection([.4 ,.3, -.4, .5])
-    >>> print(proj)
+    >>> proj  # doctest: +NORMALIZE_WHITESPACE
     array([ 0.33333333, 0.23333333, 0. , 0.43333333])
     >>> print(proj.sum())
     1.0

zipline/lib/labelarray.py

@@ -226,7 +226,7 @@ class LabelArray(ndarray):
 
         1. Someone tries to directly construct a new array by doing::
 
-            >>> ndarray.__new__(LabelArray, ...)
+            >>> ndarray.__new__(LabelArray, ...)  # doctest: +SKIP
 
            In this case, obj will be None.  We treat this as an error case and
            fail.

zipline/pipeline/factors/factor.py

@@ -333,9 +333,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
     Factors.  For example, constructing a Factor that computes the average of
     two other Factors is simply::
 
-        >>> f1 = SomeFactor(...)
-        >>> f2 = SomeOtherFactor(...)
-        >>> average = (f1 + f2) / 2.0
+        >>> f1 = SomeFactor(...)  # doctest: +SKIP
+        >>> f2 = SomeOtherFactor(...)  # doctest: +SKIP
+        >>> average = (f1 + f2) / 2.0  # doctest: +SKIP
 
     Factors can also be converted into :class:`zipline.pipeline.Filter` objects
     via comparison operators: (``<``, ``<=``, ``!=``, ``eq``, ``>``, ``>=``).
@@ -492,8 +492,10 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         to use the ``mask`` parameter to discard values at the extremes of the
         distribution::
 
-            >>> base = MyFactor(...)
-            >>> normalized = base.demean(mask=base.percentile_between(1, 99))
+            >>> base = MyFactor(...)  # doctest: +SKIP
+            >>> normalized = base.demean(
+            ...     mask=base.percentile_between(1, 99),
+            ... )  # doctest: +SKIP
 
         ``demean()`` is only supported on Factors of dtype float64.
 
@@ -553,8 +555,10 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         outliers, it is often useful to use the ``mask`` parameter to discard
         values at the extremes of the distribution::
 
-            >>> base = MyFactor(...)
-            >>> normalized = base.zscore(mask=base.percentile_between(1, 99))
+            >>> base = MyFactor(...)  # doctest: +SKIP
+            >>> normalized = base.zscore(
+            ...    mask=base.percentile_between(1, 99),
+            ... )  # doctest: +SKIP
 
         ``zscore()`` is only supported on Factors of dtype float64.
 

zipline/pipeline/visualize.py

@@ -26,9 +26,9 @@ def delimit(delimiters, content):
     Surround `content` with the first and last characters of `delimiters`.
 
     >>> delimit('[]', "foo")
-    [foo]
+    u'[foo]'
     >>> delimit('""', "foo")
-    '"foo"'
+    u'"foo"'
     """
     if len(delimiters) != 2:
         raise ValueError(
@@ -220,7 +220,7 @@ def format_attrs(attrs):
 
     Example
     -------
-    >>> format_attrs({'key1': 'value1', 'key2': 'value2'})
+    >>> format_attrs({'key1': 'value1', 'key2': 'value2'})  # doctest: +SKIP
     '[key1=value1, key2=value2]'
     """
     if not attrs:

zipline/testing/fixtures.py

@@ -210,7 +210,7 @@ def alias(attr_name):
     >>> class C(object):
     ...     attr = 1
     ...
-    >>> class D(object):
+    >>> class D(C):
     ...     attr_alias = alias('attr')
     ...
     >>> D.attr

zipline/utils/context_tricks.py

@@ -41,7 +41,7 @@ class CallbackManager(object):
     >>> with manager('example'):
     ...    print('inside example block')
     entering example block
-    inside example
+    inside example block
     exiting example block
 
     These are reusable with different args:

zipline/utils/control_flow.py

@@ -23,7 +23,7 @@ def invert(d):
     """
     Invert a dictionary into a dictionary of sets.
 
-    >>> invert({'a': 1, 'b': 2, 'c': 1})
+    >>> invert({'a': 1, 'b': 2, 'c': 1})  # doctest: +SKIP
     {1: {'a', 'c'}, 2: {'b'}}
     """
     out = {}

zipline/utils/events.py

@@ -302,7 +302,8 @@ class AfterOpen(StatelessRule):
     A rule that triggers for some offset after the market opens.
     Example that triggers after 30 minutes of the market opening:
 
-    >>> AfterOpen(minutes=30)
+    >>> AfterOpen(minutes=30)  # doctest: +ELLIPSIS
+    <zipline.utils.events.AfterOpen object at ...>
     """
     def __init__(self, offset=None, **kwargs):
         self.offset = _build_offset(
@@ -346,7 +347,8 @@ class BeforeClose(StatelessRule):
     A rule that triggers for some offset time before the market closes.
     Example that triggers for the last 30 minutes every day:
 
-    >>> BeforeClose(minutes=30)
+    >>> BeforeClose(minutes=30)  # doctest: +ELLIPSIS
+    <zipline.utils.events.BeforeClose object at ...>
     """
     def __init__(self, offset=None, **kwargs):
         self.offset = _build_offset(

zipline/utils/final.py

@@ -69,7 +69,7 @@ class final(with_metaclass(ABCMeta)):
 
     Example usage:
     >>> from six import with_metaclass
-    >>> class C(with_metaclass(FinalMeta)):
+    >>> class C(with_metaclass(FinalMeta, object)):
     ...    @final
     ...    def f(self):
     ...        return 'value'

zipline/utils/functional.py

@@ -220,14 +220,16 @@ def unzip(seq, elem_len=None):
     >>> seq = [('a', 1), ('b', 2), ('c', 3, 'extra')]
     >>> cs, ns = unzip(seq)
     Traceback (most recent call last):
-      ...
+       ...
     ValueError: element at index 2 was length 3, expected 2
+
     # allows an explicit element length instead of infering
     >>> seq = [('a', 1, 'extra'), ('b', 2), ('c', 3)]
     >>> cs, ns = unzip(seq, 2)
     Traceback (most recent call last):
       ...
     ValueError: element at index 0 was length 3, expected 2
+
     # handles empty sequences when a length is given
     >>> cs, ns = unzip([], elem_len=2)
     >>> cs == ns == ()

zipline/utils/input_validation.py

@@ -216,10 +216,11 @@ def expect_dtypes(**named):
     ...
     >>> foo(arange(3), 'foo')
     (array([0, 1, 2]), 'foo')
-    >>> foo(arange(3, dtype=float), 'foo')
+    >>> foo(arange(3, dtype=float), 'foo')  # doctest: +NORMALIZE_WHITESPACE
     Traceback (most recent call last):
        ...
-    TypeError: foo() expected an argument with dtype 'int64' for argument 'x', but got dtype 'float64' instead.  # noqa
+    TypeError: zipline.utils.input_validation.foo() expected a value with
+    dtype 'int64' for argument 'x', but got 'float64' instead.
     """
     for name, type_ in iteritems(named):
         if not isinstance(type_, (dtype, tuple)):
@@ -278,10 +279,11 @@ def expect_kinds(**named):
     2
     >>> foo(int32(2))
     2
-    >>> foo(float32(2))
+    >>> foo(float32(2))  # doctest: +NORMALIZE_WHITESPACE
     Traceback (most recent call last):
-       ...n
-    TypeError: foo() expected a numpy object of kind 'i' for argument 'x', but got 'f' instead.  # noqa
+       ...
+    TypeError: zipline.utils.input_validation.foo() expected a numpy object of
+    kind 'i' for argument 'x', but got 'f' instead.
     """
     for name, kind in iteritems(named):
         if not isinstance(kind, (str, tuple)):
@@ -337,10 +339,11 @@ def expect_types(*_pos, **named):
     ...
     >>> foo(2, '3')
     (2, '3')
-    >>> foo(2.0, '3')
+    >>> foo(2.0, '3')  # doctest: +NORMALIZE_WHITESPACE
     Traceback (most recent call last):
        ...
-    TypeError: foo() expected an argument of type 'int' for argument 'x', but got float instead.  # noqa
+    TypeError: zipline.utils.input_validation.foo() expected a value of type
+    int for argument 'x', but got float instead.
     """
     if _pos:
         raise TypeError("expect_types() only takes keyword arguments.")
@@ -463,10 +466,11 @@ def expect_element(*_pos, **named):
     'A'
     >>> foo('b')
     'B'
-    >>> foo('c')
+    >>> foo('c')  # doctest: +NORMALIZE_WHITESPACE
     Traceback (most recent call last):
        ...
-    ValueError: foo() expected a value in ('a', 'b') for argument 'x', but got 'c' instead.  # noqa
+    ValueError: zipline.utils.input_validation.foo() expected a value in
+    ('a', 'b') for argument 'x', but got 'c' instead.
 
     Notes
     -----
@@ -505,10 +509,11 @@ def expect_dimensions(**dimensions):
     ...
     >>> foo(array([1, 1]), array([[1, 1], [2, 2]]))
     2
-    >>> foo(array([1, 1], array([1, 1])))
+    >>> foo(array([1, 1]), array([1, 1]))  # doctest: +NORMALIZE_WHITESPACE
     Traceback (most recent call last):
        ...
-    TypeError: foo() expected a 2-D array for argument 'y', but got a 1-D array instead.  # noqa
+    ValueError: zipline.utils.input_validation.foo() expected a 2-D array for
+    argument 'y', but got a 1-D array instead.
     """
     def _expect_dimension(expected_ndim):
         def _check(func, argname, argvalue):

zipline/utils/metautils.py

@@ -24,14 +24,15 @@ def compose_types(a, *cs):
 
     .. code-block:: python
 
-       class M(type):
-           def __new__(mcls, name, bases, dict_):
-               dict_['ayy'] = 'lmao'
-               return super().__new__(mcls, name, bases, dict_)
+       >>> class M(type):
+       ...     def __new__(mcls, name, bases, dict_):
+       ...         dict_['ayy'] = 'lmao'
+       ...         return super(M, mcls).__new__(mcls, name, bases, dict_)
 
 
-       class C(metaclass=M):
-           pass
+       >>> from six import with_metaclass
+       >>> class C(with_metaclass(M, object)):
+       ...     pass
 
 
     We now want to create a sublclass of ``C`` that is also an abstract class.
@@ -43,10 +44,11 @@ def compose_types(a, *cs):
 
     .. code-block:: python
 
-       class D(C, metaclass=compose_types(M, ABCMeta)):
-           @abstractmethod
-           def f(self):
-               raise NotImplementedError('f')
+       >>> from abc import ABCMeta, abstractmethod
+       >>> class D(with_metaclass(compose_types(M, ABCMeta), C)):
+       ...     @abstractmethod
+       ...     def f(self):
+       ...         raise NotImplementedError('f')
 
 
     We can see that this class has both metaclasses applied to it:
@@ -54,8 +56,10 @@ def compose_types(a, *cs):
     .. code-block:: python
 
        >>> D.ayy
-       lmao
+       'lmao'
        >>> D()
+       Traceback (most recent call last):
+          ...
        TypeError: Can't instantiate abstract class D with abstract methods f