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ENH: Adds asset_db_path arg to TradingEnvironment init

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jfkirk
2015-09-10 11:53:28 -04:00
parent fa5f24fb2a
commit 6c6ecd0a86
1 changed files with 3 additions and 2 deletions
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zipline/finance/trading.py
+3 -2
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@@ -68,7 +68,8 @@ class TradingEnvironment(object):
bm_symbol='^GSPC',
exchange_tz="US/Eastern",
max_date=None,
env_trading_calendar=tradingcalendar
env_trading_calendar=tradingcalendar,
asset_db_path=':memory:'
):
"""
@load is function that returns benchmark_returns and treasury_curves
@@ -112,7 +113,7 @@ class TradingEnvironment(object):
self.exchange_tz = exchange_tz
self.engine = engine = create_engine('sqlite:///:memory:')
self.engine = engine = create_engine('sqlite:///%s' % asset_db_path)
AssetDBWriterFromDictionary().init_db(engine)
self.asset_finder = AssetFinder(engine)