From 6c6ecd0a86424c528096af7c26cdb9b5b879ea26 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Mon, 31 Aug 2015 12:18:14 -0400 Subject: [PATCH] ENH: Adds asset_db_path arg to TradingEnvironment init --- zipline/finance/trading.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index a2c71b51..57ac6517 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -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)