TST: Adds tearDownClass methods to delete TradingEnvironments

tests/modelling/test_engine.py

@@ -244,6 +244,11 @@ class FrameInputTestCase(TestCase):
         cls.env.write_data(equities_df=asset_info)
         cls.asset_finder = cls.env.asset_finder
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+        del cls.asset_finder
+
     def setUp(self):
         self.dates = FrameInputTestCase.dates
         self.assets = FrameInputTestCase.assets
@@ -375,6 +380,7 @@ class SyntheticBcolzTestCase(TestCase):
 
     @classmethod
     def tearDownClass(cls):
+        del cls.env
         cls.temp_dir.cleanup()
 
     def test_SMA(self):

tests/modelling/test_modelling_algo.py

@@ -102,6 +102,10 @@ class FFCAlgorithmTestCase(TestCase):
 
         cls.dates = cls.raw_data[cls.AAPL].index.tz_localize('UTC')
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     @classmethod
     def create_bar_reader(cls, tempdir):
         resources = {

tests/risk/test_risk_cumulative.py

@@ -33,6 +33,10 @@ class TestRisk(unittest.TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         start_date = datetime.datetime(
             year=2006,

tests/risk/test_risk_period.py

@@ -37,6 +37,10 @@ class TestRisk(unittest.TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
 
         start_date = datetime.datetime(

tests/test_algorithm.py

@@ -112,6 +112,10 @@ class TestRecordAlgorithm(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[133])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.sim_params = factory.create_simulation_parameters(num_days=4,
                                                                env=self.env)
@@ -193,6 +197,10 @@ class TestMiscellaneousAPI(TestCase):
                            equities_data=metadata,
                            futures_data=futures_metadata)
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
         self.sim_params = factory.create_simulation_parameters(
@@ -516,6 +524,10 @@ class TestTransformAlgorithm(TestCase):
         cls.env.write_data(equities_identifiers=[0, 1, 133],
                            futures_data=futures_metadata)
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
         self.sim_params = factory.create_simulation_parameters(num_days=4,
@@ -756,6 +768,10 @@ class TestAlgoScript(TestCase):
             equities_identifiers=[0, 1, 133]
         )
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         days = 251
         # Note that create_simulation_parameters creates
@@ -813,7 +829,7 @@ class TestAlgoScript(TestCase):
         metadata = {3: {'symbol': 'TEST',
                         'asset_type': 'equity'}}
         algo = TradingAlgorithm(script=api_get_environment_algo,
-                                asset_metadata=metadata,
+                                equities_metadata=metadata,
                                 platform=platform)
         algo.run(self.df)
         self.assertEqual(algo.environment, platform)
@@ -823,7 +839,7 @@ class TestAlgoScript(TestCase):
         metadata = {3: {'symbol': 'TEST',
                         'asset_type': 'equity'}}
         algo = TradingAlgorithm(script=api_symbol_algo,
-                                asset_metadata=metadata)
+                                equities_metadata=metadata)
         algo.run(self.df)
 
     def test_fixed_slippage(self):
@@ -1093,6 +1109,10 @@ class TestHistory(TestCase):
         )
         cls.env.write_data(equities_identifiers=[0, 1])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     @property
     def source(self):
         return RandomWalkSource(start=self._start, end=self._end)
@@ -1154,6 +1174,10 @@ class TestGetDatetime(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0, 1])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
 
@@ -1218,6 +1242,10 @@ class TestTradingControls(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[cls.sid])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.sim_params = factory.create_simulation_parameters(num_days=4,
                                                                env=self.env)
@@ -1513,7 +1541,7 @@ class TestTradingControls(TestCase):
         metadata = {0: {'start_date': '1990-01-01',
                         'end_date': '2020-01-01'}}
         algo = SetAssetDateBoundsAlgorithm(
-            asset_metadata=metadata,
+            equities_metadata=metadata,
             sim_params=self.sim_params,
             env=temp_env,
         )
@@ -1525,7 +1553,7 @@ class TestTradingControls(TestCase):
         metadata = {0: {'start_date': '1989-01-01',
                         'end_date': '1990-01-01'}}
         algo = SetAssetDateBoundsAlgorithm(
-            asset_metadata=metadata,
+            equities_metadata=metadata,
             sim_params=self.sim_params,
             env=temp_env,
         )
@@ -1538,7 +1566,7 @@ class TestTradingControls(TestCase):
         metadata = {0: {'start_date': '2020-01-01',
                         'end_date': '2021-01-01'}}
         algo = SetAssetDateBoundsAlgorithm(
-            asset_metadata=metadata,
+            equities_metadata=metadata,
             sim_params=self.sim_params,
             env=temp_env,
         )
@@ -1556,6 +1584,10 @@ class TestAccountControls(TestCase):
             equities_identifiers=[cls.sidint]
         )
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.sim_params = factory.create_simulation_parameters(
             num_days=4, env=self.env

tests/test_algorithm_gen.py

@@ -91,6 +91,10 @@ class AlgorithmGeneratorTestCase(TestCase):
         cls.env = trading.TradingEnvironment()
         cls.env.write_data(equities_identifiers=[8229])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
 

tests/test_assets.py

@@ -721,6 +721,10 @@ class TestFutureChain(TestCase):
         env.write_data(futures_data=metadata)
         cls.asset_finder = env.asset_finder
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.asset_finder
+
     def test_len(self):
         """ Test the __len__ method of FutureChain.
         """

tests/test_batchtransform.py

@@ -139,6 +139,10 @@ class TestBatchTransformMinutely(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
         start = pd.datetime(1990, 1, 3, 0, 0, 0, 0, pytz.utc)
@@ -184,6 +188,10 @@ class TestBatchTransform(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
         self.sim_params = factory.create_simulation_parameters(

tests/test_blotter.py

@@ -40,6 +40,10 @@ class BlotterTestCase(TestCase):
         cls.env = trading.TradingEnvironment()
         cls.env.write_data(equities_identifiers=[24])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self, env=None):
         setup_logger(self)
 

tests/test_events_through_risk.py

@@ -47,6 +47,10 @@ class TestEventsThroughRisk(unittest.TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[1])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def test_daily_buy_and_hold(self):
 
         start_date = datetime.datetime(

tests/test_exception_handling.py

@@ -45,6 +45,10 @@ class ExceptionTestCase(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[133])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.zipline_test_config = {
             'sid': 133,

tests/test_finance.py

@@ -63,6 +63,10 @@ class FinanceTestCase(TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[1, 133])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.zipline_test_config = {
             'sid': 133,
@@ -372,6 +376,10 @@ class TradingEnvironmentTestCase(TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     @timed(DEFAULT_TIMEOUT)
     def test_is_trading_day(self):
         # holidays taken from: http://www.nyse.com/press/1191407641943.html

tests/test_history.py

@@ -150,6 +150,10 @@ class TestHistoryIndex(TestCase):
     def setUpClass(cls):
         cls.environment = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.environment
+
     @parameterized.expand(
         [(name, case['input'], case['expected'])
          for name, case in INDEX_TEST_CASES.items()]
@@ -169,6 +173,10 @@ class TestHistoryContainer(TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def bar_data_dt(self, bar_data, require_unique=True):
         """
         Get a dt to associate with the given BarData object.
@@ -415,6 +423,10 @@ class TestHistoryAlgo(TestCase):
         cls.env = trading.TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0, 1])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         np.random.seed(123)
 
@@ -1119,6 +1131,10 @@ class TestHistoryContainerResize(TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     @parameterized.expand(
         (freq, field, data_frequency, construct_digest)
         for freq in ('1m', '1d')

tests/test_perf_tracking.py

@@ -514,6 +514,10 @@ class TestDividendPerformance(unittest.TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[1, 2])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
@@ -967,6 +971,10 @@ class TestPositionPerformance(unittest.TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[1, 2])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
@@ -1738,6 +1746,10 @@ class TestPerformanceTracker(unittest.TestCase):
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[1, 2, 133, 134])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     NumDaysToDelete = collections.namedtuple(
         'NumDaysToDelete', ('start', 'middle', 'end'))
 
@@ -2157,6 +2169,10 @@ class TestPositionTracker(unittest.TestCase):
         cls.env.write_data(equities_data=equities_metadata,
                            futures_data=futures_metadata)
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def test_empty_positions(self):
         """
         make sure all the empty position stats return a numeric 0

tests/test_rolling_panel.py

@@ -32,6 +32,10 @@ class TestRollingPanel(unittest.TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def test_alignment(self):
         items = ('a', 'b')
         sids = (1, 2)

tests/test_security_list.py

@@ -65,6 +65,10 @@ class SecurityListTestCase(TestCase):
         cls.env.write_data(equities_identifiers=['AAPL', 'GOOG', 'BZQ',
                                                  'URTY', 'JFT'])
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self, env=None):
 
         self.extra_knowledge_date = \

tests/test_serialization.py

@@ -41,6 +41,10 @@ class SerializationTestCase(TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     @parameterized.expand(object_serialization_cases())
     def test_object_serialization(self,
                                   _,

tests/test_transforms.py

@@ -144,6 +144,10 @@ class TransformTestCase(TestCase):
             )),
         }
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def tearDown(self):
         """
         Each test consumes a source, we need to rewind it.

tests/test_transforms_talib.py

@@ -37,6 +37,10 @@ class TestTALIB(TestCase):
     def setUpClass(cls):
         cls.env = TradingEnvironment()
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def setUp(self):
         setup_logger(self)
         sim_params = factory.create_simulation_parameters(

tests/utils/test_events.py

@@ -217,6 +217,10 @@ class RuleTestCase(TestCase):
         cls.env = TradingEnvironment()
         cls.class_ = None  # Mark that this is the base class.
 
+    @classmethod
+    def tearDownClass(cls):
+        del cls.env
+
     def test_completeness(self):
         """
         Tests that all rules are being tested.

zipline/algorithm.py

@@ -148,7 +148,7 @@ class TradingAlgorithm(object):
                Whether to fill orders immediately or on next bar.
             asset_finder : An AssetFinder object
                 A new AssetFinder object to be used in this TradingEnvironment
-            asset_metadata: can be either:
+            equities_metadata : can be either:
                             - dict
                             - pandas.DataFrame
                             - object with 'read' property
@@ -166,7 +166,7 @@ class TradingAlgorithm(object):
                 with the other metadata fields.
             identifiers : List
                 Any asset identifiers that are not provided in the
-                asset_metadata, but will be traded by this TradingAlgorithm
+                equities_metadata, but will be traded by this TradingAlgorithm
         """
         self.sources = []
 
@@ -199,8 +199,9 @@ class TradingAlgorithm(object):
 
         # Update the TradingEnvironment with the provided asset metadata
         self.trading_environment.write_data(
-            equities_data=kwargs.pop('asset_metadata', {}),
+            equities_data=kwargs.pop('equities_metadata', {}),
             equities_identifiers=kwargs.pop('identifiers', []),
+            futures_data=kwargs.pop('futures_metadata', {}),
         )
 
         # set the capital base

zipline/finance/performance/position_tracker.py

@@ -405,14 +405,6 @@ class PositionTracker(object):
         state_dict['asset_finder'] = self.asset_finder
         state_dict['positions'] = dict(self.positions)
         state_dict['unpaid_dividends'] = self._unpaid_dividends
-
-        # Asset-finder dependent dicts must be serialized
-        state_dict['position_value_multipliers'] = \
-            serialize_ordered_dict(self._position_value_multipliers)
-        state_dict['position_exposure_multipliers'] = \
-            serialize_ordered_dict(self._position_exposure_multipliers)
-        state_dict['position_payout_multipliers'] = \
-            serialize_ordered_dict(self._position_payout_multipliers)
         state_dict['auto_close_position_sids'] = self._auto_close_position_sids
 
         STATE_VERSION = 3
@@ -433,36 +425,14 @@ class PositionTracker(object):
         self._positions_store = zp.Positions()
 
         self._unpaid_dividends = state['unpaid_dividends']
-
-        # AssetFinder-dependent dicts are de-serialized
-        self._position_value_multipliers = \
-            deserialize_ordered_dict(state['position_value_multipliers'])
-        self._position_exposure_multipliers = \
-            deserialize_ordered_dict(state['position_exposure_multipliers'])
-        self._position_payout_multipliers = \
-            deserialize_ordered_dict(state['position_payout_multipliers'])
         self._auto_close_position_sids = state['auto_close_position_sids']
 
         # Arrays for quick calculations of positions value
         self._position_amounts = OrderedDict()
         self._position_last_sale_prices = OrderedDict()
+        self._position_value_multipliers = OrderedDict()
+        self._position_exposure_multipliers = OrderedDict()
+        self._position_payout_multipliers = OrderedDict()
 
         # Update positions is called without a finder
         self.update_positions(state['positions'])
-
-
-def serialize_ordered_dict(ordered_dict):
-    """
-    Converts an OrderedDict in to a list of key/value pair tuples
-    """
-    return [(key, value) for key, value in ordered_dict.items()]
-
-
-def deserialize_ordered_dict(serialized_ordered_dict):
-    """
-    Converts a list of key/value pair tuples in to an OrderedDict
-    """
-    result = OrderedDict()
-    for key, value in serialized_ordered_dict:
-        result[key] = value
-    return result

zipline/utils/cli.py

@@ -240,7 +240,7 @@ def run_pipeline(print_algo=True, **kwargs):
                                     namespace=kwargs.get('namespace', {}),
                                     capital_base=float(kwargs['capital_base']),
                                     algo_filename=kwargs.get('algofile'),
-                                    asset_metadata=asset_metadata,
+                                    equities_metadata=asset_metadata,
                                     identifiers=symbols,
                                     start=start,
                                     end=end)