BUG: HistoryContainer creation at runtime did not work as intended.

tests/test_algorithm.py

@@ -714,6 +714,18 @@ def handle_data(context, data):
 
 
 class TestHistory(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls._start = pd.Timestamp('1991-01-01', tz='UTC')
+        cls._end = pd.Timestamp('1991-01-15', tz='UTC')
+        cls.sim_params = factory.create_simulation_parameters(
+            data_frequency='minute',
+        )
+
+    @property
+    def source(self):
+        return RandomWalkSource(start=self._start, end=self._end)
+
     def test_history(self):
         history_algo = """
 from zipline.api import history, add_history
@@ -724,16 +736,42 @@ def initialize(context):
 def handle_data(context, data):
     df = history(10, '1d', 'price')
 """
-        start = pd.Timestamp('1991-01-01', tz='UTC')
-        end = pd.Timestamp('1991-01-15', tz='UTC')
-        source = RandomWalkSource(start=start,
-                                  end=end)
-        sim_params = factory.create_simulation_parameters(
-            data_frequency='minute')
-        algo = TradingAlgorithm(script=history_algo, sim_params=sim_params)
-        output = algo.run(source)
+
+        algo = TradingAlgorithm(
+            script=history_algo,
+            sim_params=self.sim_params,
+        )
+        output = algo.run(self.source)
         self.assertIsNot(output, None)
 
+    def test_history_without_add(self):
+        def handle_data(algo, data):
+            algo.history(1, '1m', 'price')
+
+        algo = TradingAlgorithm(
+            initialize=lambda _: None,
+            handle_data=handle_data,
+            sim_params=self.sim_params,
+        )
+        algo.run(self.source)
+
+        self.assertIsNotNone(algo.history_container)
+        self.assertEqual(algo.history_container.buffer_panel.window_length, 1)
+
+    def test_add_history_in_handle_data(self):
+        def handle_data(algo, data):
+            algo.add_history(1, '1m', 'price')
+
+        algo = TradingAlgorithm(
+            initialize=lambda _: None,
+            handle_data=handle_data,
+            sim_params=self.sim_params,
+        )
+        algo.run(self.source)
+
+        self.assertIsNotNone(algo.history_container)
+        self.assertEqual(algo.history_container.buffer_panel.window_length, 1)
+
 
 class TestGetDatetime(TestCase):
 

tests/test_history.py

@@ -997,7 +997,7 @@ class TestHistoryContainerResize(TestCase):
         )
 
         for spec in to_add:
-            container.ensure_spec(spec, initial_dt)
+            container.ensure_spec(spec, initial_dt, bar_data)
 
             self.assertEqual(
                 container.digest_panels[spec.frequency].window_length,
@@ -1052,7 +1052,7 @@ class TestHistoryContainerResize(TestCase):
             data_frequency=data_frequency,
         )
 
-        container.ensure_spec(new_spec, initial_dt)
+        container.ensure_spec(new_spec, initial_dt, bar_data)
 
         if bar_count > 1:
             digest_panel = container.digest_panels[new_spec.frequency]
@@ -1109,7 +1109,7 @@ class TestHistoryContainerResize(TestCase):
             data_frequency=data_frequency,
         )
 
-        container.ensure_spec(new_spec, initial_dt)
+        container.ensure_spec(new_spec, initial_dt, bar_data)
 
         if bar_count > 1:
             digest_panel = container.digest_panels[new_spec.frequency]

tests/utils/test_events.py

@@ -15,6 +15,7 @@
 import datetime
 import random
 from itertools import islice
+from six import iteritems
 from six.moves import range, map
 from nose_parameterized import parameterized
 from unittest import TestCase
@@ -216,7 +217,7 @@ class RuleTestCase(TestCase):
             return  # This is the base class testing, it is always complete.
 
         dem = {
-            k for k, v in vars(zipline.utils.events).iteritems()
+            k for k, v in iteritems(vars(zipline.utils.events))
             if isinstance(v, type)
             and issubclass(v, self.class_)
             and v is not self.class_