MAINT: PR cleanup

tests/test_algorithm.py

@@ -12,6 +12,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+import warnings
 from collections import namedtuple
 import datetime
 from datetime import timedelta
@@ -34,7 +35,6 @@ import pytz
 from pandas.io.common import PerformanceWarning
 
 from zipline import run_algorithm
-from tests.warnings_catcher import WarningsCatcher
 from zipline import TradingAlgorithm
 from zipline.api import FixedSlippage
 from zipline.assets import Equity, Future
@@ -1959,7 +1959,9 @@ def handle_data(context, data):
             pass
         """)
 
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
+
             algo = TradingAlgorithm(
                 script=algocode,
                 sim_params=sim_params,
@@ -1967,18 +1969,19 @@ def handle_data(context, data):
             )
             algo.run(self.data_portal)
 
-        self.assertEqual(len(w), 2)
-        for i, warning in enumerate(w):
-            self.assertIsInstance(warning.message, UserWarning)
-            self.assertEqual(
-                warning.message.args[0],
-                'Got a time rule for the second positional argument '
-                'date_rule. You should use keyword argument '
-                'time_rule= when calling schedule_function without '
-                'specifying a date_rule'
-            )
-            # The warnings come from line 13 and 14 in the algocode
-            self.assertEqual(warning.lineno, 13 + i)
+            self.assertEqual(len(w), 2)
+
+            for i, warning in enumerate(w):
+                self.assertIsInstance(warning.message, UserWarning)
+                self.assertEqual(
+                    warning.message.args[0],
+                    'Got a time rule for the second positional argument '
+                    'date_rule. You should use keyword argument '
+                    'time_rule= when calling schedule_function without '
+                    'specifying a date_rule'
+                )
+                # The warnings come from line 13 and 14 in the algocode
+                self.assertEqual(warning.lineno, 13 + i)
 
         self.assertEqual(
             algo.done_at_open,

tests/test_api_shim.py

@@ -5,7 +5,6 @@ import numpy as np
 import pandas as pd
 from pandas.io.common import PerformanceWarning
 
-from tests.warnings_catcher import WarningsCatcher
 from zipline import TradingAlgorithm
 from zipline.finance.trading import SimulationParameters
 from zipline.protocol import BarData
@@ -292,7 +291,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
         cease to be supported, we also want to assert that we're seeing a
         deprecation warning.
         """
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
             algo = self.create_algo(sid_accessor_algo)
             algo.run(self.data_portal)
@@ -320,7 +320,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
         We also want to assert that we warn that iterating over the assets
         in `data` is deprecated.
         """
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
             algo = self.create_algo(data_items_algo)
             algo.run(self.data_portal)
@@ -344,7 +345,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
                     )
 
     def test_iterate_data(self):
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
 
             algo = self.create_algo(simple_algo)
@@ -374,7 +376,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
                     )
 
     def test_history(self):
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
 
             sim_params = self.sim_params.create_new(
@@ -415,7 +418,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
                                       expected_vol_with_split)
 
     def test_simple_transforms(self):
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
 
             sim_params = SimulationParameters(
@@ -485,7 +489,8 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
             self.assertAlmostEqual(346, algo.returns)
 
     def test_manipulation(self):
-        with WarningsCatcher([PerformanceWarning]) as w:
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("ignore", PerformanceWarning)
             warnings.simplefilter("default", ZiplineDeprecationWarning)
 
             algo = self.create_algo(simple_algo)

tests/test_clock.py

@@ -1,7 +1,6 @@
 from datetime import time
 from unittest import TestCase
 import pandas as pd
-import numpy as np
 from zipline.gens.sim_engine import (
     MinuteSimulationClock,
     SESSION_START,
@@ -26,8 +25,8 @@ class TestClock(TestCase):
         )
 
         trading_o_and_c = cls.nyse_calendar.schedule.ix[cls.sessions]
-        cls.opens = trading_o_and_c['market_open'].values.astype(np.int64)
-        cls.closes = trading_o_and_c['market_close'].values.astype(np.int64)
+        cls.opens = trading_o_and_c['market_open']
+        cls.closes = trading_o_and_c['market_close']
 
     def test_bts_before_session(self):
         clock = MinuteSimulationClock(

tests/test_daily_history_aggregator.py

@@ -120,6 +120,7 @@ class MinuteToDailyAggregationTestCase(WithBcolzEquityMinuteBarReader,
         self.equity_daily_aggregator = DailyHistoryAggregator(
             self.trading_calendar.schedule.market_open,
             self.bcolz_equity_minute_bar_reader,
+            self.trading_calendar
         )
 
     @parameterized.expand([

tests/warnings_catcher.py

@@ -1,32 +0,0 @@
-from warnings import catch_warnings, WarningMessage
-
-
-class WarningsCatcher(catch_warnings):
-    """
-    Subclass of warnings.catch_warnings that takes a list of warning types to
-    ignore.
-    """
-    def __init__(self, types_to_ignore=None):
-        super(WarningsCatcher, self).__init__(record=True)
-
-        self._types_to_ignore = set(types_to_ignore or [])
-
-    def __enter__(self):
-        if self._entered:
-            raise RuntimeError("Cannot enter %r twice" % self)
-        self._entered = True
-        self._filters = self._module.filters
-        self._module.filters = self._filters[:]
-        self._showwarning = self._module.showwarning
-        if self._record:
-            log = []
-
-            def showwarning(*args, **kwargs):
-                if args[1] in self._types_to_ignore:
-                    return
-                log.append(WarningMessage(*args, **kwargs))
-
-            self._module.showwarning = showwarning
-            return log
-        else:
-            return None