Fixed catalyst tests except example tests

.travis.yml

@@ -41,7 +41,7 @@ install:
   - if [[ "$TRAVIS_SECURE_ENV_VARS" = "true" && "$TRAVIS_BRANCH" = "master" && "$TRAVIS_PULL_REQUEST" = "false" ]]; then DO_UPLOAD="true"; else DO_UPLOAD="false"; fi
   - |
     for recipe in $(ls -d conda/*/ | xargs -I {} basename {}); do
-      if [[ "$recipe" = "zipline" ]]; then continue; fi
+      if [[ "$recipe" = "catalyst" ]]; then continue; fi
 
       conda build conda/$recipe --python=$CONDA_PY --numpy=$CONDA_NPY --skip-existing -c quantopian -c quantopian/label/ci
       RECIPE_OUTPUT=$(conda build conda/$recipe --python=$CONDA_PY --numpy=$CONDA_NPY --output)
@@ -61,14 +61,14 @@ install:
 before_script:
   - pip freeze | sort
 script:
-  - flake8 zipline tests
+  - flake8 catalyst tests
   - nosetests --with-coverage
   # deactive env to get access to anaconda command
   - source deactivate
 
   # unshallow the clone so the conda build can clone it.
   - git fetch --unshallow
-  - exec 3>&1; ZP_OUT=$(conda build conda/zipline --python=$CONDA_PY --numpy=$CONDA_NPY -c quantopian -c quantopian/label/ci | tee >(cat - >&3))
+  - exec 3>&1; ZP_OUT=$(conda build conda/catalyst --python=$CONDA_PY --numpy=$CONDA_NPY -c quantopian -c quantopian/label/ci | tee >(cat - >&3))
   - ZP_OUTPUT=$(echo "$ZP_OUT" | grep "anaconda upload" | awk '{print $NF}')
   - if [[ "$DO_UPLOAD" = "true" ]]; then anaconda -t $ANACONDA_TOKEN upload $ZP_OUTPUT -u quantopian --label ci; fi
   # reactivate env (necessary for coveralls)

catalyst/algorithm.py

@@ -1115,7 +1115,7 @@ class TradingAlgorithm(object):
         if calendar is None:
             cal = self.trading_calendar
         elif calendar is calendars.CRYPTO_ASSETS:
-            cal = get_environment('OPEN')
+            cal = get_calendar('OPEN')
         elif calendar is calendars.US_EQUITIES:
             cal = get_calendar('NYSE')
         elif calendar is calendars.US_FUTURES:
@@ -1124,7 +1124,9 @@ class TradingAlgorithm(object):
             raise ScheduleFunctionInvalidCalendar(
                 given_calendar=calendar,
                 allowed_calendars=(
-                    '[calendars.CRYPTO_ASSETS, calendars.US_EQUITIES, calendars.US_FUTURES]'
+                    '[calendars.CRYPTO_ASSETS, '
+                    'calendars.US_EQUITIES, '
+                    'calendars.US_FUTURES]'
                 ),
             )
 

catalyst/data/benchmarks.py

@@ -43,6 +43,9 @@ def get_benchmark_returns(symbol, first_date, last_date):
     first_date is **not** included because we need the close from day N - 1 to
     compute the returns for day N.
     """
+    if symbol == '^GSPC':
+        symbol = 'spy'
+
     data = pd_reader.DataReader(
         symbol,
         'google',

catalyst/data/bundles/quandl.py

@@ -412,6 +412,7 @@ CATALYST_URL = (
     'https://s3.amazonaws.com/quantopian-public-zipline-data/quandl'
 )
 
+
 @bundles.register(
     'catalyst',
     calendar_name='NYSE',

catalyst/data/us_equity_pricing.py

@@ -67,7 +67,10 @@ from catalyst.utils.input_validation import (
     preprocess,
     verify_indices_all_unique,
 )
-from catalyst.utils.sqlite_utils import group_into_chunks, coerce_string_to_conn
+from catalyst.utils.sqlite_utils import (
+    group_into_chunks,
+    coerce_string_to_conn,
+)
 from catalyst.utils.memoize import lazyval
 from catalyst.utils.cli import maybe_show_progress
 from ._equities import _compute_row_slices, _read_bcolz_data

catalyst/examples/momentum_pipeline.py

@@ -10,26 +10,23 @@ from catalyst.api import (
     pipeline_output,
     record,
     schedule_function,
+    symbol,
 )
 from catalyst.pipeline import Pipeline
-from catalyst.pipeline.factors.crypto import RSI as cRSI
-from catalyst.pipeline.factors.equity import RSI as eRSI
+from catalyst.pipeline.factors.equity import RSI
 
 
 def make_pipeline():
-    crsi = cRSI()
-    ersi = eRSI()
+    rsi = RSI()
     return Pipeline(
         columns={
-            'longs': crsi.top(3),
-            'shorts': crsi.bottom(3),
-            'equity': ersi.top(3),
+            'longs': rsi.top(3),
+            'shorts': rsi.bottom(3),
         },
     )
 
 
 def rebalance(context, data):
-
     # Pipeline data will be a dataframe with boolean columns named 'longs' and
     # 'shorts'.
     pipeline_data = context.pipeline_data

catalyst/pipeline/api_utils.py

@@ -10,8 +10,9 @@ def restrict_to_dtype(dtype, message_template):
     Terms with a specific dtype.
 
     This is conceptually similar to
-    catalyst.utils.input_validation.expect_dtypes, but provides more flexibility
-    for providing error messages that are specifically targeting Term methods.
+    catalyst.utils.input_validation.expect_dtypes, but provides more
+    flexibility for providing error messages that are specifically targeting
+    Term methods.
 
     Parameters
     ----------

catalyst/pipeline/classifiers/classifier.py

@@ -330,7 +330,8 @@ class Classifier(RestrictedDTypeMixin, ComputableTerm):
         Called with the result of a pipeline. This needs to return an object
         which can be put into the workspace to continue doing computations.
 
-        This is the inverse of :func:`~catalyst.pipeline.term.Term.postprocess`.
+        This is the inverse of
+        :func:`~catalyst.pipeline.term.Term.postprocess`.
         """
         if self.dtype == int64_dtype:
             return super(Classifier, self).to_workspace_value(result, assets)

catalyst/pipeline/data/crypto_pricing.py

@@ -8,8 +8,8 @@ class CryptoPricing(DataSet):
     """
     Dataset representing daily trading prices and volumes of crypto-assets.
     """
-    open   = Column(float64_dtype)
-    high   = Column(float64_dtype)
-    low    = Column(float64_dtype)
-    close  = Column(float64_dtype)
+    open = Column(float64_dtype)
+    high = Column(float64_dtype)
+    low = Column(float64_dtype)
+    close = Column(float64_dtype)
     volume = Column(float64_dtype)

catalyst/pipeline/data/dataset.py

@@ -7,7 +7,10 @@ from six import (
     with_metaclass,
 )
 
-from catalyst.pipeline.classifiers import Classifier, Latest as LatestClassifier
+from catalyst.pipeline.classifiers import (
+    Classifier,
+    Latest as LatestClassifier,
+)
 from catalyst.pipeline.factors import Factor, Latest as LatestFactor
 from catalyst.pipeline.filters import Filter, Latest as LatestFilter
 from catalyst.pipeline.sentinels import NotSpecified

catalyst/pipeline/data/equity_pricing.py

@@ -8,8 +8,8 @@ class USEquityPricing(DataSet):
     """
     Dataset representing daily trading prices and volumes.
     """
-    open   = Column(float64_dtype)
-    high   = Column(float64_dtype)
-    low    = Column(float64_dtype)
-    close  = Column(float64_dtype)
+    open = Column(float64_dtype)
+    high = Column(float64_dtype)
+    low = Column(float64_dtype)
+    close = Column(float64_dtype)
     volume = Column(float64_dtype)

catalyst/pipeline/factors/equity/__init__.py

@@ -1,6 +1,9 @@
 from .statistical import (
+    RollingPearson,
+    RollingLinearRegression,
     RollingLinearRegressionOfReturns,
     RollingPearsonOfReturns,
+    RollingSpearman,
     RollingSpearmanOfReturns,
 )
 from .technical import (

catalyst/pipeline/factors/factor.py

@@ -338,8 +338,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         >>> f2 = SomeOtherFactor(...)  # doctest: +SKIP
         >>> average = (f1 + f2) / 2.0  # doctest: +SKIP
 
-    Factors can also be converted into :class:`catalyst.pipeline.Filter` objects
-    via comparison operators: (``<``, ``<=``, ``!=``, ``eq``, ``>``, ``>=``).
+    Factors can also be converted into :class:`catalyst.pipeline.Filter`
+    objects via comparison operators:
+    (``<``, ``<=``, ``!=``, ``eq``, ``>``, ``>=``).
 
     There are many natural operators defined on Factors besides the basic
     numerical operators. These include methods identifying missing or
@@ -699,7 +700,7 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         :class:`catalyst.pipeline.factors.RollingPearsonOfReturns`
         :meth:`Factor.spearmanr`
         """
-        from .statistical import RollingPearson
+        from .equity import RollingPearson
         return RollingPearson(
             base_factor=self,
             target=target,
@@ -764,7 +765,7 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         :class:`catalyst.pipeline.factors.RollingSpearmanOfReturns`
         :meth:`Factor.pearsonr`
         """
-        from .statistical import RollingSpearman
+        from .equity import RollingSpearman
         return RollingSpearman(
             base_factor=self,
             target=target,
@@ -826,7 +827,7 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         :func:`scipy.stats.linregress`
         :class:`catalyst.pipeline.factors.RollingLinearRegressionOfReturns`
         """
-        from .statistical import RollingLinearRegression
+        from .equity import RollingLinearRegression
         return RollingLinearRegression(
             dependent=self,
             independent=target,

catalyst/pipeline/filters/filter.py

@@ -141,7 +141,7 @@ class Filter(RestrictedDTypeMixin, ComputableTerm):
     construct a Factor computing 10-day VWAP and compare it to the scalar value
     20.0::
 
-        >>> from catalyst.pipeline.factors import VWAP
+        >>> from catalyst.pipeline.factors.equity import VWAP
         >>> vwap_10 = VWAP(window_length=10)
         >>> vwaps_under_20 = (vwap_10 <= 20)
 

catalyst/pipeline/loaders/blaze/estimates.py

@@ -130,6 +130,10 @@ class BlazeEstimatesLoader(PipelineLoader):
             mask,
         )
 
+    @property
+    def columns(self):
+        return self._columns
+
 
 class BlazeNextEstimatesLoader(BlazeEstimatesLoader):
     loader = NextEarningsEstimatesLoader

catalyst/pipeline/loaders/blaze/events.py

@@ -91,6 +91,8 @@ class BlazeEventsLoader(PipelineLoader):
         self._data_query_time = data_query_time
         self._data_query_tz = data_query_tz
 
+        self._columns = next_value_columns
+
     def load_adjusted_array(self, columns, dates, assets, mask):
         raw = load_raw_data(assets,
                             dates,
@@ -109,3 +111,7 @@ class BlazeEventsLoader(PipelineLoader):
             assets,
             mask,
         )
+
+    @property
+    def columns(self):
+        return self._columns

catalyst/pipeline/loaders/crypto_pricing_loader.py

@@ -16,10 +16,7 @@ from numpy import (
     uint32,
 )
 
-from catalyst.data.us_equity_pricing import (
-    BcolzDailyBarReader,
-    SQLiteAdjustmentReader,
-)
+from catalyst.data.us_equity_pricing import BcolzDailyBarReader
 from catalyst.lib.adjusted_array import AdjustedArray
 from catalyst.errors import NoFurtherDataError
 from catalyst.utils.calendars import get_calendar

catalyst/pipeline/loaders/earnings_estimates.py

@@ -162,6 +162,7 @@ class EarningsEstimatesLoader(PipelineLoader):
         }
 
         self.name_map = name_map
+        self._columns = set(name_map.keys())
 
     @abstractmethod
     def get_zeroth_quarter_idx(self, stacked_last_per_qtr):
@@ -664,6 +665,10 @@ class EarningsEstimatesLoader(PipelineLoader):
                 )
         return out
 
+    @property
+    def columns(self):
+        return self._columns
+
     def get_last_data_per_qtr(self, assets_with_data, columns, dates):
         """
         Determine the last piece of information we know for each column on each

catalyst/pipeline/loaders/equity_pricing_loader.py

@@ -95,7 +95,7 @@ class USEquityPricingLoader(PipelineLoader):
                 c.missing_value,
             )
         return out
-    
+
     @property
     def columns(self):
         return self._columns

catalyst/pipeline/loaders/events.py

@@ -115,6 +115,8 @@ class EventsLoader(PipelineLoader):
         # Columns to load with self.load_previous_events.
         self.previous_value_columns = previous_value_columns
 
+        self._columns = events.columns
+
     def split_next_and_previous_event_columns(self, requested_columns):
         """
         Split requested columns into columns that should load the next known
@@ -229,3 +231,7 @@ class EventsLoader(PipelineLoader):
             self.load_next_events(n, dates, sids, mask),
             self.load_previous_events(p, dates, sids, mask),
         )
+    
+    @property
+    def columns(self):
+        return self._columns

catalyst/pipeline/loaders/frame.py

@@ -64,6 +64,8 @@ class DataFrameLoader(PipelineLoader):
         self.dates = baseline.index
         self.assets = baseline.columns
 
+        self._columns = self.assets
+
         if adjustments is None:
             adjustments = DataFrame(
                 index=DatetimeIndex([]),
@@ -174,3 +176,8 @@ class DataFrameLoader(PipelineLoader):
                 missing_value=column.missing_value,
             ),
         }
+
+    @property
+    def columns(self):
+        return self._columns
+

catalyst/pipeline/loaders/synthetic.py

@@ -61,7 +61,9 @@ class PrecomputedLoader(PipelineLoader):
     """
     def __init__(self, constants, dates, sids):
         loaders = {}
+        columns = []
         for column, const in iteritems(constants):
+            columns.append(column)
             frame = DataFrame(
                 const,
                 index=dates,
@@ -75,6 +77,7 @@ class PrecomputedLoader(PipelineLoader):
             )
 
         self._loaders = loaders
+        self._columns = set(columns)
 
     def load_adjusted_array(self, columns, dates, assets, mask):
         """
@@ -91,6 +94,9 @@ class PrecomputedLoader(PipelineLoader):
             )
         return out
 
+    def columns(self):
+        return self._columns
+
 
 class EyeLoader(PrecomputedLoader):
     """
@@ -108,12 +114,17 @@ class EyeLoader(PrecomputedLoader):
     """
     def __init__(self, columns, dates, sids):
         shape = (len(dates), len(sids))
+        self._columns = columns
         super(EyeLoader, self).__init__(
             {column: eye(shape, dtype=column.dtype) for column in columns},
             dates,
             sids,
         )
 
+    @property
+    def columns(self):
+        return self._columns
+
 
 class SeededRandomLoader(PrecomputedLoader):
     """
@@ -133,6 +144,7 @@ class SeededRandomLoader(PrecomputedLoader):
 
     def __init__(self, seed, columns, dates, sids):
         self._seed = seed
+        self._columns = columns
         super(SeededRandomLoader, self).__init__(
             {c: self.values(c.dtype, dates, sids) for c in columns},
             dates,
@@ -151,6 +163,10 @@ class SeededRandomLoader(PrecomputedLoader):
             bool_dtype: self._bool_values,
             object_dtype: self._object_values,
         }[dtype](shape)
+    
+    @property
+    def columns(self):
+        return self._columns
 
     @property
     def state(self):

catalyst/pipeline/term.py

@@ -428,7 +428,8 @@ class ComputableTerm(Term):
     A Term that should be computed from a tuple of inputs.
 
     This is the base class for :class:`catalyst.pipeline.Factor`,
-    :class:`catalyst.pipeline.Filter`, and :class:`catalyst.pipeline.Classifier`.
+    :class:`catalyst.pipeline.Filter`, and
+    :class:`catalyst.pipeline.Classifier`.
     """
     inputs = NotSpecified
     outputs = NotSpecified

catalyst/testing/fixtures.py

@@ -512,8 +512,8 @@ class WithTradingEnvironment(WithAssetFinder,
                 pd.DataFrame.from_csv(source_path).tz_localize('UTC')
 
             # The TradingEnvironment ordinarily uses cached benchmark returns
-            # and treasury curves data, but when running the catalyst tests this
-            # cache is not always updated to include the appropriate dates
+            # and treasury curves data, but when running the catalyst tests
+            # this cache is not always updated to include the appropriate dates
             # required by both the futures and equity calendars. In order to
             # create more reliable and consistent data throughout the entirety
             # of the tests, we read static benchmark returns and treasury curve
@@ -1331,6 +1331,7 @@ class WithEquityPricingPipelineEngine(WithAdjustmentReader,
         loader = USEquityPricingLoader(
             cls.bcolz_equity_daily_bar_reader,
             SQLiteAdjustmentReader(cls.adjustments_db_path),
+            USEquityPricing,
         )
 
         def get_loader(column):

catalyst/utils/calendars/calendar_utils.py

@@ -3,17 +3,15 @@ from catalyst.errors import (
     CyclicCalendarAlias,
     InvalidCalendarName,
 )
-from catalyst.utils.calendars.exchange_calendar_open import OpenExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_cfe import CFEExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_nyse import NYSEExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_cme import CMEExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_bmf import BMFExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_lse import LSEExchangeCalendar
-from catalyst.utils.calendars.exchange_calendar_tsx import TSXExchangeCalendar
-from catalyst.utils.calendars.us_futures_calendar import (
-    QuantopianUSFuturesCalendar,
-)
+from .exchange_calendar_open import OpenExchangeCalendar
+from .exchange_calendar_cfe import CFEExchangeCalendar
+from .exchange_calendar_ice import ICEExchangeCalendar
+from .exchange_calendar_nyse import NYSEExchangeCalendar
+from .exchange_calendar_cme import CMEExchangeCalendar
+from .exchange_calendar_bmf import BMFExchangeCalendar
+from .exchange_calendar_lse import LSEExchangeCalendar
+from .exchange_calendar_tsx import TSXExchangeCalendar
+from .us_futures_calendar import QuantopianUSFuturesCalendar
 
 _default_calendar_factories = {
     'OPEN': OpenExchangeCalendar,

catalyst/utils/calendars/exchange_calendar_open.py

@@ -15,7 +15,6 @@ class OpenExchangeCalendar(TradingCalendar):
     def tz(self):
         return timezone('US/Eastern')
 
-
     @property
     def open_time(self):
         return time(0)

catalyst/utils/events.py

@@ -607,8 +607,8 @@ class time_rules(object):
 
 class calendars(object):
     CRYPTO_ASSETS = sentinel('CRYPTO_ASSETS')
-    US_EQUITIES   = sentinel('US_EQUITIES')
-    US_FUTURES    = sentinel('US_FUTURES')
+    US_EQUITIES = sentinel('US_EQUITIES')
+    US_FUTURES = sentinel('US_FUTURES')
 
 
 def make_eventrule(date_rule, time_rule, cal, half_days=True):

catalyst/utils/pool.py

@@ -37,8 +37,8 @@ class ApplyAsyncResult(object):
 
         Notes
         -----
-        In the :class:`~catalyst.utils.pool.SequentialPool` case, this is always
-        ``True``.
+        In the :class:`~catalyst.utils.pool.SequentialPool` case, this is
+        always ``True``.
         """
         return True
 

catalyst/utils/run_algo.py

@@ -19,7 +19,10 @@ from catalyst.data.bundles.core import load
 from catalyst.data.data_portal import DataPortal
 from catalyst.finance.trading import TradingEnvironment
 from catalyst.pipeline.data import USEquityPricing, CryptoPricing
-from catalyst.pipeline.loaders import USEquityPricingLoader, CryptoPricingLoader
+from catalyst.pipeline.loaders import (
+    USEquityPricingLoader,
+    CryptoPricingLoader,
+)
 from catalyst.utils.calendars import get_calendar
 from catalyst.utils.factory import create_simulation_parameters
 import catalyst.utils.paths as pth
@@ -123,13 +126,13 @@ def _run(handle_data,
                 return env, data
             elif len(bundles) == 1:
                 b = bundles[0]
-                
+
             bundle_data = load(
                 b,
                 environ,
                 bundle_timestamp,
             )
-            
+
             prefix, connstr = re.split(
                 r'sqlite:///',
                 str(bundle_data.asset_finder.engine.url),
@@ -173,13 +176,12 @@ def _run(handle_data,
                            USEquityPricing,
                        )
             raise ValueError(
-                "No PipelineLoader registered for column %s." % column
+                "No PipelineLoader registered for bundle %s." % b
             )
-            
 
         loaders = [get_loader_for_bundle(b) for b in bundles]
         env, data = get_trading_env_and_data(bundles)
-      
+
         def choose_loader(column):
             for loader in loaders:
                 if column in loader.columns:

tests/calendars/test_calendar_dispatcher.py

@@ -1,14 +1,14 @@
 """
 Tests for TradingCalendarDispatcher.
 """
-from zipline.errors import (
+from catalyst.errors import (
     CalendarNameCollision,
     CyclicCalendarAlias,
     InvalidCalendarName,
 )
-from zipline.testing import ZiplineTestCase
-from zipline.utils.calendars.calendar_utils import TradingCalendarDispatcher
-from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
+from catalyst.testing import ZiplineTestCase
+from catalyst.utils.calendars.calendar_utils import TradingCalendarDispatcher
+from catalyst.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
 
 
 class CalendarAliasTestCase(ZiplineTestCase):

tests/calendars/test_cfe_calendar.py

@@ -2,7 +2,7 @@ from unittest import TestCase
 import pandas as pd
 
 from .test_trading_calendar import ExchangeCalendarTestBase
-from zipline.utils.calendars.exchange_calendar_cfe import CFEExchangeCalendar
+from catalyst.utils.calendars.exchange_calendar_cfe import CFEExchangeCalendar
 
 
 class CFECalendarTestCase(ExchangeCalendarTestBase, TestCase):

tests/calendars/test_cme_calendar.py

@@ -2,7 +2,7 @@ from unittest import TestCase
 import pandas as pd
 
 from .test_trading_calendar import ExchangeCalendarTestBase
-from zipline.utils.calendars.exchange_calendar_cme import CMEExchangeCalendar
+from catalyst.utils.calendars.exchange_calendar_cme import CMEExchangeCalendar
 
 
 class CMECalendarTestCase(ExchangeCalendarTestBase, TestCase):

tests/calendars/test_ice_calendar.py

@@ -2,7 +2,7 @@ from unittest import TestCase
 import pandas as pd
 
 from .test_trading_calendar import ExchangeCalendarTestBase
-from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
+from catalyst.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
 
 
 class ICECalendarTestCase(ExchangeCalendarTestBase, TestCase):

tests/calendars/test_nyse_calendar.py

@@ -2,7 +2,9 @@ from unittest import TestCase
 import pandas as pd
 
 from .test_trading_calendar import ExchangeCalendarTestBase
-from zipline.utils.calendars.exchange_calendar_nyse import NYSEExchangeCalendar
+from catalyst.utils.calendars.exchange_calendar_nyse import (
+    NYSEExchangeCalendar,
+)
 
 
 class NYSECalendarTestCase(ExchangeCalendarTestBase, TestCase):

tests/calendars/test_trading_calendar.py

@@ -29,24 +29,24 @@ from pandas.util.testing import assert_index_equal
 from pytz import timezone
 from toolz import concat
 
-from zipline.errors import (
+from catalyst.errors import (
     CalendarNameCollision,
     InvalidCalendarName,
 )
 
-from zipline.testing.predicates import assert_equal
-from zipline.utils.calendars import (
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.calendars import (
     deregister_calendar,
     get_calendar,
     register_calendar,
 )
-from zipline.utils.calendars.calendar_utils import (
+from catalyst.utils.calendars.calendar_utils import (
     _default_calendar_aliases,
     _default_calendar_factories,
     register_calendar_type,
 
 )
-from zipline.utils.calendars.trading_calendar import days_at_time, \
+from catalyst.utils.calendars.trading_calendar import days_at_time, \
     TradingCalendar
 
 

tests/data/bundles/test_core.py

@@ -5,26 +5,26 @@ import pandas as pd
 import sqlalchemy as sa
 from toolz import valmap
 import toolz.curried.operator as op
-from zipline.assets import ASSET_DB_VERSION
+from catalyst.assets import ASSET_DB_VERSION
 
-from zipline.assets.asset_writer import check_version_info
-from zipline.assets.synthetic import make_simple_equity_info
-from zipline.data.bundles import UnknownBundle, from_bundle_ingest_dirname, \
+from catalyst.assets.asset_writer import check_version_info
+from catalyst.assets.synthetic import make_simple_equity_info
+from catalyst.data.bundles import UnknownBundle, from_bundle_ingest_dirname, \
     ingestions_for_bundle
-from zipline.data.bundles.core import _make_bundle_core, BadClean, \
+from catalyst.data.bundles.core import _make_bundle_core, BadClean, \
     to_bundle_ingest_dirname, asset_db_path
-from zipline.lib.adjustment import Float64Multiply
-from zipline.pipeline.loaders.synthetic import (
+from catalyst.lib.adjustment import Float64Multiply
+from catalyst.pipeline.loaders.synthetic import (
     make_bar_data,
     expected_bar_values_2d,
 )
-from zipline.testing import (
+from catalyst.testing import (
     subtest,
     str_to_seconds,
 )
-from zipline.testing.fixtures import WithInstanceTmpDir, ZiplineTestCase, \
+from catalyst.testing.fixtures import WithInstanceTmpDir, ZiplineTestCase, \
     WithDefaultDateBounds
-from zipline.testing.predicates import (
+from catalyst.testing.predicates import (
     assert_equal,
     assert_false,
     assert_in,
@@ -34,10 +34,10 @@ from zipline.testing.predicates import (
     assert_raises,
     assert_true,
 )
-from zipline.utils.cache import dataframe_cache
-from zipline.utils.functional import apply
-from zipline.utils.calendars import TradingCalendar, get_calendar
-import zipline.utils.paths as pth
+from catalyst.utils.cache import dataframe_cache
+from catalyst.utils.functional import apply
+from catalyst.utils.calendars import TradingCalendar, get_calendar
+import catalyst.utils.paths as pth
 
 
 _1_ns = pd.Timedelta(1, unit='ns')

tests/data/bundles/test_quandl.py

@@ -5,23 +5,23 @@ import pandas as pd
 from toolz import merge
 import toolz.curried.operator as op
 
-from zipline import get_calendar
-from zipline.data.bundles import ingest, load, bundles
-from zipline.data.bundles.quandl import (
+from catalyst import get_calendar
+from catalyst.data.bundles import ingest, load, bundles
+from catalyst.data.bundles.quandl import (
     format_wiki_url,
     format_metadata_url,
 )
-from zipline.lib.adjustment import Float64Multiply
-from zipline.testing import (
+from catalyst.lib.adjustment import Float64Multiply
+from catalyst.testing import (
     test_resource_path,
     tmp_dir,
     patch_read_csv,
 )
-from zipline.testing.fixtures import ZiplineTestCase
-from zipline.testing.predicates import (
+from catalyst.testing.fixtures import ZiplineTestCase
+from catalyst.testing.predicates import (
     assert_equal,
 )
-from zipline.utils.functional import apply
+from catalyst.utils.functional import apply
 
 
 class QuandlBundleTestCase(ZiplineTestCase):
@@ -202,9 +202,9 @@ class QuandlBundleTestCase(ZiplineTestCase):
                 for n in (1, 2)
             },
         )
-        zipline_root = self.enter_instance_context(tmp_dir()).path
+        catalyst_root = self.enter_instance_context(tmp_dir()).path
         environ = {
-            'ZIPLINE_ROOT': zipline_root,
+            'ZIPLINE_ROOT': catalyst_root,
             'QUANDL_API_KEY': self.api_key,
         }
 

tests/data/bundles/test_yahoo.py

@@ -6,13 +6,13 @@ from six.moves.urllib.parse import urlparse, parse_qs
 from toolz import flip, identity
 from toolz.curried import merge_with, operator as op
 
-from zipline.data.bundles.core import _make_bundle_core
-from zipline.data.bundles import yahoo_equities
-from zipline.lib.adjustment import Float64Multiply
-from zipline.testing import test_resource_path, tmp_dir, read_compressed
-from zipline.testing.fixtures import WithResponses, ZiplineTestCase
-from zipline.testing.predicates import assert_equal
-from zipline.utils.calendars import get_calendar
+from catalyst.data.bundles.core import _make_bundle_core
+from catalyst.data.bundles import yahoo_equities
+from catalyst.lib.adjustment import Float64Multiply
+from catalyst.testing import test_resource_path, tmp_dir, read_compressed
+from catalyst.testing.fixtures import WithResponses, ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.calendars import get_calendar
 
 
 class YahooBundleTestCase(WithResponses, ZiplineTestCase):
@@ -162,9 +162,9 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
             end_session=self.asset_end,
         )
 
-        zipline_root = self.enter_instance_context(tmp_dir()).path
+        catalyst_root = self.enter_instance_context(tmp_dir()).path
         environ = {
-            'ZIPLINE_ROOT': zipline_root,
+            'ZIPLINE_ROOT': catalyst_root,
         }
 
         self.ingest('bundle', environ=environ, show_progress=False)

tests/data/test_dispatch_bar_reader.py

@@ -15,18 +15,18 @@ from numpy import array, nan
 from numpy.testing import assert_almost_equal
 from pandas import DataFrame, Timestamp
 
-from zipline.assets import Equity, Future
+from catalyst.assets import Equity, Future
 
-from zipline.data.dispatch_bar_reader import (
+from catalyst.data.dispatch_bar_reader import (
     AssetDispatchMinuteBarReader,
     AssetDispatchSessionBarReader,
 )
-from zipline.data.resample import (
+from catalyst.data.resample import (
     MinuteResampleSessionBarReader,
     ReindexMinuteBarReader,
     ReindexSessionBarReader,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithBcolzEquityMinuteBarReader,
     WithBcolzEquityDailyBarReader,
     WithBcolzFutureMinuteBarReader,

tests/data/test_minute_bars.py

@@ -35,8 +35,8 @@ from pandas import (
     date_range,
 )
 
-from zipline.data.bar_reader import NoDataOnDate
-from zipline.data.minute_bars import (
+from catalyst.data.bar_reader import NoDataOnDate
+from catalyst.data.minute_bars import (
     BcolzMinuteBarMetadata,
     BcolzMinuteBarWriter,
     BcolzMinuteBarReader,
@@ -47,7 +47,7 @@ from zipline.data.minute_bars import (
     H5MinuteBarUpdateReader,
 )
 
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithInstanceTmpDir,
     WithTradingCalendars,

tests/data/test_resample.py

@@ -21,7 +21,7 @@ import pandas as pd
 from pandas import DataFrame
 from six import iteritems
 
-from zipline.data.resample import (
+from catalyst.data.resample import (
     minute_frame_to_session_frame,
     DailyHistoryAggregator,
     MinuteResampleSessionBarReader,
@@ -29,8 +29,8 @@ from zipline.data.resample import (
     ReindexSessionBarReader,
 )
 
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import (
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import (
     WithEquityMinuteBarData,
     WithBcolzEquityMinuteBarReader,
     WithBcolzEquityDailyBarReader,

tests/data/test_us_equity_pricing.py

@@ -30,13 +30,13 @@ from pandas import (
 )
 from pandas.util.testing import assert_index_equal
 
-from zipline.data.us_equity_pricing import (
+from catalyst.data.us_equity_pricing import (
     BcolzDailyBarReader,
     BcolzDailyBarWriter,
     NoDataBeforeDate,
     NoDataAfterDate,
 )
-from zipline.pipeline.loaders.synthetic import (
+from catalyst.pipeline.loaders.synthetic import (
     OHLCV,
     asset_start,
     asset_end,
@@ -44,15 +44,15 @@ from zipline.pipeline.loaders.synthetic import (
     expected_bar_values_2d,
     make_bar_data,
 )
-from zipline.testing import seconds_to_timestamp
-from zipline.testing.fixtures import (
+from catalyst.testing import seconds_to_timestamp
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithBcolzEquityDailyBarReader,
     WithTmpDir,
     WithTradingCalendars,
     ZiplineTestCase,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 TEST_CALENDAR_START = Timestamp('2015-06-01', tz='UTC')
 TEST_CALENDAR_STOP = Timestamp('2015-06-30', tz='UTC')

tests/events/test_events.py

@@ -23,9 +23,9 @@ import pandas as pd
 from six import iteritems
 from six.moves import range, map
 
-import zipline.utils.events
-from zipline.utils.calendars import get_calendar
-from zipline.utils.events import (
+import catalyst.utils.events
+from catalyst.utils.calendars import get_calendar
+from catalyst.utils.events import (
     EventRule,
     StatelessRule,
     Always,
@@ -248,7 +248,7 @@ class RuleTestCase(object):
         classes_to_ignore = [TradingDayOfWeekRule, TradingDayOfMonthRule]
 
         dem = {
-            k for k, v in iteritems(vars(zipline.utils.events))
+            k for k, v in iteritems(vars(catalyst.utils.events))
             if isinstance(v, type) and
             issubclass(v, self.class_) and
             v is not self.class_ and

tests/events/test_events_cme.py

@@ -17,7 +17,7 @@ import pandas as pd
 
 from test_events import StatefulRulesTests, StatelessRulesTests, \
     minutes_for_days
-from zipline.utils.events import AfterOpen
+from catalyst.utils.events import AfterOpen
 
 
 class TestStatelessRulesCME(StatelessRulesTests, TestCase):

tests/events/test_events_nyse.py

@@ -17,10 +17,10 @@ from datetime import timedelta
 import pandas as pd
 from nose_parameterized import parameterized
 
-from zipline.testing import parameter_space
-from zipline.utils.events import NDaysBeforeLastTradingDayOfWeek, AfterOpen, \
+from catalyst.testing import parameter_space
+from catalyst.utils.events import NDaysBeforeLastTradingDayOfWeek, AfterOpen, \
     BeforeClose
-from zipline.utils.events import NthTradingDayOfWeek
+from catalyst.utils.events import NthTradingDayOfWeek
 
 from test_events import StatelessRulesTests, StatefulRulesTests, \
     minutes_for_days

tests/finance/test_blotter.py

@@ -16,30 +16,30 @@ from nose_parameterized import parameterized
 
 import pandas as pd
 
-from zipline.assets import Equity
-from zipline.finance.blotter import Blotter
-from zipline.finance.cancel_policy import EODCancel, NeverCancel
-from zipline.finance.commission import PerTrade
-from zipline.finance.execution import (
+from catalyst.assets import Equity
+from catalyst.finance.blotter import Blotter
+from catalyst.finance.cancel_policy import EODCancel, NeverCancel
+from catalyst.finance.commission import PerTrade
+from catalyst.finance.execution import (
     LimitOrder,
     MarketOrder,
     StopLimitOrder,
     StopOrder,
 )
-from zipline.finance.order import ORDER_STATUS, Order
-from zipline.finance.slippage import (
+from catalyst.finance.order import ORDER_STATUS, Order
+from catalyst.finance.slippage import (
     DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT,
     FixedSlippage,
 )
-from zipline.gens.sim_engine import BAR, SESSION_END
-from zipline.testing.fixtures import (
+from catalyst.gens.sim_engine import BAR, SESSION_END
+from catalyst.testing.fixtures import (
     WithCreateBarData,
     WithDataPortal,
     WithLogger,
     WithSimParams,
     ZiplineTestCase,
 )
-from zipline.utils.classproperty import classproperty
+from catalyst.utils.classproperty import classproperty
 
 
 class BlotterTestCase(WithCreateBarData,

tests/finance/test_cancel_policy.py

@@ -14,8 +14,8 @@
 # limitations under the License.
 from unittest import TestCase
 
-from zipline.finance.cancel_policy import NeverCancel, EODCancel
-from zipline.gens.sim_engine import (
+from catalyst.finance.cancel_policy import NeverCancel, EODCancel
+from catalyst.gens.sim_engine import (
     BAR,
     SESSION_END
 )

tests/finance/test_commissions.py

@@ -4,10 +4,10 @@ from textwrap import dedent
 from nose_parameterized import parameterized
 from pandas import DataFrame
 
-from zipline import TradingAlgorithm
-from zipline.assets import Equity, Future
-from zipline.errors import IncompatibleCommissionModel
-from zipline.finance.commission import (
+from catalyst import TradingAlgorithm
+from catalyst.assets import Equity, Future
+from catalyst.errors import IncompatibleCommissionModel
+from catalyst.finance.commission import (
     CommissionModel,
     EquityCommissionModel,
     FutureCommissionModel,
@@ -17,15 +17,15 @@ from zipline.finance.commission import (
     PerShare,
     PerTrade,
 )
-from zipline.finance.order import Order
-from zipline.finance.transaction import Transaction
-from zipline.testing import ZiplineTestCase, trades_by_sid_to_dfs
-from zipline.testing.fixtures import (
+from catalyst.finance.order import Order
+from catalyst.finance.transaction import Transaction
+from catalyst.testing import ZiplineTestCase, trades_by_sid_to_dfs
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithSimParams,
     WithDataPortal
 )
-from zipline.utils import factory
+from catalyst.utils import factory
 
 
 class CommissionUnitTests(WithAssetFinder, ZiplineTestCase):
@@ -279,7 +279,7 @@ class CommissionAlgorithmTests(WithDataPortal, WithSimParams, ZiplineTestCase):
 
     code = dedent(
         """
-        from zipline.api import (
+        from catalyst.api import (
             sid, order, set_slippage, slippage, FixedSlippage,
             set_commission, commission
         )

tests/finance/test_slippage.py

@@ -26,11 +26,11 @@ import numpy as np
 import pandas as pd
 import pytz
 
-from zipline.assets import Equity, Future
-from zipline.data.data_portal import DataPortal
-from zipline.finance.asset_restrictions import NoRestrictions
-from zipline.finance.order import Order
-from zipline.finance.slippage import (
+from catalyst.assets import Equity, Future
+from catalyst.data.data_portal import DataPortal
+from catalyst.finance.asset_restrictions import NoRestrictions
+from catalyst.finance.order import Order
+from catalyst.finance.slippage import (
     EquitySlippageModel,
     fill_price_worse_than_limit_price,
     FutureSlippageModel,
@@ -38,19 +38,19 @@ from zipline.finance.slippage import (
     VolatilityVolumeShare,
     VolumeShareSlippage,
 )
-from zipline.protocol import DATASOURCE_TYPE, BarData
-from zipline.testing import (
+from catalyst.protocol import DATASOURCE_TYPE, BarData
+from catalyst.testing import (
     create_minute_bar_data,
     tmp_bcolz_equity_minute_bar_reader,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithCreateBarData,
     WithDataPortal,
     WithSimParams,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.utils.classproperty import classproperty
+from catalyst.utils.classproperty import classproperty
 
 
 TestOrder = namedtuple('TestOrder', 'limit direction')

tests/finance/test_transaction.py

@@ -15,8 +15,8 @@
 import pandas as pd
 from unittest import TestCase
 
-from zipline.assets import Equity
-from zipline.finance.transaction import Transaction
+from catalyst.assets import Equity
+from catalyst.finance.transaction import Transaction
 
 
 class TransactionTestCase(TestCase):

tests/history/generate_csvs.py

@@ -17,8 +17,8 @@ import random
 import numpy as np
 import pandas as pd
 
-from zipline.finance.trading import TradingEnvironment
-from zipline.data.us_equity_minutes import BcolzMinuteBarWriter
+from catalyst.finance.trading import TradingEnvironment
+from catalyst.data.us_equity_minutes import BcolzMinuteBarWriter
 
 
 def generate_daily_test_data(first_day,

tests/pipeline/base.py

@@ -8,21 +8,21 @@ from numpy import arange, prod
 from pandas import DataFrame, Timestamp
 from six import iteritems
 
-from zipline.pipeline.engine import SimplePipelineEngine
-from zipline.pipeline import ExecutionPlan
-from zipline.pipeline.term import AssetExists, InputDates
-from zipline.testing import (
+from catalyst.pipeline.engine import SimplePipelineEngine
+from catalyst.pipeline import ExecutionPlan
+from catalyst.pipeline.term import AssetExists, InputDates
+from catalyst.testing import (
     check_arrays,
     ExplodingObject,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithTradingSessions,
     ZiplineTestCase,
 )
 
-from zipline.utils.functional import dzip_exact
-from zipline.utils.pandas_utils import explode
+from catalyst.utils.functional import dzip_exact
+from catalyst.utils.pandas_utils import explode
 
 
 def with_defaults(**default_funcs):
@@ -80,7 +80,7 @@ class BasePipelineTestCase(WithTradingSessions,
 
         Parameters
         ----------
-        graph : zipline.pipeline.graph.TermGraph
+        graph : catalyst.pipeline.graph.TermGraph
             Graph to run.
         initial_workspace : dict
             Initial workspace to forward to SimplePipelineEngine.compute_chunk.

tests/pipeline/test_adjusted_array.py

@@ -18,8 +18,8 @@ from numpy import (
 from six.moves import zip_longest
 from toolz import curry
 
-from zipline.errors import WindowLengthNotPositive, WindowLengthTooLong
-from zipline.lib.adjustment import (
+from catalyst.errors import WindowLengthNotPositive, WindowLengthTooLong
+from catalyst.lib.adjustment import (
     Datetime64Overwrite,
     Datetime641DArrayOverwrite,
     Float64Multiply,
@@ -28,11 +28,11 @@ from zipline.lib.adjustment import (
     Int64Overwrite,
     ObjectOverwrite,
 )
-from zipline.lib.adjusted_array import AdjustedArray, NOMASK
-from zipline.lib.labelarray import LabelArray
-from zipline.testing import check_arrays, parameter_space
-from zipline.utils.compat import unicode
-from zipline.utils.numpy_utils import (
+from catalyst.lib.adjusted_array import AdjustedArray, NOMASK
+from catalyst.lib.labelarray import LabelArray
+from catalyst.testing import check_arrays, parameter_space
+from catalyst.utils.compat import unicode
+from catalyst.utils.numpy_utils import (
     coerce_to_dtype,
     datetime64ns_dtype,
     default_missing_value_for_dtype,

tests/pipeline/test_adjustment.py

@@ -1,11 +1,11 @@
 """
-Tests for zipline.lib.adjustment
+Tests for catalyst.lib.adjustment
 """
 from unittest import TestCase
 from nose_parameterized import parameterized
 
-from zipline.lib import adjustment as adj
-from zipline.utils.numpy_utils import make_datetime64ns
+from catalyst.lib import adjustment as adj
+from catalyst.utils.numpy_utils import make_datetime64ns
 
 
 class AdjustmentTestCase(TestCase):

tests/pipeline/test_alias.py

@@ -1,9 +1,9 @@
 from nose.tools import nottest
 import numpy as np
 
-from zipline.testing.predicates import assert_equal
-from zipline.pipeline import Classifier, Factor, Filter
-from zipline.utils.numpy_utils import float64_dtype, int64_dtype
+from catalyst.testing.predicates import assert_equal
+from catalyst.pipeline import Classifier, Factor, Filter
+from catalyst.utils.numpy_utils import float64_dtype, int64_dtype
 
 from .base import BasePipelineTestCase
 

tests/pipeline/test_blaze.py

@@ -19,28 +19,28 @@ from pandas.util.testing import assert_frame_equal
 from toolz import keymap, valmap, concatv
 from toolz.curried import operator as op
 
-from zipline.assets.synthetic import make_simple_equity_info
-from zipline.errors import UnsupportedPipelineOutput
-from zipline.pipeline import Pipeline, CustomFactor
-from zipline.pipeline.data import DataSet, BoundColumn, Column
-from zipline.pipeline.engine import SimplePipelineEngine
-from zipline.pipeline.loaders.blaze import (
+from catalyst.assets.synthetic import make_simple_equity_info
+from catalyst.errors import UnsupportedPipelineOutput
+from catalyst.pipeline import Pipeline, CustomFactor
+from catalyst.pipeline.data import DataSet, BoundColumn, Column
+from catalyst.pipeline.engine import SimplePipelineEngine
+from catalyst.pipeline.loaders.blaze import (
     from_blaze,
     BlazeLoader,
     NoMetaDataWarning,
 )
-from zipline.pipeline.loaders.blaze.core import (
+from catalyst.pipeline.loaders.blaze.core import (
     ExprData,
     NonPipelineField,
 )
-from zipline.testing import (
+from catalyst.testing import (
     ZiplineTestCase,
     parameter_space,
     tmp_asset_finder,
 )
-from zipline.testing.fixtures import WithAssetFinder
-from zipline.testing.predicates import assert_equal, assert_isidentical
-from zipline.utils.numpy_utils import float64_dtype, int64_dtype
+from catalyst.testing.fixtures import WithAssetFinder
+from catalyst.testing.predicates import assert_equal, assert_isidentical
+from catalyst.utils.numpy_utils import float64_dtype, int64_dtype
 
 
 nameof = op.attrgetter('name')

tests/pipeline/test_classifier.py

@@ -4,12 +4,12 @@ from operator import or_
 import numpy as np
 import pandas as pd
 
-from zipline.lib.labelarray import LabelArray
-from zipline.pipeline import Classifier
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import ZiplineTestCase
-from zipline.testing.predicates import assert_equal
-from zipline.utils.numpy_utils import (
+from catalyst.lib.labelarray import LabelArray
+from catalyst.pipeline import Classifier
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.numpy_utils import (
     categorical_dtype,
     int64_dtype,
 )

tests/pipeline/test_column.py

@@ -7,11 +7,11 @@ from unittest import TestCase
 from pandas import date_range, DataFrame
 from pandas.util.testing import assert_frame_equal
 
-from zipline.lib.labelarray import LabelArray
-from zipline.pipeline import Pipeline
-from zipline.pipeline.data.testing import TestingDataSet as TDS
-from zipline.testing import chrange, temp_pipeline_engine
-from zipline.utils.pandas_utils import ignore_pandas_nan_categorical_warning
+from catalyst.lib.labelarray import LabelArray
+from catalyst.pipeline import Pipeline
+from catalyst.pipeline.data.testing import TestingDataSet as TDS
+from catalyst.testing import chrange, temp_pipeline_engine
+from catalyst.utils.pandas_utils import ignore_pandas_nan_categorical_warning
 
 
 class LatestTestCase(TestCase):

tests/pipeline/test_downsampling.py

@@ -4,22 +4,22 @@ Tests for Downsampled Filters/Factors/Classifiers
 import pandas as pd
 from pandas.util.testing import assert_frame_equal
 
-from zipline.pipeline import (
+from catalyst.pipeline import (
     Pipeline,
     CustomFactor,
     CustomFilter,
     CustomClassifier,
 )
-from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.factors import SimpleMovingAverage
-from zipline.pipeline.filters.smoothing import All
-from zipline.testing import ZiplineTestCase, parameter_space
-from zipline.testing.fixtures import (
+from catalyst.pipeline.data.testing import TestingDataSet
+from catalyst.pipeline.factors.equity import SimpleMovingAverage
+from catalyst.pipeline.filters.smoothing import All
+from catalyst.testing import ZiplineTestCase, parameter_space
+from catalyst.testing.fixtures import (
     WithTradingSessions,
     WithSeededRandomPipelineEngine,
 )
-from zipline.utils.input_validation import _qualified_name
-from zipline.utils.numpy_utils import int64_dtype
+from catalyst.utils.input_validation import _qualified_name
+from catalyst.utils.numpy_utils import int64_dtype
 
 
 class NDaysAgoFactor(CustomFactor):

tests/pipeline/test_engine.py

@@ -36,15 +36,15 @@ from pandas.util.testing import assert_frame_equal
 from six import iteritems, itervalues
 from toolz import merge
 
-from zipline.assets.synthetic import make_rotating_equity_info
-from zipline.errors import NoFurtherDataError
-from zipline.lib.adjustment import MULTIPLY
-from zipline.lib.labelarray import LabelArray
-from zipline.pipeline import CustomFactor, Pipeline
-from zipline.pipeline.data import Column, DataSet, USEquityPricing
-from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.engine import SimplePipelineEngine
-from zipline.pipeline.factors import (
+from catalyst.assets.synthetic import make_rotating_equity_info
+from catalyst.errors import NoFurtherDataError
+from catalyst.lib.adjustment import MULTIPLY
+from catalyst.lib.labelarray import LabelArray
+from catalyst.pipeline import CustomFactor, Pipeline
+from catalyst.pipeline.data import Column, DataSet, USEquityPricing
+from catalyst.pipeline.data.testing import TestingDataSet
+from catalyst.pipeline.engine import SimplePipelineEngine
+from catalyst.pipeline.factors.equity import (
     AverageDollarVolume,
     EWMA,
     EWMSTD,
@@ -54,18 +54,18 @@ from zipline.pipeline.factors import (
     Returns,
     SimpleMovingAverage,
 )
-from zipline.pipeline.loaders.equity_pricing_loader import (
+from catalyst.pipeline.loaders.equity_pricing_loader import (
     USEquityPricingLoader,
 )
-from zipline.pipeline.loaders.frame import DataFrameLoader
-from zipline.pipeline.loaders.synthetic import (
+from catalyst.pipeline.loaders.frame import DataFrameLoader
+from catalyst.pipeline.loaders.synthetic import (
     PrecomputedLoader,
     make_bar_data,
     expected_bar_values_2d,
 )
-from zipline.pipeline.sentinels import NotSpecified
-from zipline.pipeline.term import InputDates
-from zipline.testing import (
+from catalyst.pipeline.sentinels import NotSpecified
+from catalyst.pipeline.term import InputDates
+from catalyst.testing import (
     AssetID,
     AssetIDPlusDay,
     ExplodingObject,
@@ -76,16 +76,16 @@ from zipline.testing import (
     parameter_space,
     product_upper_triangle,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAdjustmentReader,
     WithEquityPricingPipelineEngine,
     WithSeededRandomPipelineEngine,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.testing.predicates import assert_equal
-from zipline.utils.memoize import lazyval
-from zipline.utils.numpy_utils import bool_dtype, datetime64ns_dtype
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.memoize import lazyval
+from catalyst.utils.numpy_utils import bool_dtype, datetime64ns_dtype
 
 
 class RollingSumDifference(CustomFactor):
@@ -952,6 +952,7 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
         cls.pipeline_loader = USEquityPricingLoader(
             cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
+            USEquityPricing,
         )
 
     def write_nans(self, df):

tests/pipeline/test_events.py

@@ -10,27 +10,27 @@ from nose_parameterized import parameterized
 import numpy as np
 import pandas as pd
 
-from zipline.pipeline import Pipeline, SimplePipelineEngine
-from zipline.pipeline.common import (
+from catalyst.pipeline import Pipeline, SimplePipelineEngine
+from catalyst.pipeline.common import (
     EVENT_DATE_FIELD_NAME,
     TS_FIELD_NAME,
     SID_FIELD_NAME,
 )
-from zipline.pipeline.data import DataSet, Column
-from zipline.pipeline.loaders.events import EventsLoader
-from zipline.pipeline.loaders.blaze.events import BlazeEventsLoader
-from zipline.pipeline.loaders.utils import (
+from catalyst.pipeline.data import DataSet, Column
+from catalyst.pipeline.loaders.events import EventsLoader
+from catalyst.pipeline.loaders.blaze.events import BlazeEventsLoader
+from catalyst.pipeline.loaders.utils import (
     next_event_indexer,
     normalize_timestamp_to_query_time,
     previous_event_indexer,
 )
-from zipline.testing import check_arrays, ZiplineTestCase
-from zipline.testing.fixtures import (
+from catalyst.testing import check_arrays, ZiplineTestCase
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithTradingSessions,
 )
-from zipline.testing.predicates import assert_equal
-from zipline.utils.numpy_utils import (
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.numpy_utils import (
     categorical_dtype,
     datetime64ns_dtype,
     float64_dtype,

tests/pipeline/test_factor.py

@@ -24,32 +24,32 @@ from numpy.random import randn, seed
 import pandas as pd
 from scipy.stats.mstats import winsorize as scipy_winsorize
 
-from zipline.errors import BadPercentileBounds, UnknownRankMethod
-from zipline.lib.labelarray import LabelArray
-from zipline.lib.rank import masked_rankdata_2d
-from zipline.lib.normalize import naive_grouped_rowwise_apply as grouped_apply
-from zipline.pipeline import Classifier, Factor, Filter
-from zipline.pipeline.factors import (
-    CustomFactor,
+from catalyst.errors import BadPercentileBounds, UnknownRankMethod
+from catalyst.lib.labelarray import LabelArray
+from catalyst.lib.rank import masked_rankdata_2d
+from catalyst.lib.normalize import naive_grouped_rowwise_apply as grouped_apply
+from catalyst.pipeline import Classifier, Factor, Filter
+from catalyst.pipeline.factors import CustomFactor
+from catalyst.pipeline.factors.equity import (
     Returns,
     RSI,
 )
-from zipline.testing import (
+from catalyst.testing import (
     check_allclose,
     check_arrays,
     parameter_space,
     permute_rows,
 )
-from zipline.testing.fixtures import ZiplineTestCase
-from zipline.testing.predicates import assert_equal
-from zipline.utils.numpy_utils import (
+from catalyst.testing.fixtures import ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.numpy_utils import (
     categorical_dtype,
     datetime64ns_dtype,
     float64_dtype,
     int64_dtype,
     NaTns,
 )
-from zipline.utils.math_utils import nanmean, nanstd
+from catalyst.utils.math_utils import nanmean, nanstd
 
 from .base import BasePipelineTestCase
 

tests/pipeline/test_filter.py

@@ -26,21 +26,21 @@ from numpy import (
 from numpy.random import randn, seed as random_seed
 import pandas as pd
 
-from zipline.errors import BadPercentileBounds
-from zipline.pipeline import Filter, Factor, Pipeline
-from zipline.pipeline.classifiers import Classifier
-from zipline.pipeline.factors import CustomFactor
-from zipline.pipeline.filters import (
+from catalyst.errors import BadPercentileBounds
+from catalyst.pipeline import Filter, Factor, Pipeline
+from catalyst.pipeline.classifiers import Classifier
+from catalyst.pipeline.factors import CustomFactor
+from catalyst.pipeline.filters import (
     All,
     Any,
     AtLeastN,
     StaticAssets,
     StaticSids,
 )
-from zipline.testing import parameter_space, permute_rows, ZiplineTestCase
-from zipline.testing.fixtures import WithSeededRandomPipelineEngine
-from zipline.testing.predicates import assert_equal
-from zipline.utils.numpy_utils import float64_dtype, int64_dtype
+from catalyst.testing import parameter_space, permute_rows, ZiplineTestCase
+from catalyst.testing.fixtures import WithSeededRandomPipelineEngine
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.numpy_utils import float64_dtype, int64_dtype
 from .base import BasePipelineTestCase, with_default_shape
 
 

tests/pipeline/test_frameload.py

@@ -1,5 +1,5 @@
 """
-Tests for zipline.pipeline.loaders.frame.DataFrameLoader.
+Tests for catalyst.pipeline.loaders.frame.DataFrameLoader.
 """
 from unittest import TestCase
 
@@ -12,7 +12,7 @@ from pandas import (
     Int64Index,
 )
 
-from zipline.lib.adjustment import (
+from catalyst.lib.adjustment import (
     ADD,
     Float64Add,
     Float64Multiply,
@@ -20,11 +20,11 @@ from zipline.lib.adjustment import (
     MULTIPLY,
     OVERWRITE,
 )
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.loaders.frame import (
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.loaders.frame import (
     DataFrameLoader,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 class DataFrameLoaderTestCase(TestCase):
@@ -228,7 +228,7 @@ class DataFrameLoaderTestCase(TestCase):
         self.assertEqual(formatted_adjustments, expected_formatted_adjustments)
 
         mask = self.mask[dates_slice, sids_slice]
-        with patch('zipline.pipeline.loaders.frame.AdjustedArray') as m:
+        with patch('catalyst.pipeline.loaders.frame.AdjustedArray') as m:
             loader.load_adjusted_array(
                 columns=[USEquityPricing.close],
                 dates=self.dates[dates_slice],

tests/pipeline/test_numerical_expression.py

@@ -29,13 +29,13 @@ from pandas import (
     Int64Index,
 )
 
-from zipline.pipeline import Factor, Filter
-from zipline.pipeline.expression import (
+from catalyst.pipeline import Factor, Filter
+from catalyst.pipeline.expression import (
     NumericalExpression,
     NUMEXPR_MATH_FUNCS,
 )
-from zipline.testing import check_allclose
-from zipline.utils.numpy_utils import datetime64ns_dtype, float64_dtype
+from catalyst.testing import check_allclose
+from catalyst.utils.numpy_utils import datetime64ns_dtype, float64_dtype
 
 
 class F(Factor):

tests/pipeline/test_pipeline.py

@@ -1,15 +1,15 @@
 """
-Tests for zipline.pipeline.Pipeline
+Tests for catalyst.pipeline.Pipeline
 """
 import inspect
 from unittest import TestCase
 
 from mock import patch
 
-from zipline.pipeline import Factor, Filter, Pipeline
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.graph import display_graph
-from zipline.utils.numpy_utils import float64_dtype
+from catalyst.pipeline import Factor, Filter, Pipeline
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.graph import display_graph
+from catalyst.utils.numpy_utils import float64_dtype
 
 
 class SomeFactor(Factor):
@@ -159,7 +159,7 @@ class PipelineTestCase(TestCase):
         )
 
         patch_display_graph = patch(
-            'zipline.pipeline.graph.display_graph',
+            'catalyst.pipeline.graph.display_graph',
             mock_display_graph,
         )
 

tests/pipeline/test_pipeline_algo.py

@@ -30,42 +30,42 @@ from pandas import (
 from pandas.tseries.tools import normalize_date
 from six import iteritems, itervalues
 
-from zipline.algorithm import TradingAlgorithm
-from zipline.api import (
+from catalyst.algorithm import TradingAlgorithm
+from catalyst.api import (
     attach_pipeline,
     pipeline_output,
     get_datetime,
 )
-from zipline.errors import (
+from catalyst.errors import (
     AttachPipelineAfterInitialize,
     PipelineOutputDuringInitialize,
     NoSuchPipeline,
 )
-from zipline.lib.adjustment import MULTIPLY
-from zipline.pipeline import Pipeline
-from zipline.pipeline.factors import VWAP
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.loaders.frame import DataFrameLoader
-from zipline.pipeline.loaders.equity_pricing_loader import (
+from catalyst.lib.adjustment import MULTIPLY
+from catalyst.pipeline import Pipeline
+from catalyst.pipeline.factors.equity import VWAP
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.loaders.frame import DataFrameLoader
+from catalyst.pipeline.loaders.equity_pricing_loader import (
     USEquityPricingLoader,
 )
-from zipline.testing import (
+from catalyst.testing import (
     str_to_seconds
 )
-from zipline.testing import (
+from catalyst.testing import (
     create_empty_splits_mergers_frame,
     FakeDataPortal,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAdjustmentReader,
     WithBcolzEquityDailyBarReaderFromCSVs,
     WithDataPortal,
     ZiplineTestCase,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 TEST_RESOURCE_PATH = join(
-    dirname(dirname(realpath(__file__))),  # zipline_repo/tests
+    dirname(dirname(realpath(__file__))),  # catalyst_repo/tests
     'resources',
     'pipeline_inputs',
 )
@@ -375,7 +375,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
             asset: read_csv(path, parse_dates=['day']).set_index('day')
             for asset, path in resources.items()
         }
-        # Add 'price' column as an alias because all kinds of stuff in zipline
+        # Add 'price' column as an alias because all kinds of stuff in catalyst
         # depends on it being present. :/
         for frame in raw_data.values():
             frame['price'] = frame['close']
@@ -413,6 +413,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
         cls.pipeline_loader = USEquityPricingLoader(
             cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
+            USEquityPricing,
         )
         cls.dates = cls.raw_data[cls.AAPL].index.tz_localize('UTC')
         cls.AAPL_split_date = Timestamp("2014-06-09", tz='UTC')

tests/pipeline/test_quarters_estimates.py

@@ -12,23 +12,23 @@ from numpy.testing import assert_array_equal, assert_almost_equal
 import pandas as pd
 from toolz import merge
 
-from zipline.pipeline import SimplePipelineEngine, Pipeline, CustomFactor
-from zipline.pipeline.common import (
+from catalyst.pipeline import SimplePipelineEngine, Pipeline, CustomFactor
+from catalyst.pipeline.common import (
     EVENT_DATE_FIELD_NAME,
     FISCAL_QUARTER_FIELD_NAME,
     FISCAL_YEAR_FIELD_NAME,
     SID_FIELD_NAME,
     TS_FIELD_NAME,
 )
-from zipline.pipeline.data import DataSet
-from zipline.pipeline.data import Column
-from zipline.pipeline.loaders.blaze.estimates import (
+from catalyst.pipeline.data import DataSet
+from catalyst.pipeline.data import Column
+from catalyst.pipeline.loaders.blaze.estimates import (
     BlazeNextEstimatesLoader,
     BlazeNextSplitAdjustedEstimatesLoader,
     BlazePreviousEstimatesLoader,
     BlazePreviousSplitAdjustedEstimatesLoader,
 )
-from zipline.pipeline.loaders.earnings_estimates import (
+from catalyst.pipeline.loaders.earnings_estimates import (
     INVALID_NUM_QTRS_MESSAGE,
     NextEarningsEstimatesLoader,
     NextSplitAdjustedEarningsEstimatesLoader,
@@ -37,15 +37,15 @@ from zipline.pipeline.loaders.earnings_estimates import (
     PreviousSplitAdjustedEarningsEstimatesLoader,
     split_normalized_quarters,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAdjustmentReader,
     WithTradingSessions,
     ZiplineTestCase,
 )
-from zipline.testing.predicates import assert_equal, assert_raises_regex
-from zipline.testing.predicates import assert_frame_equal
-from zipline.utils.numpy_utils import datetime64ns_dtype
-from zipline.utils.numpy_utils import float64_dtype
+from catalyst.testing.predicates import assert_equal, assert_raises_regex
+from catalyst.testing.predicates import assert_frame_equal
+from catalyst.utils.numpy_utils import datetime64ns_dtype
+from catalyst.utils.numpy_utils import float64_dtype
 
 
 class Estimates(DataSet):

tests/pipeline/test_slice.py

@@ -5,35 +5,35 @@ from numpy import where
 from pandas import Int64Index, Timestamp
 from pandas.util.testing import assert_frame_equal
 
-from zipline.assets import Asset
-from zipline.errors import (
+from catalyst.assets import Asset
+from catalyst.errors import (
     NonExistentAssetInTimeFrame,
     NonSliceableTerm,
     NonWindowSafeInput,
     UnsupportedPipelineOutput,
 )
-from zipline.pipeline import CustomFactor, Pipeline
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.factors import (
+from catalyst.pipeline import CustomFactor, Pipeline
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.data.testing import TestingDataSet
+from catalyst.pipeline.factors.equity import (
     Returns,
     RollingLinearRegressionOfReturns,
     RollingPearsonOfReturns,
     RollingSpearmanOfReturns,
     SimpleMovingAverage,
 )
-from zipline.testing import (
+from catalyst.testing import (
     AssetID,
     AssetIDPlusDay,
     check_arrays,
     OpenPrice,
     parameter_space,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithSeededRandomPipelineEngine,
     ZiplineTestCase,
 )
-from zipline.utils.numpy_utils import datetime64ns_dtype
+from catalyst.utils.numpy_utils import datetime64ns_dtype
 
 
 class SliceTestCase(WithSeededRandomPipelineEngine, ZiplineTestCase):

tests/pipeline/test_statistical.py

@@ -17,21 +17,21 @@ from pandas import (
 from pandas.util.testing import assert_frame_equal
 from scipy.stats import linregress, pearsonr, spearmanr
 
-from zipline.assets import Equity
-from zipline.errors import IncompatibleTerms, NonExistentAssetInTimeFrame
-from zipline.pipeline import CustomFactor, Pipeline
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.engine import SimplePipelineEngine
-from zipline.pipeline.factors import (
+from catalyst.assets import Equity
+from catalyst.errors import IncompatibleTerms, NonExistentAssetInTimeFrame
+from catalyst.pipeline import CustomFactor, Pipeline
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.data.testing import TestingDataSet
+from catalyst.pipeline.engine import SimplePipelineEngine
+from catalyst.pipeline.factors.equity import (
     Returns,
     RollingLinearRegressionOfReturns,
     RollingPearsonOfReturns,
     RollingSpearmanOfReturns,
 )
-from zipline.pipeline.loaders.frame import DataFrameLoader
-from zipline.pipeline.sentinels import NotSpecified
-from zipline.testing import (
+from catalyst.pipeline.loaders.frame import DataFrameLoader
+from catalyst.pipeline.sentinels import NotSpecified
+from catalyst.testing import (
     AssetID,
     AssetIDPlusDay,
     check_arrays,
@@ -39,12 +39,12 @@ from zipline.testing import (
     make_cascading_boolean_array,
     parameter_space,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithSeededRandomPipelineEngine,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     bool_dtype,
     datetime64ns_dtype,
     float64_dtype,

tests/pipeline/test_technical.py

@@ -7,9 +7,9 @@ import pandas as pd
 import talib
 from numpy.random import RandomState
 
-from zipline.lib.adjusted_array import AdjustedArray
-from zipline.pipeline.data import USEquityPricing
-from zipline.pipeline.factors import (
+from catalyst.lib.adjusted_array import AdjustedArray
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.pipeline.factors.equity import (
     BollingerBands,
     Aroon,
     FastStochasticOscillator,
@@ -20,9 +20,9 @@ from zipline.pipeline.factors import (
     MovingAverageConvergenceDivergenceSignal,
     AnnualizedVolatility,
 )
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import ZiplineTestCase
-from zipline.testing.predicates import assert_equal
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
 from .base import BasePipelineTestCase
 
 

tests/pipeline/test_term.py

@@ -8,8 +8,8 @@ from unittest import TestCase
 from toolz import assoc
 import pandas as pd
 
-from zipline.assets import Asset
-from zipline.errors import (
+from catalyst.assets import Asset
+from catalyst.errors import (
     DTypeNotSpecified,
     InvalidOutputName,
     NonWindowSafeInput,
@@ -19,7 +19,7 @@ from zipline.errors import (
     UnsupportedDType,
     WindowLengthNotSpecified,
 )
-from zipline.pipeline import (
+from catalyst.pipeline import (
     Classifier,
     CustomClassifier,
     CustomFactor,
@@ -27,21 +27,21 @@ from zipline.pipeline import (
     Filter,
     ExecutionPlan,
 )
-from zipline.pipeline.data import Column, DataSet
-from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.expression import NUMEXPR_MATH_FUNCS
-from zipline.pipeline.factors import RecarrayField
-from zipline.pipeline.sentinels import NotSpecified
-from zipline.pipeline.term import AssetExists, Slice
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import WithTradingSessions, ZiplineTestCase
-from zipline.testing.predicates import (
+from catalyst.pipeline.data import Column, DataSet
+from catalyst.pipeline.data.testing import TestingDataSet
+from catalyst.pipeline.expression import NUMEXPR_MATH_FUNCS
+from catalyst.pipeline.factors import RecarrayField
+from catalyst.pipeline.sentinels import NotSpecified
+from catalyst.pipeline.term import AssetExists, Slice
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import WithTradingSessions, ZiplineTestCase
+from catalyst.testing.predicates import (
     assert_equal,
     assert_raises,
     assert_raises_regex,
     assert_regex,
 )
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     bool_dtype,
     categorical_dtype,
     complex128_dtype,

tests/pipeline/test_us_equity_pricing_loader.py

@@ -36,24 +36,24 @@ from pandas import (
 from pandas.util.testing import assert_frame_equal
 from toolz.curried.operator import getitem
 
-from zipline.lib.adjustment import Float64Multiply
-from zipline.pipeline.loaders.synthetic import (
+from catalyst.lib.adjustment import Float64Multiply
+from catalyst.pipeline.loaders.synthetic import (
     NullAdjustmentReader,
     make_bar_data,
     expected_bar_values_2d,
 )
-from zipline.pipeline.loaders.equity_pricing_loader import (
+from catalyst.pipeline.loaders.equity_pricing_loader import (
     USEquityPricingLoader,
 )
 
-from zipline.errors import WindowLengthTooLong
-from zipline.pipeline.data import USEquityPricing
-from zipline.testing import (
+from catalyst.errors import WindowLengthTooLong
+from catalyst.pipeline.data import USEquityPricing
+from catalyst.testing import (
     seconds_to_timestamp,
     str_to_seconds,
     MockDailyBarReader,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithAdjustmentReader,
     ZiplineTestCase,
 )
@@ -473,6 +473,7 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
         pricing_loader = USEquityPricingLoader(
             self.bcolz_equity_daily_bar_reader,
             adjustment_reader,
+            USEquityPricing,
         )
 
         results = pricing_loader.load_adjusted_array(
@@ -550,6 +551,7 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
         pricing_loader = USEquityPricingLoader(
             self.bcolz_equity_daily_bar_reader,
             self.adjustment_reader,
+            USEquityPricing,
         )
 
         results = pricing_loader.load_adjusted_array(

tests/resources/quandl_samples/rebuild_samples.py

@@ -8,8 +8,8 @@ import pandas as pd
 import requests
 
 
-from zipline.data.quandl import format_wiki_url
-from zipline.testing import test_resource_path, write_compressed
+from catalyst.data.quandl import format_wiki_url
+from catalyst.testing import test_resource_path, write_compressed
 
 
 def zipfile_path(symbol):

tests/resources/rebuild_example_data

@@ -9,10 +9,10 @@ import matplotlib
 import numpy as np
 import pandas as pd
 
-from zipline import examples
-from zipline.data.bundles import clean, ingest, register, yahoo_equities
-from zipline.testing import test_resource_path, tmp_dir
-from zipline.utils.cache import dataframe_cache
+from catalyst import examples
+from catalyst.data.bundles import clean, ingest, register, yahoo_equities
+from catalyst.testing import test_resource_path, tmp_dir
+from catalyst.utils.cache import dataframe_cache
 
 
 matplotlib.use('Agg')

tests/resources/yahoo_samples/rebuild_samples

@@ -7,8 +7,8 @@ from textwrap import dedent
 import numpy as np
 import pandas as pd
 
-from zipline.testing import test_resource_path, write_compressed
-from zipline.utils.calendars import get_calendar
+from catalyst.testing import test_resource_path, write_compressed
+from catalyst.utils.calendars import get_calendar
 
 
 def zipfile_path(symbol, ext):

tests/risk/test_risk_cumulative.py

@@ -15,12 +15,12 @@
 
 import numpy as np
 import pandas as pd
-import zipline.finance.risk as risk
-from zipline.utils import factory
+import catalyst.finance.risk as risk
+from catalyst.utils import factory
 
-from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
+from catalyst.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
 
-from zipline.finance.trading import SimulationParameters
+from catalyst.finance.trading import SimulationParameters
 
 RETURNS_BASE = 0.01
 RETURNS = [RETURNS_BASE] * 251

tests/risk/test_risk_period.py

@@ -18,13 +18,13 @@ import calendar
 import pandas as pd
 import numpy as np
 
-import zipline.finance.risk as risk
-from zipline.utils import factory
+import catalyst.finance.risk as risk
+from catalyst.utils import factory
 
-from zipline.finance.trading import SimulationParameters
-from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
+from catalyst.finance.trading import SimulationParameters
+from catalyst.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
 
-from zipline.finance.risk.period import RiskMetricsPeriod
+from catalyst.finance.risk.period import RiskMetricsPeriod
 
 RETURNS_BASE = 0.01
 RETURNS = [RETURNS_BASE] * 251

tests/test_algorithm.py

@@ -34,26 +34,26 @@ import pandas as pd
 import pytz
 from pandas.core.common import PerformanceWarning
 
-from zipline import run_algorithm
-from zipline import TradingAlgorithm
-from zipline.api import FixedSlippage
-from zipline.assets import Equity, Future, Asset
-from zipline.assets.continuous_futures import ContinuousFuture
-from zipline.assets.synthetic import (
+from catalyst import run_algorithm
+from catalyst import TradingAlgorithm
+from catalyst.api import FixedSlippage
+from catalyst.assets import Equity, Future, Asset
+from catalyst.assets.continuous_futures import ContinuousFuture
+from catalyst.assets.synthetic import (
     make_jagged_equity_info,
     make_simple_equity_info,
 )
-from zipline.data.data_portal import DataPortal
-from zipline.data.minute_bars import (
+from catalyst.data.data_portal import DataPortal
+from catalyst.data.minute_bars import (
     BcolzMinuteBarReader,
     BcolzMinuteBarWriter,
     US_EQUITIES_MINUTES_PER_DAY,
 )
-from zipline.data.us_equity_pricing import (
+from catalyst.data.us_equity_pricing import (
     BcolzDailyBarReader,
     BcolzDailyBarWriter,
 )
-from zipline.errors import (
+from catalyst.errors import (
     AccountControlViolation,
     CannotOrderDelistedAsset,
     IncompatibleSlippageModel,
@@ -67,7 +67,7 @@ from zipline.errors import (
     UnsupportedCancelPolicy,
     UnsupportedDatetimeFormat,
 )
-from zipline.api import (
+from catalyst.api import (
     order,
     order_value,
     order_percent,
@@ -76,17 +76,17 @@ from zipline.api import (
     order_target_percent
 )
 
-from zipline.finance.commission import PerShare
-from zipline.finance.execution import LimitOrder
-from zipline.finance.order import ORDER_STATUS
-from zipline.finance.trading import SimulationParameters
-from zipline.finance.asset_restrictions import (
+from catalyst.finance.commission import PerShare
+from catalyst.finance.execution import LimitOrder
+from catalyst.finance.order import ORDER_STATUS
+from catalyst.finance.trading import SimulationParameters
+from catalyst.finance.asset_restrictions import (
     Restriction,
     HistoricalRestrictions,
     StaticRestrictions,
     RESTRICTION_STATES,
 )
-from zipline.testing import (
+from catalyst.testing import (
     FakeDataPortal,
     copy_market_data,
     create_daily_df_for_asset,
@@ -102,8 +102,8 @@ from zipline.testing import (
     trades_by_sid_to_dfs,
     tmp_dir,
 )
-from zipline.testing import RecordBatchBlotter
-from zipline.testing.fixtures import (
+from catalyst.testing import RecordBatchBlotter
+from catalyst.testing.fixtures import (
     WithDataPortal,
     WithLogger,
     WithSimParams,
@@ -111,7 +111,7 @@ from zipline.testing.fixtures import (
     WithTmpDir,
     ZiplineTestCase,
 )
-from zipline.test_algorithms import (
+from catalyst.test_algorithms import (
     access_account_in_init,
     access_portfolio_in_init,
     AmbitiousStopLimitAlgorithm,
@@ -175,14 +175,14 @@ from zipline.test_algorithms import (
     set_benchmark_algo,
     no_handle_data,
 )
-from zipline.testing.predicates import assert_equal
-from zipline.utils.api_support import ZiplineAPI, set_algo_instance
-from zipline.utils.calendars import get_calendar, register_calendar
-from zipline.utils.context_tricks import CallbackManager
-from zipline.utils.control_flow import nullctx
-import zipline.utils.events
-from zipline.utils.events import date_rules, time_rules, Always
-import zipline.utils.factory as factory
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.api_support import ZiplineAPI, set_algo_instance
+from catalyst.utils.calendars import get_calendar, register_calendar
+from catalyst.utils.context_tricks import CallbackManager
+from catalyst.utils.control_flow import nullctx
+import catalyst.utils.events
+from catalyst.utils.events import date_rules, time_rules, Always
+import catalyst.utils.factory as factory
 
 # Because test cases appear to reuse some resources.
 
@@ -276,7 +276,7 @@ class TestMiscellaneousAPI(WithLogger,
 
     def test_cancel_policy_outside_init(self):
         code = """
-from zipline.api import cancel_policy, set_cancel_policy
+from catalyst.api import cancel_policy, set_cancel_policy
 
 def initialize(algo):
     pass
@@ -294,7 +294,7 @@ def handle_data(algo, data):
 
     def test_cancel_policy_invalid_param(self):
         code = """
-from zipline.api import set_cancel_policy
+from catalyst.api import set_cancel_policy
 
 def initialize(algo):
     set_cancel_policy("foo")
@@ -309,7 +309,7 @@ def handle_data(algo, data):
         with self.assertRaises(UnsupportedCancelPolicy):
             algo.run(self.data_portal)
 
-    def test_zipline_api_resolves_dynamically(self):
+    def test_catalyst_api_resolves_dynamically(self):
         # Make a dummy algo.
         algo = TradingAlgorithm(
             initialize=lambda context: None,
@@ -328,11 +328,11 @@ def handle_data(algo, data):
                 return sentinel
             setattr(algo, name, fake_method)
             with ZiplineAPI(algo):
-                self.assertIs(sentinel, getattr(zipline.api, name)())
+                self.assertIs(sentinel, getattr(catalyst.api, name)())
 
     def test_sid_datetime(self):
         algo_text = """
-from zipline.api import sid, get_datetime
+from catalyst.api import sid, get_datetime
 
 def initialize(context):
     pass
@@ -349,7 +349,7 @@ def handle_data(context, data):
 
     def test_datetime_bad_params(self):
         algo_text = """
-from zipline.api import get_datetime
+from catalyst.api import get_datetime
 from pytz import timezone
 
 def initialize(context):
@@ -371,11 +371,11 @@ def handle_data(context, data):
             'start': pd.Timestamp('2006-01-03 14:31:00+0000', tz='utc'),
             'end': pd.Timestamp('2006-01-04 21:00:00+0000', tz='utc'),
             'capital_base': 100000.0,
-            'platform': 'zipline'
+            'platform': 'catalyst'
         }
 
         def initialize(algo):
-            self.assertEqual('zipline', algo.get_environment())
+            self.assertEqual('catalyst', algo.get_environment())
             self.assertEqual(expected_env, algo.get_environment('*'))
 
         def handle_data(algo, data):
@@ -441,7 +441,7 @@ def handle_data(context, data):
         # run a simulation on the CME cal, and schedule a function
         # using the NYSE cal
         algotext = """
-from zipline.api import (
+from catalyst.api import (
     schedule_function, get_datetime, time_rules, date_rules, calendars,
 )
 
@@ -496,8 +496,8 @@ def log_nyse_close(context, data):
         # Test that passing an invalid calendar parameter raises an error.
         erroring_algotext = dedent(
             """
-            from zipline.api import schedule_function
-            from zipline.utils.calendars import get_calendar
+            from catalyst.api import schedule_function
+            from catalyst.utils.calendars import get_calendar
 
             def initialize(context):
                 schedule_function(func=my_func, calendar=get_calendar('NYSE'))
@@ -634,27 +634,27 @@ def log_nyse_close(context, data):
         )
 
         # Schedule something for NOT Always.
-        algo.schedule_function(nop, time_rule=zipline.utils.events.Never())
+        algo.schedule_function(nop, time_rule=catalyst.utils.events.Never())
 
         event_rule = algo.event_manager._events[1].rule
 
-        self.assertIsInstance(event_rule, zipline.utils.events.OncePerDay)
+        self.assertIsInstance(event_rule, catalyst.utils.events.OncePerDay)
 
         inner_rule = event_rule.rule
-        self.assertIsInstance(inner_rule, zipline.utils.events.ComposedRule)
+        self.assertIsInstance(inner_rule, catalyst.utils.events.ComposedRule)
 
         first = inner_rule.first
         second = inner_rule.second
         composer = inner_rule.composer
 
-        self.assertIsInstance(first, zipline.utils.events.Always)
+        self.assertIsInstance(first, catalyst.utils.events.Always)
 
         if mode == 'daily':
-            self.assertIsInstance(second, zipline.utils.events.Always)
+            self.assertIsInstance(second, catalyst.utils.events.Always)
         else:
-            self.assertIsInstance(second, zipline.utils.events.Never)
+            self.assertIsInstance(second, catalyst.utils.events.Never)
 
-        self.assertIs(composer, zipline.utils.events.ComposedRule.lazy_and)
+        self.assertIs(composer, catalyst.utils.events.ComposedRule.lazy_and)
 
     def test_asset_lookup(self):
         algo = TradingAlgorithm(env=self.env)
@@ -877,8 +877,8 @@ class TestTransformAlgorithm(WithLogger,
     ])
     def test_cannot_order_in_before_trading_start(self, order_method, amount):
         algotext = """
-from zipline.api import sid
-from zipline.api import {order_func}
+from catalyst.api import sid
+from catalyst.api import {order_func}
 
 def initialize(context):
      context.asset = sid(133)
@@ -1016,7 +1016,7 @@ def before_trading_start(context, data):
 
     def test_order_on_each_day_of_asset_lifetime(self):
         algo_code = dedent("""
-        from zipline.api import sid, schedule_function, date_rules, order
+        from catalyst.api import sid, schedule_function, date_rules, order
         def initialize(context):
             schedule_function(order_it, date_rule=date_rules.every_day())
 
@@ -1300,7 +1300,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_data_in_bts_minute(self):
         algo_code = dedent("""
-        from zipline.api import record, sid
+        from catalyst.api import record, sid
         def initialize(context):
             context.history_values = []
 
@@ -1372,7 +1372,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_data_in_bts_daily(self):
         algo_code = dedent("""
-        from zipline.api import record, sid
+        from catalyst.api import record, sid
         def initialize(context):
             context.history_values = []
 
@@ -1417,7 +1417,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_portfolio_bts(self):
         algo_code = dedent("""
-        from zipline.api import order, sid, record
+        from catalyst.api import order, sid, record
 
         def initialize(context):
             context.ordered = False
@@ -1456,7 +1456,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_account_bts(self):
         algo_code = dedent("""
-        from zipline.api import order, sid, record
+        from catalyst.api import order, sid, record
 
         def initialize(context):
             context.ordered = False
@@ -1496,7 +1496,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_portfolio_bts_with_overnight_split(self):
         algo_code = dedent("""
-        from zipline.api import order, sid, record
+        from catalyst.api import order, sid, record
         def initialize(context):
             context.ordered = False
             context.hd_portfolio = context.portfolio
@@ -1543,7 +1543,7 @@ class TestBeforeTradingStart(WithDataPortal,
 
     def test_account_bts_with_overnight_split(self):
         algo_code = dedent("""
-        from zipline.api import order, sid, record
+        from catalyst.api import order, sid, record
         def initialize(context):
             context.ordered = False
             context.hd_account = context.account
@@ -1696,7 +1696,7 @@ class TestAlgoScript(WithLogger,
         algo.run(self.data_portal)
 
     def test_api_get_environment(self):
-        platform = 'zipline'
+        platform = 'catalyst'
         algo = TradingAlgorithm(script=api_get_environment_algo,
                                 platform=platform,
                                 env=self.env)
@@ -1714,7 +1714,7 @@ class TestAlgoScript(WithLogger,
         # --------------
         test_algo = TradingAlgorithm(
             script="""
-from zipline.api import (slippage,
+from catalyst.api import (slippage,
                          commission,
                          set_slippage,
                          set_commission,
@@ -1780,7 +1780,7 @@ def handle_data(context, data):
             # --------------
             test_algo = TradingAlgorithm(
                 script="""
-from zipline.api import *
+from catalyst.api import *
 
 def initialize(context):
     model = slippage.VolumeShareSlippage(
@@ -1846,7 +1846,7 @@ def handle_data(context, data):
     def test_incorrectly_set_futures_slippage_model(self):
         code = dedent(
             """
-            from zipline.api import set_slippage, slippage
+            from catalyst.api import set_slippage, slippage
 
             class MySlippage(slippage.FutureSlippageModel):
                 def process_order(self, data, order):
@@ -1905,7 +1905,7 @@ def handle_data(context, data):
     def test_order_methods(self):
         """
         Only test that order methods can be called without error.
-        Correct filling of orders is tested in zipline.
+        Correct filling of orders is tested in catalyst.
         """
         test_algo = TradingAlgorithm(
             script=call_all_order_methods,
@@ -1923,7 +1923,7 @@ def handle_data(context, data):
                 from collections import OrderedDict
                 from six import iteritems
 
-                from zipline.api import sid, order
+                from catalyst.api import sid, order
 
 
                 def initialize(context):
@@ -1951,7 +1951,7 @@ def handle_data(context, data):
             script=dedent("""\
                 import pandas as pd
 
-                from zipline.api import sid, batch_market_order
+                from catalyst.api import sid, batch_market_order
 
 
                 def initialize(context):
@@ -1994,7 +1994,7 @@ def handle_data(context, data):
             script=dedent("""\
                 import pandas as pd
 
-                from zipline.api import sid, batch_market_order
+                from catalyst.api import sid, batch_market_order
 
                 def initialize(context):
                     context.assets = [sid(0), sid(3)]
@@ -2030,7 +2030,7 @@ def handle_data(context, data):
         # order method shouldn't blow up
         test_algo = TradingAlgorithm(
             script="""
-from zipline.api import order, sid
+from catalyst.api import order, sid
 
 def initialize(context):
     pass
@@ -2048,7 +2048,7 @@ def handle_data(context, data):
         for order_str in ["order_value", "order_percent"]:
             test_algo = TradingAlgorithm(
                 script="""
-from zipline.api import order_percent, order_value, sid
+from catalyst.api import order_percent, order_value, sid
 
 def initialize(context):
     pass
@@ -2273,7 +2273,7 @@ def handle_data(context, data):
         )
 
         algocode = dedent("""
-        from zipline.api import time_rules, schedule_function
+        from catalyst.api import time_rules, schedule_function
 
         def do_at_open(context, data):
             context.done_at_open.append(context.get_datetime())
@@ -2397,7 +2397,7 @@ class TestCapitalChanges(WithLogger,
         }
 
         algocode = """
-from zipline.api import set_slippage, set_commission, slippage, commission, \
+from catalyst.api import set_slippage, set_commission, slippage, commission, \
     schedule_function, time_rules, order, sid
 
 def initialize(context):
@@ -2557,7 +2557,7 @@ def order_stuff(context, data):
             'type': change_type, 'value': val[1]} for val in values}
 
         algocode = """
-from zipline.api import set_slippage, set_commission, slippage, commission, \
+from catalyst.api import set_slippage, set_commission, slippage, commission, \
     schedule_function, time_rules, order, sid
 
 def initialize(context):
@@ -2724,7 +2724,7 @@ def order_stuff(context, data):
             'type': change_type, 'value': val[1]} for val in values}
 
         algocode = """
-from zipline.api import set_slippage, set_commission, slippage, commission, \
+from catalyst.api import set_slippage, set_commission, slippage, commission, \
     schedule_function, time_rules, order, sid
 
 def initialize(context):
@@ -2964,7 +2964,7 @@ class TestGetDatetime(WithLogger,
         algo = dedent(
             """
             import pandas as pd
-            from zipline.api import get_datetime
+            from catalyst.api import get_datetime
 
             def initialize(context):
                 context.tz = {tz} or 'UTC'
@@ -3637,7 +3637,7 @@ class TestFutureFlip(WithDataPortal, WithSimParams, ZiplineTestCase):
             index=cls.sim_params.sessions,
         )
 
-    @skip('broken in zipline 1.0.0')
+    @skip('broken in catalyst 1.0.0')
     def test_flip_algo(self):
         metadata = {1: {'symbol': 'TEST',
                         'start_date': self.sim_params.trading_days[0],
@@ -3708,7 +3708,7 @@ class TestFuturesAlgo(WithDataPortal, WithSimParams, ZiplineTestCase):
         algo_code = dedent(
             """
             from datetime import time
-            from zipline.api import (
+            from catalyst.api import (
                 date_rules,
                 get_datetime,
                 schedule_function,
@@ -3789,7 +3789,7 @@ class TestFuturesAlgo(WithDataPortal, WithSimParams, ZiplineTestCase):
     def algo_with_slippage(slippage_model):
         return dedent(
             """
-            from zipline.api import (
+            from catalyst.api import (
                 commission,
                 order,
                 set_commission,
@@ -3917,7 +3917,7 @@ class TestOrderCancelation(WithDataPortal,
 
     code = dedent(
         """
-        from zipline.api import (
+        from catalyst.api import (
             sid, order, set_slippage, slippage, VolumeShareSlippage,
             set_cancel_policy, cancel_policy, EODCancel
         )
@@ -4704,7 +4704,7 @@ class TestOrderAfterDelist(WithTradingEnvironment, ZiplineTestCase):
         asset = self.asset_finder.retrieve_asset(sid)
 
         algo_code = dedent("""
-        from zipline.api import (
+        from catalyst.api import (
             sid,
             order,
             order_value,

tests/test_api_shim.py

@@ -5,24 +5,24 @@ import numpy as np
 import pandas as pd
 from pandas.core.common import PerformanceWarning
 
-from zipline import TradingAlgorithm
-from zipline.finance.trading import SimulationParameters
-from zipline.testing import (
+from catalyst import TradingAlgorithm
+from catalyst.finance.trading import SimulationParameters
+from catalyst.testing import (
     MockDailyBarReader,
     create_daily_df_for_asset,
     create_minute_df_for_asset,
     str_to_seconds,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithCreateBarData,
     WithDataPortal,
     WithSimParams,
     ZiplineTestCase,
 )
-from zipline.zipline_warnings import ZiplineDeprecationWarning
+from catalyst.catalyst_warnings import ZiplineDeprecationWarning
 
 simple_algo = """
-from zipline.api import sid, order
+from catalyst.api import sid, order
 def initialize(context):
     pass
 
@@ -35,7 +35,7 @@ def handle_data(context, data):
 """
 
 history_algo = """
-from zipline.api import sid, history
+from catalyst.api import sid, history
 
 def initialize(context):
     context.sid1 = sid(1)
@@ -45,7 +45,7 @@ def handle_data(context, data):
 """
 
 history_bts_algo = """
-from zipline.api import sid, history, record
+from catalyst.api import sid, history, record
 
 def initialize(context):
     context.sid3 = sid(3)
@@ -63,7 +63,7 @@ def handle_data(context, data):
 """
 
 simple_transforms_algo = """
-from zipline.api import sid
+from catalyst.api import sid
 def initialize(context):
     context.count = 0
 
@@ -90,7 +90,7 @@ def handle_data(context, data):
 """
 
 sid_accessor_algo = """
-from zipline.api import sid
+from catalyst.api import sid
 
 def initialize(context):
     context.asset1 = sid(1)
@@ -101,7 +101,7 @@ def handle_data(context,data):
 """
 
 data_items_algo = """
-from zipline.api import sid
+from catalyst.api import sid
 
 def initialize(context):
     context.asset1 = sid(1)
@@ -217,7 +217,7 @@ class TestAPIShim(WithCreateBarData,
             "volume",
             "price",
         ]
-        spot_value_meth = 'zipline.data.data_portal.DataPortal.get_spot_value'
+        spot_value_meth = 'catalyst.data.data_portal.DataPortal.get_spot_value'
 
         def assert_get_spot_value_called(fun, field):
             """
@@ -245,7 +245,8 @@ class TestAPIShim(WithCreateBarData,
                 field,
             )
 
-        history_meth = 'zipline.data.data_portal.DataPortal.get_history_window'
+        history_meth =\
+            'catalyst.data.data_portal.DataPortal.get_history_window'
 
         def assert_get_history_window_called(fun, is_legacy):
             """

tests/test_assets.py

@@ -14,7 +14,7 @@
 # limitations under the License.
 
 """
-Tests for the zipline.assets package
+Tests for the catalyst.assets package
 """
 from contextlib import contextmanager
 from datetime import timedelta
@@ -33,14 +33,14 @@ from pandas.util.testing import assert_frame_equal
 from six import PY2, viewkeys
 import sqlalchemy as sa
 
-from zipline.assets import (
+from catalyst.assets import (
     Asset,
     Equity,
     Future,
     AssetDBWriter,
     AssetFinder,
 )
-from zipline.assets.synthetic import (
+from catalyst.assets.synthetic import (
     make_commodity_future_info,
     make_rotating_equity_info,
     make_simple_equity_info,
@@ -48,17 +48,17 @@ from zipline.assets.synthetic import (
 from six import itervalues, integer_types
 from toolz import valmap
 
-from zipline.assets.asset_writer import (
+from catalyst.assets.asset_writer import (
     check_version_info,
     write_version_info,
     _futures_defaults,
     SQLITE_MAX_VARIABLE_NUMBER,
 )
-from zipline.assets.asset_db_schema import ASSET_DB_VERSION
-from zipline.assets.asset_db_migrations import (
+from catalyst.assets.asset_db_schema import ASSET_DB_VERSION
+from catalyst.assets.asset_db_migrations import (
     downgrade
 )
-from zipline.errors import (
+from catalyst.errors import (
     EquitiesNotFound,
     FutureContractsNotFound,
     MultipleSymbolsFound,
@@ -71,19 +71,19 @@ from zipline.errors import (
     AssetDBImpossibleDowngrade,
     ValueNotFoundForField,
 )
-from zipline.testing import (
+from catalyst.testing import (
     all_subindices,
     empty_assets_db,
     parameter_space,
     tmp_assets_db,
 )
-from zipline.testing.predicates import assert_equal
-from zipline.testing.fixtures import (
+from catalyst.testing.predicates import assert_equal
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     ZiplineTestCase,
     WithTradingCalendars,
 )
-from zipline.utils.range import range
+from catalyst.utils.range import range
 
 
 @contextmanager

tests/test_bar_data.py

@@ -22,26 +22,26 @@ from numpy.testing import assert_almost_equal
 import pandas as pd
 from toolz import concat
 
-from zipline._protocol import handle_non_market_minutes
+from catalyst._protocol import handle_non_market_minutes
 
-from zipline.finance.asset_restrictions import (
+from catalyst.finance.asset_restrictions import (
     Restriction,
     HistoricalRestrictions,
     RESTRICTION_STATES,
 )
-from zipline.testing import (
+from catalyst.testing import (
     MockDailyBarReader,
     create_daily_df_for_asset,
     create_minute_df_for_asset,
     str_to_seconds,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithCreateBarData,
     WithDataPortal,
     ZiplineTestCase,
 )
-from zipline.utils.calendars import get_calendar
-from zipline.utils.calendars.trading_calendar import days_at_time
+from catalyst.utils.calendars import get_calendar
+from catalyst.utils.calendars.trading_calendar import days_at_time
 
 OHLC = ["open", "high", "low", "close"]
 OHLCP = OHLC + ["price"]

tests/test_benchmark.py

@@ -16,19 +16,19 @@ import numpy as np
 import pandas as pd
 from pandas.util.testing import assert_series_equal
 
-from zipline.data.data_portal import DataPortal
-from zipline.errors import (
+from catalyst.data.data_portal import DataPortal
+from catalyst.errors import (
     BenchmarkAssetNotAvailableTooEarly,
     BenchmarkAssetNotAvailableTooLate,
     InvalidBenchmarkAsset)
 
-from zipline.sources.benchmark_source import BenchmarkSource
-from zipline.testing import (
+from catalyst.sources.benchmark_source import BenchmarkSource
+from catalyst.testing import (
     MockDailyBarReader,
     create_minute_bar_data,
     tmp_bcolz_equity_minute_bar_reader,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithDataPortal,
     WithSimParams,
     WithTradingCalendars,

tests/test_clock.py

@@ -1,7 +1,7 @@
 from datetime import time
 from unittest import TestCase
 import pandas as pd
-from zipline.gens.sim_engine import (
+from catalyst.gens.sim_engine import (
     MinuteSimulationClock,
     SESSION_START,
     BEFORE_TRADING_START_BAR,
@@ -9,8 +9,8 @@ from zipline.gens.sim_engine import (
     SESSION_END
 )
 
-from zipline.utils.calendars import get_calendar
-from zipline.utils.calendars.trading_calendar import days_at_time
+from catalyst.utils.calendars import get_calendar
+from catalyst.utils.calendars.trading_calendar import days_at_time
 
 
 class TestClock(TestCase):

tests/test_continuous_futures.py

@@ -28,14 +28,14 @@ from numpy.testing import assert_almost_equal
 import pandas as pd
 from pandas import Timestamp, DataFrame
 
-from zipline import TradingAlgorithm
-from zipline.assets.continuous_futures import (
+from catalyst import TradingAlgorithm
+from catalyst.assets.continuous_futures import (
     OrderedContracts,
     delivery_predicate
 )
-from zipline.data.minute_bars import FUTURES_MINUTES_PER_DAY
-from zipline.errors import SymbolNotFound
-from zipline.testing.fixtures import (
+from catalyst.data.minute_bars import FUTURES_MINUTES_PER_DAY
+from catalyst.errors import SymbolNotFound
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     WithCreateBarData,
     WithDataPortal,
@@ -512,7 +512,7 @@ class ContinuousFuturesTestCase(WithCreateBarData,
 
     def test_current_contract_in_algo(self):
         code = dedent("""
-from zipline.api import (
+from catalyst.api import (
     record,
     continuous_future,
     schedule_function,
@@ -565,7 +565,7 @@ def record_current_contract(algo, data):
 
     def test_current_chain_in_algo(self):
         code = dedent("""
-from zipline.api import (
+from catalyst.api import (
     record,
     continuous_future,
     schedule_function,

tests/test_data_portal.py

@@ -19,21 +19,21 @@ from numpy.testing import assert_almost_equal
 import pandas as pd
 from pandas.tslib import Timedelta
 
-from zipline.assets import Equity, Future
-from zipline.data.data_portal import HISTORY_FREQUENCIES, OHLCV_FIELDS
-from zipline.data.minute_bars import (
+from catalyst.assets import Equity, Future
+from catalyst.data.data_portal import HISTORY_FREQUENCIES, OHLCV_FIELDS
+from catalyst.data.minute_bars import (
     FUTURES_MINUTES_PER_DAY,
     US_EQUITIES_MINUTES_PER_DAY,
 )
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import (
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import (
     ZiplineTestCase,
     WithTradingSessions,
     WithDataPortal,
     alias,
 )
-from zipline.testing.predicates import assert_equal
-from zipline.utils.numpy_utils import float64_dtype
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.numpy_utils import float64_dtype
 
 
 class DataPortalTestBase(WithDataPortal,

tests/test_examples.py

@@ -19,13 +19,13 @@ import matplotlib
 from nose_parameterized import parameterized
 import pandas as pd
 
-from zipline import examples
-from zipline.data.bundles import register, unregister
-from zipline.testing import test_resource_path
-from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase
-from zipline.testing.predicates import assert_equal
-from zipline.utils.cache import dataframe_cache
-from zipline.utils.paths import update_modified_time
+from catalyst import examples
+from catalyst.data.bundles import register, unregister
+from catalyst.testing import test_resource_path
+from catalyst.testing.fixtures import WithTmpDir, ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.cache import dataframe_cache
+from catalyst.utils.paths import update_modified_time
 
 
 # Otherwise the next line sometimes complains about being run too late.
@@ -68,7 +68,7 @@ class ExamplesTests(WithTmpDir, ZiplineTestCase):
         actual_perf = examples.run_example(
             example_name,
             # This should match the invocation in
-            # zipline/tests/resources/rebuild_example_data
+            # catalyst/tests/resources/rebuild_example_data
             environ={
                 'ZIPLINE_ROOT': self.tmpdir.getpath('example_data/root'),
             },

tests/test_exception_handling.py

@@ -14,12 +14,12 @@
 # limitations under the License.
 import pandas as pd
 
-from zipline.test_algorithms import (
+from catalyst.test_algorithms import (
     ExceptionAlgorithm,
     DivByZeroAlgorithm,
     SetPortfolioAlgorithm,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithDataPortal,
     WithSimParams,
     ZiplineTestCase,

tests/test_execution_styles.py

@@ -15,14 +15,14 @@
 from nose_parameterized import parameterized
 from six.moves import range
 
-from zipline.errors import BadOrderParameters
-from zipline.finance.execution import (
+from catalyst.errors import BadOrderParameters
+from catalyst.finance.execution import (
     LimitOrder,
     MarketOrder,
     StopLimitOrder,
     StopOrder,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithLogger,
     ZiplineTestCase,
 )
@@ -30,7 +30,7 @@ from zipline.testing.fixtures import (
 
 class ExecutionStyleTestCase(WithLogger, ZiplineTestCase):
     """
-    Tests for zipline ExecutionStyle classes.
+    Tests for catalyst ExecutionStyle classes.
     """
 
     epsilon = .000001

tests/test_fetcher.py

@@ -18,12 +18,12 @@ import pandas as pd
 import numpy as np
 from mock import patch
 
-from zipline import TradingAlgorithm
-from zipline.errors import UnsupportedOrderParameters
-from zipline.sources.requests_csv import mask_requests_args
-from zipline.utils import factory
-from zipline.testing import FetcherDataPortal
-from zipline.testing.fixtures import (
+from catalyst import TradingAlgorithm
+from catalyst.errors import UnsupportedOrderParameters
+from catalyst.sources.requests_csv import mask_requests_args
+from catalyst.utils import factory
+from catalyst.testing import FetcherDataPortal
+from catalyst.testing.fixtures import (
     WithResponses,
     WithSimParams,
     ZiplineTestCase,
@@ -130,7 +130,7 @@ class FetcherTestCase(WithResponses,
 
         test_algo = TradingAlgorithm(
             script="""
-from zipline.api import fetch_csv, record, sid
+from catalyst.api import fetch_csv, record, sid
 
 def initialize(context):
     fetch_csv('https://fake.urls.com/aapl_minute_csv_data.csv')
@@ -184,7 +184,7 @@ def handle_data(context, data):
 
         results = self.run_algo(
             """
-from zipline.api import fetch_csv, record, sid
+from catalyst.api import fetch_csv, record, sid
 
 def initialize(context):
     fetch_csv('https://fake.urls.com/multi_signal_csv_data.csv')
@@ -208,7 +208,7 @@ def handle_data(context, data):
 
         results = self.run_algo(
             """
-from zipline.api import fetch_csv, sid, record
+from catalyst.api import fetch_csv, sid, record
 
 def clean(df):
     return df.rename(columns={'Value':'cpi', 'Date':'date'})
@@ -240,7 +240,7 @@ def handle_data(context, data):
 
         results = self.run_algo(
             """
-from zipline.api import fetch_csv, record, sid
+from catalyst.api import fetch_csv, record, sid
 
 def normalize(df):
     df['scaled'] = df['signal'] * 10
@@ -272,7 +272,7 @@ def handle_data(context, data):
 
         results = self.run_algo(
             """
-from zipline.api import fetch_csv, record, sid
+from catalyst.api import fetch_csv, record, sid
 
 def normalize(df):
     df['scaled'] = df['signal'] * 10
@@ -308,7 +308,7 @@ def handle_data(context, data):
         )
 
         code = """
-from zipline.api import fetch_csv, sid, record
+from catalyst.api import fetch_csv, sid, record
 
 def clean(df):
     return df.rename(columns={{'Value':'cpi'}})
@@ -342,11 +342,11 @@ def handle_data(context, data):
         # Patching fetch_url instead of using responses in this test so that we
         # can intercept the requests keyword arguments and confirm that they're
         # correct.
-        with patch('zipline.sources.requests_csv.PandasRequestsCSV.fetch_url',
+        with patch('catalyst.sources.requests_csv.PandasRequestsCSV.fetch_url',
                    new=capture_kwargs):
             results = self.run_algo(
                 """
-from zipline.api import fetch_csv, record, sid
+from catalyst.api import fetch_csv, record, sid
 
 def rename_col(df):
     df = df.rename(columns={'New York 15:00': 'price'})
@@ -386,7 +386,7 @@ def handle_data(context, data):
         # easier given the paramaterization, and (b) there are enough tests
         # using responses that the fetch_url code is getting a good workout so
         # we don't have to use it in every test.
-        with patch('zipline.sources.requests_csv.PandasRequestsCSV.fetch_url',
+        with patch('catalyst.sources.requests_csv.PandasRequestsCSV.fetch_url',
                    new=lambda *a, **k: data):
             sim_params = factory.create_simulation_parameters(
                 start=pd.Timestamp("2006-01-09", tz='UTC'),
@@ -396,7 +396,7 @@ def handle_data(context, data):
             algocode = """
 from pandas import Timestamp
 from pandas.tseries.tools import normalize_date
-from zipline.api import fetch_csv, record, sid, get_datetime
+from catalyst.api import fetch_csv, record, sid, get_datetime
 
 def initialize(context):
     fetch_csv(
@@ -450,7 +450,7 @@ def handle_data(context, data):
 
         self.run_algo(
             """
-from zipline.api import fetch_csv
+from catalyst.api import fetch_csv
 
 def initialize(context):
     fetch_csv(
@@ -475,7 +475,7 @@ def handle_data(context, data):
 
         with self.assertRaises(UnsupportedOrderParameters):
             self.run_algo("""
-from zipline.api import fetch_csv, order, sid
+from catalyst.api import fetch_csv, order, sid
 
 def rename_col(df):
     return df.rename(columns={'New York 15:00': 'price'})
@@ -510,7 +510,7 @@ def handle_data(context, data):
         results = self.run_algo(
             """
 from pandas import Timestamp
-from zipline.api import fetch_csv, record, get_datetime
+from catalyst.api import fetch_csv, record, get_datetime
 
 def initialize(context):
     fetch_csv(
@@ -557,7 +557,7 @@ def handle_data(context, data):
         )
 
         results = self.run_algo("""
-from zipline.api import fetch_csv, record, symbol
+from catalyst.api import fetch_csv, record, symbol
 
 def initialize(context):
     fetch_csv('https://fake.urls.com/fetcher_nflx_data.csv',
@@ -592,7 +592,7 @@ def before_trading_start(context, data):
         )
 
         results = self.run_algo("""
-from zipline.api import fetch_csv, symbol
+from catalyst.api import fetch_csv, symbol
 import numpy as np
 
 def initialize(context):

tests/test_finance.py

@@ -14,7 +14,7 @@
 # limitations under the License.
 
 """
-Tests for the zipline.finance package
+Tests for the catalyst.finance package
 """
 from datetime import datetime, timedelta
 import os
@@ -27,29 +27,29 @@ from six import iteritems
 from six.moves import range
 from testfixtures import TempDirectory
 
-from zipline.assets.synthetic import make_simple_equity_info
-from zipline.finance.blotter import Blotter
-from zipline.finance.execution import MarketOrder, LimitOrder
-from zipline.finance.performance import PerformanceTracker
-from zipline.finance.trading import SimulationParameters
-from zipline.data.us_equity_pricing import BcolzDailyBarReader
-from zipline.data.minute_bars import BcolzMinuteBarReader
-from zipline.data.data_portal import DataPortal
-from zipline.data.us_equity_pricing import BcolzDailyBarWriter
-from zipline.finance.slippage import FixedSlippage
-from zipline.finance.asset_restrictions import NoRestrictions
-from zipline.protocol import BarData
-from zipline.testing import (
+from catalyst.assets.synthetic import make_simple_equity_info
+from catalyst.finance.blotter import Blotter
+from catalyst.finance.execution import MarketOrder, LimitOrder
+from catalyst.finance.performance import PerformanceTracker
+from catalyst.finance.trading import SimulationParameters
+from catalyst.data.us_equity_pricing import BcolzDailyBarReader
+from catalyst.data.minute_bars import BcolzMinuteBarReader
+from catalyst.data.data_portal import DataPortal
+from catalyst.data.us_equity_pricing import BcolzDailyBarWriter
+from catalyst.finance.slippage import FixedSlippage
+from catalyst.finance.asset_restrictions import NoRestrictions
+from catalyst.protocol import BarData
+from catalyst.testing import (
     tmp_trading_env,
     write_bcolz_minute_data,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithLogger,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
 
-import zipline.utils.factory as factory
+import catalyst.utils.factory as factory
 
 DEFAULT_TIMEOUT = 15  # seconds
 EXTENDED_TIMEOUT = 90
@@ -66,7 +66,7 @@ class FinanceTestCase(WithLogger,
 
     def init_instance_fixtures(self):
         super(FinanceTestCase, self).init_instance_fixtures()
-        self.zipline_test_config = {'sid': 133}
+        self.catalyst_test_config = {'sid': 133}
 
     # TODO: write tests for short sales
     # TODO: write a test to do massive buying or shorting.
@@ -405,7 +405,7 @@ class TradingEnvironmentTestCase(WithLogger,
                                  WithTradingEnvironment,
                                  ZiplineTestCase):
     """
-    Tests for date management utilities in zipline.finance.trading.
+    Tests for date management utilities in catalyst.finance.trading.
     """
     def test_simulation_parameters(self):
         sp = SimulationParameters(

tests/test_history.py

@@ -20,21 +20,21 @@ from numpy import nan
 import pandas as pd
 from six import iteritems
 
-from zipline import TradingAlgorithm
-from zipline._protocol import handle_non_market_minutes, BarData
-from zipline.assets import Asset, Equity
-from zipline.errors import (
+from catalyst import TradingAlgorithm
+from catalyst._protocol import handle_non_market_minutes, BarData
+from catalyst.assets import Asset, Equity
+from catalyst.errors import (
     HistoryInInitialize,
     HistoryWindowStartsBeforeData,
 )
-from zipline.finance.trading import SimulationParameters
-from zipline.finance.asset_restrictions import NoRestrictions
-from zipline.testing import (
+from catalyst.finance.trading import SimulationParameters
+from catalyst.finance.asset_restrictions import NoRestrictions
+from catalyst.testing import (
     create_minute_df_for_asset,
     str_to_seconds,
     MockDailyBarReader,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithCreateBarData,
     WithDataPortal,
     ZiplineTestCase,
@@ -609,7 +609,7 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
     def test_history_in_initialize(self):
         algo_text = dedent(
             """\
-            from zipline.api import history
+            from catalyst.api import history
 
             def initialize(context):
                 history([1], 10, '1d', 'price')

tests/test_labelarray.py

@@ -5,10 +5,10 @@ import warnings
 import numpy as np
 from toolz import take
 
-from zipline.lib.labelarray import LabelArray
-from zipline.testing import check_arrays, parameter_space, ZiplineTestCase
-from zipline.testing.predicates import assert_equal
-from zipline.utils.compat import unicode
+from catalyst.lib.labelarray import LabelArray
+from catalyst.testing import check_arrays, parameter_space, ZiplineTestCase
+from catalyst.testing.predicates import assert_equal
+from catalyst.utils.compat import unicode
 
 
 def rotN(l, N):

tests/test_memoize.py

@@ -1,11 +1,11 @@
 """
-Tests for zipline.utils.memoize.
+Tests for catalyst.utils.memoize.
 """
 from collections import defaultdict
 import gc
 from unittest import TestCase
 
-from zipline.utils.memoize import remember_last
+from catalyst.utils.memoize import remember_last
 
 
 class TestRememberLast(TestCase):

tests/test_panel_bar_reader.py

@@ -18,13 +18,13 @@ from itertools import permutations, product
 import numpy as np
 import pandas as pd
 
-from zipline.data.us_equity_pricing import PanelBarReader
-from zipline.testing import ExplodingObject
-from zipline.testing.fixtures import (
+from catalyst.data.us_equity_pricing import PanelBarReader
+from catalyst.testing import ExplodingObject
+from catalyst.testing.fixtures import (
     WithAssetFinder,
     ZiplineTestCase,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 class WithPanelBarReader(WithAssetFinder):

tests/test_perf_tracking.py

@@ -29,37 +29,37 @@ import pandas as pd
 import numpy as np
 from six.moves import range, zip
 
-from zipline.assets import Asset
-from zipline.assets.synthetic import make_simple_equity_info
-from zipline.data.us_equity_pricing import (
+from catalyst.assets import Asset
+from catalyst.assets.synthetic import make_simple_equity_info
+from catalyst.data.us_equity_pricing import (
     SQLiteAdjustmentWriter,
     SQLiteAdjustmentReader,
 )
-import zipline.utils.factory as factory
-import zipline.finance.performance as perf
-from zipline.finance.transaction import create_transaction
-import zipline.utils.math_utils as zp_math
+import catalyst.utils.factory as factory
+import catalyst.finance.performance as perf
+from catalyst.finance.transaction import create_transaction
+import catalyst.utils.math_utils as zp_math
 
-from zipline.finance.blotter import Order
-from zipline.finance.performance.position import Position
-from zipline.utils.factory import create_simulation_parameters
-from zipline.utils.serialization_utils import (
+from catalyst.finance.blotter import Order
+from catalyst.finance.performance.position import Position
+from catalyst.utils.factory import create_simulation_parameters
+from catalyst.utils.serialization_utils import (
     loads_with_persistent_ids, dumps_with_persistent_ids
 )
-from zipline.testing import (
+from catalyst.testing import (
     MockDailyBarReader,
     create_data_portal_from_trade_history,
     create_empty_splits_mergers_frame,
     tmp_trading_env,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithInstanceTmpDir,
     WithSimParams,
     WithTmpDir,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 logger = logging.getLogger('Test Perf Tracking')
 

tests/test_restrictions.py

@@ -5,7 +5,7 @@ from functools import partial
 
 from toolz import groupby
 
-from zipline.finance.asset_restrictions import (
+from catalyst.finance.asset_restrictions import (
     RESTRICTION_STATES,
     Restriction,
     HistoricalRestrictions,
@@ -15,8 +15,8 @@ from zipline.finance.asset_restrictions import (
     _UnionRestrictions,
 )
 
-from zipline.testing import parameter_space
-from zipline.testing.fixtures import (
+from catalyst.testing import parameter_space
+from catalyst.testing.fixtures import (
     WithDataPortal,
     ZiplineTestCase,
 )
@@ -221,7 +221,7 @@ class RestrictionsTestCase(WithDataPortal, ZiplineTestCase):
     def test_security_list_restrictions(self):
         """
         Test single- and multi-asset queries on restrictions defined by
-        zipline.utils.security_list.SecurityList
+        catalyst.utils.security_list.SecurityList
         """
 
         # A mock SecurityList object filled with fake data

tests/test_security_list.py

@@ -4,22 +4,22 @@ import pandas as pd
 from testfixtures import TempDirectory
 from nose_parameterized import parameterized
 
-from zipline.algorithm import TradingAlgorithm
-from zipline.errors import TradingControlViolation
-from zipline.testing import (
+from catalyst.algorithm import TradingAlgorithm
+from catalyst.errors import TradingControlViolation
+from catalyst.testing import (
     add_security_data,
     create_data_portal,
     security_list_copy,
     tmp_trading_env,
     tmp_dir,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithLogger,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.utils import factory
-from zipline.utils.security_list import (
+from catalyst.utils import factory
+from catalyst.utils.security_list import (
     SecurityListSet,
     load_from_directory,
 )

tests/test_testing.py

@@ -6,23 +6,23 @@ from unittest import TestCase
 
 from numpy import array, empty
 
-from zipline._protocol import BarData
-from zipline.finance.asset_restrictions import NoRestrictions
-from zipline.finance.order import Order
+from catalyst._protocol import BarData
+from catalyst.finance.asset_restrictions import NoRestrictions
+from catalyst.finance.order import Order
 
-from zipline.testing import (
+from catalyst.testing import (
     check_arrays,
     make_alternating_boolean_array,
     make_cascading_boolean_array,
     parameter_space,
 )
-from zipline.testing.fixtures import (
+from catalyst.testing.fixtures import (
     WithConstantEquityMinuteBarData,
     WithDataPortal,
     ZiplineTestCase,
 )
-from zipline.testing.slippage import TestingSlippage
-from zipline.utils.numpy_utils import bool_dtype
+from catalyst.testing.slippage import TestingSlippage
+from catalyst.utils.numpy_utils import bool_dtype
 
 
 class TestParameterSpace(TestCase):

tests/test_tradesimulation.py

@@ -19,23 +19,23 @@ from mock import patch
 
 from nose_parameterized import parameterized
 from six.moves import range
-from zipline import TradingAlgorithm
-from zipline.gens.sim_engine import BEFORE_TRADING_START_BAR
+from catalyst import TradingAlgorithm
+from catalyst.gens.sim_engine import BEFORE_TRADING_START_BAR
 
-from zipline.finance.performance import PerformanceTracker
-from zipline.finance.asset_restrictions import NoRestrictions
-from zipline.gens.tradesimulation import AlgorithmSimulator
-from zipline.sources.benchmark_source import BenchmarkSource
-from zipline.test_algorithms import NoopAlgorithm
-from zipline.testing.fixtures import (
+from catalyst.finance.performance import PerformanceTracker
+from catalyst.finance.asset_restrictions import NoRestrictions
+from catalyst.gens.tradesimulation import AlgorithmSimulator
+from catalyst.sources.benchmark_source import BenchmarkSource
+from catalyst.test_algorithms import NoopAlgorithm
+from catalyst.testing.fixtures import (
     WithDataPortal,
     WithSimParams,
     WithTradingEnvironment,
     ZiplineTestCase,
 )
-from zipline.utils import factory
-from zipline.testing.core import FakeDataPortal
-from zipline.utils.calendars.trading_calendar import days_at_time
+from catalyst.utils import factory
+from catalyst.testing.core import FakeDataPortal
+from catalyst.utils.calendars.trading_calendar import days_at_time
 
 
 class BeforeTradingAlgorithm(TradingAlgorithm):