Merge pull request #1283 from quantopian/custom-paths-for-fixtures

TST: Allow customization of various fixture paths.

zipline/testing/core.py

@@ -731,6 +731,8 @@ class tmp_assets_db(object):
 
     Parameters
     ----------
+    url : string
+        The URL for the database connection.
     **frames
         The frames to pass to the AssetDBWriter.
         By default this maps equities:
@@ -743,7 +745,11 @@ class tmp_assets_db(object):
     """
     _default_equities = sentinel('_default_equities')
 
-    def __init__(self, equities=_default_equities, **frames):
+    def __init__(self,
+                 url='sqlite:///:memory:',
+                 equities=_default_equities,
+                 **frames):
+        self._url = url
         self._eng = None
         if equities is self._default_equities:
             equities = make_simple_equity_info(
@@ -757,7 +763,7 @@ class tmp_assets_db(object):
         self._eng = None  # set in enter and exit
 
     def __enter__(self):
-        self._eng = eng = create_engine('sqlite://')
+        self._eng = eng = create_engine(self._url)
         AssetDBWriter(eng).write(**self._frames)
         return eng
 
@@ -782,6 +788,8 @@ class tmp_asset_finder(tmp_assets_db):
 
     Parameters
     ----------
+    url : string
+        The URL for the database connection.
     finder_cls : type, optional
         The type of asset finder to create from the assets db.
     **frames
@@ -791,9 +799,12 @@ class tmp_asset_finder(tmp_assets_db):
     --------
     tmp_assets_db
     """
-    def __init__(self, finder_cls=AssetFinder, **frames):
+    def __init__(self,
+                 url='sqlite:///:memory:',
+                 finder_cls=AssetFinder,
+                 **frames):
         self._finder_cls = finder_cls
-        super(tmp_asset_finder, self).__init__(**frames)
+        super(tmp_asset_finder, self).__init__(url=url, **frames)
 
     def __enter__(self):
         return self._finder_cls(super(tmp_asset_finder, self).__enter__())

zipline/testing/fixtures.py

@@ -304,6 +304,9 @@ class WithAssetFinder(WithDefaultDateBounds):
         A class method which constructs the dataframe of root symbols
         information to write to the class's assets db. By default this is
         empty.
+    make_asset_finder_db_url() -> string
+        A class method which returns the URL at which to create the SQLAlchemy
+        engine. By default provides a URL for an in-memory database.
     make_asset_finder() -> pd.DataFrame
         A class method which constructs the actual asset finder object to use
         for the class. If this method is overridden then the ``make_*_info``
@@ -341,9 +344,14 @@ class WithAssetFinder(WithDefaultDateBounds):
             cls.ASSET_FINDER_EQUITY_SYMBOLS,
         )
 
+    @classmethod
+    def make_asset_finder_db_url(cls):
+        return 'sqlite:///:memory:'
+
     @classmethod
     def make_asset_finder(cls):
         return cls.enter_class_context(tmp_asset_finder(
+            url=cls.make_asset_finder_db_url(),
             equities=cls.make_equity_info(),
             futures=cls.make_futures_info(),
             exchanges=cls.make_exchanges_info(),
@@ -618,6 +626,10 @@ class WithBcolzDailyBarReader(WithTradingEnvironment, WithTmpDir):
         ``BcolzDailyBarReader`` will read from. By default this creates
         some simple sythetic data with
         :func:`~zipline.testing.create_daily_bar_data`
+    make_bcolz_daily_bar_rootdir_path() -> string
+        A class method that returns the path for the rootdir of the daily
+        bars ctable. By default this is a subdirectory BCOLZ_DAILY_BAR_PATH in
+        the shared temp directory.
 
     See Also
     --------
@@ -693,12 +705,14 @@ class WithBcolzDailyBarReader(WithTradingEnvironment, WithTmpDir):
                 cls.asset_finder.sids,
             )
 
+    @classmethod
+    def make_bcolz_daily_bar_rootdir_path(cls):
+        return cls.tmpdir.makedir(cls.BCOLZ_DAILY_BAR_PATH)
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithBcolzDailyBarReader, cls).init_class_fixtures()
-        cls.bcolz_daily_bar_path = p = cls.tmpdir.makedir(
-            cls.BCOLZ_DAILY_BAR_PATH,
-        )
+        cls.bcolz_daily_bar_path = p = cls.make_bcolz_daily_bar_rootdir_path()
         if cls.BCOLZ_DAILY_BAR_USE_FULL_CALENDAR:
             days = cls.trading_schedule.all_execution_days
         else:
@@ -766,6 +780,10 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
         ``BcolzMinuteBarReader`` will read from. By default this creates
         some simple sythetic data with
         :func:`~zipline.testing.create_minute_bar_data`
+    make_bcolz_minute_bar_rootdir_path() -> string
+        A class method that returns the path for the directory that contains
+        the minute bar ctables. By default this is a subdirectory
+        BCOLZ_MINUTE_BAR_PATH in the shared temp directory.
 
     See Also
     --------
@@ -789,12 +807,15 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
             cls.asset_finder.sids,
         )
 
+    @classmethod
+    def make_bcolz_minute_bar_rootdir_path(cls):
+        return cls.tmpdir.makedir(cls.BCOLZ_MINUTE_BAR_PATH)
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithBcolzMinuteBarReader, cls).init_class_fixtures()
-        cls.bcolz_minute_bar_path = p = cls.tmpdir.makedir(
-            cls.BCOLZ_MINUTE_BAR_PATH,
-        )
+        cls.bcolz_minute_bar_path = p = \
+            cls.make_bcolz_minute_bar_rootdir_path()
         if cls.BCOLZ_MINUTE_BAR_USE_FULL_CALENDAR:
             days = cls.trading_schedule.all_execution_days
         else:
@@ -845,6 +866,10 @@ class WithAdjustmentReader(WithBcolzDailyBarReader):
     make_stock_dividends_data() -> pd.DataFrame
         A class method that returns a dataframe of stock dividends data to
         write to the class's adjustment db. By default this is empty.
+    make_adjustment_db_conn_str() -> string
+        A class method that returns the sqlite3 connection string for the
+        database in to which the adjustments will be written. By default this
+        is an in-memory database.
     make_adjustment_writer_daily_bar_reader() -> pd.DataFrame
         A class method that returns the daily bar reader to use for the class's
         adjustment writer. By default this is the class's actual
@@ -883,10 +908,14 @@ class WithAdjustmentReader(WithBcolzDailyBarReader):
     def make_adjustment_writer_daily_bar_reader(cls):
         return cls.bcolz_daily_bar_reader
 
+    @classmethod
+    def make_adjustment_db_conn_str(cls):
+        return ':memory:'
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithAdjustmentReader, cls).init_class_fixtures()
-        conn = sqlite3.connect(':memory:')
+        conn = sqlite3.connect(cls.make_adjustment_db_conn_str())
         cls.make_adjustment_writer(conn).write(
             splits=cls.make_splits_data(),
             mergers=cls.make_mergers_data(),