MAINT: Use six for Python 3 compatible names and behavior.

Use the six module to import functions and types that are
consistent between Python 2 and 3, so that one code base can
support both versions.

- Use integer types instead of int and long.
- Use string_types instead of basestring.
- Account for iteritems, itervalues, iterkeys.
- Use six.moves for filter and zip, reduce
- Use compatible bytes for md5 hasher.
- xrange and range

tests/test_finance.py

@@ -28,6 +28,8 @@ import numpy as np
 
 from nose.tools import timed
 
+from six.moves import range
+
 import zipline.protocol
 from zipline.protocol import Event, DATASOURCE_TYPE
 
@@ -314,7 +316,7 @@ class FinanceTestCase(TestCase):
             alternator = 1
 
         order_date = start_date
-        for i in xrange(order_count):
+        for i in range(order_count):
 
             blotter.set_date(order_date)
             blotter.order(sid, order_amount * alternator ** i, None, None)
@@ -334,7 +336,7 @@ class FinanceTestCase(TestCase):
         order_list = oo[sid]
         self.assertEqual(order_count, len(order_list))
 
-        for i in xrange(order_count):
+        for i in range(order_count):
             order = order_list[i]
             self.assertEqual(order.sid, sid)
             self.assertEqual(order.amount, order_amount * alternator ** i)
@@ -372,7 +374,7 @@ class FinanceTestCase(TestCase):
             self.assertEqual(len(transactions), len(order_list))
 
         total_volume = 0
-        for i in xrange(len(transactions)):
+        for i in range(len(transactions)):
             txn = transactions[i]
             total_volume += txn.amount
             if complete_fill:

tests/test_perf_tracking.py

@@ -24,6 +24,8 @@ import datetime
 import pytz
 import itertools
 
+from six.moves import range
+
 import zipline.utils.factory as factory
 import zipline.finance.performance as perf
 from zipline.finance.slippage import Transaction, create_transaction
@@ -431,7 +433,7 @@ class TestDividendPerformance(unittest.TestCase):
 
         pay_date = self.sim_params.first_open
         # find pay date that is much later.
-        for i in xrange(30):
+        for i in range(30):
             pay_date = factory.get_next_trading_dt(pay_date, oneday)
         dividend = factory.create_dividend(
             1,

tests/test_sources.py

@@ -16,6 +16,8 @@ import pandas as pd
 import pytz
 from itertools import cycle
 
+from six import integer_types
+
 from unittest import TestCase
 
 import zipline.utils.factory as factory
@@ -71,5 +73,5 @@ class TestDataFrameSource(TestCase):
         for event in source:
             for check_field in check_fields:
                 self.assertIn(check_field, event)
-            self.assertTrue(isinstance(event['volume'], (int, long)))
+            self.assertTrue(isinstance(event['volume'], (integer_types)))
             self.assertEqual(stocks_iter.next(), event['sid'])

tests/test_transforms.py

@@ -20,6 +20,8 @@ import pandas as pd
 from datetime import timedelta, datetime
 from unittest import TestCase
 
+from six.moves import range
+
 from zipline.utils.test_utils import setup_logger
 
 from zipline.protocol import Event
@@ -64,7 +66,7 @@ class TestEventWindow(TestCase):
 
         self.monday = datetime(2012, 7, 9, 16, tzinfo=pytz.utc)
         self.eleven_normal_days = [self.monday + i * timedelta(days=1)
-                                   for i in xrange(11)]
+                                   for i in range(11)]
 
         # Modify the end of the period slightly to exercise the
         # incomplete day logic.
@@ -75,7 +77,7 @@ class TestEventWindow(TestCase):
         # Second set of dates to test holiday handling.
         self.jul4_monday = datetime(2012, 7, 2, 16, tzinfo=pytz.utc)
         self.week_of_jul4 = [self.jul4_monday + i * timedelta(days=1)
-                             for i in xrange(5)]
+                             for i in range(5)]
 
     def test_market_aware_window_normal_week(self):
         window = NoopEventWindow(