Merge pull request #90 from quantopian/fake_environment

Fake environment

zipline/data/loader.py

@@ -97,7 +97,7 @@ def load_market_data(bm_symbol='^GSPC'):
         fp_bm = get_datafile(get_benchmark_filename(bm_symbol), "rb")
     except IOError:
         print """
-data msgpacks aren't distribute with source.
+data msgpacks aren't distributed with source.
 Fetching data from Yahoo Finance.
 """.strip()
         dump_benchmarks(bm_symbol)
@@ -119,7 +119,7 @@ Fetching data from Yahoo Finance.
         fp_tr = get_datafile('treasury_curves.msgpack', "rb")
     except IOError:
         print """
-data msgpacks aren't distribute with source.
+data msgpacks aren't distributed with source.
 Fetching data from data.treasury.gov
 """.strip()
         dump_treasury_curves()

zipline/utils/factory.py

@@ -34,6 +34,7 @@ from zipline.sources import (SpecificEquityTrades,
 from zipline.gens.utils import create_trade
 from zipline.finance.trading import SimulationParameters
 import zipline.finance.trading as trading
+from zipline.sources.test_source import date_gen
 
 
 def create_simulation_parameters(year=2006, start=None, end=None,
@@ -54,6 +55,36 @@ def create_simulation_parameters(year=2006, start=None, end=None,
     return sim_params
 
 
+def create_noop_environment():
+    oneday = timedelta(days=1)
+    start = datetime(2006, 1, 1, tzinfo=pytz.utc)
+
+    bm_returns = []
+    tr_curves = OrderedDict()
+    for day in date_gen(start=start, delta=oneday, count=252):
+        dr = trading.DailyReturn(day, 0.01)
+        bm_returns.append(dr)
+        curve = {
+            '10year': 0.0799,
+            '1month': 0.0799,
+            '1year': 0.0785,
+            '20year': 0.0765,
+            '2year': 0.0794,
+            '30year': 0.0804,
+            '3month': 0.0789,
+            '3year': 0.0796,
+            '5year': 0.0792,
+            '6month': 0.0794,
+            '7year': 0.0804,
+            'tid': 1752
+        }
+        tr_curves[day] = curve
+
+    load_nodata = lambda x: (bm_returns, tr_curves)
+
+    return trading.TradingEnvironment(load=load_nodata)
+
+
 def create_random_simulation_parameters():
     trading.environment = trading.TradingEnvironment()
     treasury_curves = trading.environment.treasury_curves

zipline/utils/tradingcalendar.py

@@ -19,10 +19,11 @@ import pytz
 
 from datetime import datetime
 from dateutil import rrule
-from zipline.utils.date_utils import utcnow
+from delorean import Delorean
 
 start = datetime(1990, 1, 1, tzinfo=pytz.utc)
-end = utcnow()
+end_dln = Delorean(datetime.now(), 'US/Eastern').truncate('day').shift('UTC')
+end = end_dln.datetime
 
 
 def get_non_trading_days(start, end):

zipline/utils/tradingcalendar_lse.py

@@ -27,10 +27,9 @@ import pandas as pd
 
 from datetime import datetime
 from dateutil import rrule
-from zipline.utils.date_utils import utcnow
+from zipline.utils.tradingcalendar import end
 
 start = datetime(2002, 1, 1, tzinfo=pytz.utc)
-end = utcnow()
 
 non_trading_rules = []
 # Weekends