Merge pull request #1768 from quantopian/shim-portfolio-access-by-int

BUG: Add backwards compatibility for position lookup by int.

tests/test_api_shim.py

@@ -113,6 +113,22 @@ def handle_data(context, data):
     assert iter_list == items_list
 """
 
+reference_missing_position_by_int_algo = """
+def initialize(context):
+    pass
+
+def handle_data(context, data):
+    context.portfolio.positions[24]
+"""
+
+reference_missing_position_by_unexpected_type_algo = """
+def initialize(context):
+    pass
+
+def handle_data(context, data):
+    context.portfolio.positions["foobar"]
+"""
+
 
 class TestAPIShim(WithCreateBarData,
                   WithDataPortal,
@@ -513,3 +529,33 @@ class TestAPIShim(WithCreateBarData,
                     self.assertEqual("Iterating over the assets in `data` is "
                                      "deprecated.",
                                      str(warning.message))
+
+    def test_reference_empty_position_by_int(self):
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("default", ZiplineDeprecationWarning)
+
+            algo = self.create_algo(reference_missing_position_by_int_algo)
+            algo.run(self.data_portal)
+
+            self.assertEqual(1, len(w))
+            self.assertEqual(
+                w[0].message.message,
+                "Referencing positions by integer is deprecated. Use an asset "
+                "instead."
+            )
+
+    def test_reference_empty_position_by_unexpected_type(self):
+        with warnings.catch_warnings(record=True) as w:
+            warnings.simplefilter("default", ZiplineDeprecationWarning)
+
+            algo = self.create_algo(
+                reference_missing_position_by_unexpected_type_algo
+            )
+            algo.run(self.data_portal)
+
+            self.assertEqual(1, len(w))
+            self.assertEqual(
+                w[0].message.message,
+                "Position lookup expected a value of type Asset but got str"
+                " instead."
+            )

zipline/protocol.py

@@ -257,8 +257,43 @@ class Position(object):
     )
 
 
-class Positions(dict):
+# Copied from Position and renamed.  This is used to handle cases where a user
+# does something like `context.portfolio.positions[100]` instead of
+# `context.portfolio.positions[sid(100)]`.
+class _DeprecatedSidLookupPosition(object):
+    def __init__(self, sid):
+        self.sid = sid
+        self.amount = 0
+        self.cost_basis = 0.0  # per share
+        self.last_sale_price = 0.0
+        self.last_sale_date = None
 
+    def __repr__(self):
+        return "_DeprecatedSidLookupPosition({0})".format(self.__dict__)
+
+    # If you are adding new attributes, don't update this set. This method
+    # is deprecated to normal attribute access so we don't want to encourage
+    # new usages.
+    __getitem__ = _deprecated_getitem_method(
+        'position', {
+            'sid',
+            'amount',
+            'cost_basis',
+            'last_sale_price',
+            'last_sale_date',
+        },
+    )
+
+
+class Positions(dict):
     def __missing__(self, key):
-        pos = Position(key)
-        return pos
+        if isinstance(key, Asset):
+            return Position(key)
+        elif isinstance(key, int):
+            warn("Referencing positions by integer is deprecated."
+                 " Use an asset instead.")
+        else:
+            warn("Position lookup expected a value of type Asset but got {0}"
+                 " instead.".format(type(key).__name__))
+
+        return _DeprecatedSidLookupPosition(key)