TST: Use fixture's trading env for FakeDataPortal or TradingAlgo

to avoid a new trading env needing to download data unnecessarily

tests/pipeline/test_pipeline_algo.py

@@ -566,7 +566,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
         )
 
         algo.run(
-            FakeDataPortal(),
+            FakeDataPortal(self.env),
             # Yes, I really do want to use the start and end dates I passed to
             # TradingAlgorithm.
             overwrite_sim_params=False,
@@ -606,7 +606,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
         )
 
         algo.run(
-            FakeDataPortal(),
+            FakeDataPortal(self.env),
             overwrite_sim_params=False,
         )
 
@@ -654,7 +654,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
         )
 
         algo.run(
-            FakeDataPortal(),
+            FakeDataPortal(self.env),
             overwrite_sim_params=False,
         )
 

tests/test_algorithm.py

@@ -314,6 +314,7 @@ def handle_data(algo, data):
             initialize=lambda context: None,
             handle_data=lambda context, data: None,
             sim_params=self.sim_params,
+            env=self.env,
         )
 
         # Verify that api methods get resolved dynamically by patching them out
@@ -892,7 +893,8 @@ def before_trading_start(context, data):
     def test_run_twice(self):
         algo1 = TestRegisterTransformAlgorithm(
             sim_params=self.sim_params,
-            sids=[0, 1]
+            sids=[0, 1],
+            env=self.env,
         )
 
         res1 = algo1.run(self.data_portal)
@@ -901,7 +903,8 @@ def before_trading_start(context, data):
         # use the newly instantiated environment.
         algo2 = TestRegisterTransformAlgorithm(
             sim_params=self.sim_params,
-            sids=[0, 1]
+            sids=[0, 1],
+            env=self.env,
         )
 
         res2 = algo2.run(self.data_portal)
@@ -1569,15 +1572,16 @@ class TestAlgoScript(WithLogger,
 
     def test_noop(self):
         algo = TradingAlgorithm(initialize=initialize_noop,
-                                handle_data=handle_data_noop)
+                                handle_data=handle_data_noop,
+                                env=self.env)
         algo.run(self.data_portal)
 
     def test_noop_string(self):
-        algo = TradingAlgorithm(script=noop_algo)
+        algo = TradingAlgorithm(script=noop_algo, env=self.env)
         algo.run(self.data_portal)
 
     def test_no_handle_data(self):
-        algo = TradingAlgorithm(script=no_handle_data)
+        algo = TradingAlgorithm(script=no_handle_data, env=self.env)
         algo.run(self.data_portal)
 
     def test_api_calls(self):
@@ -1593,7 +1597,8 @@ class TestAlgoScript(WithLogger,
     def test_api_get_environment(self):
         platform = 'zipline'
         algo = TradingAlgorithm(script=api_get_environment_algo,
-                                platform=platform)
+                                platform=platform,
+                                env=self.env)
         algo.run(self.data_portal)
         self.assertEqual(algo.environment, platform)
 
@@ -1779,6 +1784,7 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=record_variables,
             sim_params=self.sim_params,
+            env=self.env,
         )
         set_algo_instance(test_algo)
 
@@ -3785,6 +3791,7 @@ class TestTradingAlgorithm(ZiplineTestCase):
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
+            env=self.env,
         )
 
         with empty_trading_env() as env:
@@ -4642,7 +4649,7 @@ class TestOrderAfterDelist(WithTradingEnvironment, ZiplineTestCase):
                 self.assertEqual(expected_message, w.message)
 
 
-class AlgoInputValidationTestCase(ZiplineTestCase):
+class AlgoInputValidationTestCase(WithTradingEnvironment, ZiplineTestCase):
 
     def test_reject_passing_both_api_methods_and_script(self):
         script = dedent(
@@ -4668,6 +4675,7 @@ class AlgoInputValidationTestCase(ZiplineTestCase):
             with self.assertRaises(ValueError):
                 TradingAlgorithm(
                     script=script,
+                    env=self.env,
                     **{method: lambda *args, **kwargs: None}
                 )
 

tests/test_tradesimulation.py

@@ -19,7 +19,6 @@ from mock import patch
 
 from nose_parameterized import parameterized
 from six.moves import range
-from unittest import TestCase
 from zipline import TradingAlgorithm
 from zipline.gens.sim_engine import BEFORE_TRADING_START_BAR
 
@@ -28,8 +27,12 @@ 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 WithSimParams, ZiplineTestCase, \
-    WithDataPortal
+from zipline.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
@@ -50,7 +53,7 @@ class BeforeTradingAlgorithm(TradingAlgorithm):
 FREQUENCIES = {'daily': 0, 'minute': 1}  # daily is less frequent than minute
 
 
-class TestTradeSimulation(TestCase):
+class TestTradeSimulation(WithTradingEnvironment, ZiplineTestCase):
 
     def fake_minutely_benchmark(self, dt):
         return 0.01
@@ -61,8 +64,8 @@ class TestTradeSimulation(TestCase):
                                                       emission_rate='minute')
         with patch.object(BenchmarkSource, "get_value",
                           self.fake_minutely_benchmark):
-            algo = NoopAlgorithm(sim_params=params)
-            algo.run(FakeDataPortal())
+            algo = NoopAlgorithm(sim_params=params, env=self.env)
+            algo.run(FakeDataPortal(self.env))
             self.assertEqual(len(algo.perf_tracker.sim_params.sessions), 1)
 
     @parameterized.expand([('%s_%s_%s' % (num_sessions, freq, emission_rate),
@@ -82,8 +85,8 @@ class TestTradeSimulation(TestCase):
 
         with patch.object(BenchmarkSource, "get_value",
                           self.fake_minutely_benchmark):
-            algo = BeforeTradingAlgorithm(sim_params=params)
-            algo.run(FakeDataPortal())
+            algo = BeforeTradingAlgorithm(sim_params=params, env=self.env)
+            algo.run(FakeDataPortal(self.env))
 
             self.assertEqual(
                 len(algo.perf_tracker.sim_params.sessions),

zipline/testing/core.py

@@ -695,11 +695,8 @@ def create_data_portal_from_trade_history(asset_finder, trading_calendar,
 
 
 class FakeDataPortal(DataPortal):
-    def __init__(self, env=None, trading_calendar=None,
+    def __init__(self, env, trading_calendar=None,
                  first_trading_day=None):
-        if env is None:
-            env = TradingEnvironment()
-
         if trading_calendar is None:
             trading_calendar = get_calendar("NYSE")