From c68cd849c5176ac8f0d8d1258d46a40f7b978785 Mon Sep 17 00:00:00 2001 From: Stephen Diehl Date: Fri, 18 May 2012 11:54:11 -0400 Subject: [PATCH] Update factory location finder. --- zipline/utils/factory.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index 46828a41..08051c12 100644 --- a/zipline/utils/factory.py +++ b/zipline/utils/factory.py @@ -5,7 +5,7 @@ Factory functions to prepare useful data for tests. import pytz import msgpack import random -from os.path import join +from os.path import join, abspath, dirname from operator import attrgetter from datetime import datetime, timedelta @@ -16,11 +16,13 @@ from zipline.finance.sources import SpecificEquityTrades, RandomEquityTrades from zipline.finance.trading import TradingEnvironment # TODO -def data_locator(): - pass +def data_path(): + from zipline import data + data_path = dirname(abspath(data.__file__)) + return data_path def load_market_data(): - fp_bm = open("./tests/benchmark.msgpack", "rb") + fp_bm = open(join(data_path(), "benchmark.msgpack"), "rb") bm_list = msgpack.loads(fp_bm.read()) bm_returns = [] for packed_date, returns in bm_list: @@ -36,7 +38,7 @@ def load_market_data(): bm_returns.append(daily_return) bm_returns = sorted(bm_returns, key=attrgetter('date')) - fp_tr = open(".//tests/treasury_curves.msgpack", "rb") + fp_tr = open(join(data_path(), "treasury_curves.msgpack"), "rb") tr_list = msgpack.loads(fp_tr.read()) tr_curves = {} for packed_date, curve in tr_list: