TST: Don't modify master security lists directory during tests

Rather than drop files temporarily into the master security lists
directory during unit tests, create temporary directories for the
tests. This avoids issues when the tests are being run at the same
time as other code that uses the real security lists data.

tests/test_security_list.py

@@ -7,7 +7,7 @@ from zipline.algorithm import TradingAlgorithm
 from zipline.errors import TradingControlViolation
 from zipline.sources import SpecificEquityTrades
 from zipline.utils.test_utils import (
-    setup_logger, add_security_data, remove_security_data_directory)
+    setup_logger, security_list_copy, add_security_data)
 from zipline.utils import factory
 from zipline.utils.security_list import (
     SecurityListSet, load_from_directory)
@@ -105,26 +105,22 @@ class SecurityListTestCase(TestCase):
     def test_security_add(self):
         def get_datetime():
             return datetime(2015, 1, 27, tzinfo=pytz.utc)
-        try:
+        with security_list_copy():
             add_security_data(['AAPL', 'GOOG'], [])
             rl = SecurityListSet(get_datetime)
             self.assertIn("AAPL", rl.leveraged_etf_list)
             self.assertIn("GOOG", rl.leveraged_etf_list)
             self.assertIn("BZQ", rl.leveraged_etf_list)
             self.assertIn("URTY", rl.leveraged_etf_list)
-        finally:
-            remove_security_data_directory()
 
     def test_security_add_delete(self):
-        try:
+        with security_list_copy():
             def get_datetime():
                 return datetime(2015, 1, 27, tzinfo=pytz.utc)
             add_security_data([], ['BZQ', 'URTY'])
             rl = SecurityListSet(get_datetime)
             self.assertNotIn("BZQ", rl.leveraged_etf_list)
             self.assertNotIn("URTY", rl.leveraged_etf_list)
-        finally:
-            remove_security_data_directory()
 
     def test_algo_without_rl_violation_via_check(self):
         sim_params = factory.create_simulation_parameters(
@@ -228,7 +224,7 @@ class SecurityListTestCase(TestCase):
             start=list(
                 LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=4)
 
-        try:
+        with security_list_copy():
             add_security_data(['AAPL'], [])
             trade_history = factory.create_trade_history(
                 'BZQ',
@@ -244,11 +240,9 @@ class SecurityListTestCase(TestCase):
                 algo.run(self.source)
 
             self.check_algo_exception(algo, ctx, 0)
-        finally:
-            remove_security_data_directory()
 
     def test_algo_without_rl_violation_after_delete(self):
-        try:
+        with security_list_copy():
             # add a delete statement removing bzq
             # write a new delete statement file to disk
             add_security_data([], ['BZQ'])
@@ -266,11 +260,9 @@ class SecurityListTestCase(TestCase):
             algo = RestrictedAlgoWithoutCheck(
                 sid='BZQ', sim_params=sim_params)
             algo.run(self.source)
-        finally:
-            remove_security_data_directory()
 
     def test_algo_with_rl_violation_after_add(self):
-        try:
+        with security_list_copy():
             add_security_data(['AAPL'], [])
             sim_params = factory.create_simulation_parameters(
                 start=self.trading_day_before_first_kd, num_days=4)
@@ -288,8 +280,6 @@ class SecurityListTestCase(TestCase):
                 algo.run(self.source)
 
             self.check_algo_exception(algo, ctx, 2)
-        finally:
-            remove_security_data_directory()
 
     def check_algo_exception(self, algo, ctx, expected_order_count):
         self.assertEqual(algo.order_count, expected_order_count)

zipline/utils/test_utils.py

@@ -1,13 +1,15 @@
 from contextlib import contextmanager
 from logbook import FileHandler
+from mock import patch
 from zipline.finance.blotter import ORDER_STATUS
-from zipline.utils.security_list import SECURITY_LISTS_DIR
+from zipline.utils import security_list
 
 from six import itervalues
 
 import os
 import pandas as pd
 import shutil
+import tempfile
 
 
 def to_utc(time_str):
@@ -115,15 +117,34 @@ def nullctx():
     Null context manager.  Useful for conditionally adding a contextmanager in
     a single line, e.g.:
 
-    with SomeContextManager() if some_expr else nullcontext:
+    with SomeContextManager() if some_expr else nullctx():
         do_stuff()
     """
     yield
 
 
+@contextmanager
+def security_list_copy():
+    old_dir = security_list.SECURITY_LISTS_DIR
+    new_dir = tempfile.mkdtemp()
+    try:
+        for subdir in os.listdir(old_dir):
+            shutil.copytree(os.path.join(old_dir, subdir),
+                            os.path.join(new_dir, subdir))
+            with patch.object(security_list, 'SECURITY_LISTS_DIR', new_dir), \
+                    patch.object(security_list, 'using_copy', True,
+                                 create=True):
+                yield
+    finally:
+        shutil.rmtree(new_dir, True)
+
+
 def add_security_data(adds, deletes):
+    if not hasattr(security_list, 'using_copy'):
+        raise Exception('add_security_data must be used within '
+                        'security_list_copy context')
     directory = os.path.join(
-        SECURITY_LISTS_DIR,
+        security_list.SECURITY_LISTS_DIR,
         "leveraged_etf_list/20150127/20150125"
     )
     if not os.path.exists(directory):
@@ -138,11 +159,3 @@ def add_security_data(adds, deletes):
         for sym in adds:
             f.write(sym)
             f.write('\n')
-
-
-def remove_security_data_directory():
-    directory = os.path.join(
-        SECURITY_LISTS_DIR,
-        "leveraged_etf_list/20150127/"
-    )
-    shutil.rmtree(directory)