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.

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)