Merge pull request #1812 from quantopian/google-finance-for-benchmarking

BUG/MAINT: Switch over to Google for benchmarking

tests/resources/rebuild_example_data

@@ -5,6 +5,7 @@ import shutil
 import tarfile
 
 import click
+import matplotlib
 import numpy as np
 import pandas as pd
 
@@ -14,6 +15,8 @@ from zipline.testing import test_resource_path, tmp_dir
 from zipline.utils.cache import dataframe_cache
 
 
+matplotlib.use('Agg')
+
 INPUT_DATA_START_DATE = pd.Timestamp('2004-01-02')
 INPUT_DATA_END_DATE = pd.Timestamp('2014-12-31')
 INPUT_DATA_SYMBOLS = (

tests/risk/test_risk_period.py

@@ -385,7 +385,7 @@ class TestRisk(WithTradingEnvironment, ZiplineTestCase):
     def test_partial_month(self):
 
         start_session = self.trading_calendar.minute_to_session_label(
-            pd.Timestamp("1991-01-01", tz='UTC')
+            pd.Timestamp("1993-02-01", tz='UTC')
         )
 
         # 1992 and 1996 were leap years

tests/test_examples.py

@@ -21,11 +21,12 @@ import pandas as pd
 
 from zipline import examples
 from zipline.data.bundles import register, unregister
-from zipline.testing import test_resource_path, copy_market_data
-from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase, \
-    WithTradingEnvironment
+from zipline.testing import test_resource_path
+from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase
 from zipline.testing.predicates import assert_equal
 from zipline.utils.cache import dataframe_cache
+from zipline.utils.paths import ensure_file
+
 
 # Otherwise the next line sometimes complains about being run too late.
 _multiprocess_can_split_ = False
@@ -54,10 +55,11 @@ class ExamplesTests(WithTmpDir, ZiplineTestCase):
             serialization='pickle',
         )
 
-        copy_market_data(WithTradingEnvironment.MARKET_DATA_DIR,
-                         cls.tmpdir.getpath('example_data/root'))
+        market_data = ('SPY_benchmark.csv', 'treasury_curves.csv')
+        for data in market_data:
+            ensure_file(cls.tmpdir.getpath('example_data/root/data/' + data))
 
-    @parameterized.expand(examples.EXAMPLE_MODULES)
+    @parameterized.expand(sorted(examples.EXAMPLE_MODULES))
     def test_example(self, example_name):
         actual_perf = examples.run_example(
             example_name,