TST: Use 'us_futures' calendar in test fixtures

appveyor.yml

@@ -72,13 +72,6 @@ install:
   - sed -i "s/scipy==.*/scipy==%SCIPY_VERSION%/" etc/requirements.txt
 
   - conda info -a
-  - conda install conda=4.1.11 conda-build=1.21.11 anaconda-client=1.5.1 --yes -q
-  # https://blog.ionelmc.ro/2014/12/21/compiling-python-extensions-on-windows/ for 64bit C compilation
-  - ps: copy .\ci\appveyor\vcvars64.bat "C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\bin\amd64"
-  - "%CMD_IN_ENV% python .\\ci\\make_conda_packages.py"
-
-  # test that we can conda install zipline in a new env
-  - conda create -n installenv --yes -q --use-local python=%PYTHON_VERSION% numpy=%NUMPY_VERSION% zipline -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
 
   - ps: $env:BCOLZ_VERSION=(sls "bcolz==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
   - ps: $env:NUMEXPR_VERSION=(sls "numexpr==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
@@ -95,9 +88,11 @@ install:
   - pip freeze | sort
 
 test_script:
-  - nosetests -e zipline.utils.numpy_utils
-  - flake8 zipline tests
+  - nosetests -e zipline.utils.numpy_utils -x
 
 branches:
   only:
     - master
+
+on_finish:
+  - ps: $blockRdp = $true; iex ((new-object net.webclient).DownloadString('https://raw.githubusercontent.com/appveyor/ci/master/scripts/enable-rdp.ps1'))

tests/data/test_dispatch_bar_reader.py

@@ -42,8 +42,8 @@ class AssetDispatchSessionBarTestCase(WithBcolzEquityDailyBarReader,
                                       WithTradingSessions,
                                       ZiplineTestCase):
 
-    TRADING_CALENDAR_STRS = ('CME', 'NYSE')
-    TRADING_CALENDAR_PRIMARY_CAL = 'CME'
+    TRADING_CALENDAR_STRS = ('us_futures', 'NYSE')
+    TRADING_CALENDAR_PRIMARY_CAL = 'us_futures'
 
     ASSET_FINDER_EQUITY_SIDS = 1, 2, 3
 
@@ -54,7 +54,7 @@ class AssetDispatchSessionBarTestCase(WithBcolzEquityDailyBarReader,
     def make_future_minute_bar_data(cls):
         m_opens = [
             cls.trading_calendar.open_and_close_for_session(session)[0]
-            for session in cls.trading_sessions['CME']]
+            for session in cls.trading_sessions['us_futures']]
         yield 10001, DataFrame({
             'open': [10000.5, 10001.5, nan],
             'high': [10000.9, 10001.9, nan],
@@ -171,8 +171,8 @@ class AssetDispatchMinuteBarTestCase(WithBcolzEquityMinuteBarReader,
                                      WithBcolzFutureMinuteBarReader,
                                      ZiplineTestCase):
 
-    TRADING_CALENDAR_STRS = ('CME', 'NYSE')
-    TRADING_CALENDAR_PRIMARY_CAL = 'CME'
+    TRADING_CALENDAR_STRS = ('us_futures', 'NYSE')
+    TRADING_CALENDAR_PRIMARY_CAL = 'us_futures'
 
     ASSET_FINDER_EQUITY_SIDS = 1, 2, 3
 

tests/risk/test_risk_period.py

@@ -64,6 +64,11 @@ class TestRisk(WithTradingEnvironment, ZiplineTestCase):
             treasury_curves=self.env.treasury_curves,
         )
 
+    @classmethod
+    def init_class_fixtures(cls):
+        cls.TRADING_CALENDAR_PRIMARY_CAL = 'NYSE'
+        super(TestRisk, cls).init_class_fixtures()
+
     def test_factory(self):
         returns = [0.1] * 100
         r_objects = factory.create_returns_from_list(returns, self.sim_params)
@@ -388,18 +393,18 @@ class TestRisk(WithTradingEnvironment, ZiplineTestCase):
             pd.Timestamp("1991-01-01", tz='UTC')
         )
 
-        # 1992 and 1996 were leap years
+        # 2008 and 2012 were leap years
         total_days = 365 * 5 + 2
         end_session = start_session + datetime.timedelta(days=total_days)
-        sim_params90s = SimulationParameters(
+        sim_params = SimulationParameters(
             start_session=start_session,
             end_session=end_session,
             trading_calendar=self.trading_calendar,
         )
 
-        returns = factory.create_returns_from_range(sim_params90s)
+        returns = factory.create_returns_from_range(sim_params)
         returns = returns[:-10]  # truncate the returns series to end mid-month
-        metrics = risk.RiskReport(returns, sim_params90s,
+        metrics = risk.RiskReport(returns, sim_params,
                                   trading_calendar=self.trading_calendar,
                                   treasury_curves=self.env.treasury_curves,
                                   benchmark_returns=self.env.benchmark_returns)

zipline/testing/fixtures.py

@@ -964,7 +964,7 @@ class WithFutureMinuteBarData(_WithMinuteBarDataBase):
 
     @classmethod
     def make_future_minute_bar_data(cls):
-        trading_calendar = get_calendar('CME')
+        trading_calendar = get_calendar('us_futures')
         return create_minute_bar_data(
             trading_calendar.minutes_for_sessions_in_range(
                 cls.future_minute_bar_days[0],
@@ -976,8 +976,7 @@ class WithFutureMinuteBarData(_WithMinuteBarDataBase):
     @classmethod
     def init_class_fixtures(cls):
         super(WithFutureMinuteBarData, cls).init_class_fixtures()
-        # To be replaced by quanto calendar.
-        trading_calendar = get_calendar('CME')
+        trading_calendar = get_calendar('us_futures')
         cls.future_minute_bar_days = _trading_days_for_minute_bars(
             trading_calendar,
             pd.Timestamp(cls.FUTURE_MINUTE_BAR_START_DATE),
@@ -1087,7 +1086,7 @@ class WithBcolzFutureMinuteBarReader(WithFutureMinuteBarData, WithTmpDir):
     @classmethod
     def init_class_fixtures(cls):
         super(WithBcolzFutureMinuteBarReader, cls).init_class_fixtures()
-        trading_calendar = get_calendar('CME')
+        trading_calendar = get_calendar('us_futures')
         cls.bcolz_future_minute_bar_path = p = \
             cls.make_bcolz_future_minute_bar_rootdir_path()
         days = cls.future_minute_bar_days