TST: Allow customization of various fixture paths.

To support testing configurations which need control over the full path
to the asset, adjustment, and equity bcolz directories; which is
required by some of our internal testing which exercises servers which
coordinate these files via a date slug in the full path.

Also, by allowing customization of the full path, it is now possible to
have the AssetFinder and AdjustmentReader sqlite databases be written to
disk, which is also required for our server testing setup.

zipline/testing/core.py

@@ -749,6 +749,8 @@ class tmp_assets_db(object):
 
     Parameters
     ----------
+    url : string
+        The URL for the database connection.
     **frames
         The frames to pass to the AssetDBWriter.
         By default this maps equities:
@@ -761,7 +763,11 @@ class tmp_assets_db(object):
     """
     _default_equities = sentinel('_default_equities')
 
-    def __init__(self, equities=_default_equities, **frames):
+    def __init__(self,
+                 url='sqlite:///:memory:',
+                 equities=_default_equities,
+                 **frames):
+        self._url = url
         self._eng = None
         if equities is self._default_equities:
             equities = make_simple_equity_info(
@@ -775,7 +781,7 @@ class tmp_assets_db(object):
         self._eng = None  # set in enter and exit
 
     def __enter__(self):
-        self._eng = eng = create_engine('sqlite://')
+        self._eng = eng = create_engine(self._url)
         AssetDBWriter(eng).write(**self._frames)
         return eng
 
@@ -800,6 +806,8 @@ class tmp_asset_finder(tmp_assets_db):
 
     Parameters
     ----------
+    url : string
+        The URL for the database connection.
     finder_cls : type, optional
         The type of asset finder to create from the assets db.
     **frames
@@ -809,9 +817,12 @@ class tmp_asset_finder(tmp_assets_db):
     --------
     tmp_assets_db
     """
-    def __init__(self, finder_cls=AssetFinder, **frames):
+    def __init__(self,
+                 url='sqlite:///:memory:',
+                 finder_cls=AssetFinder,
+                 **frames):
         self._finder_cls = finder_cls
-        super(tmp_asset_finder, self).__init__(**frames)
+        super(tmp_asset_finder, self).__init__(url=url, **frames)
 
     def __enter__(self):
         return self._finder_cls(super(tmp_asset_finder, self).__enter__())

zipline/testing/fixtures.py

@@ -304,6 +304,9 @@ class WithAssetFinder(WithDefaultDateBounds):
         A class method which constructs the dataframe of root symbols
         information to write to the class's assets db. By default this is
         empty.
+    make_asset_finder_db_url() -> string
+        A class method which returns the URL at which to create the SQLAlchemy
+        engine. By default provides a URL for an in-memory database.
     make_asset_finder() -> pd.DataFrame
         A class method which constructs the actual asset finder object to use
         for the class. If this method is overridden then the ``make_*_info``
@@ -341,9 +344,14 @@ class WithAssetFinder(WithDefaultDateBounds):
             cls.ASSET_FINDER_EQUITY_SYMBOLS,
         )
 
+    @classmethod
+    def make_asset_finder_db_url(cls):
+        return 'sqlite:///:memory:'
+
     @classmethod
     def make_asset_finder(cls):
         return cls.enter_class_context(tmp_asset_finder(
+            url=cls.make_asset_finder_db_url(),
             equities=cls.make_equity_info(),
             futures=cls.make_futures_info(),
             exchanges=cls.make_exchanges_info(),
@@ -618,6 +626,10 @@ class WithBcolzDailyBarReader(WithTradingEnvironment, WithTmpDir):
         ``BcolzDailyBarReader`` will read from. By default this creates
         some simple sythetic data with
         :func:`~zipline.testing.create_daily_bar_data`
+    make_bcolz_daily_bar_rootdir_path() -> string
+        A class method that returns the path for the rootdir of the daily
+        bars ctable. By default this is a subdirectory BCOLZ_DAILY_BAR_PATH in
+        the shared temp directory.
 
     See Also
     --------
@@ -693,12 +705,14 @@ class WithBcolzDailyBarReader(WithTradingEnvironment, WithTmpDir):
                 cls.asset_finder.sids,
             )
 
+    @classmethod
+    def make_bcolz_daily_bar_rootdir_path(cls):
+        return cls.tmpdir.makedir(cls.BCOLZ_DAILY_BAR_PATH)
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithBcolzDailyBarReader, cls).init_class_fixtures()
-        cls.bcolz_daily_bar_path = p = cls.tmpdir.makedir(
-            cls.BCOLZ_DAILY_BAR_PATH,
-        )
+        cls.bcolz_daily_bar_path = p = cls.make_bcolz_daily_bar_rootdir_path()
         if cls.BCOLZ_DAILY_BAR_USE_FULL_CALENDAR:
             days = cls.trading_schedule.all_execution_days
         else:
@@ -766,6 +780,10 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
         ``BcolzMinuteBarReader`` will read from. By default this creates
         some simple sythetic data with
         :func:`~zipline.testing.create_minute_bar_data`
+    make_bcolz_minute_bar_rootdir_path() -> string
+        A class method that returns the path for the directory that contains
+        the minute bar ctables. By default this is a subdirectory
+        BCOLZ_MINUTE_BAR_PATH in the shared temp directory.
 
     See Also
     --------
@@ -789,12 +807,15 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
             cls.asset_finder.sids,
         )
 
+    @classmethod
+    def make_bcolz_minute_bar_rootdir_path(cls):
+        return cls.tmpdir.makedir(cls.BCOLZ_MINUTE_BAR_PATH)
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithBcolzMinuteBarReader, cls).init_class_fixtures()
-        cls.bcolz_minute_bar_path = p = cls.tmpdir.makedir(
-            cls.BCOLZ_MINUTE_BAR_PATH,
-        )
+        cls.bcolz_minute_bar_path = p = \
+            cls.make_bcolz_minute_bar_rootdir_path()
         if cls.BCOLZ_MINUTE_BAR_USE_FULL_CALENDAR:
             days = cls.trading_schedule.all_execution_days
         else:
@@ -845,6 +866,10 @@ class WithAdjustmentReader(WithBcolzDailyBarReader):
     make_stock_dividends_data() -> pd.DataFrame
         A class method that returns a dataframe of stock dividends data to
         write to the class's adjustment db. By default this is empty.
+    make_adjustment_db_conn_str() -> string
+        A class method that returns the sqlite3 connection string for the
+        database in to which the adjustments will be written. By default this
+        is an in-memory database.
     make_adjustment_writer_daily_bar_reader() -> pd.DataFrame
         A class method that returns the daily bar reader to use for the class's
         adjustment writer. By default this is the class's actual
@@ -883,10 +908,14 @@ class WithAdjustmentReader(WithBcolzDailyBarReader):
     def make_adjustment_writer_daily_bar_reader(cls):
         return cls.bcolz_daily_bar_reader
 
+    @classmethod
+    def make_adjustment_db_conn_str(cls):
+        return ':memory:'
+
     @classmethod
     def init_class_fixtures(cls):
         super(WithAdjustmentReader, cls).init_class_fixtures()
-        conn = sqlite3.connect(':memory:')
+        conn = sqlite3.connect(cls.make_adjustment_db_conn_str())
         cls.make_adjustment_writer(conn).write(
             splits=cls.make_splits_data(),
             mergers=cls.make_mergers_data(),