BUG: Don't save empty positions when user access non-existent position

Previously, whenever we try to access a missing value on the Positions
dict, we return a default Position and save it to the dict. Instead,
just return the Position

tests/test_algorithm.py

@@ -154,6 +154,7 @@ from zipline.test_algorithms import (
     call_with_bad_kwargs_get_open_orders,
     call_with_good_kwargs_get_open_orders,
     call_with_no_kwargs_get_open_orders,
+    empty_positions,
     no_handle_data,
 )
 from zipline.utils.api_support import ZiplineAPI, set_algo_instance
@@ -1799,6 +1800,25 @@ def handle_data(context, data):
         else:
             algo.run(self.data_portal)
 
+    def test_empty_positions(self):
+        """
+        Test that when we try context.portfolio.positions[stock] on a stock
+        for which we have no positions, we return a Position with values 0
+        (but more importantly, we don't crash) and don't save this Position
+        to the user-facing dictionary PositionTracker._positions_store
+        """
+        algo = TradingAlgorithm(
+            script=empty_positions,
+            sim_params=self.sim_params,
+            env=self.env
+        )
+
+        results = algo.run(self.data_portal)
+        num_positions = results.num_positions
+        amounts = results.amounts
+        self.assertTrue(all(num_positions == 0))
+        self.assertTrue(all(amounts == 0))
+
 
 class TestGetDatetime(WithLogger,
                       WithSimParams,

zipline/finance/performance/position_tracker.py

@@ -350,14 +350,16 @@ class PositionTracker(object):
                     pass
                 continue
 
-            # Note that this will create a position if we don't currently have
-            # an entry
-            position = positions[sid]
+            position = zp.Position(sid)
             position.amount = pos.amount
             position.cost_basis = pos.cost_basis
             position.last_sale_price = pos.last_sale_price
             position.last_sale_date = pos.last_sale_date
 
+            # Adds the new position if we didn't have one before, or overwrite
+            # one we have currently
+            positions[sid] = position
+
         return positions
 
     def get_positions_list(self):

zipline/protocol.py

@@ -164,5 +164,4 @@ class Positions(dict):
 
     def __missing__(self, key):
         pos = Position(key)
-        self[key] = pos
         return pos

zipline/test_algorithms.py

@@ -1126,3 +1126,17 @@ def initialize(context):
 def handle_data(context, data):
     context.get_open_orders(symbol('TEST'))
 """
+
+empty_positions = """
+from zipline.api import record, schedule_function, time_rules, date_rules, \
+    symbol
+
+def initialize(context):
+    schedule_function(test_history, date_rules.every_day(),
+                      time_rules.market_open(hours=1))
+    context.sid = symbol('TEST')
+
+def test_history(context,data):
+    record(amounts=context.portfolio.positions[context.sid].amount)
+    record(num_positions=len(context.portfolio.positions))
+"""