MAINT: Updates from Joe's PR feedback.

tests/calendars/test_calendar_dispatcher.py

@@ -37,12 +37,12 @@ class CalendarAliasTestCase(ZiplineTestCase):
 
     def test_follow_alias_chain(self):
         self.assertIs(
-            self.dispatcher.get_calendar('ICE'),
             self.dispatcher.get_calendar('ICE_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
         )
         self.assertIs(
-            self.dispatcher.get_calendar('ICE'),
             self.dispatcher.get_calendar('ICE_ALIAS_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
         )
 
     def test_add_new_aliases(self):
@@ -52,8 +52,8 @@ class CalendarAliasTestCase(ZiplineTestCase):
         self.dispatcher.register_calendar_alias('NOT_ICE', 'ICE')
 
         self.assertIs(
-            self.dispatcher.get_calendar('ICE'),
             self.dispatcher.get_calendar('NOT_ICE'),
+            self.dispatcher.get_calendar('ICE'),
         )
 
         self.dispatcher.register_calendar_alias(
@@ -61,8 +61,8 @@ class CalendarAliasTestCase(ZiplineTestCase):
             'ICE_ALIAS_ALIAS'
         )
         self.assertIs(
-            self.dispatcher.get_calendar('ICE'),
             self.dispatcher.get_calendar('ICE_ALIAS_ALIAS_ALIAS'),
+            self.dispatcher.get_calendar('ICE'),
         )
 
     def test_remove_aliases(self):

tests/data/bundles/test_core.py

@@ -369,7 +369,7 @@ class BundleCoreTestCase(WithInstanceTmpDir,
         """
         if not self.bundles:
             @self.register('bundle',
-                           calendar_name=('NYSE'),
+                           calendar_name='NYSE',
                            start_session=pd.Timestamp('2014', tz='UTC'),
                            end_session=pd.Timestamp('2014', tz='UTC'))
             def _(environ,

zipline/__init__.py

@@ -41,14 +41,16 @@ from . import utils
 from .utils.calendars import get_calendar
 from .utils.run_algo import run_algorithm
 from ._version import get_versions
-__version__ = get_versions()['version']
-del get_versions
 
 # These need to happen after the other imports.
 from . algorithm import TradingAlgorithm
 from . import api
 
 
+__version__ = get_versions()['version']
+del get_versions
+
+
 def load_ipython_extension(ipython):
     from .__main__ import zipline_magic
     ipython.register_magic_function(zipline_magic, 'line_cell', 'zipline')

zipline/data/bundles/core.py

@@ -619,6 +619,3 @@ def _make_bundle_core():
     return BundleCore(bundles, register, unregister, ingest, load, clean)
 
 bundles, register, unregister, ingest, load, clean = _make_bundle_core()
-
-register_calendar_alias("YAHOO", "NYSE")
-register_calendar_alias("QUANDL", "NYSE")

zipline/data/bundles/quandl.py

@@ -12,9 +12,11 @@ import pandas as pd
 import requests
 from six.moves.urllib.parse import urlencode
 
-from . import core as bundles
+from zipline.utils.calendars import register_calendar_alias
 from zipline.utils.cli import maybe_show_progress
 
+from . import core as bundles
+
 log = Logger(__name__)
 seconds_per_call = (pd.Timedelta('10 minutes') / 2000).total_seconds()
 # Invalid symbols that quandl has had in its metadata:
@@ -402,3 +404,6 @@ def quantopian_quandl_bundle(environ,
         if show_progress:
             print("Writing data to %s." % output_dir)
         tar.extractall(output_dir)
+
+
+register_calendar_alias("QUANDL", "NYSE")

zipline/data/bundles/yahoo.py

@@ -5,6 +5,7 @@ import pandas as pd
 from pandas_datareader.data import DataReader
 import requests
 
+from zipline.utils.calendars import register_calendar_alias
 from zipline.utils.cli import maybe_show_progress
 from .core import register
 
@@ -198,3 +199,5 @@ register(
         pd.Timestamp('2015-01-01', tz='utc'),
     ),
 )
+
+register_calendar_alias("YAHOO", "NYSE")

zipline/utils/calendars/calendar_utils.py

@@ -48,8 +48,9 @@ class TradingCalendarDispatcher(object):
     calendars : dict[str -> TradingCalendar]
         Initial set of calendars.
     calendar_factories : dict[str -> function]
-        Factories for lazy
+        Factories for lazy calendar creation.
     aliases : dict[str -> str]
+        Calendar name aliases.
     """
     def __init__(self, calendars, calendar_factories, aliases):
         self._calendars = calendars
@@ -211,17 +212,18 @@ class TradingCalendarDispatcher(object):
         """
         # Use an OrderedDict as an ordered set so that we can return the order
         # of aliases in the event of a cycle.
-        seen = OrderedDict({name: None})
+        seen = []
 
         while name in self._aliases:
-            seen[name] = None
+            seen.append(name)
             name = self._aliases[name]
 
+            # This is O(N ** 2), but if there's an alias chain longer than 2,
+            # something strange has happened.
             if name in seen:
-                cycle = seen.keys()
-                cycle.append(name)
+                seen.append(name)
                 raise CyclicCalendarAlias(
-                    cycle=" -> ".join([repr(k) for k in cycle])
+                    cycle=" -> ".join(repr(k) for k in seen)
                 )
 
         return name