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MAINT: Removes the ability to reference a global TradingEnvironment

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This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects.

This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
This commit is contained in:
jfkirk
2015-09-10 11:53:28 -04:00
parent 661314ce49
commit dc964a7e7d
45 changed files with 1484 additions and 1173 deletions
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tests/modelling/test_us_equity_pricing_loader.py
+7 -4
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@@ -96,13 +96,16 @@ TEST_QUERY_ASSETS = EQUITY_INFO.index
class BcolzDailyBarTestCase(TestCase):
def setUp(self):
all_trading_days = TradingEnvironment.instance().trading_days
self.trading_days = all_trading_days[
@classmethod
def setUpClass(cls):
all_trading_days = TradingEnvironment().trading_days
cls.trading_days = all_trading_days[
all_trading_days.get_loc(TEST_CALENDAR_START):
all_trading_days.get_loc(TEST_CALENDAR_STOP) + 1
]
def setUp(self):
self.asset_info = EQUITY_INFO
self.writer = SyntheticDailyBarWriter(
self.asset_info,
@@ -401,7 +404,7 @@ class USEquityPricingLoaderTestCase(TestCase):
writer.write(SPLITS, MERGERS, DIVIDENDS)
cls.assets = TEST_QUERY_ASSETS
all_days = TradingEnvironment.instance().trading_days
all_days = TradingEnvironment().trading_days
cls.calendar_days = all_days[
all_days.slice_indexer(TEST_CALENDAR_START, TEST_CALENDAR_STOP)
]