MAINT: Removes the ability to reference a global TradingEnvironment

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.

tests/serialization_cases.py

@@ -23,7 +23,7 @@ from zipline.protocol import Account
 from zipline.protocol import Portfolio
 from zipline.protocol import Position as ProtocolPosition
 
-from zipline.finance.trading import SimulationParameters
+from zipline.finance.trading import SimulationParameters, TradingEnvironment
 
 from zipline.utils import factory
 
@@ -41,17 +41,19 @@ def stringify_cases(cases, func=None):
         results.append(new_case)
     return results
 
-
+cases_env = TradingEnvironment()
 sim_params_daily = SimulationParameters(
     datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
     datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
     10000,
-    emission_rate='daily')
+    emission_rate='daily',
+    env=cases_env)
 sim_params_minute = SimulationParameters(
     datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
     datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
     10000,
-    emission_rate='minute')
+    emission_rate='minute',
+    env=cases_env)
 returns = factory.create_returns_from_list(
     [1.0], sim_params_daily)
 
@@ -65,14 +67,17 @@ def object_serialization_cases(skip_daily=False):
         (PerTrade, (), {}, 'dict'),
         (PerDollar, (), {}, 'dict'),
         (PerformancePeriod,
-            (10000,), {'position_tracker': PositionTracker()}, 'to_dict'),
+            (10000, cases_env.asset_finder),
+            {'position_tracker': PositionTracker(cases_env.asset_finder)},
+            'to_dict'),
         (Position, (8554,), {}, 'dict'),
-        (PositionTracker, (), {}, 'dict'),
-        (PerformanceTracker, (sim_params_minute,), {}, 'to_dict'),
-        (RiskMetricsCumulative, (sim_params_minute,), {}, 'to_dict'),
+        (PositionTracker, (cases_env.asset_finder,), {}, 'dict'),
+        (PerformanceTracker, (sim_params_minute, cases_env), {}, 'to_dict'),
+        (RiskMetricsCumulative, (sim_params_minute, cases_env), {}, 'to_dict'),
         (RiskMetricsPeriod,
-            (returns.index[0], returns.index[0], returns), {}, 'to_dict'),
-        (RiskReport, (returns, sim_params_minute), {}, 'to_dict'),
+            (returns.index[0], returns.index[0], returns, cases_env),
+         {}, 'to_dict'),
+        (RiskReport, (returns, sim_params_minute, cases_env), {}, 'to_dict'),
         (FixedSlippage, (), {}, 'dict'),
         (Transaction,
             (8554, 10, datetime.datetime(2013, 6, 19), 100, "0000"), {},
@@ -85,9 +90,12 @@ def object_serialization_cases(skip_daily=False):
 
     if not skip_daily:
         cases.extend([
-            (PerformanceTracker, (sim_params_daily,), {}, 'to_dict'),
-            (RiskMetricsCumulative, (sim_params_daily,), {}, 'to_dict'),
-            (RiskReport, (returns, sim_params_daily), {}, 'to_dict'),
+            (PerformanceTracker,
+             (sim_params_daily, cases_env), {}, 'to_dict'),
+            (RiskMetricsCumulative,
+             (sim_params_daily, cases_env), {}, 'to_dict'),
+            (RiskReport,
+             (returns, sim_params_daily, cases_env), {}, 'to_dict'),
         ])
 
     return stringify_cases(cases)