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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.
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@@ -103,6 +103,7 @@ def with_algo(f):
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initialize=initialize_with(self, tfm_name, days),
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handle_data=handle_data_wrapper(f),
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sim_params=sim_params,
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env=self.env,
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)
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algo.run(source)
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@@ -127,17 +128,19 @@ class TransformTestCase(TestCase):
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data_frequency='daily',
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emission_rate='daily',
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)
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cls.env = TradingEnvironment.instance()
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cls.env = TradingEnvironment()
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cls.env.write_data(equities_identifiers=[1, 2, 3])
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cls.sim_and_source = {
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'minute': (minute_sim_ps, factory.create_minutely_trade_source(
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cls.sids,
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sim_params=minute_sim_ps,
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env=cls.env,
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)),
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'daily': (daily_sim_ps, factory.create_trade_source(
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cls.sids,
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trade_time_increment=timedelta(days=1),
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sim_params=daily_sim_ps,
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env=cls.env,
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)),
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}
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