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.

zipline/transforms/batch_transform.py

@@ -34,8 +34,12 @@ from six import (
 
 from zipline.utils.data import MutableIndexRollingPanel
 from zipline.protocol import Event
+from zipline.finance.trading import TradingEnvironment
 
-from zipline.finance import trading
+# HACK the BatchTransform module stores a trading environment to be used by
+# the transforms
+# TODO remove this hack, if not this whole module
+_batch_transform_env = TradingEnvironment()
 
 log = logbook.Logger('BatchTransform')
 func_map = {'open_price': 'first',
@@ -67,8 +71,8 @@ def downsample_panel(minute_rp, daily_rp, mkt_close):
     cur_panel = minute_rp.get_current()
     sids = minute_rp.minor_axis
     day_frame = pd.DataFrame(columns=sids, index=cur_panel.items)
-    dt1 = trading.environment.normalize_date(mkt_close)
-    dt2 = trading.environment.next_trading_day(mkt_close)
+    dt1 = _batch_transform_env.normalize_date(mkt_close)
+    dt2 = _batch_transform_env.next_trading_day(mkt_close)
     by_close = functools.partial(get_date, mkt_close, dt1, dt2)
     for item in minute_rp.items:
         frame = cur_panel[item]
@@ -333,11 +337,11 @@ class BatchTransform(object):
         # we may get events from non-trading sources which occurr on
         # non-trading days. The book-keeping for market close and
         # trading day counting should only consider trading days.
-        if trading.environment.is_trading_day(event.dt):
-            _, mkt_close = trading.environment.get_open_and_close(event.dt)
+        if _batch_transform_env.is_trading_day(event.dt):
+            _, mkt_close = _batch_transform_env.get_open_and_close(event.dt)
             if self.bars == 'daily':
                 # Daily bars have their dt set to midnight.
-                mkt_close = trading.environment.normalize_date(mkt_close)
+                mkt_close = _batch_transform_env.normalize_date(mkt_close)
             if event.dt == mkt_close:
                 if self.downsample:
                     downsample_panel(self.rolling_panel,