MAINT: Factors-out asset db table schemas for cleanliness

zipline/assets/asset_writer.py

@@ -33,10 +33,6 @@ SQLITE_MAX_VARIABLE_NUMBER = 999
 # Define a namedtuple for use with the load_data and _load_data methods
 AssetData = namedtuple('AssetData', 'equities futures exchanges root_symbols')
 
-# A list of the names of all tables in the assets db
-table_names = ['version_info', 'equities', 'futures_exchanges',
-               'futures_root_symbols', 'futures_contracts', 'asset_router']
-
 # Default values for the equities DataFrame
 _equities_defaults = {
     'symbol': None,
@@ -219,6 +215,121 @@ def write_version_info(version_table, version_value):
     sa.insert(version_table, values={'version': version_value}).execute()
 
 
+# A list of the names of all tables in the assets db
+asset_db_table_names = ['version_info', 'equities', 'futures_exchanges',
+                        'futures_root_symbols', 'futures_contracts',
+                        'asset_router']
+
+
+def _equities_table_schema(metadata):
+    return sa.Table(
+        'equities',
+        metadata,
+        sa.Column(
+            'sid',
+            sa.Integer,
+            unique=True,
+            nullable=False,
+            primary_key=True,
+        ),
+        sa.Column('symbol', sa.Text),
+        sa.Column('company_symbol', sa.Text, index=True),
+        sa.Column('share_class_symbol', sa.Text),
+        sa.Column('fuzzy_symbol', sa.Text, index=True),
+        sa.Column('asset_name', sa.Text),
+        sa.Column('start_date', sa.Integer, default=0, nullable=False),
+        sa.Column('end_date', sa.Integer, nullable=False),
+        sa.Column('first_traded', sa.Integer, nullable=False),
+        sa.Column('exchange', sa.Text),
+    )
+
+
+def _futures_exchanges_schema(metadata):
+    return sa.Table(
+        'futures_exchanges',
+        metadata,
+        sa.Column(
+            'exchange',
+            sa.Text,
+            unique=True,
+            nullable=False,
+            primary_key=True,
+        ),
+        sa.Column('timezone', sa.Text),
+    )
+
+
+def _futures_root_symbols_schema(metadata, futures_exchanges):
+    return sa.Table(
+        'futures_root_symbols',
+        metadata,
+        sa.Column(
+            'root_symbol',
+            sa.Text,
+            unique=True,
+            nullable=False,
+            primary_key=True,
+        ),
+        sa.Column('root_symbol_id', sa.Integer),
+        sa.Column('sector', sa.Text),
+        sa.Column('description', sa.Text),
+        sa.Column(
+            'exchange',
+            sa.Text,
+            sa.ForeignKey(futures_exchanges.c.exchange),
+        ),
+    )
+
+
+def _futures_contracts_schema(metadata, futures_root_symbols,
+                              futures_exchanges):
+    return sa.Table(
+        'futures_contracts',
+        metadata,
+        sa.Column(
+            'sid',
+            sa.Integer,
+            unique=True,
+            nullable=False,
+            primary_key=True,
+        ),
+        sa.Column('symbol', sa.Text, unique=True, index=True),
+        sa.Column(
+            'root_symbol',
+            sa.Text,
+            sa.ForeignKey(futures_root_symbols.c.root_symbol),
+            index=True
+        ),
+        sa.Column('asset_name', sa.Text),
+        sa.Column('start_date', sa.Integer, default=0, nullable=False),
+        sa.Column('end_date', sa.Integer, nullable=False),
+        sa.Column('first_traded', sa.Integer, nullable=False),
+        sa.Column(
+            'exchange',
+            sa.Text,
+            sa.ForeignKey(futures_exchanges.c.exchange),
+        ),
+        sa.Column('notice_date', sa.Integer, nullable=False),
+        sa.Column('expiration_date', sa.Integer, nullable=False),
+        sa.Column('auto_close_date', sa.Integer, nullable=False),
+        sa.Column('contract_multiplier', sa.Float),
+    )
+
+
+def _asset_router_schema(metadata):
+    return sa.Table(
+        'asset_router',
+        metadata,
+        sa.Column(
+            'sid',
+            sa.Integer,
+            unique=True,
+            nullable=False,
+            primary_key=True),
+        sa.Column('asset_type', sa.Text),
+    )
+
+
 def _version_table_schema(metadata):
     return sa.Table(
         'version_info',
@@ -354,7 +465,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
             True if any tables are present, otherwise False.
         """
         conn = engine.connect()
-        for table_name in table_names:
+        for table_name in asset_db_table_names:
             if engine.dialect.has_table(conn, table_name):
                 return True
         return False
@@ -373,107 +484,26 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
 
         tables_already_exist = self.check_for_tables(engine=engine)
 
-        self.equities = sa.Table(
-            'equities',
-            metadata,
-            sa.Column(
-                'sid',
-                sa.Integer,
-                unique=True,
-                nullable=False,
-                primary_key=True,
-            ),
-            sa.Column('symbol', sa.Text),
-            sa.Column('company_symbol', sa.Text, index=True),
-            sa.Column('share_class_symbol', sa.Text),
-            sa.Column('fuzzy_symbol', sa.Text, index=True),
-            sa.Column('asset_name', sa.Text),
-            sa.Column('start_date', sa.Integer, default=0, nullable=False),
-            sa.Column('end_date', sa.Integer, nullable=False),
-            sa.Column('first_traded', sa.Integer, nullable=False),
-            sa.Column('exchange', sa.Text),
+        self.equities = _equities_table_schema(metadata)
+        self.futures_exchanges = _futures_exchanges_schema(metadata)
+        self.futures_root_symbols = _futures_root_symbols_schema(
+            metadata=metadata,
+            futures_exchanges=self.futures_exchanges,
         )
-        self.futures_exchanges = sa.Table(
-            'futures_exchanges',
-            metadata,
-            sa.Column(
-                'exchange',
-                sa.Text,
-                unique=True,
-                nullable=False,
-                primary_key=True,
-            ),
-            sa.Column('timezone', sa.Text),
+        self.futures_contracts = _futures_contracts_schema(
+            metadata=metadata,
+            futures_root_symbols=self.futures_root_symbols,
+            futures_exchanges=self.futures_exchanges,
         )
-        self.futures_root_symbols = sa.Table(
-            'futures_root_symbols',
-            metadata,
-            sa.Column(
-                'root_symbol',
-                sa.Text,
-                unique=True,
-                nullable=False,
-                primary_key=True,
-            ),
-            sa.Column('root_symbol_id', sa.Integer),
-            sa.Column('sector', sa.Text),
-            sa.Column('description', sa.Text),
-            sa.Column(
-                'exchange',
-                sa.Text,
-                sa.ForeignKey(self.futures_exchanges.c.exchange),
-            ),
-        )
-        self.futures_contracts = sa.Table(
-            'futures_contracts',
-            metadata,
-            sa.Column(
-                'sid',
-                sa.Integer,
-                unique=True,
-                nullable=False,
-                primary_key=True,
-            ),
-            sa.Column('symbol', sa.Text, unique=True, index=True),
-            sa.Column(
-                'root_symbol',
-                sa.Text,
-                sa.ForeignKey(self.futures_root_symbols.c.root_symbol),
-                index=True
-            ),
-            sa.Column('asset_name', sa.Text),
-            sa.Column('start_date', sa.Integer, default=0, nullable=False),
-            sa.Column('end_date', sa.Integer, nullable=False),
-            sa.Column('first_traded', sa.Integer, nullable=False),
-            sa.Column(
-                'exchange',
-                sa.Text,
-                sa.ForeignKey(self.futures_exchanges.c.exchange),
-            ),
-            sa.Column('notice_date', sa.Integer, nullable=False),
-            sa.Column('expiration_date', sa.Integer, nullable=False),
-            sa.Column('auto_close_date', sa.Integer, nullable=False),
-            sa.Column('contract_multiplier', sa.Float),
-        )
-        self.asset_router = sa.Table(
-            'asset_router',
-            metadata,
-            sa.Column(
-                'sid',
-                sa.Integer,
-                unique=True,
-                nullable=False,
-                primary_key=True),
-            sa.Column('asset_type', sa.Text),
-        )
-        self.version_table = _version_table_schema(metadata)
+        self.asset_router = _asset_router_schema(metadata)
+        self.version_info = _version_table_schema(metadata)
         # Create the SQL tables if they do not already exist.
         metadata.create_all(checkfirst=True)
 
         if tables_already_exist:
-            check_version_info(self.version_table, ASSET_DB_VERSION)
+            check_version_info(self.version_info, ASSET_DB_VERSION)
         else:
-            write_version_info(self.version_table, ASSET_DB_VERSION)
+            write_version_info(self.version_info, ASSET_DB_VERSION)
 
         return metadata
 

zipline/assets/assets.py

@@ -39,7 +39,7 @@ from zipline.assets.asset_writer import (
     split_delimited_symbol,
     check_version_info,
     ASSET_DB_VERSION,
-    table_names,
+    asset_db_table_names,
 )
 
 log = Logger('assets.py')
@@ -82,8 +82,8 @@ class AssetFinder(object):
 
         self.engine = engine
         metadata = sa.MetaData(bind=engine)
-        metadata.reflect(only=table_names)
-        for table_name in table_names:
+        metadata.reflect(only=asset_db_table_names)
+        for table_name in asset_db_table_names:
             setattr(self, table_name, metadata.tables[table_name])
 
         # Check the version info of the db for compatibility