TST: fix data tests

tests/data/bundles/test_core.py

@@ -303,7 +303,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
                   output_dir):
                 _wrote_to.append(output_dir)
 
-        _wrote_to.clear()
+        _wrote_to[:] = []
         self.ingest('bundle', environ=self.environ)
         assert_equal(len(_wrote_to), 1, msg='ingest was called more than once')
         ingestions = self._list_bundle()

tests/data/bundles/test_yahoo.py

@@ -1,3 +1,5 @@
+from __future__ import division
+
 import numpy as np
 import pandas as pd
 from six.moves.urllib.parse import urlparse, parse_qs
@@ -201,4 +203,5 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
                 adjustments,
                 expected,
                 msg=column,
+                decimal=4,
             )

zipline/data/_equities.pyx

@@ -212,7 +212,7 @@ cpdef _read_bcolz_data(ctable_t table,
                         carray[first_row:last_row + 1]
                 else:
                     continue
-                    
+
         if column_name in {'open', 'high', 'low', 'close'}:
             where_nan = (outbuf == 0)
             outbuf_as_float = outbuf.astype(float64) * .001

zipline/data/bundles/core.py

@@ -356,10 +356,12 @@ def _make_bundle_core():
                         asset_db_path(name, timestr, environ=environ),
                     )).path,
                 )
+                wf = stack.enter_context(working_file(
+                    adjustment_db_path(name, timestr, environ=environ),
+                ))
+                wf.close()  # we need to close the file to delete it on windows
                 adjustment_db_writer = SQLiteAdjustmentWriter(
-                    stack.enter_context(working_file(
-                        adjustment_db_path(name, timestr, environ=environ),
-                    )).path,
+                    wf.path,
                     BcolzDailyBarReader(daily_bars_path),
                     bundle.calendar,
                     overwrite=True,

zipline/data/bundles/quandl.py

@@ -258,7 +258,10 @@ def gen_symbol_data(api_key,
         _update_splits(splits, asset_id, raw_data)
         _update_dividends(dividends, asset_id, raw_data)
 
-        raw_data = raw_data.reindex(calendar, copy=False).fillna(0.0)
+        raw_data = raw_data.reindex(
+            calendar.tz_localize(None),
+            copy=False,
+        ).fillna(0.0)
         yield asset_id, raw_data
 
         if should_sleep:

zipline/data/us_equity_pricing.py

@@ -15,7 +15,6 @@ from abc import ABCMeta, abstractmethod, abstractproperty
 from errno import ENOENT
 from functools import partial
 from os import remove
-from os.path import exists
 import sqlite3
 import warnings
 
@@ -875,7 +874,7 @@ class SQLiteAdjustmentWriter(object):
         if isinstance(conn_or_path, sqlite3.Connection):
             self.conn = conn_or_path
         elif isinstance(conn_or_path, str):
-            if overwrite and exists(conn_or_path):
+            if overwrite:
                 try:
                     remove(conn_or_path)
                 except OSError as e: