TST: Use testing market data with run_algorithm

so env doesn't need to download it

tests/test_algorithm.py

@@ -88,6 +88,7 @@ from zipline.finance.asset_restrictions import (
 )
 from zipline.testing import (
     FakeDataPortal,
+    copy_market_data,
     create_daily_df_for_asset,
     create_data_portal,
     create_data_portal_from_trade_history,
@@ -99,6 +100,7 @@ from zipline.testing import (
     tmp_trading_env,
     to_utc,
     trades_by_sid_to_dfs,
+    tmp_dir,
 )
 from zipline.testing import RecordBatchBlotter
 from zipline.testing.fixtures import (
@@ -4760,13 +4762,18 @@ class TestPanelData(WithTradingEnvironment, ZiplineTestCase):
             check_panels()
             price_record.loc[:] = np.nan
 
-        run_algorithm(
-            start=start_dt,
-            end=end_dt,
-            capital_base=1,
-            initialize=initialize,
-            handle_data=handle_data,
-            data_frequency=data_frequency,
-            data=panel
-        )
-        check_panels()
+        with tmp_dir() as tmpdir:
+            root = tmpdir.getpath('example_data/root')
+            copy_market_data(self.MARKET_DATA_DIR, root)
+
+            run_algorithm(
+                start=start_dt,
+                end=end_dt,
+                capital_base=1,
+                initialize=initialize,
+                handle_data=handle_data,
+                data_frequency=data_frequency,
+                data=panel,
+                environ={'ZIPLINE_ROOT': root},
+            )
+            check_panels()

tests/test_examples.py

@@ -21,8 +21,9 @@ import pandas as pd
 
 from zipline import examples
 from zipline.data.bundles import register, unregister
-from zipline.testing import test_resource_path
-from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase
+from zipline.testing import test_resource_path, copy_market_data
+from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase, \
+    WithTradingEnvironment
 from zipline.testing.predicates import assert_equal
 from zipline.utils.cache import dataframe_cache
 
@@ -53,6 +54,9 @@ class ExamplesTests(WithTmpDir, ZiplineTestCase):
             serialization='pickle',
         )
 
+        copy_market_data(WithTradingEnvironment.MARKET_DATA_DIR,
+                         cls.tmpdir.getpath('example_data/root'))
+
     @parameterized.expand(examples.EXAMPLE_MODULES)
     def test_example(self, example_name):
         actual_perf = examples.run_example(