This is an optimization where we're building an environment but not
using its finder. Ideally, the consumer would use just the calendar,
but it's not fully featured quite yet.
- Adds `zipline.pipeline.Pipeline`, a new user-facing class for managing
pipelines of Modeling API expressions.
- Adds `attach_pipeline` and `drain_pipeline` as API methods
- Removes `add_factor` and `add_filter` as API methods. These have been
replaced two new methods on `Pipeline`: `add`, and `apply_screen`.
- Adding a `Filter` as a column no longer implicitly truncates rows from
the Modelling API output. It simply causes a new column, of dtype
`bool` to show up in the output. Removal of rows is now handled by the
new `apply_screen` method of `Pipeline`.
- Refactors the existing Modeling API tests to reflect the new APIs.
Causes doctest to not care about the module of the raised exception.
This matters because Python3 includes the module in the formatted
exception, but Python3 doesn't, so the doctest will always fail on one
or the other without this flag.
Overhauls `zipline.modelling.visualize` to use in-memory buffers when
shelling out to `dot` and friends.
Also adds `svg`, `png`, and `jpeg` attributes to `TermGraph`, and adds a
`_repr_png_` so that `TermGraph` renders as a PNG by default.
_convert_asset_str_fields was added to address the fact that the
unicode returned by SQLAlchemy was causing test failures, in
particular test_repr and test_root_symbols failed because of the
leading 'u' character in the unicode of python-2.x. Later it was
pointed out that this method would behave differently in python 2
and 3, in particular the str() method would return bytes in python
2 and unicode in python 3. After investigating it was found that
the _convert_asset_str_fields was no longer necessary. It is unclear
why the original tests were failing. It is not due to SQLAlchemy
versions, as tests pass for version >1 and <1.
Change calculate_results to take explicit parameters for sim_params, env
and benchmark_events instead of reading those values off of the TestCase
instance.
This prepares for tests setting specific sim_params in each test case,
which is needed for an incoming refactoring of how the test data is set up.
Scott Sanderson