MAINT: Update tests to conform to new reader/writer structure

tests/modelling/test_engine.py

@@ -39,6 +39,7 @@
     BcolzDailyBarReader,
     USEquityPricingLoader,
 )
+from zipline.finance import trading
 from zipline.finance.trading import TradingEnvironment
 from zipline.modelling.engine import SimpleFFCEngine
 from zipline.modelling.factor import TestingFactor
@@ -93,7 +94,9 @@ def setUp(self):
             start_date=self.dates[0],
             end_date=self.dates[-1],
         )
-        self.asset_finder = AssetFinder(self.asset_info)
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_df=self.asset_info)
+        self.asset_finder = AssetFinder(trading.environment.engine)
 
     def test_bad_dates(self):
         loader = self.loader
@@ -222,24 +225,30 @@ def test_numeric_factor(self):
 
 class FrameInputTestCase(TestCase):
 
-    def setUp(self):
-        env = TradingEnvironment.instance()
-        day = env.trading_day
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        day = cls.env.trading_day
 
-        self.assets = Int64Index([1, 2, 3])
-        self.dates = date_range(
+        cls.assets = Int64Index([1, 2, 3])
+        cls.dates = date_range(
             '2015-01-01',
             '2015-01-31',
             freq=day,
             tz='UTC',
         )
 
         asset_info = make_simple_asset_info(
-            self.assets,
-            start_date=self.dates[0],
-            end_date=self.dates[-1],
+            cls.assets,
+            start_date=cls.dates[0],
+            end_date=cls.dates[-1],
         )
-        self.asset_finder = AssetFinder(asset_info)
+        cls.env.write_data(equities_df=asset_info)
+
+    def setUp(self):
+        self.asset_finder = AssetFinder(FrameInputTestCase.env.engine)
+        self.dates = FrameInputTestCase.dates
+        self.assets = FrameInputTestCase.assets
 
     @lazyval
     def base_mask(self):
@@ -329,7 +338,7 @@ class SyntheticBcolzTestCase(TestCase):
     @classmethod
     def setUpClass(cls):
         cls.first_asset_start = Timestamp('2015-04-01', tz='UTC')
-        cls.env = TradingEnvironment.instance()
+        cls.env = trading.TradingEnvironment()
         cls.trading_day = cls.env.trading_day
         cls.asset_info = make_rotating_asset_info(
             num_assets=6,
@@ -345,7 +354,8 @@ def setUpClass(cls):
             freq=cls.trading_day,
         )
 
-        cls.finder = AssetFinder(cls.asset_info)
+        cls.env.write_data(equities_df=cls.asset_info)
+        cls.finder = AssetFinder(cls.env.engine)
 
         cls.temp_dir = TempDirectory()
         cls.temp_dir.create()

tests/modelling/test_modelling_algo.py

@@ -42,6 +42,7 @@
     USEquityPricingLoader,
 )
 # from zipline.modelling.factor import CustomFactor
+from zipline.finance import trading
 from zipline.modelling.factor.technical import VWAP
 from zipline.utils.test_utils import (
     make_simple_asset_info,
@@ -84,7 +85,9 @@ def setUpClass(cls):
             Timestamp('2015'),
             ['AAPL', 'MSFT', 'BRK_A'],
         )
-        cls.asset_finder = AssetFinder(asset_info)
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_df=asset_info)
+        cls.asset_finder = AssetFinder(cls.env.engine)
         cls.tempdir = tempdir = TempDirectory()
         tempdir.create()
         try:
@@ -200,6 +203,11 @@ def handle_data(context, data):
         # Do the same checks in before_trading_start
         before_trading_start = handle_data
 
+        # Create fresh trading environment as the algo.run()
+        # method will attempt to write data to disk, and could
+        # violate SQL constraints.
+        trading.environment = trading.TradingEnvironment()
+
         algo = TradingAlgorithm(
             initialize=initialize,
             handle_data=handle_data,

tests/test_algorithm.py

@@ -627,7 +627,6 @@ def test_order_method_style_forwarding(self):
     def test_order_instant(self):
         algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                          instant_fill=True)
-
         algo.run(self.df)
 
     def test_minute_data(self):

tests/test_algorithm_gen.py

@@ -85,6 +85,12 @@ def handle_data(self, data):
 
 
 class AlgorithmGeneratorTestCase(TestCase):
+
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_identifiers=[8229])
+
     def setUp(self):
         setup_logger(self)
 
@@ -106,6 +112,8 @@ def test_lse_algorithm(self):
                 end=datetime(2012, 6, 30, tzinfo=pytz.utc)
             )
             algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+            # This call appears inconsistent with
+            # the signature of create_daily_trade_source
             trade_source = factory.create_daily_trade_source(
                 [8229],
                 200,
@@ -127,11 +135,15 @@ def test_generator_dates(self):
         Ensure the pipeline of generators are in sync, at least as far as
         their current dates.
         """
+        # Ensure we are pointing to the TradingEnvironment for this class
+        trading.environment = AlgorithmGeneratorTestCase.env
+
         sim_params = factory.create_simulation_parameters(
             start=datetime(2011, 7, 30, tzinfo=pytz.utc),
             end=datetime(2012, 7, 30, tzinfo=pytz.utc)
         )
-        algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         trade_source = factory.create_daily_trade_source(
             [8229],
             sim_params
@@ -158,7 +170,8 @@ def test_handle_data_on_market(self):
             period_end=datetime(2012, 7, 30, tzinfo=pytz.utc),
             data_frequency='minute'
         )
-        algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
 
         midnight_custom_source = [Event({
             'custom_field': 42.0,
@@ -196,11 +209,15 @@ def test_progress(self):
         Ensure the pipeline of generators are in sync, at least as far as
         their current dates.
         """
+        # Ensure we are pointing to the TradingEnvironment for this class
+        trading.environment = AlgorithmGeneratorTestCase.env
+
         sim_params = factory.create_simulation_parameters(
             start=datetime(2008, 1, 1, tzinfo=pytz.utc),
             end=datetime(2008, 1, 5, tzinfo=pytz.utc)
         )
-        algo = TestAlgo(self, sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         trade_source = factory.create_daily_trade_source(
             [8229],
             sim_params
@@ -222,6 +239,7 @@ def test_benchmark_times_match_market_close_for_minutely_data(self):
         """
         sim_params = create_simulation_parameters(num_days=1,
                                                   data_frequency='minute')
-        algo = TestAlgo(self, sim_params=sim_params, identifiers=[8229])
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         algo.run(source=[], overwrite_sim_params=False)
         self.assertEqual(algo.datetime, sim_params.last_close)