MAINT: DataPortal env -> asset_finder

volconst · Jun 8, 2016 · 2a8f69f · 2a8f69f
1 parent 53fcdde
commit 2a8f69f
Show file tree

Hide file tree

Showing 15 changed files with 62 additions and 62 deletions.
diff --git a/tests/data/test_minute_bars.py b/tests/data/test_minute_bars.py
@@ -42,7 +42,6 @@
     US_EQUITIES_MINUTES_PER_DAY,
     BcolzMinuteWriterColumnMismatch
 )
-from zipline.utils.calendars import get_calendar
 
 from zipline.testing.fixtures import (
     WithInstanceTmpDir,
@@ -63,7 +62,7 @@ class BcolzMinuteBarTestCase(WithTradingSchedule, WithInstanceTmpDir,
     @classmethod
     def init_class_fixtures(cls):
         super(BcolzMinuteBarTestCase, cls).init_class_fixtures()
-        trading_days = get_calendar('NYSE').trading_days(
+        trading_days = cls.trading_schedule.trading_sessions(
             TEST_CALENDAR_START, TEST_CALENDAR_STOP
         )
         cls.market_opens = trading_days.market_open

diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py
@@ -94,7 +94,7 @@ def test_volume_share_slippage(self):
         with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )
@@ -484,7 +484,7 @@ def test_orders_stop(self, name, order_data, event_data, expected):
         with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )

diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
@@ -957,7 +957,7 @@ def test_minute_data(self, algo_class):
             )
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 sim_params,
                 equities.index,
@@ -1556,8 +1556,8 @@ def handle_data(context, data):
             trades = factory.create_daily_trade_source(
                 [0], self.sim_params, self.env, self.trading_schedule)
             data_portal = create_data_portal_from_trade_history(
-                self.env, self.trading_schedule, tempdir, self.sim_params,
-                {0: trades})
+                self.env.asset_finder, self.trading_schedule, tempdir,
+                self.sim_params, {0: trades})
             results = test_algo.run(data_portal)
 
             all_txns = [
@@ -2727,7 +2727,7 @@ def test_set_max_order_count(self):
             )
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 sim_params,
                 [1],
@@ -2849,7 +2849,7 @@ def test_asset_date_bounds(self):
                 env=env,
             )
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -2864,7 +2864,7 @@ def test_asset_date_bounds(self):
         with TempDirectory() as tempdir, \
                 tmp_trading_env(equities=metadata) as env:
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -2884,7 +2884,7 @@ def test_asset_date_bounds(self):
         with TempDirectory() as tempdir, \
                 tmp_trading_env(equities=metadata) as env:
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 tempdir,
                 self.sim_params,
                 [0],
@@ -3454,7 +3454,7 @@ def make_data(self, auto_close_delta, frequency,
             )
             reader = BcolzDailyBarReader(path)
             data_portal = DataPortal(
-                env, self.trading_schedule,
+                env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_daily_reader=reader,
             )
@@ -3484,7 +3484,7 @@ def make_data(self, auto_close_delta, frequency,
             )
             reader = BcolzMinuteBarReader(self.tmpdir.path)
             data_portal = DataPortal(
-                env, self.trading_schedule,
+                env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
             )

diff --git a/tests/test_benchmark.py b/tests/test_benchmark.py
@@ -154,7 +154,7 @@ def test_asset_IPOed_same_day(self):
         )
         with tmp_reader as reader:
             data_portal = DataPortal(
-                self.env, self.trading_schedule,
+                self.env.asset_finder, self.trading_schedule,
                 first_trading_day=reader.first_trading_day,
                 equity_minute_reader=reader,
                 equity_daily_reader=self.bcolz_daily_bar_reader,

diff --git a/tests/test_data_portal.py b/tests/test_data_portal.py
@@ -26,7 +26,8 @@ class TestDataPortal(WithTradingEnvironment, ZiplineTestCase):
     def init_instance_fixtures(self):
         super(TestDataPortal, self).init_instance_fixtures()
 
-        self.data_portal = DataPortal(self.env, self.trading_schedule,
+        self.data_portal = DataPortal(self.env.asset_finder,
+                                      self.trading_schedule,
                                       first_trading_day=None)
 
     def test_bar_count_for_simple_transforms(self):

diff --git a/tests/test_finance.py b/tests/test_finance.py
@@ -226,7 +226,7 @@ def transaction_sim(self, **params):
                 equity_minute_reader = BcolzMinuteBarReader(tempdir.path)
 
                 data_portal = DataPortal(
-                    env, self.trading_schedule,
+                    env.asset_finder, self.trading_schedule,
                     first_trading_day=equity_minute_reader.first_trading_day,
                     equity_minute_reader=equity_minute_reader,
                 )
@@ -254,7 +254,7 @@ def transaction_sim(self, **params):
                 equity_daily_reader = BcolzDailyBarReader(path)
 
                 data_portal = DataPortal(
-                    env, self.trading_schedule,
+                    env.asset_finder, self.trading_schedule,
                     first_trading_day=equity_daily_reader.first_trading_day,
                     equity_daily_reader=equity_daily_reader,
                 )

diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
@@ -316,7 +316,7 @@ def test_split_long_position(self):
         # set up a long position in sid 1
         # 100 shares at $20 apiece = $2000 position
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.tmpdir,
             self.sim_params,
@@ -456,7 +456,7 @@ def test_long_position_receives_dividend(self):
         writer.write(splits, mergers, dividends)
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -533,7 +533,7 @@ def test_long_position_receives_stock_dividend(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -598,7 +598,7 @@ def test_long_position_purchased_on_ex_date_receives_no_dividend(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -660,7 +660,7 @@ def test_selling_before_dividend_payment_still_gets_paid(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -723,7 +723,7 @@ def test_buy_and_sell_before_ex(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -790,7 +790,7 @@ def test_ending_before_pay_date(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -852,7 +852,7 @@ def test_short_position_pays_dividend(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -911,7 +911,7 @@ def test_no_position_receives_no_dividend(self):
         adjustment_reader = SQLiteAdjustmentReader(dbpath)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -981,7 +981,7 @@ def test_no_dividend_at_simulation_end(self):
         sim_params.update_internal_from_trading_schedule(self.trading_schedule)
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             sim_params,
@@ -1085,7 +1085,7 @@ def test_long_short_positions(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1182,7 +1182,7 @@ def test_levered_long_position(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1274,7 +1274,7 @@ def test_long_position(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1392,7 +1392,7 @@ def test_short_position(self):
         trades_1 = trades[:-2]
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1624,7 +1624,7 @@ def test_long_future_position(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1744,7 +1744,7 @@ def test_short_future_position(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -1989,7 +1989,7 @@ def test_covering_short(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2078,7 +2078,7 @@ def test_cost_basis_calc(self):
         transactions = factory.create_txn_history(*history_args)[:4]
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2238,7 +2238,7 @@ def test_capital_change_intra_period(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,
@@ -2283,7 +2283,7 @@ def test_capital_change_inter_period(self):
         )
 
         data_portal = create_data_portal_from_trade_history(
-            self.env,
+            self.env.asset_finder,
             self.trading_schedule,
             self.instance_tmpdir,
             self.sim_params,

diff --git a/tests/test_security_list.py b/tests/test_security_list.py
@@ -110,15 +110,15 @@ def init_class_fixtures(cls):
         cls.tempdir2 = cls.enter_class_context(tmp_dir())
 
         cls.data_portal = create_data_portal(
-            env=cls.env,
+            asset_finder=cls.env.asset_finder,
             tempdir=cls.tempdir,
             sim_params=cls.sim_params,
             sids=range(0, 5),
             trading_schedule=cls.trading_schedule,
         )
 
         cls.data_portal2 = create_data_portal(
-            env=cls.env2,
+            asset_finder=cls.env2.asset_finder,
             tempdir=cls.tempdir2,
             sim_params=cls.sim_params2,
             sids=range(0, 5),
@@ -221,7 +221,7 @@ def test_algo_with_rl_violation_after_knowledge_date(self):
                 LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=5)
 
         data_portal = create_data_portal(
-            self.env,
+            self.env.asset_finder,
             self.tempdir,
             sim_params=sim_params,
             sids=range(0, 5),
@@ -273,7 +273,7 @@ def test_algo_without_rl_violation_after_delete(self):
             add_security_data([], ['BZQ'])
 
             data_portal = create_data_portal(
-                env,
+                env.asset_finder,
                 new_tempdir,
                 sim_params,
                 range(0, 5),

diff --git a/zipline/_protocol.pyx b/zipline/_protocol.pyx
@@ -203,7 +203,7 @@ cdef class BarData:
             view = self._views[asset]
         except KeyError:
             try:
-                asset = self.data_portal.env.asset_finder.retrieve_asset(asset)
+                asset = self.data_portal.asset_finder.retrieve_asset(asset)
             except ValueError:
                 # assume fetcher
                 pass

diff --git a/zipline/algorithm.py b/zipline/algorithm.py
@@ -632,7 +632,7 @@ def run(self, data=None, overwrite_sim_params=True):
                     copy_panel.items, copy_panel.major_axis[0],
                 )
                 self._assets_from_source = (
-                    self.trading_environment.asset_finder.retrieve_all(
+                    self.asset_finder.retrieve_all(
                         copy_panel.items
                     )
                 )
@@ -641,7 +641,7 @@ def run(self, data=None, overwrite_sim_params=True):
                     copy_panel,
                 )
                 self.data_portal = DataPortal(
-                    self.trading_environment,
+                    self.asset_finder,
                     self.trading_schedule,
                     first_trading_day=equity_daily_reader.first_trading_day,
                     equity_daily_reader=equity_daily_reader,