TST: Refactors more tests to use WithTradingSchedule

tests/data/test_minute_bars.py

@@ -15,8 +15,6 @@
 from datetime import timedelta
 import os
 
-from unittest import TestCase
-
 from numpy import (
     arange,
     array,
@@ -44,7 +42,9 @@
     US_EQUITIES_MINUTES_PER_DAY,
     BcolzMinuteWriterColumnMismatch
 )
-from zipline.utils.calendars import get_calendar, default_nyse_schedule
+from zipline.utils.calendars import get_calendar
+
+from zipline.testing.fixtures import WithTradingSchedule, ZiplineTestCase
 
 # Calendar is set to cover several half days, to check a case where half
 # days would be read out of order in cases of windows which spanned over
@@ -53,10 +53,11 @@
 TEST_CALENDAR_STOP = Timestamp('2015-12-31', tz='UTC')
 
 
-class BcolzMinuteBarTestCase(TestCase):
+class BcolzMinuteBarTestCase(WithTradingSchedule, ZiplineTestCase):
 
     @classmethod
-    def setUpClass(cls):
+    def init_class_fixtures(cls):
+        super(BcolzMinuteBarTestCase, cls).init_class_fixtures()
         trading_days = get_calendar('NYSE').trading_days(
             TEST_CALENDAR_START, TEST_CALENDAR_STOP
         )
@@ -65,10 +66,15 @@ def setUpClass(cls):
         cls.test_calendar_start = cls.market_opens.index[0]
         cls.test_calendar_stop = cls.market_opens.index[-1]
 
-    def setUp(self):
+    def dir_cleanup(self):
+        self.dir_.cleanup()
+
+    def init_instance_fixtures(self):
+        super(BcolzMinuteBarTestCase, self).init_instance_fixtures()
 
         self.dir_ = TempDirectory()
         self.dir_.create()
+        self.add_instance_callback(callback=self.dir_cleanup)
         self.dest = self.dir_.getpath('minute_bars')
         os.makedirs(self.dest)
         self.writer = BcolzMinuteBarWriter(
@@ -80,9 +86,6 @@ def setUp(self):
         )
         self.reader = BcolzMinuteBarReader(self.dest)
 
-    def tearDown(self):
-        self.dir_.cleanup()
-
     def test_write_one_ohlcv(self):
         minute = self.market_opens[self.test_calendar_start]
         sid = 1
@@ -699,9 +702,9 @@ def test_unadjusted_minutes_early_close(self):
         data = {sids[0]: data_1, sids[1]: data_2}
 
         start_minute_loc = \
-            default_nyse_schedule.all_execution_minutes.get_loc(minutes[0])
+            self.trading_schedule.all_execution_minutes.get_loc(minutes[0])
         minute_locs = [
-            default_nyse_schedule.all_execution_minutes.get_loc(minute)
+            self.trading_schedule.all_execution_minutes.get_loc(minute)
             - start_minute_loc
             for minute in minutes
         ]
@@ -723,7 +726,7 @@ def test_adjust_non_trading_minutes(self):
             'close': arange(1, 781),
             'volume': arange(1, 781)
         }
-        dts = array(default_nyse_schedule.execution_minutes_for_days_in_range(
+        dts = array(self.trading_schedule.execution_minutes_for_days_in_range(
             start_day, end_day
         ))
         self.writer.write_cols(sid, dts, cols)
@@ -767,7 +770,7 @@ def test_adjust_non_trading_minutes_half_days(self):
             'close': arange(1, 601),
             'volume': arange(1, 601)
         }
-        dts = array(default_nyse_schedule.execution_minutes_for_days_in_range(
+        dts = array(self.trading_schedule.execution_minutes_for_days_in_range(
             start_day, end_day
         ))
         self.writer.write_cols(sid, dts, cols)

tests/pipeline/base.py

@@ -2,7 +2,6 @@
 Base class for Pipeline API  unittests.
 """
 from functools import wraps
-from unittest import TestCase
 
 import numpy as np
 from numpy import arange, prod
@@ -18,10 +17,10 @@
     ExplodingObject,
     tmp_asset_finder,
 )
+from zipline.testing.fixtures import ZiplineTestCase, WithTradingSchedule
 
 from zipline.utils.functional import dzip_exact
 from zipline.utils.pandas_utils import explode
-from zipline.utils.calendars import default_nyse_schedule
 
 
 def with_defaults(**default_funcs):
@@ -51,12 +50,14 @@ def method(self, *args, **kwargs):
 with_default_shape = with_defaults(shape=lambda self: self.default_shape)
 
 
-class BasePipelineTestCase(TestCase):
+class BasePipelineTestCase(WithTradingSchedule, ZiplineTestCase):
 
     @classmethod
-    def setUpClass(cls):
+    def init_class_fixtures(cls):
+        super(BasePipelineTestCase, cls).init_class_fixtures()
+
         cls.__calendar = date_range('2014', '2015',
-                                    freq=default_nyse_schedule.day)
+                                    freq=cls.trading_schedule.day)
         cls.__assets = assets = Int64Index(arange(1, 20))
         cls.__tmp_finder_ctx = tmp_asset_finder(
             equities=make_simple_equity_info(
@@ -71,10 +72,6 @@ def setUpClass(cls):
             include_start_date=False,
         )
 
-    @classmethod
-    def tearDownClass(cls):
-        cls.__tmp_finder_ctx.__exit__()
-
     @property
     def default_shape(self):
         """Default shape for methods that build test data."""

tests/pipeline/test_engine.py

@@ -72,7 +72,6 @@
     ZiplineTestCase,
 )
 from zipline.utils.memoize import lazyval
-from zipline.utils.calendars import default_nyse_schedule
 
 
 class RollingSumDifference(CustomFactor):
@@ -814,7 +813,7 @@ def init_class_fixtures(cls):
         cls.dates = date_range(
             cls.start,
             cls.end,
-            freq=default_nyse_schedule.day,
+            freq=cls.trading_schedule.day,
             tz='UTC',
         )
         cls.assets = cls.asset_finder.retrieve_all(cls.asset_ids)
@@ -973,7 +972,7 @@ def write_nans(self, df):
     def test_SMA(self):
         engine = SimplePipelineEngine(
             lambda column: self.pipeline_loader,
-            default_nyse_schedule.all_execution_days,
+            self.trading_schedule.all_execution_days,
             self.asset_finder,
         )
         window_length = 5
@@ -1027,7 +1026,7 @@ def test_drawdown(self):
         # valuable.
         engine = SimplePipelineEngine(
             lambda column: self.pipeline_loader,
-            default_nyse_schedule.all_execution_days,
+            self.trading_schedule.all_execution_days,
             self.asset_finder,
         )
         window_length = 5
@@ -1071,7 +1070,7 @@ class ParameterizedFactorTestCase(WithTradingEnvironment, ZiplineTestCase):
     @classmethod
     def init_class_fixtures(cls):
         super(ParameterizedFactorTestCase, cls).init_class_fixtures()
-        day = default_nyse_schedule.day
+        day = cls.trading_schedule.day
 
         cls.dates = dates = date_range(
             '2015-02-01',

tests/pipeline/test_factor.py

@@ -87,8 +87,8 @@ class Mask(Filter):
 
 class FactorTestCase(BasePipelineTestCase):
 
-    def setUp(self):
-        super(FactorTestCase, self).setUp()
+    def init_instance_fixtures(self):
+        super(FactorTestCase, self).init_instance_fixtures()
         self.f = F()
 
     def test_bad_input(self):

tests/pipeline/test_filter.py

@@ -75,8 +75,8 @@ class Mask(Filter):
 
 class FilterTestCase(BasePipelineTestCase):
 
-    def setUp(self):
-        super(FilterTestCase, self).setUp()
+    def init_instance_fixtures(self):
+        super(FilterTestCase, self).init_instance_fixtures()
         self.f = SomeFactor()
         self.g = SomeOtherFactor()
 

tests/risk/test_risk_cumulative.py

@@ -13,31 +13,24 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-import unittest
-
 import datetime
 import numpy as np
 import pytz
 import zipline.finance.risk as risk
 from zipline.utils import factory
 
-from zipline.finance.trading import SimulationParameters, TradingEnvironment
-from zipline.utils.calendars import default_nyse_schedule
+from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
+
+from zipline.finance.trading import SimulationParameters
 from . import answer_key
 ANSWER_KEY = answer_key.ANSWER_KEY
 
 
-class TestRisk(unittest.TestCase):
-
-    @classmethod
-    def setUpClass(cls):
-        cls.env = TradingEnvironment()
+class TestRisk(WithTradingEnvironment, ZiplineTestCase):
 
-    @classmethod
-    def tearDownClass(cls):
-        del cls.env
+    def init_instance_fixtures(self):
+        super(TestRisk, self).init_instance_fixtures()
 
-    def setUp(self):
         start_date = datetime.datetime(
             year=2006,
             month=1,
@@ -51,7 +44,7 @@ def setUp(self):
         self.sim_params = SimulationParameters(
             period_start=start_date,
             period_end=end_date,
-            trading_schedule=default_nyse_schedule,
+            trading_schedule=self.trading_schedule,
         )
 
         self.algo_returns_06 = factory.create_returns_from_list(
@@ -62,7 +55,7 @@ def setUp(self):
         self.cumulative_metrics_06 = risk.RiskMetricsCumulative(
             self.sim_params,
             treasury_curves=self.env.treasury_curves,
-            trading_schedule=default_nyse_schedule,
+            trading_schedule=self.trading_schedule,
         )
 
         for dt, returns in answer_key.RETURNS_DATA.iterrows():