Merge branch 'benchmark' into benchmark2

* benchmark:
  STY: Flake8 style amendments

tests/test_benchmark.py

@@ -398,11 +398,13 @@ def test_benchmark_file(self):
         self.assertIs(sid, None)
 
         expected_dates = pd.to_datetime(
-            ['2020-01-03', '2020-01-06', '2020-01-07', '2020-01-08', '2020-01-09'],
+            ['2020-01-03', '2020-01-06', '2020-01-07',
+             '2020-01-08', '2020-01-09'],
             utc=True,
         )
         expected_values = [-0.1, 0.333, 0.167, 0.143, 6.375]
-        expected_returns = pd.Series(index=expected_dates, data=expected_values)
+        expected_returns = pd.Series(index=expected_dates,
+                                     data=expected_values)
 
         assert_series_equal(returns, expected_returns, check_names=False)
 

tests/test_cmdline.py

@@ -145,7 +145,7 @@ def test_benchmark_argument_handling(self):
 
         # CLI validates that the algo file exists, so create an empty file.
         algo_path = self.tmpdir.getpath('dummy_algo.py')
-        with open(algo_path, 'w') as f:
+        with open(algo_path, 'w'):
             pass
 
         def run_and_get_benchmark_spec(benchmark_args):
@@ -170,7 +170,8 @@ def run_and_get_benchmark_spec(benchmark_args):
                 raise AssertionError(
                     "Cli run failed with {exc}\n\n"
                     "Output was:\n\n"
-                    "{output}".format(exc=result.exception, output=result.output),
+                    "{output}".format(exc=result.exception,
+                                      output=result.output),
                 )
 
             mock_run.assert_called_once()
@@ -209,7 +210,7 @@ def run_and_get_benchmark_spec(benchmark_args):
 
         # CLI also validates the returns file exists.
         bm_path = self.tmpdir.getpath('returns.csv')
-        with open(bm_path, 'w') as f:
+        with open(bm_path, 'w'):
             pass
 
         spec = run_and_get_benchmark_spec(['--benchmark-file', bm_path])
@@ -218,4 +219,3 @@ def run_and_get_benchmark_spec(benchmark_args):
         assert_equal(spec.benchmark_sid, None)
         assert_equal(spec.benchmark_symbol, None)
         assert_equal(spec.no_benchmark, False)
-

tests/test_examples.py

@@ -21,7 +21,6 @@
 import pandas as pd
 
 from zipline import examples
-from zipline.data.benchmarks import get_benchmark_returns_from_file
 from zipline.data.bundles import register, unregister
 from zipline.testing import test_resource_path
 from zipline.testing.fixtures import (
@@ -31,7 +30,6 @@
 )
 from zipline.testing.predicates import assert_equal
 from zipline.utils.cache import dataframe_cache
-from zipline.utils.paths import update_modified_time
 
 
 # Otherwise the next line sometimes complains about being run too late.

zipline/data/benchmarks.py

@@ -42,7 +42,8 @@ def get_benchmark_returns_from_file(filelike):
     ).tz_localize('utc')
 
     if 'return' not in df.columns:
-        raise ValueError("The column 'return' not found in the benchmark file \n"
+        raise ValueError("The column 'return' not found in the "
+                         "benchmark file \n"
                          "Expected benchmark file format :\n"
                          "date, return\n"
                          "2020-01-02 00:00:00+00:00,0.01\n"

zipline/data/loader.py

@@ -14,7 +14,6 @@
 # limitations under the License.
 import os
 
-import logbook
 import pandas as pd
 
 

zipline/examples/__init__.py

@@ -63,7 +63,8 @@ def load_example_modules():
 ]
 
 
-def run_example(example_modules, example_name, environ, benchmark_returns=None):
+def run_example(example_modules, example_name, environ,
+                benchmark_returns=None):
     """
     Run an example module from zipline.examples.
     """

zipline/finance/metrics/metric.py

@@ -458,7 +458,6 @@ def end_of_bar(self,
         if np.isnan(beta):
             beta = None
 
-
         risk['alpha'] = alpha
         risk['beta'] = beta