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PERF: Remove module-scope calendar creations.
Remove module scope invocations of `get_calendar('NYSE')`, which cuts
zipline import time in half on my machine. This make the zipline CLI
noticeably more responsive, and it reduces memory consumed at import
time from 130MB to 90MB.
Before:
$ time python -c 'import zipline'
real 0m1.262s
user 0m1.128s
sys 0m0.120s
After:
$ time python -c 'import zipline'
real 0m0.676s
user 0m0.536s
sys 0m0.132s- Loading branch information
Scott Sanderson
committed
Sep 5, 2016
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,95 @@ | ||
| """ | ||
| Tests for TradingCalendarDispatcher. | ||
| """ | ||
| from zipline.errors import ( | ||
| CalendarNameCollision, | ||
| CyclicCalendarAlias, | ||
| InvalidCalendarName, | ||
| ) | ||
| from zipline.testing import ZiplineTestCase | ||
| from zipline.utils.calendars.calendar_utils import TradingCalendarDispatcher | ||
| from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar | ||
|
|
||
|
|
||
| class CalendarAliasTestCase(ZiplineTestCase): | ||
|
|
||
| @classmethod | ||
| def init_class_fixtures(cls): | ||
| super(CalendarAliasTestCase, cls).init_class_fixtures() | ||
| # Make a calendar once so that we don't spend time in every test | ||
| # instantiating calendars. | ||
| cls.dispatcher_kwargs = dict( | ||
| calendars={'ICE': ICEExchangeCalendar()}, | ||
| calendar_factories={}, | ||
| aliases={ | ||
| 'ICE_ALIAS': 'ICE', | ||
| 'ICE_ALIAS_ALIAS': 'ICE_ALIAS', | ||
| }, | ||
| ) | ||
|
|
||
| def init_instance_fixtures(self): | ||
| super(CalendarAliasTestCase, self).init_instance_fixtures() | ||
| self.dispatcher = TradingCalendarDispatcher( | ||
| # Make copies here so that tests that mutate the dispatcher dicts | ||
| # are isolated from one another. | ||
| **{k: v.copy() for k, v in self.dispatcher_kwargs.items()} | ||
| ) | ||
|
|
||
| def test_follow_alias_chain(self): | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE'), | ||
| self.dispatcher.get_calendar('ICE_ALIAS'), | ||
| ) | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE'), | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS'), | ||
| ) | ||
|
|
||
| def test_add_new_aliases(self): | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('NOT_ICE') | ||
|
|
||
| self.dispatcher.register_calendar_alias('NOT_ICE', 'ICE') | ||
|
|
||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE'), | ||
| self.dispatcher.get_calendar('NOT_ICE'), | ||
| ) | ||
|
|
||
| self.dispatcher.register_calendar_alias( | ||
| 'ICE_ALIAS_ALIAS_ALIAS', | ||
| 'ICE_ALIAS_ALIAS' | ||
| ) | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE'), | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS_ALIAS'), | ||
| ) | ||
|
|
||
| def test_remove_aliases(self): | ||
| self.dispatcher.deregister_calendar('ICE_ALIAS_ALIAS') | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS') | ||
|
|
||
| def test_reject_alias_that_already_exists(self): | ||
| with self.assertRaises(CalendarNameCollision): | ||
| self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE') | ||
|
|
||
| with self.assertRaises(CalendarNameCollision): | ||
| self.dispatcher.register_calendar_alias('ICE_ALIAS', 'NOT_ICE') | ||
|
|
||
| def test_allow_alias_override_with_force(self): | ||
| self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE', force=True) | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('ICE') | ||
|
|
||
| def test_reject_cyclic_aliases(self): | ||
| add_alias = self.dispatcher.register_calendar_alias | ||
|
|
||
| add_alias('A', 'B') | ||
| add_alias('B', 'C') | ||
|
|
||
| with self.assertRaises(CyclicCalendarAlias) as e: | ||
| add_alias('C', 'A') | ||
|
|
||
| expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']" | ||
| self.assertEqual(str(e.exception), expected) |
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