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Ran 25 May 2017 08:34PM UTC

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Committed 25 May 2017 08:11PM UTC coverage: 87.219% (-0.003%) from 87.222%

Job # NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1

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push

travis-ci

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web-flow

Commit Message

MAINT: Remove environment as an argument to benchmark source. (#1816)

MAINT: Remove environment as an argument to benchmark source.

To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.

Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.

We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.

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