Introducing pre-commit hooks

In a intention to increase code quality and reducing faulty commits,
pre-commits help checking the staged code for simple static code
analysis.

.appveyor.yml

@@ -94,7 +94,7 @@ install:
   - ps: $env:PYTABLES_VERSION=(sls "tables==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
   - ps: $env:H5PY_VERSION=(sls "h5py==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
   - ps: $env:TALIB_VERSION=(sls "TA-Lib==(.*)" .\etc\requirements_talib.txt -ca).matches.groups[1].value
-  # We conda install certifi at the pinned exact version because it is a transitive dependency of zipline via requests and uses distutils for packaging. 
+  # We conda install certifi at the pinned exact version because it is a transitive dependency of zipline via requests and uses distutils for packaging.
   # Since conda installs latest certifi by default, we would fail to uninstall that new version when trying to install the pinned version using pip later in the build:
   # "Cannot uninstall 'certifi'. It is a distutils installed project and thus we cannot accurately determine which files belong to it which would lead to only a partial uninstall."
   - ps: $env:CERTIFI_VERSION=(sls "certifi==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value

.gitignore

@@ -77,4 +77,4 @@ TAGS
 
 .gdb_history
 
-*.dSYM/
+*.dSYM/

.pre-commit-config.yaml

@@ -0,0 +1,8 @@
+repos:
+-   repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: 'v2.4.0'
+    hooks:
+    -   id: trailing-whitespace
+    -   id: end-of-file-fixer
+    -   id: check-merge-conflict
+    -   id: flake8

.travis.yml

@@ -73,7 +73,7 @@ install:
   # Make sure stdout is in blocking mode. If we don't, then conda create will barf during downloads.
   # See https://github.com/travis-ci/travis-ci/issues/4704#issuecomment-348435959 for details.
   - python -c 'import os,sys,fcntl; flags = fcntl.fcntl(sys.stdout, fcntl.F_GETFL); fcntl.fcntl(sys.stdout, fcntl.F_SETFL, flags&~os.O_NONBLOCK);'
-  # We conda install certifi at the pinned exact version because it is a transitive dependency of zipline via requests and uses distutils for packaging. 
+  # We conda install certifi at the pinned exact version because it is a transitive dependency of zipline via requests and uses distutils for packaging.
   # Since conda installs latest certifi by default, we would fail to uninstall that new version when trying to install the pinned version using pip later in the build:
   # "Cannot uninstall 'certifi'. It is a distutils installed project and thus we cannot accurately determine which files belong to it which would lead to only a partial uninstall."
   - conda create -n testenv --use-local --yes -c quantopian -c quantopian/label/ci pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION pandas=$PANDAS_VERSION scipy=$SCIPY_VERSION ta-lib=$TALIB_VERSION libgfortran=3.0 certifi=$CERTIFI_VERSION

README.rst

@@ -16,7 +16,7 @@ Zipline is a Pythonic algorithmic trading library. It is an event-driven
 system for backtesting. Zipline is currently used in production as the backtesting and live-trading
 engine powering `Quantopian <https://www.quantopian.com>`_ -- a free,
 community-centered, hosted platform for building and executing trading
-strategies. Quantopian also offers a `fully managed service for professionals <https://factset.quantopian.com>`_ 
+strategies. Quantopian also offers a `fully managed service for professionals <https://factset.quantopian.com>`_
 that includes Zipline, Alphalens, Pyfolio, FactSet data, and more.
 
 - `Join our Community! <https://groups.google.com/forum/#!forum/zipline>`_

docs/source/development-guidelines.rst

@@ -20,7 +20,7 @@ First, you'll need to clone Zipline by running:
 Then check out to a new branch where you can make your changes:
 
 .. code-block:: bash
-		
+
    $ git checkout -b some-short-descriptive-name
 
 If you don't already have them, you'll need some C library dependencies. You can follow the `install guide`__ to get the appropriate dependencies.
@@ -122,7 +122,7 @@ Then run ``pip install`` TA-lib:
 You should now be free to run tests:
 
 .. code-block:: bash
-		
+
    $ nosetests
 
 
@@ -144,7 +144,7 @@ Packaging
 To learn about how we build Zipline conda packages, you can read `this`__ section in our release process notes.
 
 __ release-process.html#uploading-conda-packages
-   
+
 Contributing to the Docs
 ------------------------
 
@@ -209,7 +209,7 @@ __ https://git-scm.com/book/en/v2/Distributed-Git-Contributing-to-a-Project
 
    At least one of those calculations, max_leverage, was causing a
    divide by zero error.
-   
+
    Instead of papering over that error, the entire calculation was
    a bit suspect so removing, with possibility of adding it back in
    later with handling the case (or raising appropriate errors) when

docs/source/install.rst

@@ -124,10 +124,10 @@ channel:
 
 Managing ``conda`` environments
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-It is recommended to install Zipline in an isolated ``conda`` environment. 
+It is recommended to install Zipline in an isolated ``conda`` environment.
-Installing Zipline in ``conda`` environments will not interfere your default 
+Installing Zipline in ``conda`` environments will not interfere your default
-Python deployment or site-packages, which will prevent any possible conflict 
+Python deployment or site-packages, which will prevent any possible conflict
-with your global libraries. For more information on ``conda`` environment, see 
+with your global libraries. For more information on ``conda`` environment, see
 the `Conda User Guide <https://conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html>`_
 
 Assuming ``conda`` has been set up, you can create a ``conda`` environment:
@@ -146,7 +146,7 @@ Assuming ``conda`` has been set up, you can create a ``conda`` environment:
 
 
 Now you have set up an isolated environment called ``env_zipline``, a sandbox-like
-structure to install Zipline. Then you should activate the conda environment 
+structure to install Zipline. Then you should activate the conda environment
 by using the command
 
 .. code-block:: bash
@@ -164,4 +164,3 @@ To deactivate the ``conda`` environment:
 .. code-block:: bash
 
     (env_zipline) $ source deactivate
-

etc/ordered_pip.sh

@@ -2,7 +2,7 @@
 
 a=0
 while read line
-do     
+do
     if [[ -n "$line" && "$line" != \#* ]] ; then
         # forward to pip any args after the reqs filename
         pip install --exists-action w $line "${@:2}"

setup.cfg

@@ -22,3 +22,7 @@ versionfile_source=zipline/_version.py
 versionfile_build=zipline/_version.py
 tag_prefix=
 parentdir_prefix= zipline-
+
+[flake8]
+exclude =
+    versioneer.py

zipline/api.pyi

@@ -811,4 +811,3 @@ def symbols(*args):
     --------
     :func:`zipline.api.set_symbol_lookup_date`
     """
-

zipline/resources/security_lists/leveraged_etf_list/20020103/20160826/add

@@ -32,4 +32,4 @@ HOML
 GDXX
 GDJJ
 GDXS
-SMHD
+SMHD