TST: Set numpy array formatting to legacy for doctest

TST: Ignore runtime warnings for invalid division only in newer pandas

tests/__init__.py

@@ -0,0 +1 @@
+from zipline import setup, teardown  # noqa For nosetests

zipline/__init__.py

@@ -12,15 +12,20 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+from distutils.version import StrictVersion
 import os
-from trading_calendars import get_calendar
+import numpy as np
 
 # This is *not* a place to dump arbitrary classes/modules for convenience,
 # it is a place to expose the public interfaces.
+from trading_calendars import get_calendar
+
 from . import data
 from . import finance
 from . import gens
 from . import utils
+from .utils.numpy_utils import numpy_version
+from .utils.pandas_utils import new_pandas
 from .utils.run_algo import run_algorithm
 from ._version import get_versions
 
@@ -79,3 +84,42 @@ __all__ = [
     'run_algorithm',
     'utils',
 ]
+
+
+def setup(self,
+          np=np,
+          numpy_version=numpy_version,
+          StrictVersion=StrictVersion,
+          new_pandas=new_pandas):
+    """Lives in zipline.__init__ for doctests."""
+
+    legacy_version = '1.13'
+    if numpy_version > StrictVersion(legacy_version):
+        self.old_opts = np.get_printoptions()
+        np.set_printoptions(legacy=legacy_version)
+    else:
+        self.old_opts = None
+
+    if new_pandas:
+        self.old_err = np.geterr()
+        # old pandas has numpy compat that sets this
+        np.seterr(all='ignore')
+    else:
+        self.old_err = None
+
+
+def teardown(self, np=np):
+    """Lives in zipline.__init__ for doctests."""
+
+    if self.old_err is not None:
+        np.seterr(**self.old_err)
+
+    if self.old_opts is not None:
+        np.set_printoptions(**self.old_opts)
+
+
+del os
+del np
+del numpy_version
+del StrictVersion
+del new_pandas

zipline/utils/numpy_utils.py

@@ -3,6 +3,7 @@ Utilities for working with numpy arrays.
 """
 from collections import OrderedDict
 from datetime import datetime
+from distutils.version import StrictVersion
 from warnings import (
     catch_warnings,
     filterwarnings,
@@ -26,6 +27,8 @@ from numpy import (
 from numpy.lib.stride_tricks import as_strided
 from toolz import flip
 
+numpy_version = StrictVersion(np.__version__)
+
 uint8_dtype = dtype('uint8')
 bool_dtype = dtype('bool')