ENH: update context_tricks

Moves _nop_context to context_tricks under the name nop_context.
Uses an explicit object for the actual context manager in callback
manager.

zipline/utils/context_tricks.py

@@ -1,4 +1,12 @@
-from contextlib import contextmanager
+@object.__new__
+class nop_context(object):
+    """A nop context manager.
+    """
+    def __enter__(self):
+        pass
+
+    def __exit__(self, *excinfo):
+        pass
 
 
 def _nop(*args, **kwargs):
@@ -44,17 +52,22 @@ class CallbackManager(object):
     exiting another block
     """
     def __init__(self, pre=None, post=None):
-        pre = pre if pre is not None else _nop
-        post = post if post is not None else _nop
+        self.pre = pre if pre is not None else _nop
+        self.post = post if post is not None else _nop
+
+    def __call__(self, *args, **kwargs):
+        return _ManagedCallbackContext(self.pre, self.post, args, kwargs)
 
-        @contextmanager
-        def _callback_manager_context(*args, **kwargs):
-            try:
-                yield pre(*args, **kwargs)
-            finally:
-                post(*args, **kwargs)
 
-        self._callback_manager_context = _callback_manager_context
+class _ManagedCallbackContext(object):
+    def __init__(self, pre, post, args, kwargs):
+        self._pre = pre
+        self._post = post
+        self._args = args
+        self._kwargs = kwargs
 
-    def __call__(self, *args, **kwargs):
-        return self._callback_manager_context(*args, **kwargs)
+    def __enter__(self):
+        return self._pre(*self._args, **self._kwargs)
+
+    def __exit__(self, *excinfo):
+        self._post(*self._args, **self._kwargs)

zipline/utils/events.py

@@ -20,6 +20,8 @@
 import pandas as pd
 import pytz
 
+from .context_tricks import nop_context
+
 
 __all__ = [
     'EventManager',
@@ -169,17 +171,6 @@ def _build_time(time, kwargs):
         return datetime.time(**kwargs)
 
 
-@object.__new__
-class _nop_context(object):
-    """A nop context manager.
-    """
-    def __enter__(self):
-        pass
-
-    def __exit__(self, *excinfo):
-        pass
-
-
 class EventManager(object):
     """Manages a list of Event objects.
     This manages the logic for checking the rules and dispatching to the
@@ -196,7 +187,7 @@ def __init__(self, create_context=None):
         self._create_context = (
             create_context
             if create_context is not None else
-            lambda *_: _nop_context
+            lambda *_: nop_context
         )
 
     def add_event(self, event, prepend=False):