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Parameterizes test_tracker test with different days' events dropped.

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So that the test ensures that perf messages are returned when
data is missing from the beginning, middle, and end of data.
This commit is contained in:
Eddie Hebert
2012-12-28 13:43:01 -05:00
parent 805bfe0f30
commit 1c15e983dc
1 changed files with 55 additions and 34 deletions
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tests/test_perf_tracking.py
+55 -34
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@@ -13,6 +13,8 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import collections
import unittest
from nose_parameterized import parameterized
import copy
@@ -539,7 +541,33 @@ shares in position"
class TestPerformanceTracker(unittest.TestCase):
NumDaysToDelete = collections.namedtuple(
'NumDaysToDelete', ('start', 'middle', 'end'))
@parameterized.expand([
("Don't delete any events",
NumDaysToDelete(start=0, middle=0, end=0)),
("Delete first day of events",
NumDaysToDelete(start=1, middle=0, end=0)),
("Delete first two days of events",
NumDaysToDelete(start=2, middle=0, end=0)),
("Delete one day of events from the middle",
NumDaysToDelete(start=0, middle=1, end=0)),
("Delete two events from the middle",
NumDaysToDelete(start=0, middle=2, end=0)),
("Delete last day of events",
NumDaysToDelete(start=0, middle=0, end=1)),
("Delete last two days of events",
NumDaysToDelete(start=0, middle=0, end=2)),
("Delete all but one",
NumDaysToDelete(start=2, middle=2, end=2)),
])
def test_tracker(self, parameter_comment, days_to_delete):
"""
@days_to_delete - configures which days in the data set we should
remove, used for ensuring that we still return performance messages
even when there is no data.
"""
# This date range covers Columbus day,
# however Columbus day is not a market holiday
#
@@ -550,33 +578,16 @@ class TestPerformanceTracker(unittest.TestCase):
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30 31
(datetime.datetime(year=2008,
month=10,
day=9,
tzinfo=pytz.utc),
datetime.datetime(year=2008,
month=10,
day=14,
tzinfo=pytz.utc)),
# October 2010
# Su Mo Tu We Th Fr Sa
# 1 2
# 3 4 5 6 7 8 9
# 10 11 12 13 14 15 16
# 17 18 19 20 21 22 23
# 24 25 26 27 28 29 30
# 31
(datetime.datetime(year=2010,
month=10,
day=9,
tzinfo=pytz.utc),
datetime.datetime(year=2010,
month=10,
day=14,
tzinfo=pytz.utc)),
])
def test_tracker(self, start_dt, end_dt):
trade_count = 5
start_dt = datetime.datetime(year=2008,
month=10,
day=9,
tzinfo=pytz.utc)
end_dt = datetime.datetime(year=2008,
month=10,
day=16,
tzinfo=pytz.utc)
trade_count = 7
sid = 133
price = 10.1
price_list = [price] * trade_count
@@ -602,10 +613,6 @@ class TestPerformanceTracker(unittest.TestCase):
source_id="factory1"
)
# Removes second day of trading.
# To simulate days that don't have events.
del trade_history[-1]
sid2 = 134
price2 = 12.12
price2_list = [price2] * trade_count
@@ -618,9 +625,23 @@ class TestPerformanceTracker(unittest.TestCase):
source_id="factory2"
)
# Removes second day of trading.
# To simulate days that don't have events.
del trade_history2[-1]
# 'middle' start of 3 depends on number of days == 7
middle = 3
# First delete from middle
if days_to_delete.middle:
del trade_history[middle:(middle + days_to_delete.middle)]
del trade_history2[middle:(middle + days_to_delete.middle)]
# Delete start
if days_to_delete.start:
del trade_history[:days_to_delete.start]
del trade_history2[:days_to_delete.start]
# Delete from end
if days_to_delete.end:
del trade_history[-days_to_delete.end:]
del trade_history2[-days_to_delete.end:]
trade_history.extend(trade_history2)