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https://github.com/wassname/catalyst.git
synced 2026-08-02 12:30:45 +08:00
clean up cruft and fix bugs from timeout rename
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@@ -160,7 +160,7 @@ class ExceptionTestCase(TestCase):
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
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payload = output[-1]['payload']
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self.assertEqual(payload['name'],'Timeout')
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self.assertEqual(payload['name'],'TimeoutException')
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self.assertEqual(payload['message'], 'Call to initialize timed out')
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def test_heartbeat(self):
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@@ -186,6 +186,6 @@ class ExceptionTestCase(TestCase):
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# Assert that the last message is a timeout exception.
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self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
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payload = output[-1]['payload']
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self.assertEqual(payload['name'],'Timeout')
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self.assertEqual(payload['name'],'TimeoutException')
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self.assertEqual(payload['message'], 'Too much time spent in handle_data call')
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@@ -167,9 +167,6 @@ class PerformanceTracker(object):
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self.last_dict = None
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self.exceeded_max_loss = False
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self.results_socket = None
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self.results_addr = None
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# this performance period will span the entire simulation.
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self.cumulative_performance = PerformancePeriod(
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# initial positions are empty
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@@ -229,21 +226,6 @@ class PerformanceTracker(object):
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def get_portfolio(self):
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return self.cumulative_performance.as_portfolio()
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def open(self, context):
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if self.results_addr:
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sock = context.socket(zmq.PUSH)
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sock.connect(self.results_addr)
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self.results_socket = sock
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else:
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log.warn("Not streaming results because no results socket given")
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def publish_to(self, results_addr):
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"""
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Publish the performance results asynchronously to a
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socket.
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"""
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self.results_socket = results_addr
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def to_dict(self):
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"""
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Creates a dictionary representing the state of this tracker.
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@@ -6,7 +6,7 @@ from numbers import Integral
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from itertools import groupby
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from zipline import ndict
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from zipline.utils.timeout import timeout, heartbeat, Timeout
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from zipline.utils.timeout import Heartbeat, Timeout
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from zipline.gens.transform import StatefulTransform
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from zipline.finance.trading import TransactionSimulator
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@@ -85,7 +85,7 @@ class TradeSimulationClient(object):
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"""
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# Simulate filling any open orders made by the previous run of
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# the user's algorithm. Sets the TRANSACTION field to true on any
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# the user's algorithm. Fills the Transaction field on any
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# event that results in a filled order.
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with_filled_orders = self.ordering_client.transform(stream_in)
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@@ -141,7 +141,7 @@ class AlgorithmSimulator(object):
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# Context manager that calls log_heartbeats every HEARTBEAT_INTERVAL
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# seconds, raising an exception after MAX_HEARTBEATS
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self.heartbeat_monitor = heartbeat(
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self.heartbeat_monitor = Heartbeat(
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HEARTBEAT_INTERVAL,
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MAX_HEARTBEAT_INTERVALS,
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frame_handler=log_heartbeats,
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@@ -216,7 +216,7 @@ class AlgorithmSimulator(object):
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with self.processor.threadbound(), self.stdout_capture(Logger('Print'),''):
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# Call user's initialize method with a timeout.
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with timeout(INIT_TIMEOUT, message="Call to initialize timed out"):
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with Timeout(INIT_TIMEOUT, message="Call to initialize timed out"):
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self.algo.initialize()
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# Group together events with the same dt field. This depends on the
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@@ -21,7 +21,7 @@ class Timeout(object):
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as a decorator to apply a static timeout to a function, or as
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a context manager to dynamically add a timeout to a code block.
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"""
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def __init__(self, seconds, message=''):
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self.seconds = seconds
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self.message = message
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@@ -29,7 +29,7 @@ class Timeout(object):
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assert seconds > 0, "Timeout must be greater than 0"
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def handler(self, signum, frame):
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raise Timeout(frame, self.message)
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raise TimeoutException(frame, self.message)
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def __call__(self, fn):
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@@ -91,7 +91,7 @@ class Heartbeat(object):
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self.frame_handler(self.count, frame)
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if self.count >= self.max_intervals:
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raise Timeout(frame, self.timeout_message)
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raise TimeoutException(frame, self.timeout_message)
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def __call__(self, fn):
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