Added test_algorithm.py.

tests/test_algorithm.py

@@ -0,0 +1,57 @@
+from unittest2 import TestCase
+from datetime import timedelta
+
+from zipline.utils.test_utils import setup_logger
+import zipline.utils.factory as factory
+from zipline.test_algorithms import TestRegisterTransformAlgorithm
+from zipline.gens.tradegens import SpecificEquityTrades, DataFrameSource
+from zipline.gens.mavg import MovingAverage
+
+class TestTransformAlgorithm(TestCase):
+    def setUp(self):
+        setup_logger(self)
+        self.trading_environment = factory.create_trading_environment()
+        setup_logger(self)
+
+        trade_history = factory.create_trade_history(
+            133,
+            [10.0, 10.0, 11.0, 11.0],
+            [100, 100, 100, 300],
+            timedelta(days=1),
+            self.trading_environment
+        )
+        self.source = SpecificEquityTrades(event_list=trade_history)
+
+        self.df_source, self.df = factory.create_test_df_source()
+
+    def test_source_as_input(self):
+        algo = TestRegisterTransformAlgorithm(sids=[133])
+        algo.run(self.source)
+        self.assertEqual(len(algo.sources), 1)
+        assert isinstance(algo.sources[0], SpecificEquityTrades)
+
+    def test_multi_source_as_input_no_start_end(self):
+        algo = TestRegisterTransformAlgorithm(sids=[133])
+        with self.assertRaises(AssertionError):
+            algo.run([self.source, self.df_source])
+
+    def test_multi_source_as_input(self):
+        algo = TestRegisterTransformAlgorithm(sids=[0, 1, 133])
+        algo.run([self.source, self.df_source], start=self.df.index[0], end=self.df.index[-1])
+        self.assertEqual(len(algo.sources), 2)
+
+    def test_df_as_input(self):
+        algo = TestRegisterTransformAlgorithm(sids=[0, 1])
+        algo.run(self.df)
+        assert isinstance(algo.sources[0], DataFrameSource)
+
+    def test_transform_registered(self):
+        algo = TestRegisterTransformAlgorithm(sids=[133])
+        algo.run(self.source)
+        assert algo.get_sid_filter() == algo.sids == [133]
+        assert 'mavg' in algo.registered_transforms
+        assert algo.registered_transforms['mavg']['args'] == (['price'],)
+        assert algo.registered_transforms['mavg']['kwargs'] == {'days': 2, 'market_aware': True}
+        assert algo.registered_transforms['mavg']['class'] is MovingAverage
+
+