diff --git a/docs/zipline.rst b/docs/zipline.rst new file mode 100644 index 00000000..cd7def87 --- /dev/null +++ b/docs/zipline.rst @@ -0,0 +1,43 @@ +zipline Package +=============== + +:mod:`zipline` Package +---------------------- + +.. automodule:: zipline.__init__ + :members: + :undoc-members: + :show-inheritance: + +:mod:`messaging` Module +----------------------- + +.. automodule:: zipline.messaging + :members: + :undoc-members: + :show-inheritance: + +:mod:`sources` Module +--------------------- + +.. automodule:: zipline.sources + :members: + :undoc-members: + :show-inheritance: + +:mod:`util` Module +------------------ + +.. automodule:: zipline.util + :members: + :undoc-members: + :show-inheritance: + +Subpackages +----------- + +.. toctree:: + + zipline.test + zipline.transforms + diff --git a/docs/zipline.test.rst b/docs/zipline.test.rst new file mode 100644 index 00000000..5521f57e --- /dev/null +++ b/docs/zipline.test.rst @@ -0,0 +1,19 @@ +test Package +============ + +:mod:`client` Module +-------------------- + +.. automodule:: zipline.test.client + :members: + :undoc-members: + :show-inheritance: + +:mod:`test_messaging` Module +---------------------------- + +.. automodule:: zipline.test.test_messaging + :members: + :undoc-members: + :show-inheritance: + diff --git a/docs/zipline.transforms.rst b/docs/zipline.transforms.rst new file mode 100644 index 00000000..aaf57f49 --- /dev/null +++ b/docs/zipline.transforms.rst @@ -0,0 +1,19 @@ +transforms Package +================== + +:mod:`transforms` Package +------------------------- + +.. automodule:: zipline.transforms + :members: + :undoc-members: + :show-inheritance: + +:mod:`technical` Module +----------------------- + +.. automodule:: zipline.transforms.technical + :members: + :undoc-members: + :show-inheritance: + diff --git a/pavement.py b/pavement.py index 0fd32fd3..5bb20e66 100644 --- a/pavement.py +++ b/pavement.py @@ -185,4 +185,5 @@ def apidocs(): Recursively autogenerate the Sphinx autodoc for the module and its submodules. """ + call('rm docs/zipline.*.rst', shell=True) call('sphinx-apidoc -o docs/ zipline', shell=True) diff --git a/zipline/messaging.py b/zipline/messaging.py index b5ee7155..0c4865b0 100644 --- a/zipline/messaging.py +++ b/zipline/messaging.py @@ -5,15 +5,144 @@ import json import uuid import datetime import zipline.util as qutil +import zmq + +class Controller(object): + """ + A broker of sorts. + """ + + polling = False + debug = False + + def __init__(self, pull_socket, pub_socket, context=None, logging = None): + + + if not context: + self._ctx = zmq.Context() + else: + self._ctx = context + + self.pull_socket = pull_socket + self.pub_socket = pub_socket + + self.pull = self._ctx.socket(zmq.PULL) + self.pub = self._ctx.socket(zmq.PUB) + + self.associated = [self.pull, self.pub] + + if logging: + self.logging = logging + self.dologging = True + else: + self.logging = False + self.dologging = False + + self.success = 0 + self.failed = 0 + + try: + self.pull.bind(pull_socket) + except zmq.ZMQError: + raise Exception('Cannot not bind on %s' % pull_socket) + + try: + self.pub.bind(pub_socket) + except zmq.ZMQError: + raise Exception('Cannot not bind on %s' % pub_socket) + + def run(self, debug_step=False, stats=True): + self.polling = True + + if self.debug or debug_step: + return self._poll_verbose(True, stats) + else: + return self._poll(False, stats) + + def _poll(self, debug_step, stats): + while self.polling: + try: + self.logging.info('msg') + self.pub.send(self.pull.recv()) + except KeyboardInterrupt: + self.polling = False + break + except Exception as e: + # Its common to wrap these in wildcard exceptions so + # that we don't loose messages, ever + self.logging.error(str(e)) + self.failed += 1 + continue + + def _poll_verbose(self, debug_step, stats): + while self.polling: + try: + if debug_step: + msg = self.pull.recv() + if self.dologging: + self.logging.info(msg) + self.pub.send(msg) + self.success += 1 + except KeyboardInterrupt: + self.polling = False + break + except Exception as e: + # Its common to wrap these in wildcard exceptions so + # that we don't loose messages, ever + self.logging.error(str(e)) + self.failed += 1 + continue + + def qos(self): + return float(self.success) / (self.success + self.failed) + + def destroy(self): + """ + Manual cleanup. + """ + self.polling = False + + for asoc in self.associated: + asoc.close() + + #if self._ctx: + #self._ctx.destroy() + + def __del__(self): + self.destroy() + + def message_sender(self): + """ + Spin off a socket used for sending messages to this + controller. + """ + s = self._ctx.socket(zmq.PUSH) + s.connect(self.pull_socket) + s.setsockopt(zmq.LINGER, -1) + self.associated.append(s) + return s + + def message_listener(self): + """ + Spin off a socket used for receiving messages from this + controller. + """ + s = self._ctx.socket(zmq.SUB) + s.connect(self.pub_socket) + s.setsockopt(zmq.SUBSCRIBE, '') + self.associated.append(s) + return s class Component(object): - + def __init__(self): """ :addresses: a dict of name_string -> zmq port address strings. Must have the following entries:: - + - sync_address: socket address used for synchronizing the start of all workers, heartbeating, and exit notification will be used in REP/REQ sockets. Bind is always on the REP side. + - control_address: socket address used for controlling and + monitoring the status of the simulation - data_address: socket address used for data sources to stream their records. will be used in PUSH/PULL sockets between data sources and a ParallelBuffer (aka the Feed). Bind will always be on the PULL side (we always have N producers and 1 consumer) @@ -24,31 +153,51 @@ class Component(object): will always be on the PULL side (we always have N producers and 1 consumer) - result_address: socket address used to publish merged data source feed and transforms to clients will be used in PUB/SUB from one Merge to one or many clients. Bind is always on the PUB side. - + Bind/Connect methods will return the correct socket type for each address. Any sockets on which recv is expected to be called will also return a Poller. - - """ + + """ self.zmq = None self.context = None self.addresses = None self.out_socket = None self.gevent_needed = False - + self.killed = False + + # TODO: could probably mkae this into a property instead of a + # method def get_id(self): - NotImplemented - + raise NotImplementedError + def open(self): - NotImplemented - + raise NotImplementedError + + def destroy(self): + """ + Tear down after normal operation. + """ + raise NotImplementedError + + def kill(self): + """ + Tear down ( fast ) as a mode of failure in the + simulation. + """ + raise NotImplementedError + def do_work(self): - NotImplemented - + raise NotImplementedError + def run(self): + + fail = None + try: #TODO: can't initialize these values in the __init__? self.done = False self.sockets = [] + if self.gevent_needed: qutil.LOGGER.info("Loading gevent specific zmq for {id}".format(id=self.get_id())) import gevent_zeromq @@ -56,25 +205,34 @@ class Component(object): else: import zmq self.zmq = zmq + self.context = self.zmq.Context() self.open() self.setup_sync() + self.setup_control() self.loop() + #close all the sockets for sock in self.sockets: sock.close() + except Exception as e: qutil.LOGGER.exception("Unexpected error in run for {id}.".format(id=self.get_id())) - raise e + fail = e + finally: + if(self.context != None): self.context.destroy() - + + if fail: + raise fail + def loop(self): while not self.done: self.confirm() self.do_work() - + def signal_done(self): #notify down stream components that we're done if(self.out_socket != None): @@ -84,15 +242,17 @@ class Component(object): self.receive_sync_ack() #notify internal work look that we're done self.done = True - + + # TODO: probably don't need a method here ... or move into + # higher level framing protocol def is_done_message(self, message): return message == "DONE" - - def confirm(self): + + def confirm(self): # send a synchronization request to the host self.sync_socket.send(self.get_id() + ":RUN") self.receive_sync_ack() - + def receive_sync_ack(self): # wait for synchronization reply from the host socks = dict(self.sync_poller.poll(2000)) #timeout after 2 seconds. @@ -100,32 +260,31 @@ class Component(object): message = self.sync_socket.recv() else: raise Exception("Sync ack timed out on response for {id}".format(id=self.get_id())) - - + def bind_data(self): return self.bind_pull_socket(self.addresses['data_address']) - + def connect_data(self): return self.connect_push_socket(self.addresses['data_address']) - + def bind_feed(self): return self.bind_pub_socket(self.addresses['feed_address']) - + def connect_feed(self): return self.connect_sub_socket(self.addresses['feed_address']) - + def bind_merge(self): return self.bind_pull_socket(self.addresses['merge_address']) - + def connect_merge(self): return self.connect_push_socket(self.addresses['merge_address']) - + def bind_result(self): return self.bind_pub_socket(self.addresses['result_address']) def connect_result(self): return self.connect_sub_socket(self.addresses['result_address']) - + def bind_pull_socket(self, addr): pull_socket = self.context.socket(self.zmq.PULL) pull_socket.bind(addr) @@ -133,7 +292,7 @@ class Component(object): poller.register(pull_socket, self.zmq.POLLIN) self.sockets.append(pull_socket) return pull_socket, poller - + def connect_push_socket(self, addr): push_socket = self.context.socket(self.zmq.PUSH) push_socket.connect(addr) @@ -141,14 +300,14 @@ class Component(object): self.sockets.append(push_socket) self.out_socket = push_socket return push_socket - + def bind_pub_socket(self, addr): pub_socket = self.context.socket(self.zmq.PUB) pub_socket.bind(addr) #pub_socket.setsockopt(self.zmq.LINGER,0) self.out_socket = pub_socket return pub_socket - + def connect_sub_socket(self, addr): sub_socket = self.context.socket(self.zmq.SUB) sub_socket.connect(addr) @@ -157,7 +316,15 @@ class Component(object): poller.register(sub_socket, self.zmq.POLLIN) self.sockets.append(sub_socket) return sub_socket, poller - + + def setup_control(self): + """ + Set up the control socket. Used to monitor the the + overall status of the simulation and to forcefully tear + down the simulation in case of a failure. + """ + pass + def setup_sync(self): qutil.LOGGER.debug("Connecting sync client for {id}".format(id=self.get_id())) self.sync_socket = self.context.socket(self.zmq.REQ) @@ -166,13 +333,17 @@ class Component(object): self.sync_poller = self.zmq.Poller() self.sync_poller.register(self.sync_socket, self.zmq.POLLIN) self.sockets.append(self.sync_socket) - + class ComponentHost(Component): - """Component that can launch multiple sub-components, synchronize their start, and then wait for all - components to be finished.""" + """ + Component that can launch multiple sub-components, synchronize their start, and then wait for all + components to be finished. + """ + def __init__(self, addresses, gevent_needed=False): Component.__init__(self) self.addresses = addresses + #workaround for defect in threaded use of strptime: http://bugs.python.org/issue11108 qutil.parse_date("2012/02/13-10:04:28.114") self.components = {} @@ -182,25 +353,37 @@ class ComponentHost(Component): self.merge = MergedParallelBuffer() self.passthrough = PassthroughTransform() self.gevent_needed = gevent_needed - + self.controller = None + #register the feed and the merge self.register_components([self.feed, self.merge, self.passthrough]) - - def register_components(self, component_list): - for component in component_list: + + def register_controller(self, controller): + self.controller = controller + + for component in self.components.itervalues(): + component.controller = controller + + def register_components(self, components): + for component in components: component.gevent_needed = self.gevent_needed component.addresses = self.addresses + + if self.controller: + component.controller = self.controller + self.components[component.get_id()] = component self.sync_register[component.get_id()] = datetime.datetime.utcnow() + if(isinstance(component, DataSource)): self.feed.add_source(component.get_id()) if(isinstance(component, BaseTransform)): self.merge.add_source(component.get_id()) - + def unregister_component(self, component_id): del(self.components[component_id]) del(self.sync_register[component_id]) - + def setup_sync(self): """Start the sync server.""" qutil.LOGGER.debug("Connecting sync server.") @@ -209,11 +392,12 @@ class ComponentHost(Component): self.poller = self.zmq.Poller() self.poller.register(self.sync_socket, self.zmq.POLLIN) self.sockets.append(self.sync_socket) - + def open(self): for component in self.components.values(): self.launch_component(component) - + self.launch_controller() + def is_timed_out(self): cur_time = datetime.datetime.utcnow() if(len(self.components) == 0): @@ -224,7 +408,7 @@ class ComponentHost(Component): qutil.LOGGER.info("Time out for {source}. Current component registery: {reg}".format(source=source, reg=self.components)) return True return False - + def loop(self): while not self.is_timed_out(): # wait for synchronization request @@ -240,20 +424,23 @@ class ComponentHost(Component): if(self.is_done_message(status)): qutil.LOGGER.info("{id} is DONE".format(id=sync_id)) self.unregister_component(sync_id) - else: + else: self.sync_register[sync_id] = datetime.datetime.utcnow() #qutil.LOGGER.info("confirmed {id}".format(id=msg)) # send synchronization reply self.sync_socket.send('ack', self.zmq.NOBLOCK) - + + def launch_controller(self, controller): + NotImplemented + def launch_component(self, component): NotImplemented - + class ParallelBuffer(Component): """Connects to N PULL sockets, publishing all messages received to a PUB socket. Published messages are guaranteed to be in chronological order based on message property dt. Expects to be instantiated in one execution context (thread, process, etc) and run in another.""" - + def __init__(self): Component.__init__(self) self.sent_count = 0 @@ -262,19 +449,19 @@ class ParallelBuffer(Component): #data source component ID -> List of messages self.data_buffer = {} self.ds_finished_counter = 0 - - + + def get_id(self): return "FEED" - + def add_source(self, source_id): self.data_buffer[source_id] = [] - + def open(self): self.pull_socket, self.poller = self.bind_data() - self.feed_socket = self.bind_feed() + self.feed_socket = self.bind_feed() - def do_work(self): + def do_work(self): # wait for synchronization reply from the host socks = dict(self.poller.poll(2000)) #timeout after 2 seconds. @@ -293,18 +480,18 @@ class ParallelBuffer(Component): def __len__(self): """buffer's length is same as internal map holding separate sorted arrays of events keyed by source id""" - return len(self.data_buffer) - + return len(self.data_buffer) + def append(self, source_id, value): """add an event to the buffer for the source specified by source_id""" self.data_buffer[source_id].append(value) self.received_count += 1 - + def next(self): """Get the next message in chronological order""" if(not(self.is_full() or self.draining)): return - + cur = None earliest = None for events in self.data_buffer.values(): @@ -313,58 +500,58 @@ class ParallelBuffer(Component): cur = events if(earliest == None) or (cur[0]['dt'] <= earliest[0]['dt']): earliest = cur - + if(earliest != None): return earliest.pop(0) - + def is_full(self): """indicates whether the buffer has messages in buffer for all un-DONE sources""" for events in self.data_buffer.values(): if (len(events) == 0): return False return True - + def pending_messages(self): """returns the count of all events from all sources in the buffer""" total = 0 for events in self.data_buffer.values(): total += len(events) return total - + def drain(self): """send all messages in the buffer""" self.draining = True while(self.pending_messages() > 0): self.send_next() - + def send_next(self): """send the (chronologically) next message in the buffer.""" if(not(self.is_full() or self.draining)): return - + event = self.next() if(event != None): self.feed_socket.send(json.dumps(event), self.zmq.NOBLOCK) - self.sent_count += 1 - - + self.sent_count += 1 + + class MergedParallelBuffer(ParallelBuffer): """ Merges multiple streams of events into single messages. """ - + def __init__(self): ParallelBuffer.__init__(self) - + def open(self): self.pull_socket, self.poller = self.bind_merge() self.feed_socket = self.bind_result() - + def next(self): """Get the next merged message from the feed buffer.""" if(not(self.is_full() or self.draining)): return - + #get the raw event from the passthrough transform. result = self.data_buffer["PASSTHROUGH"].pop(0)['value'] for source, events in self.data_buffer.iteritems(): @@ -374,10 +561,10 @@ class MergedParallelBuffer(ParallelBuffer): cur = events.pop(0) result[source] = cur['value'] return result - + def get_id(self): return "MERGE" - + class BaseTransform(Component): """Top level execution entry point for the transform:: @@ -387,8 +574,8 @@ class BaseTransform(Component): - processes all messages received from feed, until DONE message received - pushes all transforms - sends DONE to result socket, closes all sockets and context - - Parent class for feed transforms. Subclass and override transform + + Parent class for feed transforms. Subclass and override transform method to create a new derived value from the combined feed.""" def __init__(self, name): @@ -399,19 +586,19 @@ class BaseTransform(Component): def get_id(self): return self.state['name'] - def open(self): + def open(self): """ Establishes zmq connections. - """ - #create the feed. + """ + #create the feed. self.feed_socket, self.poller = self.connect_feed() #create the result PUSH self.result_socket = self.connect_merge() - + def do_work(self): """ Loops until feed's DONE message is received: - - receive an event from the data feed + - receive an event from the data feed - call transform (subclass' method) on event - send the transformed event """ @@ -436,18 +623,18 @@ class BaseTransform(Component): self.state['value'] = transformed_value """ NotImplemented - + class PassthroughTransform(BaseTransform): - + def __init__(self): BaseTransform.__init__(self, "PASSTHROUGH") - def transform(self, event): + def transform(self, event): return {'value':event} - + class DataSource(Component): """ - Baseclass for data sources. Subclass and implement send_all - usually this + Baseclass for data sources. Subclass and implement send_all - usually this means looping through all records in a store, converting to a dict, and calling send(map). """ @@ -459,8 +646,8 @@ class DataSource(Component): def get_id(self): return self.id - def open(self): - #create the data sink. Based on http://zguide.zeromq.org/py:tasksink2 + def open(self): + #create the data sink. Based on http://zguide.zeromq.org/py:tasksink2 self.data_socket = self.connect_data() def send(self, event): @@ -469,11 +656,11 @@ class DataSource(Component): sets id and type properties in the dict sends to the data_socket. """ - event['id'] = self.id + event['id'] = self.id event['type'] = self.get_type() self.data_socket.send(json.dumps(event)) def get_type(self): raise NotImplemented - \ No newline at end of file + diff --git a/zipline/simulator.py b/zipline/simulator.py deleted file mode 100644 index c64c9a5f..00000000 --- a/zipline/simulator.py +++ /dev/null @@ -1,49 +0,0 @@ -""" -Provides simulated data feed services... -""" -import multiprocessing -import json -import copy -import threading - -import zipline.util as qutil -import zipline.messaging as qmsg - -class SimulatorBase(qmsg.ComponentHost): - """ - Simulator coordinates the launch and communication of source, feed, transform, and merge components. - """ - - def __init__(self, addresses, gevent_needed=False): - """ - """ - qmsg.ComponentHost.__init__(self, addresses, gevent_needed) - - def simulate(self): - self.run() - - def get_id(self): - return "Simulator" - -class ThreadSimulator(SimulatorBase): - - def __init__(self, addresses): - SimulatorBase.__init__(self, addresses) - - def launch_component(self, component): - qutil.LOGGER.info("starting {name}".format(name=component.get_id())) - thread = threading.Thread(target=component.run) - thread.start() - return thread - -class ProcessSimulator(SimulatorBase): - - def __init__(self, addresses): - SimulatorBase.__init__(self, addresses) - - def launch_component(self, component): - qutil.LOGGER.info("starting {name}".format(name=component.get_id())) - proc = multiprocessing.Process(target=component.run) - proc.start() - return proc - diff --git a/zipline/sources.py b/zipline/sources.py index 385ffe0d..4b1a2a18 100644 --- a/zipline/sources.py +++ b/zipline/sources.py @@ -2,15 +2,14 @@ Provides data handlers that can push messages to a zipline.core.DataFeed """ import datetime -import json import random import zipline.util as qutil -import zipline.messaging as qmsg - +import zipline.messaging as qmsg + class RandomEquityTrades(qmsg.DataSource): """Generates a random stream of trades for testing.""" - + def __init__(self, sid, source_id, count): qmsg.DataSource.__init__(self, source_id) self.count = count @@ -19,22 +18,21 @@ class RandomEquityTrades(qmsg.DataSource): self.trade_start = datetime.datetime.now() self.minute = datetime.timedelta(minutes=1) self.price = random.uniform(5.0, 50.0) - + def get_type(self): - return 'equity_trade' - + return 'equity_trade' + def do_work(self): if(self.incr == self.count): self.signal_done() return self.price = self.price + random.uniform(-0.05, 0.05) - event = {'sid':self.sid, - 'dt':qutil.format_date(self.trade_start + (self.minute * self.incr)), - 'price':self.price, - 'volume':random.randrange(100,10000,100)} + event = { + 'sid' : self.sid, + 'dt' : qutil.format_date(self.trade_start + (self.minute * self.incr)), + 'price' : self.price, + 'volume' : random.randrange(100,10000,100) + } + self.send(event) self.incr += 1 - - - - diff --git a/zipline/test/client.py b/zipline/test/client.py index 0fad7187..3b975ec2 100644 --- a/zipline/test/client.py +++ b/zipline/test/client.py @@ -3,20 +3,20 @@ import zipline.util as qutil import zipline.messaging as qmsg class TestClient(qmsg.Component): - + def __init__(self, utest, expected_msg_count=0): qmsg.Component.__init__(self) self.received_count = 0 self.expected_msg_count = expected_msg_count self.utest = utest self.prev_dt = None - + def get_id(self): - return "TEST_CLIENT" - + return "TEST_CLIENT" + def open(self): self.data_feed, self.poller = self.connect_result() - + def do_work(self): socks = dict(self.poller.poll(2000)) #timeout after 2 seconds. if self.data_feed in socks and socks[self.data_feed] == self.zmq.POLLIN: @@ -28,7 +28,7 @@ class TestClient(qmsg.Component): "The client should have received ({n}) the same number of messages as the feed sent ({m})." .format(n=self.received_count, m=self.expected_msg_count)) return - + self.received_count += 1 event = json.loads(msg) if(self.prev_dt != None): @@ -38,7 +38,3 @@ class TestClient(qmsg.Component): self.prev_dt = event['dt'] if(self.received_count % 100 == 0): qutil.LOGGER.info("received {n} messages".format(n=self.received_count)) - - - - \ No newline at end of file diff --git a/zipline/test/test_messaging.py b/zipline/test/test_messaging.py index a03fe6a1..8b0f28d6 100644 --- a/zipline/test/test_messaging.py +++ b/zipline/test/test_messaging.py @@ -1,58 +1,47 @@ """ Test suite for the messaging infrastructure of QSim. """ -#don't worry about excessive public methods pylint: disable=R0904 +#don't worry about excessive public methods pylint: disable=R0904 -import unittest2 as unittest -import multiprocessing -import time +# TODO: make sure this can run in parallel... right now this is +# forbiddeen because we hardcode the ports but it should totally +# be possible and then we can the suite much faster. +# +# nosetests --processes=5 + +import zipline.messaging as qmsg -from zipline.simulator import ThreadSimulator, ProcessSimulator from zipline.transforms.technical import MovingAverage from zipline.sources import RandomEquityTrades -import zipline.util as qutil -import zipline.messaging as qmsg from zipline.test.client import TestClient -qutil.configure_logging() -class SimulatorTestCase(unittest.TestCase): - """Tests the message passing: datasources -> feed -> transforms -> merge -> client""" +# Should not inherit form TestCase since test runners will pick +# it up as a test. +class SimulatorTestCase(object): - def setUp(self): - """generate some config objects for the datafeed, sources, and transforms.""" - self.addresses = {'sync_address' : "tcp://127.0.0.1:10100", - 'data_address' : "tcp://127.0.0.1:10101", - 'feed_address' : "tcp://127.0.0.1:10102", - 'merge_address' : "tcp://127.0.0.1:10103", - 'result_address' : "tcp://127.0.0.1:10104", - 'order_address' : "tcp://127.0.0.1:10105" - } - def get_simulator(self): - return ThreadSimulator(self.addresses) - + """ + Return the simulator instance to be tested. + """ + raise NotImplementedError def test_sources_only(self): - """streams events from two data sources, no transforms.""" + sim = self.get_simulator() ret1 = RandomEquityTrades(133, "ret1", 400) ret2 = RandomEquityTrades(134, "ret2", 400) client = TestClient(self, expected_msg_count=800) sim.register_components([ret1, ret2, client]) sim.simulate() - - self.assertEqual(sim.feed.pending_messages(), 0, - "The feed should be drained of all messages, found {n} remaining." - .format(n=sim.feed.pending_messages())) - - + + self.assertEqual(sim.feed.pending_messages(), 0, + "The feed should be drained of all messages, found {n} remaining." + .format(n=sim.feed.pending_messages())) + + def test_transforms(self): - """ - 2 datasources -> feed -> 2 moving average transforms -> transform merge -> testclient - verify message count at client. - """ sim = self.get_simulator() ret1 = RandomEquityTrades(133, "ret1", 5000) ret2 = RandomEquityTrades(134, "ret2", 5000) @@ -61,10 +50,12 @@ class SimulatorTestCase(unittest.TestCase): client = TestClient(self, expected_msg_count=10000) sim.register_components([ret1, ret2, mavg1, mavg2, client]) sim.simulate() - - self.assertEqual(sim.feed.pending_messages(), 0, "The feed should be drained of all messages.") - + + self.assertEqual(sim.feed.pending_messages(), 0, \ + "The feed should be drained of all messages.") + def dtest_error_in_feed(self): + ret1 = RandomEquityTrades(133, "ret1", 400) ret2 = RandomEquityTrades(134, "ret2", 400) sources = {"ret1":ret1, "ret2":ret2} @@ -73,12 +64,9 @@ class SimulatorTestCase(unittest.TestCase): transforms = {"mavg1":mavg1, "mavg2":mavg2} client = TestClient(self, expected_msg_count=0) sim = self.get_simulator(sources, transforms, client) + + # TODO: way too long sim.feed = DataFeedErr(sources.keys(), sim.data_address, sim.feed_address, sim.performance_address, qmsg.Sync(sim, "DataFeedErrorGenerator")) sim.simulate() - - -class ProcessSimulatorTestCase(SimulatorTestCase): - - def get_simulator(self): - return ProcessSimulator(self.addresses) + diff --git a/zipline/test/test_sanity.py b/zipline/test/test_sanity.py new file mode 100644 index 00000000..416bba57 --- /dev/null +++ b/zipline/test/test_sanity.py @@ -0,0 +1,7 @@ +from unittest2 import TestCase + +class TestEnviroment(TestCase): + + def test_universe(self): + # first order logic is working today. Yay! + self.assertTrue(True != False)