ENH: Added testing for serialization.

tests/test_serialization.py

@@ -0,0 +1,184 @@
+#
+# Copyright 2015 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import datetime
+import pytz
+
+from nose_parameterized import parameterized
+from unittest import TestCase
+
+from zipline.finance.blotter import Blotter, Order
+from zipline.finance.commission import PerShare, PerTrade, PerDollar
+from zipline.finance.performance.period import PerformancePeriod
+from zipline.finance.performance.position import Position
+from zipline.finance.performance.tracker import PerformanceTracker
+from zipline.finance.risk.cumulative import RiskMetricsCumulative
+from zipline.finance.risk.period import RiskMetricsPeriod
+from zipline.finance.risk.report import RiskReport
+from zipline.finance.slippage import (
+    FixedSlippage,
+    Transaction,
+    VolumeShareSlippage
+)
+from zipline.protocol import Account
+from zipline.protocol import Portfolio
+from zipline.protocol import Position as ProtocolPosition
+
+
+from zipline.finance.trading import SimulationParameters
+
+from zipline.utils import factory
+
+DEFAULT_TIMEOUT = 15  # seconds
+EXTENDED_TIMEOUT = 90
+
+
+class SerializationTestCase(TestCase):
+
+    @parameterized.expand([
+        (Order, (datetime.datetime(2013, 6, 19), 8554, 100)),
+        (PerShare, ()),
+        (PerTrade, ()),
+        (PerDollar, ()),
+        (Position, (8554,)),
+        (FixedSlippage, ()),
+        (Transaction, (8554, 10, datetime.datetime(2013, 6, 19), 100, "0000")),
+        (VolumeShareSlippage, ()),
+        (Account, ()),
+        (Portfolio, ()),
+        (ProtocolPosition, (8554,))
+    ])
+    def test_object_serialization(self, cls, initargs):
+
+        obj = cls(*initargs)
+        state = obj.__getstate__()
+        if hasattr(obj, '__getinitargs__'):
+            initargs = obj.__getinitargs__()
+        else:
+            initargs = None
+
+        obj2 = cls.__new__(cls)
+        if initargs is not None:
+            obj2.__init__(*initargs)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.__dict__, obj2.__dict__)
+
+    # Need special handling to compare equality for some objects
+
+    def test_perf_period_serialization(self):
+
+        obj = PerformancePeriod(10000)
+        state = obj.__getstate__()
+
+        obj2 = PerformancePeriod.__new__(PerformancePeriod)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.to_dict(), obj2.to_dict())
+
+    def test_blotter_serialization(self):
+
+        obj = Blotter()
+        state = obj.__getstate__()
+        initargs = obj.__getinitargs__()
+
+        obj2 = Blotter.__new__(Blotter)
+        obj2.__init__(*initargs)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.__repr__(), obj2.__repr__())
+
+    @parameterized.expand([
+        ('daily',),
+        ('minute',),
+    ])
+    def test_perf_tracker_serialization(self, emission_rate):
+
+        sim_params = SimulationParameters(
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            10000,
+            emission_rate=emission_rate)
+
+        obj = PerformanceTracker(sim_params)
+        state = obj.__getstate__()
+
+        obj2 = PerformanceTracker.__new__(PerformanceTracker)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.to_dict(), obj2.to_dict())
+
+    @parameterized.expand([
+        ('daily',),
+        ('minute',),
+    ])
+    def test_risk_metrics_cumulative_serialization(self, emission_rate):
+        sim_params = SimulationParameters(
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            10000,
+            emission_rate=emission_rate)
+
+        obj = RiskMetricsCumulative(sim_params)
+        state = obj.__getstate__()
+
+        obj2 = RiskMetricsCumulative.__new__(RiskMetricsCumulative)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.to_dict(), obj2.to_dict())
+
+    @parameterized.expand([
+        ('daily',),
+        ('minute',),
+    ])
+    def test_risk_metrics_period_serialization(self, emission_rate):
+
+        sim_params = SimulationParameters(
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            10000,
+            emission_rate=emission_rate)
+
+        returns = factory.create_returns_from_list(
+            [1.0], sim_params)
+        obj = RiskMetricsPeriod(returns.index[0], returns.index[0], returns)
+        state = obj.__getstate__()
+
+        obj2 = RiskMetricsPeriod.__new__(RiskMetricsPeriod)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.to_dict(), obj2.to_dict())
+
+    @parameterized.expand([
+        ('daily',),
+        ('minute',),
+    ])
+    def test_risk_report_serialization(self, emission_rate):
+
+        sim_params = SimulationParameters(
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+            10000,
+            emission_rate=emission_rate)
+
+        returns = factory.create_returns_from_list(
+            [1.0], sim_params)
+        obj = RiskReport(returns, sim_params)
+        state = obj.__getstate__()
+
+        obj2 = RiskReport.__new__(RiskReport)
+        obj2.__setstate__(state)
+
+        self.assertEqual(obj.to_dict(), obj2.to_dict())