Attempt to fix protocol assertion error.

zipline/sources.py

@@ -5,23 +5,28 @@ import datetime
 import random
 import pytz
 
-import zipline.util as qutil
 import zipline.messaging as zm
 import zipline.protocol as zp
 
+
 class TradeDataSource(zm.DataSource):
-    
+
     def send(self, event):
-        """ :param dict event: is a trade event with data as per :py:func: `zipline.protocol.TRADE_FRAME`
+        """
-            :rtype: None
+        :param dict event: is a trade event with data as per
+                           :py:func: `zipline.protocol.TRADE_FRAME`
+        :rtype: None
         """
         event.source_id = self.get_id
         message = zp.DATASOURCE_FRAME(event)
         self.data_socket.send(message)
 
+
 class RandomEquityTrades(TradeDataSource):
-    """Generates a random stream of trades for testing."""
+    """
-    
+    Generates a random stream of trades for testing.
+    """
+
     def __init__(self, sid, source_id, count):
         zm.DataSource.__init__(self, source_id)
         self.count          = count
@@ -30,32 +35,44 @@ class RandomEquityTrades(TradeDataSource):
         self.trade_start    = datetime.datetime.now().replace(tzinfo=pytz.utc)
         self.minute         = datetime.timedelta(minutes=1)
         self.price          = random.uniform(5.0, 50.0)
-    
+
-    
+
     def get_type(self):
-        return 'EQUITY_TRADE'
+        zp.COMPONENT_TYPE.SOURCE
-    
+
-    
     def do_work(self):
         if(self.incr == self.count):
             self.signal_done()
             return
-        
-        self.price = self.price + random.uniform(-0.05, 0.05)        
-        self._send(self.sid, self.price, random.randrange(100,10000,100), self.trade_start + (self.minute * self.incr))
-        self.incr += 1        
 
-    def _send(self, sid, price, volume, dt):
+        self.price = self.price + random.uniform(-0.05, 0.05)
-        event = zp.namedict({'source_id': self.get_id, "type" : "TRADE", "sid":sid, "price":price, "volume":volume, "dt":dt})
+        volume = random.randrange(100,10000,100)
-        self.send(event)
+
+        event = zp.namedict({
+            'source_id' : self.get_id,
+            "type"      : zp.DATASOURCE_TYPE.ORDER,
+            "sid"       : self.sid,
+            "price"     : self.price,
+            "volume"    : volume,
+            "dt"        : self.trade_start + (self.minute * self.incr),
+        })
+
+        message = zp.DATASOURCE_FRAME(event)
+        self.send(message)
+
+        self.incr += 1
 
 
 class SpecificEquityTrades(TradeDataSource):
-    """Generates a random stream of trades for testing."""
+    """
+    Generates a random stream of trades for testing.
+    """
 
     def __init__(self, source_id, event_list):
         """
-        :event_list: should be a chronologically ordered list of dictionaries in the following form:
+        :event_list: should be a chronologically ordered list of dictionaries
+                     in the following form:
+
                 event = {
                     'sid'    : an integer for security id,
                     'dt'     : datetime object,
@@ -67,14 +84,14 @@ class SpecificEquityTrades(TradeDataSource):
         self.event_list = event_list
 
     def get_type(self):
-        return 'EQUITY_TRADE'
+        zp.COMPONENT_TYPE.SOURCE
 
     def do_work(self):
         if(len(self.event_list) == 0):
             self.signal_done()
             return
-        
+
         event = self.event_list.pop(0)
         self.send(zp.namedict(event))
-        
+
 

zipline/test/test_messaging.py

@@ -11,6 +11,7 @@ from zipline.sources import RandomEquityTrades
 from zipline.test.client import TestClient
 from zipline.test.transform import DivideByZeroTransform
 
+from nose.tools import timed
 
 # Should not inherit form TestCase since test runners will pick
 # it up as a test. Its a Mixin of sorts at this point.
@@ -73,6 +74,7 @@ class SimulatorTestCase(object):
     #  Cases
     # -------
 
+    @timed(2)
     def test_simple(self):
 
         # Simple test just to make sure that the archiecture is
@@ -100,7 +102,7 @@ class SimulatorTestCase(object):
 
         ret1 = RandomEquityTrades(133, "ret1", 1)
         ret2 = RandomEquityTrades(134, "ret2", 1)
-        client = TestClient(expected_msg_count=(ret1.count + ret2.count))
+        client = TestClient()
 
         sim.register_controller( con )
         sim.register_components([ret1, ret2, client])
@@ -149,7 +151,7 @@ class SimulatorTestCase(object):
         ret1 = RandomEquityTrades(133, "ret1", 1)
         ret2 = RandomEquityTrades(134, "ret2", 1)
         fail_transform = DivideByZeroTransform("fail")
-        client = TestClient(self, expected_msg_count=ret1.count + ret2.count)
+        client = TestClient()
 
         sim.register_controller( con )
         sim.register_components([ret1, ret2, fail_transform, client])
@@ -194,7 +196,7 @@ class SimulatorTestCase(object):
 
         ret1 = RandomEquityTrades(133, "ret1", 400)
         ret2 = RandomEquityTrades(134, "ret2", 400)
-        client = TestClient(expected_msg_count=ret1.count + ret2.count)
+        client = TestClient()
 
         sim.register_controller( con )
         sim.register_components([ret1, ret2, client])
@@ -240,7 +242,7 @@ class SimulatorTestCase(object):
         ret2 = RandomEquityTrades(134, "ret2", 5000)
         mavg1 = MovingAverage("mavg1", 30)
         mavg2 = MovingAverage("mavg2", 60)
-        client = TestClient(expected_msg_count=10000)
+        client = TestClient()
 
         sim.register_components([ret1, ret2, mavg1, mavg2, client])
         sim.register_controller( con )