Moved the test folder.

tests/algorithms.py

@@ -0,0 +1,140 @@
+"""
+Algorithm Protocol
+===================
+
+For a class to be passed as a trading algorithm to the 
+:py:class:`zipline.lines.SimulatedTrading` zipline
+it must follow an implementation protocol. Examples of this algorithm protocol
+are provided below.
+
+The algorithm must expose methods:
+
+  - initialize: method that takes no args, no returns. Simply called to 
+  enable the algorithm to set any internal state needed.
+
+  - get_sid_filter: method that takes no args, and returns a list
+  of valid sids. List must have a length between 1 and 10. If None is returned
+  the filter will block all events.
+  
+  - handle_frame: method that accepts a :py:class:`pandas.Dataframe` of the 
+  current state of the simulation universe. An example frame::
+  
+    +-----------------+--------------+----------------+--------------------+
+    |                 | SID(133)     |  SID(134)      | SID(135)           |
+    +=================+==============+================+====================+
+    | price           | $10.10       | $22.50         | $13.37             |
+    +-----------------+--------------+----------------+--------------------+
+    | volume          | 10,000       | 5,000          | 50,000             |
+    +-----------------+--------------+----------------+--------------------+
+    | mvg_avg_30      | $9.97        | $22.61         | $13.37             |
+    +-----------------+--------------+----------------+--------------------+
+    | dt              | 6/30/2012    | 6/30/2011      | 6/29/2012          |
+    +-----------------+--------------+----------------+--------------------+
+            
+  - set_order: method that accepts a callable. Will be set as the value of the 
+    order method of trading_client. An algorithm can then place orders with a 
+    valid SID and a number of shares::
+    
+        self.order(SID(133), share_count)
+        
+  - set_performance: property which can be set equal to the 
+    cumulative_trading_performance property of the trading_client. An 
+    algorithm can then check position information with the
+    Portfolio object::
+    
+        self.Portfolio[SID(133)]['cost_basis']
+
+"""
+
+import zipline.protocol as zp
+
+class TestAlgorithm():
+    """
+    This algorithm will send a specified number of orders, to allow unit tests
+    to verify the orders sent/received, transactions created, and positions
+    at the close of a simulation.
+    """
+    
+    def __init__(self, sid, amount, order_count):
+        self.count = order_count
+        self.sid = sid
+        self.amount = amount
+        self.incr = 0
+        self.done = False
+        self.order = None
+        self.frame_count = 0
+        self.portfolio = None
+    
+    def initialize(self):
+        pass
+        
+    def set_order(self, order_callable):
+        self.order = order_callable
+        
+    def set_portfolio(self, portfolio):
+        self.portfolio = portfolio
+        
+    def handle_frame(self, frame):
+        self.frame_count += 1
+        #place an order for 100 shares of sid
+        if self.incr < self.count:
+            self.order(self.sid, self.amount)
+            self.incr += 1
+                
+    def get_sid_filter(self):
+        return [self.sid] 
+        
+#
+class HeavyBuyAlgorithm():
+    """
+    This algorithm will send a specified number of orders, to allow unit tests
+    to verify the orders sent/received, transactions created, and positions
+    at the close of a simulation.
+    """
+    
+    def __init__(self, sid, amount):
+        self.sid = sid
+        self.amount = amount
+        self.incr = 0
+        self.done = False
+        self.order = None
+        self.frame_count = 0
+        self.portfolio = None
+    
+    def initialize(self):
+        pass    
+    
+    def set_order(self, order_callable):
+        self.order = order_callable
+        
+    def set_portfolio(self, portfolio):
+        self.portfolio = portfolio
+        
+    def handle_frame(self, frame):
+        self.frame_count += 1
+        #place an order for 100 shares of sid
+        self.order(self.sid, self.amount)
+        self.incr += 1
+                
+    def get_sid_filter(self):
+        return [self.sid]         
+    
+class NoopAlgorithm(object):
+    """
+    Dolce fa niente.
+    """
+    
+    def initialize(self):
+        pass
+        
+    def set_order(self, order_callable):
+        pass
+    
+    def set_portfolio(self, portfolio):
+        pass
+        
+    def handle_frame(self, frame):
+        pass
+    
+    def get_sid_filter(self):
+        return None