Moved the test folder.

tests/client.py

@@ -0,0 +1,85 @@
+from gevent_zeromq import zmq
+
+import zipline.util as qutil
+import zipline.messaging as qmsg
+import zipline.protocol as zp
+from zipline.protocol import CONTROL_PROTOCOL, COMPONENT_TYPE
+from zipline.finance.trading import TradeSimulationClient
+
+class TestClient(qmsg.Component):
+
+    def __init__(self):
+        qmsg.Component.__init__(self)
+        self.init()
+
+    def init(self):
+        self.received_count     = 0
+        self.prev_dt            = None
+
+        self.result_streams     = []
+
+        # Maximum outgoing result streams, really shouldn't ever
+        # need more than 1.
+        self.max_outgoing       = 5
+
+    @property
+    def get_id(self):
+        return "TEST_CLIENT"
+
+    @property
+    def get_type(self):
+        return COMPONENT_TYPE.SINK
+
+    def open(self):
+        self.data_feed = self.connect_result()
+
+    def result_stream(self, zmq_socket, context=None):
+        """
+        Asynchronously grab a socket to stream results out on.
+        """
+        ctx = context or zmq.Context.instance()
+        sock = ctx.socket(zmq.PULL)
+        sock.bind(zmq_socket)
+
+        # Add
+        self.result_streams.append( sock )
+
+    def do_work(self):
+        socks = dict(self.poll.poll(self.heartbeat_timeout))
+
+        if self.control_in in socks and socks[self.control_in] == self.zmq.POLLIN:
+            msg = self.control_in.recv()
+
+        if self.data_feed in socks and socks[self.data_feed] == self.zmq.POLLIN:
+            msg = self.data_feed.recv()
+            #logger.info('msg:' + str(msg))
+
+            if msg == str(CONTROL_PROTOCOL.DONE):
+                qutil.LOGGER.info("Client is DONE!")
+                self.signal_done()
+                return
+
+            self.received_count += 1
+
+            try:
+                event = self.unframe(msg)
+
+            # deserialization error
+            except zp.INVALID_MERGE_FRAME as exc:
+                return self.signal_exception(exc)
+
+            if self.prev_dt != None:
+                if not event['dt'] >= self.prev_dt:
+                    raise Exception(
+                        "Message out of order: {date} after {prev}".format(
+                            date = event['dt'], prev = self.prev_dt
+                        )
+                    )
+            else:
+                self.prev_dt = event.dt
+
+            if self.received_count % 100 == 0:
+                qutil.LOGGER.info("received {n} messages".format(n=self.received_count))
+            
+    def unframe(self, msg):
+        return zp.MERGE_UNFRAME(msg)