Moved the test folder.

2026-08-13 12:00:16 +08:00 · 2012-05-09 13:34:13 -04:00
parent 0472384253
commit 62ec591d90
13 changed files with 0 additions and 0 deletions
@@ -0,0 +1,129 @@
+"""
+Test the FRAME/UNFRAME functions in the sequence expected from ziplines.    
+"""
+import pytz
+
+from unittest2 import TestCase
+from datetime import datetime, timedelta
+from collections import defaultdict
+
+from nose.tools import timed
+
+import zipline.test.factory as factory
+import zipline.util as qutil
+import zipline.protocol as zp
+
+from zipline.sources import SpecificEquityTrades
+
+DEFAULT_TIMEOUT = 5 # seconds
+
+class ProtocolTestCase(TestCase):
+
+    leased_sockets = defaultdict(list)
+
+    def setUp(self):
+        qutil.configure_logging()
+        self.trading_environment = factory.create_trading_environment()
+
+    @timed(DEFAULT_TIMEOUT)
+    def test_trade_feed_protocol(self):
+
+        sid = 133
+        price = [10.0] * 4
+        volume = [100] * 4
+
+        start_date = datetime.strptime("02/15/2012","%m/%d/%Y")
+        one_day_td = timedelta(days=1)
+
+        trades = factory.create_trade_history(
+            sid, 
+            price, 
+            volume, 
+            one_day_td, 
+            self.trading_environment
+        )
+
+        for trade in trades:
+            #simulate data source sending frame
+            msg = zp.DATASOURCE_FRAME(zp.namedict(trade))
+            #feed unpacking frame
+            recovered_trade = zp.DATASOURCE_UNFRAME(msg)
+            #feed sending frame
+            feed_msg = zp.FEED_FRAME(recovered_trade)
+            #transform unframing
+            recovered_feed = zp.FEED_UNFRAME(feed_msg)
+            #do a transform
+            trans_msg = zp.TRANSFORM_FRAME('helloworld', 2345.6)
+            #simulate passthrough transform -- passthrough shouldn't even
+            # unpack the msg, just resend.
+
+            passthrough_msg = zp.TRANSFORM_FRAME(zp.TRANSFORM_TYPE.PASSTHROUGH,\
+                    feed_msg)
+
+            #merge unframes transform and passthrough
+            trans_recovered = zp.TRANSFORM_UNFRAME(trans_msg)
+            pt_recovered = zp.TRANSFORM_UNFRAME(passthrough_msg)
+            #simulated merge
+            pt_recovered.PASSTHROUGH.merge(trans_recovered)
+            #frame the merged event
+            merged_msg = zp.MERGE_FRAME(pt_recovered.PASSTHROUGH)
+            #unframe the merge and validate values
+            event = zp.MERGE_UNFRAME(merged_msg)
+
+            #check the transformed value, should only be in event, not trade.
+            self.assertTrue(event.helloworld == 2345.6)
+            event.delete('helloworld')
+
+            self.assertEqual(zp.namedict(trade), event)
+
+    @timed(DEFAULT_TIMEOUT)
+    def test_order_protocol(self):
+        #client places an order
+        now = datetime.utcnow().replace(tzinfo=pytz.utc)
+        order = zp.namedict({
+            'dt':now,
+            'sid':133,
+            'amount':100
+        })
+        order_msg = zp.ORDER_FRAME(order)
+
+        #order datasource receives
+        order = zp.ORDER_UNFRAME(order_msg)
+        self.assertEqual(order.sid, 133)
+        self.assertEqual(order.amount, 100)
+        self.assertEqual(order.dt, now)
+        
+        #order datasource datasource frames the order
+        order_event = zp.namedict({
+            "sid"        : order.sid,
+            "amount"     : order.amount,
+            "dt"         : order.dt,
+            "source_id"  : zp.FINANCE_COMPONENT.ORDER_SOURCE,
+            "type"       : zp.DATASOURCE_TYPE.ORDER
+        })
+
+
+        order_ds_msg = zp.DATASOURCE_FRAME(order_event)
+
+        #transaction transform unframes
+        recovered_order = zp.DATASOURCE_UNFRAME(order_ds_msg)
+
+        self.assertEqual(now, recovered_order.dt)
+
+        #create a transaction from the order
+        txn = zp.namedict({
+            'sid'        : recovered_order.sid,
+            'amount'     : recovered_order.amount,
+            'dt'         : recovered_order.dt,
+            'price'      : 10.0,
+            'commission' : 0.50
+        })
+
+        #frame that transaction
+        txn_msg = zp.TRANSFORM_FRAME(zp.TRANSFORM_TYPE.TRANSACTION, txn)
+
+        #unframe
+        recovered_tx = zp.TRANSFORM_UNFRAME(txn_msg).TRANSACTION
+        self.assertEqual(recovered_tx.sid, 133)
+        self.assertEqual(recovered_tx.amount, 100)
+