test fixes

tests/test_exception_handling.py

@@ -55,7 +55,7 @@ class ExceptionTestCase(TestCase):
         self.assertEqual(len(output), 1)
         self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
         payload = output[-1]['payload']['stack']
-        #check(self, payload, INITIALIZE_TB)
+        check(self, payload, INITIALIZE_TB)
 
         self.assertTrue(zipline.sim.ready())
         self.assertFalse(zipline.sim.exception)
@@ -94,59 +94,66 @@ class ExceptionTestCase(TestCase):
 
 
 INITIALIZE_TB =\
-[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+[{'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
   'line': 'self._run()',
-  'lineno': 229,
+  'lineno': 204,
   'method': 'run'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
   'line': 'self.loop()',
-  'lineno': 220,
+  'lineno': 195,
   'method': '_run'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
-  'line': 'self.do_work()',
-  'lineno': 257,
-  'method': 'loop'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'self.initialize_algo()',
-  'lineno': 100,
-  'method': 'do_work'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'self.do_op(self.algorithm.initialize)',
-  'lineno': 83,
-  'method': 'initialize_algo'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'callable_op(*args, **kwargs)',
-  'lineno': 208,
-  'method': 'do_op'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
-  'line': 'raise Exception("Algo exception in initialize")',
-  'lineno': 162,
-  'method': 'initialize'}]
-
-HANDLE_DATA_TB =\
-[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py', 'line': 'self._run()', 'lineno': 204, 'method': 'run'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py', 'line': 'self.loop()', 'lineno': 195, 'method': '_run'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
   'line': 'self.do_work()',
   'lineno': 235,
   'method': 'loop'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'self.process_event(event)',
-  'lineno': 116,
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'self.initialize_algo()',
+  'lineno': 97,
   'method': 'do_work'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'self.run_algorithm()',
-  'lineno': 164,
-  'method': 'process_event'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
-  'line': 'self.do_op(self.algorithm.handle_data, data)',
-  'lineno': 186,
-  'method': 'run_algorithm'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'self.do_op(self.algorithm.initialize)',
+  'lineno': 80,
+  'method': 'initialize_algo'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
   'line': 'callable_op(*args, **kwargs)',
   'lineno': 206,
   'method': 'do_op'},
- {'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
+  'line': 'raise Exception("Algo exception in initialize")',
+  'lineno': 166,
+  'method': 'initialize'}]
+
+
+HANDLE_DATA_TB =\
+[{'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+  'line': 'self._run()',
+  'lineno': 204,
+  'method': 'run'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+  'line': 'self.loop()',
+  'lineno': 195,
+  'method': '_run'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
+  'line': 'self.do_work()',
+  'lineno': 235,
+  'method': 'loop'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'self.process_event(event)',
+  'lineno': 116,
+  'method': 'do_work'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'self.run_algorithm()',
+  'lineno': 164,
+  'method': 'process_event'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'self.do_op(self.algorithm.handle_data, data)',
+  'lineno': 186,
+  'method': 'run_algorithm'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
+  'line': 'callable_op(*args, **kwargs)',
+  'lineno': 206,
+  'method': 'do_op'},
+ {'filename': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
   'line': 'raise Exception("Algo exception in handle_data")',
-  'lineno': 183,
+  'lineno': 187,
   'method': 'handle_data'}]

tests/test_finance.py

@@ -41,12 +41,12 @@ class FinanceTestCase(TestCase):
         self.zipline_test_config = {
             'allocator'         : allocator,
             'sid'               : 133,
-            'devel'             : True,
+            #'devel'             : True,
             'results_socket'    : allocator.lease(1)[0]
         }
         self.ctx = zmq.Context()
 
-        setup_logger(self, '/var/log/qexec/qexec.log')
+        setup_logger(self)
 
     def tearDown(self):
         teardown_logger(self)
@@ -128,7 +128,7 @@ class FinanceTestCase(TestCase):
 
     #@timed(DEFAULT_TIMEOUT)
     def test_sid_filter(self):
-        """Ensure the algorithm's filter prevents events from arriving."""
+        # Ensure the algorithm's filter prevents events from arriving.
         # create a test algorithm whose filter will not match any of the
         # trade events sourced inside the zipline.
         order_amount = 100

zipline/finance/sources.py

@@ -40,14 +40,7 @@ class TradeDataSource(DataSource):
 
         if event.sid in self.filter['sid']:
             message = zp.DATASOURCE_FRAME(event)
-        else:
-            blank = ndict({
-                "type"      : zp.DATASOURCE_TYPE.TRADE,
-                "source_id" : self.get_id
-            })
-            message = zp.DATASOURCE_FRAME(blank)
-
-        self.data_socket.send(message)
+            self.data_socket.send(message)
 
 
 class RandomEquityTrades(TradeDataSource):

zipline/test_algorithms.py

@@ -54,7 +54,7 @@ class TestAlgorithm():
     at the close of a simulation.
     """
 
-    def __init__(self, sid, amount, order_count):
+    def __init__(self, sid, amount, order_count, sid_filter=None):
         self.count = order_count
         self.sid = sid
         self.amount = amount
@@ -63,6 +63,10 @@ class TestAlgorithm():
         self.order = None
         self.frame_count = 0
         self.portfolio = None
+        if sid_filter:
+            self.sid_filter = sid_filter
+        else:
+            self.sid_filter = [self.sid]
 
     def initialize(self):
         pass
@@ -84,7 +88,7 @@ class TestAlgorithm():
             self.incr += 1
 
     def get_sid_filter(self):
-        return [self.sid]
+        return self.sid_filter
 
 #
 class HeavyBuyAlgorithm():