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removed old test, added better tests for content of final event vs. original.
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@@ -16,21 +16,6 @@ from zipline.sources import SpecificEquityTrades
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class FinanceTestCase(ThreadPoolExecutorMixin, TestCase):
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def test_trade_protocol(self):
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trades = factory.create_trade_history(133,
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[10.0,10.0,10.0,10.0],
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[100,100,100,100],
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datetime.datetime.strptime("02/15/2012","%m/%d/%Y"),
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datetime.timedelta(days=1))
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for trade in trades:
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msg = zp.TRADE_FRAME("fake_source", zp.namedict(trade))
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recovered_trade = zp.DATASOURCE_UNFRAME(msg)
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self.assertTrue(recovered_trade.type == "TRADE")
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self.assertTrue(recovered_trade.source_id == "fake_source")
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del(recovered_trade.__dict__['type'])
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del(recovered_trade.__dict__['source_id'])
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self.assertEqual(zp.namedict(trade), recovered_trade)
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def test_trade_feed_protocol(self):
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trades = factory.create_trade_history(133,
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@@ -60,6 +45,15 @@ class FinanceTestCase(ThreadPoolExecutorMixin, TestCase):
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merged_msg = zp.MERGE_FRAME(pt_recovered.PASSTHROUGH)
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#unframe the merge and validate values
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event = zp.MERGE_UNFRAME(merged_msg)
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#check the transformed value, should only be in event, not trade.
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self.assertTrue(event.helloworld == 2345.6)
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del(event.__dict__['helloworld'])
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self.assertEqual(zp.namedict(trade), event)
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def test_order_protocol(self):
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raise NotImplementedError
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def test_trading_calendar(self):
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known_trading_day = datetime.datetime.strptime("02/24/2012","%m/%d/%Y")
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