diff --git a/zipline/test/test_finance.py b/zipline/test/test_finance.py index e0ee46c4..b9a1442d 100644 --- a/zipline/test/test_finance.py +++ b/zipline/test/test_finance.py @@ -16,21 +16,6 @@ from zipline.sources import SpecificEquityTrades class FinanceTestCase(ThreadPoolExecutorMixin, TestCase): - - def test_trade_protocol(self): - trades = factory.create_trade_history(133, - [10.0,10.0,10.0,10.0], - [100,100,100,100], - datetime.datetime.strptime("02/15/2012","%m/%d/%Y"), - datetime.timedelta(days=1)) - for trade in trades: - msg = zp.TRADE_FRAME("fake_source", zp.namedict(trade)) - recovered_trade = zp.DATASOURCE_UNFRAME(msg) - self.assertTrue(recovered_trade.type == "TRADE") - self.assertTrue(recovered_trade.source_id == "fake_source") - del(recovered_trade.__dict__['type']) - del(recovered_trade.__dict__['source_id']) - self.assertEqual(zp.namedict(trade), recovered_trade) def test_trade_feed_protocol(self): trades = factory.create_trade_history(133, @@ -60,6 +45,15 @@ class FinanceTestCase(ThreadPoolExecutorMixin, TestCase): 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) + del(event.__dict__['helloworld']) + + self.assertEqual(zp.namedict(trade), event) + + def test_order_protocol(self): + raise NotImplementedError def test_trading_calendar(self): known_trading_day = datetime.datetime.strptime("02/24/2012","%m/%d/%Y")