From 940ddd22d3807621f29b6a7dbe61493f0f4d5f8c Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Wed, 17 Jul 2013 19:56:55 -0400
Subject: [PATCH] TST: Added testing of order timings and price.

---
 tests/test_algorithm.py    | 10 +++++++++-
 zipline/test_algorithms.py | 19 +++++++++++++++++++
 2 files changed, 28 insertions(+), 1 deletion(-)

diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index 5c56b074..63d0cf6e 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -20,7 +20,8 @@ import numpy as np
 from zipline.utils.test_utils import setup_logger
 import zipline.utils.factory as factory
 from zipline.test_algorithms import (TestRegisterTransformAlgorithm,
-                                     RecordAlgorithm)
+                                     RecordAlgorithm,
+                                     TestOrderAlgorithm)
 from zipline.sources import (SpecificEquityTrades,
                              DataFrameSource,
                              DataPanelSource)
@@ -164,3 +165,10 @@ class TestTransformAlgorithm(TestCase):
         )
         self.assertEqual(algo.data_frequency, 'minute')
         self.assertEqual(algo.annualizer, 10)
+
+    def test_orders_executed(self):
+        algo = TestOrderAlgorithm(
+            sim_params=self.sim_params,
+            data_frequency='daily'
+        )
+        algo.run(self.df)
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index cd0916ce..e8b2586b 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -216,6 +216,25 @@ class RecordAlgorithm(TradingAlgorithm):
         self.incr += 1
         self.record(incr=self.incr)
 
+
+class TestOrderAlgorithm(TradingAlgorithm):
+    def initialize(self):
+        self.incr = 0
+        self.sale_price = None
+
+    def handle_data(self, data):
+        print data[0]
+        if self.incr == 0:
+            assert 0 not in self.portfolio.positions
+        else:
+            assert self.portfolio.positions[0]['amount'] == \
+                self.incr, "Orders not filled immediately."
+            assert self.portfolio.positions[0]['last_sale_price'] == \
+                data[0].price, "Orders not filled at current price."
+        self.incr += 1
+        self.order(0, 1)
+
+
 from zipline.algorithm import TradingAlgorithm
 from zipline.transforms import BatchTransform, batch_transform
 from zipline.transforms import MovingAverage