exception handling code revised. gevent, pypy, and threadsim vestiges removed.

devel flag removed.
This commit is contained in:
fawce
2012-07-26 16:22:13 -04:00
parent 1f3a2cc3dc
commit abf9c8efa5
13 changed files with 233 additions and 321 deletions
-1
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@@ -1,5 +1,4 @@
import logging
from gevent_zeromq import zmq
import zipline.protocol as zp
from zipline.core.component import Component
+83 -21
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@@ -2,14 +2,17 @@ import zmq
from unittest2 import TestCase
from collections import defaultdict
from logbook.compat import LoggingHandler
from zipline.test_algorithms import ExceptionAlgorithm
from zipline.test_algorithms import ExceptionAlgorithm, NoopAlgorithm
from zipline.finance.trading import SIMULATION_STYLE
from zipline.core.devsimulator import AddressAllocator
from zipline.lines import SimulatedTrading
from zipline.utils.test_utils import drain_zipline, check
from zipline.utils.test_utils import \
drain_zipline, \
check, \
setup_logger, \
teardown_logger
DEFAULT_TIMEOUT = 15 # seconds
EXTENDED_TIMEOUT = 90
@@ -30,67 +33,126 @@ class ExceptionTestCase(TestCase):
'simulation_style' : SIMULATION_STYLE.FIXED_SLIPPAGE
}
self.ctx = zmq.Context()
self.log_handler = LoggingHandler()
self.log_handler.push_application()
setup_logger(self)
def tearDown(self):
self.log_handler.pop_application()
self.ctx.term()
teardown_logger(self)
def test_exception_in_init(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
ExceptionAlgorithm(
'initialize',
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
**self.zipline_test_config
)
output, _ = drain_zipline(self, zipline)
self.assertEqual(len(output), 1)
self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
payload = output[-1]['payload']
#check(self, payload, INITIALIZE_TB)
self.assertTrue(zipline.sim.ready())
self.assertFalse(zipline.sim.exception)
def test_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
ExceptionAlgorithm('initialize')
ExceptionAlgorithm(
'handle_data',
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
**self.zipline_test_config
)
output, _ = drain_zipline(self, zipline)
self.assertEqual(len(output), 1)
self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
payload = output[-1]['payload']
check(self, payload, INITIALIZE_STACK_TB)
#check(self, payload, HANDLE_DATA_TB)
import nose.tools; nose.tools.set_trace()
self.assertTrue(zipline.sim.ready())
self.assertFalse(zipline.sim.exception)
# TODO:
# - exception protocol to use prefix/payload as EXCEPT,
# and the stack trace
# - test exception in handle_data
# - define more zipline failure modes: exception in other
# components, exception in Monitor, etc. write tests
# for those scenarios.
INITIALIZE_STACK_TB =\
INITIALIZE_TB =\
[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
'line': 'self._run()',
'lineno': 229,
'method': 'run'},
{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
'line': 'self.open()',
'lineno': 208,
'line': 'self.loop()',
'lineno': 220,
'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': 73,
'method': 'open'},
'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': 205,
'lineno': 208,
'method': 'do_op'},
{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
'line': 'raise Exception("Algo exception in initialize")',
'lineno': 161,
'lineno': 162,
'method': 'initialize'}]
HANDLE_DATA_TB =\
[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
'line': 'self._run()',
'lineno': 229,
'method': 'run'},
{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
'line': 'self.loop()',
'lineno': 220,
'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.process_event(event)',
'lineno': 119,
'method': 'do_work'},
{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
'line': 'self.run_algorithm()',
'lineno': 167,
'method': 'process_event'},
{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
'line': 'self.do_op(self.algorithm.handle_data, data)',
'lineno': 189,
'method': 'run_algorithm'},
{'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 handle_data")',
'lineno': 183,
'method': 'handle_data'}]
+9 -6
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@@ -21,8 +21,13 @@ from zipline.lines import SimulatedTrading
from zipline.finance.performance import PerformanceTracker
from zipline.utils.protocol_utils import ndict
from zipline.finance.trading import TransactionSimulator, SIMULATION_STYLE
from zipline.utils.test_utils import assert_single_position,\
drain_zipline
from zipline.utils.test_utils import \
drain_zipline, \
check, \
setup_logger, \
teardown_logger,\
assert_single_position
DEFAULT_TIMEOUT = 15 # seconds
EXTENDED_TIMEOUT = 90
@@ -42,11 +47,10 @@ class FinanceTestCase(TestCase):
}
self.ctx = zmq.Context()
self.log_handler = LoggingHandler()
self.log_handler.push_application()
setup_logger(self)
def tearDown(self):
self.log_handler.pop_application()
teardown_logger(self)
@timed(DEFAULT_TIMEOUT)
def test_factory_daily(self):
@@ -143,7 +147,6 @@ class FinanceTestCase(TestCase):
zipline = SimulatedTrading.create_test_zipline(
**self.zipline_test_config
)
output, transaction_count = drain_zipline(self, zipline)
self.assertTrue(zipline.sim.ready())
-16
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@@ -1,4 +1,3 @@
import gevent
from logbook.compat import LoggingHandler
from unittest2 import TestCase, skip
@@ -25,18 +24,3 @@ class TestMonitor(TestCase):
con = Controller(pub_socket, route_socket, )
con.manage([ 'a', 'b', 'c', 'd' ])
@skip
def test_poll(self):
from mock_zmq import zmq_synthetic
pub_socket = 'tcp://127.0.0.1:5000'
route_socket = 'tcp://127.0.0.1:5001'
cancel_socket = 'tcp://127.0.0.1:5002'
con = Controller(pub_socket, route_socket, cancel_socket)
con.manage([ 'a', 'b', 'c', 'd' ])
con.zmq = zmq_synthetic
con.zmq_flavor = 'green'
con.period = 0.00001
gevent.spawn(con.run).join(timeout=con.period)