fixed up tests to abandon thread simulator.

tests/test_exception_handling.py

@@ -0,0 +1,48 @@
+from unittest2 import TestCase
+from collections import defaultdict
+from logbook.compat import LoggingHandler
+
+from zipline.test_algorithms import ExceptionAlgorithm
+from zipline.finance.trading import SIMULATION_STYLE
+from zipline.core.devsimulator import AddressAllocator
+from zipline.lines import SimulatedTrading
+
+DEFAULT_TIMEOUT = 15 # seconds
+EXTENDED_TIMEOUT = 90
+
+allocator = AddressAllocator(1000)
+
+
+class FinanceTestCase(TestCase):
+
+    leased_sockets = defaultdict(list)
+
+    def setUp(self):
+        self.zipline_test_config = {
+            'allocator' : allocator,
+            'sid'       : 133,
+            'devel'     : True
+        }
+        self.log_handler = LoggingHandler()
+        self.log_handler.push_application()
+
+    def tearDown(self):
+        self.log_handler.pop_application()
+
+    def test_exception_in_init(self):
+
+        # Simulation
+        # ----------
+
+        self.zipline_test_config['simulation_style'] = \
+            SIMULATION_STYLE.FIXED_SLIPPAGE
+        self.zipline_test_config['algorithm'] = ExceptionAlgorithm('initialize')
+        self.zipline_test_config['devel'] = False
+
+        zipline = SimulatedTrading.create_test_zipline(
+            **self.zipline_test_config
+        )
+        zipline.simulate(blocking=True)
+
+        self.assertTrue(zipline.sim.ready())
+        self.assertTrue(zipline.sim.exception)

tests/test_finance.py

@@ -21,13 +21,14 @@ 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
 
 DEFAULT_TIMEOUT = 15 # seconds
 EXTENDED_TIMEOUT = 90
 
 allocator = AddressAllocator(1000)
 
-
 class FinanceTestCase(TestCase):
 
     leased_sockets = defaultdict(list)
@@ -113,28 +114,6 @@ class FinanceTestCase(TestCase):
         self.assertTrue(env.last_close.month == 12)
         self.assertTrue(env.last_close.day == 31)
 
-    def drain_zipline(self):
-        self.receiver = self.ctx.socket(zmq.PULL)
-        self.receiver.bind(self.zipline_test_config['results_socket'])
-
-        output = []
-        transaction_count  = 0
-        while True:
-            msg = self.receiver.recv()
-            if msg == str(zp.CONTROL_PROTOCOL.DONE):
-                break
-            else:
-                update = zp.BT_UPDATE_UNFRAME(msg)
-                output.append(update)
-                if update['prefix'] == 'PERF':
-                    transaction_count += \
-                        len(update['payload']['daily_perf']['transactions'])
-
-        del self.receiver
-        return output, transaction_count
-
-
-
     @timed(EXTENDED_TIMEOUT)
     def test_full_zipline(self):
         #provide enough trades to ensure all orders are filled.
@@ -143,33 +122,7 @@ class FinanceTestCase(TestCase):
         zipline = SimulatedTrading.create_test_zipline(**self.zipline_test_config)
         zipline.simulate(blocking=False)
 
-        output, transaction_count = self.drain_zipline()
-
-        self.assertTrue(zipline.sim.ready())
-        self.assertFalse(zipline.sim.exception)
-
-        self.assertEqual(
-            self.zipline_test_config['order_count'],
-            transaction_count
-        )
-
-        # the final message is the risk report, the second to
-        # last is the final day's results. Positions is a list of
-        # dicts.
-        closing_positions = output[-2]['payload']['daily_perf']['positions']
-
-        self.assertEqual(
-            len(closing_positions),
-            1,
-            "Portfolio should have one position."
-        )
-
-        sid = self.zipline_test_config['sid']
-        self.assertEqual(
-            closing_positions[0]['sid'],
-            sid,
-            "Portfolio should have one position in " + str(sid)
-        )
+        assert_single_position(self, zipline)
 
     #@timed(DEFAULT_TIMEOUT)
     def test_sid_filter(self):
@@ -194,7 +147,7 @@ class FinanceTestCase(TestCase):
 
         zipline.simulate(blocking=False)
 
-        output, transaction_count = self.drain_zipline()
+        output, transaction_count = drain_zipline(self)
 
         self.assertTrue(zipline.sim.ready())
         self.assertFalse(zipline.sim.exception)

zipline/utils/test_utils.py

@@ -0,0 +1,57 @@
+import zmq
+import zipline.protocol as zp
+
+def drain_zipline(test):
+    assert test.ctx, "method expects a valid zmq context"
+    assert test.zipline_test_config, "method expects a valid test config"
+    assert isinstance(test.zipline_test_config, dict)
+    assert test.zipline_test_config['results_socket'], \
+            "need to specify a socket address for logs/perf/risk"
+    test.receiver = test.ctx.socket(zmq.PULL)
+    test.receiver.bind(test.zipline_test_config['results_socket'])
+
+    output = []
+    transaction_count  = 0
+    while True:
+        msg = test.receiver.recv()
+        if msg == str(zp.CONTROL_PROTOCOL.DONE):
+            break
+        else:
+            update = zp.BT_UPDATE_UNFRAME(msg)
+            output.append(update)
+            if update['prefix'] == 'PERF':
+                transaction_count += \
+                    len(update['payload']['daily_perf']['transactions'])
+
+    del test.receiver
+    return output, transaction_count
+
+
+def assert_single_position(test, zipline):
+    output, transaction_count = drain_zipline(test)
+
+    test.assertTrue(zipline.sim.ready())
+    test.assertFalse(zipline.sim.exception)
+
+    test.assertEqual(
+        test.zipline_test_config['order_count'],
+        transaction_count
+    )
+
+    # the final message is the risk report, the second to
+    # last is the final day's results. Positions is a list of
+    # dicts.
+    closing_positions = output[-2]['payload']['daily_perf']['positions']
+
+    test.assertEqual(
+        len(closing_positions),
+        1,
+        "Portfolio should have one position."
+    )
+
+    sid = test.zipline_test_config['sid']
+    test.assertEqual(
+        closing_positions[0]['sid'],
+        sid,
+        "Portfolio should have one position in " + str(sid)
+    )