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)