fixes for unit tests, back to 50/51 passing.

tests/test_exception_handling.py

@@ -26,9 +26,7 @@ class ExceptionTestCase(TestCase):
 
     def setUp(self):
         self.zipline_test_config = {
-            'allocator'             : allocator,
             'sid'                   : 133,
-            'devel'                 : False,
             'results_socket_uri'    : allocator.lease(1)[0],
             'simulation_style'      : SIMULATION_STYLE.FIXED_SLIPPAGE
         }

tests/test_finance.py

@@ -11,7 +11,6 @@ from collections import defaultdict
 from nose.tools import timed
 
 import zipline.utils.factory as factory
-import zipline.protocol as zp
 
 from zipline.test_algorithms import TestAlgorithm
 from zipline.finance.trading import TradingEnvironment
@@ -19,10 +18,9 @@ from zipline.core.devsimulator import AddressAllocator
 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.finance.trading import TransactionSimulator
 from zipline.utils.test_utils import \
         drain_zipline, \
-        check, \
         setup_logger, \
         teardown_logger,\
         assert_single_position
@@ -39,10 +37,8 @@ class FinanceTestCase(TestCase):
 
     def setUp(self):
         self.zipline_test_config = {
-            'allocator'         : allocator,
+            'sid'                   : 133,
-            'sid'               : 133,
+            'results_socket_uri'    : allocator.lease(1)[0]
-            #'devel'             : True,
-            'results_socket'    : allocator.lease(1)[0]
         }
         self.ctx = zmq.Context()
 
@@ -60,7 +56,7 @@ class FinanceTestCase(TestCase):
             trading_environment
         )
         prev = None
-        for trade in trade_source.event_list:
+        for trade in trade_source:
             if prev:
                 self.assertTrue(trade.dt > prev.dt)
             prev = trade
@@ -123,7 +119,6 @@ class FinanceTestCase(TestCase):
         self.zipline_test_config['order_count'] = 100
         self.zipline_test_config['trade_count'] = 200
         zipline = SimulatedTrading.create_test_zipline(**self.zipline_test_config)
-
         assert_single_position(self, zipline)
 
     #@timed(DEFAULT_TIMEOUT)
@@ -148,9 +143,6 @@ class FinanceTestCase(TestCase):
         )
         output, transaction_count = drain_zipline(self, zipline)
 
-        self.assertTrue(zipline.sim.ready())
-        self.assertFalse(zipline.sim.exception)
-
         #check that the algorithm received no events
         self.assertEqual(
             0,
@@ -301,12 +293,12 @@ class FinanceTestCase(TestCase):
         # if present, expect transaction amounts to match orders exactly.
         complete_fill = params.get('complete_fill')
 
+        sid = 1
         trading_environment = factory.create_trading_environment()
-        trade_sim = TransactionSimulator()
+        trade_sim = TransactionSimulator([sid])
         price = [10.1] * trade_count
         volume = [100] * trade_count
         start_date = trading_environment.first_open
-        sid = 1
 
         generated_trades = factory.create_trade_history(
             sid,
@@ -330,7 +322,7 @@ class FinanceTestCase(TestCase):
                 'dt'        : order_date
             })
 
-            trade_sim.add_open_order(order)
+            trade_sim.place_order(order)
 
             order_date = order_date + order_interval
             # move after market orders to just after market next
@@ -353,14 +345,13 @@ class FinanceTestCase(TestCase):
             self.assertEqual(order.amount, order_amount * alternator**i)
 
 
-        tracker = PerformanceTracker(trading_environment)
+        tracker = PerformanceTracker(trading_environment, [sid])
 
         # this approximates the loop inside TradingSimulationClient
         transactions = []
         for trade in generated_trades:
             if trade_delay:
                 trade.dt = trade.dt + trade_delay
-
             txn = trade_sim.apply_trade_to_open_orders(trade)
             if txn:
                 transactions.append(txn)

tests/test_monitor.py

@@ -14,13 +14,15 @@ class TestMonitor(TestCase):
     def test_init(self):
         pub_socket   = 'tcp://127.0.0.1:5000'
         route_socket = 'tcp://127.0.0.1:5001'
+        exception_socket = 'tcp://127.0.0.1:5002'
 
-        mon = Monitor(pub_socket, route_socket)
+        mon = Monitor(pub_socket, route_socket, exception_socket)
         mon.manage([])
 
     def test_init_topology(self):
         pub_socket   = 'tcp://127.0.0.1:5000'
         route_socket = 'tcp://127.0.0.1:5001'
+        exception_socket = 'tcp://127.0.0.1:5002'
 
-        mon = Monitor(pub_socket, route_socket, )
+        mon = Monitor(pub_socket, route_socket, exception_socket)
         mon.manage([ 'a', 'b', 'c', 'd' ])

tests/test_perf_tracking.py

@@ -543,7 +543,10 @@ shares in position"
         self.trading_environment.capital_base = 1000.0
         self.trading_environment.frame_index = ['sid', 'volume', 'dt', \
         'price', 'changed']
-        perf_tracker = perf.PerformanceTracker(self.trading_environment)
+        perf_tracker = perf.PerformanceTracker(
+                self.trading_environment,
+                [sid, sid2]
+        )
 
         for event in trade_history:
             #create a transaction for all but

tests/test_protocol.py

@@ -1,8 +1,6 @@
 """
 Test the FRAME/UNFRAME functions in the sequence expected from ziplines.
 """
-import pytz
-
 from unittest2 import TestCase
 from datetime import datetime, timedelta
 from collections import defaultdict
@@ -10,10 +8,8 @@ from collections import defaultdict
 from nose.tools import timed
 
 import zipline.utils.factory as factory
-from zipline.utils import logger
 import zipline.protocol as zp
 
-from zipline.finance.sources import SpecificEquityTrades
 
 DEFAULT_TIMEOUT = 5 # seconds
 

tests/test_transforms.py

@@ -37,7 +37,7 @@ class ZiplineWithTransformsTestCase(TestCase):
         zipline = SimulatedTrading.create_test_zipline(
             **self.zipline_test_config
         )
-        vwap = VWAPTransform("vwap_10", daycount=10)
+        vwap = VWAP("vwap_10", daycount=10)
         zipline.add_transform(vwap)
 
         zipline.simulate(blocking=True)
@@ -49,7 +49,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def setUp(self):
         self.trading_environment = factory.create_trading_environment()
-        setup_logger(self, '/var/log/qexec/qexec.log')
+        setup_logger(self)
 
         trade_history = factory.create_trade_history(
             133,
@@ -123,4 +123,3 @@ class FinanceTransformsTestCase(TestCase):
 
         assert tnfm_prices == expected_prices
         assert tnfm_volumes == expected_volumes
-        

zipline/finance/returns.py

@@ -1,12 +1,11 @@
 from collections import defaultdict
-from zipline.transforms.base import BaseTransform
 
 class Returns(object):
     """
     Class that maintains a dictionary from sids to the event
     representing the most recent closing price.
     """
-    def __init__(self, days == 1):
+    def __init__(self, days = 1):
         self.days = days
         self.mapping = defaultdict(self._create)
 
@@ -18,7 +17,7 @@ class Returns(object):
         return sid_returns
 
     def _create(self):
-        return ReturnsFromPriorClose(days)
+        return ReturnsFromPriorClose(self.days)
 
 class ReturnsFromPriorClose(object):
     """

zipline/finance/trading.py

@@ -31,6 +31,8 @@ class TransactionSimulator(object):
             self.open_orders[sid] = []
 
     def place_order(self, order):
+        # initialized filled field.
+        order.filled = 0
         self.open_orders[order.sid].append(order)
 
     def update(self, event):

zipline/lines.py

@@ -162,8 +162,13 @@ class SimulatedTrading(object):
         finally:
             self.close()
 
+    def signal_done(self):
+        # notify monitor we're done
+        done_frame = zp.DONE_FRAME('succes')
+        self.results_socket.send(done_frame)
+
     def close(self):
-        log.info("Closing Simulation")
+        log.info("Closing Simulation: {id}".format(id=self.sim_id))
 
     def cancel(self):
         if self.proc and self.proc.is_alive():

zipline/protocol.py

@@ -570,6 +570,12 @@ def CANCEL_FRAME(date):
 
     return BT_UPDATE_FRAME('CANCEL', result)
 
+def DONE_FRAME(msg):
+    assert isinstance(msg, basestring), \
+            "Done message must be a string."
+
+    return BT_UPDATE_FRAME('DONE', msg)
+
 
 def BT_UPDATE_FRAME(prefix, payload):
     """

zipline/utils/factory.py

@@ -12,7 +12,7 @@ from datetime import datetime, timedelta
 import zipline.finance.risk as risk
 import zipline.protocol as zp
 
-from zipline.finance.sources import RandomEquityTrades
+from zipline.gens.tradegens import RandomEquityTrades
 from zipline.gens.tradegens import SpecificEquityTrades
 from zipline.gens.utils import create_trade
 from zipline.finance.trading import TradingEnvironment

zipline/utils/test_utils.py

@@ -76,7 +76,7 @@ def drain_zipline(test, zipline):
     time.sleep(1)
 
     # start the simulation
-    zipline.simulate(blocking=True)
+    zipline.simulate(blocking=False)
     output, transaction_count = drain_receiver(test.receiver)
     # some processes will exit after the message stream is
     # finished. We block here to avoid collisions with subsequent
@@ -96,16 +96,15 @@ def drain_receiver(receiver):
     transaction_count  = 0
     while True:
         msg = receiver.recv()
-        if msg == str(zp.CONTROL_PROTOCOL.DONE):
+        update = zp.BT_UPDATE_UNFRAME(msg)
+        output.append(update)
+        if update['prefix'] == 'PERF':
+            transaction_count += \
+                len(update['payload']['daily_perf']['transactions'])
+        elif update['prefix'] == 'EXCEPTION':
+            break
+        elif update['prefix'] == 'DONE':
             break
-        else:
-            update = zp.BT_UPDATE_UNFRAME(msg)
-            output.append(update)
-            if update['prefix'] == 'PERF':
-                transaction_count += \
-                    len(update['payload']['daily_perf']['transactions'])
-            elif update['prefix'] == 'EXCEPTION':
-                break
 
     receiver.close()
     del receiver
@@ -116,9 +115,6 @@ def drain_receiver(receiver):
 def assert_single_position(test, zipline):
     output, transaction_count = drain_zipline(test, zipline)
 
-    test.assertTrue(zipline.sim.ready())
-    test.assertFalse(zipline.sim.exception)
-
     test.assertEqual(
         test.zipline_test_config['order_count'],
         transaction_count
@@ -127,7 +123,8 @@ def assert_single_position(test, zipline):
     # 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']
+    perfs = [x for x in output if x['prefix'] == 'PERF']
+    closing_positions = perfs[-2]['payload']['daily_perf']['positions']
 
     test.assertEqual(
         len(closing_positions),