added tests for exception messages in datasources and transforms

tests/test_exception_handling.py

@@ -7,12 +7,15 @@ from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm
 from zipline.finance.trading import SIMULATION_STYLE
 from zipline.core.devsimulator import AddressAllocator
 from zipline.lines import SimulatedTrading
+from zipline.gens.transform import StatefulTransform
 
 from zipline.utils.test_utils import \
         drain_zipline, \
         check, \
         setup_logger, \
-        teardown_logger
+        teardown_logger, \
+        ExceptionSource, \
+        ExceptionTransform
 
 DEFAULT_TIMEOUT = 15 # seconds
 EXTENDED_TIMEOUT = 90
@@ -36,6 +39,39 @@ class ExceptionTestCase(TestCase):
         self.ctx.term()
         teardown_logger(self)
 
+    def test_datasource_exception(self):
+        self.zipline_test_config['trade_source'] = ExceptionSource()
+        zipline = SimulatedTrading.create_test_zipline(
+            **self.zipline_test_config
+        )
+        output, _ = drain_zipline(self, zipline)
+        assert len(output) == 1
+        assert output[0]['prefix'] == 'EXCEPTION'
+        message = output[0]['payload']
+        for field in ['date', 'message', 'name', 'stack']:
+            assert field in message.keys()
+            
+        assert message['message'] == 'integer division or modulo by zero'
+        assert message['name'] == 'ZeroDivisionError'
+
+    def test_tranform_exception(self):
+        exc_tnfm = StatefulTransform(ExceptionTransform)
+        self.zipline_test_config['transforms'] = [exc_tnfm]
+        
+        zipline = SimulatedTrading.create_test_zipline(
+            **self.zipline_test_config
+        )
+        output, _ = drain_zipline(self, zipline)
+        assert len(output) == 1
+        assert output[0]['prefix'] == 'EXCEPTION'
+        message = output[0]['payload']
+        for field in ['date', 'message', 'name', 'stack']:
+            assert field in message.keys()
+            
+        assert message['message'] == 'An assertion message'
+        assert message['name'] == 'AssertionError'
+
+
     def test_exception_in_init(self):
         # Simulation
         # ----------