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TST: Don't modify master security lists directory during tests

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Rather than drop files temporarily into the master security lists
directory during unit tests, create temporary directories for the
tests. This avoids issues when the tests are being run at the same
time as other code that uses the real security lists data.
This commit is contained in:
Jonathan Kamens
2015-04-29 21:41:32 -04:00
parent 00ea7b04d1
commit ca0f906b11
2 changed files with 30 additions and 27 deletions
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tests/test_security_list.py
+6 -16
View File
@@ -7,7 +7,7 @@ from zipline.algorithm import TradingAlgorithm
from zipline.errors import TradingControlViolation
from zipline.sources import SpecificEquityTrades
from zipline.utils.test_utils import (
setup_logger, add_security_data, remove_security_data_directory)
setup_logger, security_list_copy, add_security_data)
from zipline.utils import factory
from zipline.utils.security_list import (
SecurityListSet, load_from_directory)
@@ -105,26 +105,22 @@ class SecurityListTestCase(TestCase):
def test_security_add(self):
def get_datetime():
return datetime(2015, 1, 27, tzinfo=pytz.utc)
try:
with security_list_copy():
add_security_data(['AAPL', 'GOOG'], [])
rl = SecurityListSet(get_datetime)
self.assertIn("AAPL", rl.leveraged_etf_list)
self.assertIn("GOOG", rl.leveraged_etf_list)
self.assertIn("BZQ", rl.leveraged_etf_list)
self.assertIn("URTY", rl.leveraged_etf_list)
finally:
remove_security_data_directory()
def test_security_add_delete(self):
try:
with security_list_copy():
def get_datetime():
return datetime(2015, 1, 27, tzinfo=pytz.utc)
add_security_data([], ['BZQ', 'URTY'])
rl = SecurityListSet(get_datetime)
self.assertNotIn("BZQ", rl.leveraged_etf_list)
self.assertNotIn("URTY", rl.leveraged_etf_list)
finally:
remove_security_data_directory()
def test_algo_without_rl_violation_via_check(self):
sim_params = factory.create_simulation_parameters(
@@ -228,7 +224,7 @@ class SecurityListTestCase(TestCase):
start=list(
LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=4)
try:
with security_list_copy():
add_security_data(['AAPL'], [])
trade_history = factory.create_trade_history(
'BZQ',
@@ -244,11 +240,9 @@ class SecurityListTestCase(TestCase):
algo.run(self.source)
self.check_algo_exception(algo, ctx, 0)
finally:
remove_security_data_directory()
def test_algo_without_rl_violation_after_delete(self):
try:
with security_list_copy():
# add a delete statement removing bzq
# write a new delete statement file to disk
add_security_data([], ['BZQ'])
@@ -266,11 +260,9 @@ class SecurityListTestCase(TestCase):
algo = RestrictedAlgoWithoutCheck(
sid='BZQ', sim_params=sim_params)
algo.run(self.source)
finally:
remove_security_data_directory()
def test_algo_with_rl_violation_after_add(self):
try:
with security_list_copy():
add_security_data(['AAPL'], [])
sim_params = factory.create_simulation_parameters(
start=self.trading_day_before_first_kd, num_days=4)
@@ -288,8 +280,6 @@ class SecurityListTestCase(TestCase):
algo.run(self.source)
self.check_algo_exception(algo, ctx, 2)
finally:
remove_security_data_directory()
def check_algo_exception(self, algo, ctx, expected_order_count):
self.assertEqual(algo.order_count, expected_order_count)