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MAINT: Add tests for UnsupportedOrderParameters.

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Add a test case in test_algorithms to verify that appropriate exceptions are
thrown if an algorithm makes a call to the order api with a stop/limit price
and a style.
This commit is contained in:
Scott Sanderson
2014-04-21 09:32:16 -04:00
parent f1fafc34ce
commit e3faf10dee
2 changed files with 99 additions and 25 deletions
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tests/test_algorithm.py
+32 -23
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@@ -23,29 +23,31 @@ from zipline.utils.test_utils import setup_logger
import zipline.utils.factory as factory
import zipline.utils.simfactory as simfactory
from zipline.test_algorithms import (TestRegisterTransformAlgorithm,
RecordAlgorithm,
TestOrderAlgorithm,
TestOrderStyleForwardingAlgorithm,
TestOrderInstantAlgorithm,
TestOrderValueAlgorithm,
TestTargetAlgorithm,
TestOrderPercentAlgorithm,
TestTargetPercentAlgorithm,
TestTargetValueAlgorithm,
EmptyPositionsAlgorithm,
initialize_noop,
handle_data_noop,
initialize_api,
handle_data_api,
noop_algo,
api_algo,
api_symbol_algo,
call_all_order_methods,
record_variables,
record_float_magic,
AmbitiousStopLimitAlgorithm
)
from zipline.test_algorithms import (
AmbitiousStopLimitAlgorithm,
EmptyPositionsAlgorithm,
InvalidOrderAlgorithm,
RecordAlgorithm,
TestOrderAlgorithm,
TestOrderInstantAlgorithm,
TestOrderPercentAlgorithm,
TestOrderStyleForwardingAlgorithm,
TestOrderValueAlgorithm,
TestRegisterTransformAlgorithm,
TestTargetAlgorithm,
TestTargetPercentAlgorithm,
TestTargetValueAlgorithm,
api_algo,
api_symbol_algo,
call_all_order_methods,
handle_data_api,
handle_data_noop,
initialize_api,
initialize_noop,
noop_algo,
record_float_magic,
record_variables,
)
from zipline.utils.test_utils import drain_zipline, assert_single_position
@@ -123,6 +125,13 @@ class TestTransformAlgorithm(TestCase):
with self.assertRaises(AssertionError):
algo.run([self.source, self.df_source])
def test_invalid_order_parameters(self):
algo = InvalidOrderAlgorithm(
sids=[133],
sim_params=self.sim_params
)
algo.run(self.source)
def test_multi_source_as_input(self):
sim_params = SimulationParameters(
self.df.index[0],