wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-17 11:16:40 +08:00
Code Issues Packages Projects Releases Wiki Activity

moved mongods out

Browse Source
This commit is contained in:
fawce
2012-07-30 17:53:58 -04:00
parent 3cff533ff9
commit ef1ca0388d
3 changed files with 37 additions and 251 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_feed.py
+37 -41
View File
@@ -1,30 +1,26 @@
import os
import uuid
import msgpack
import pytz
from unittest2 import TestCase
from pymongo import Connection, ASCENDING
from itertools import izip, izip_longest, permutations, cycle, chain
from itertools import cycle, chain
from datetime import datetime, timedelta
from collections import deque
from zipline import ndict
from zipline.gens.sort import date_sort, ready, done, queue_is_ready,queue_is_done,\
pop_oldest
from zipline.gens.utils import hash_args, assert_datasource_protocol,\
assert_trade_protocol, alternate
from zipline.gens.sort import \
date_sort, \
ready, \
done, \
queue_is_ready,\
queue_is_done
from zipline.gens.utils import hash_args, alternate
from zipline.gens.tradegens import date_gen, SpecificEquityTrades
from zipline.gens.composites import date_sorted_sources
import zipline.protocol as zp
class HelperTestCase(TestCase):
def setUp(self):
pass
def tearDown(self):
pass
@@ -33,12 +29,12 @@ class HelperTestCase(TestCase):
# Empty queues are neither done nor ready.
assert not queue_is_ready(queue)
assert not queue_is_done(queue)
queue.append(to_dt('foo'))
assert queue_is_ready(queue)
assert not queue_is_done(queue)
queue.appendleft(to_dt('DONE'))
assert queue_is_ready(queue)
@@ -48,13 +44,13 @@ class HelperTestCase(TestCase):
queue.pop()
assert queue_is_ready(queue)
assert queue_is_done(queue)
def test_pop_logic(self):
sources = {}
ids = ['a', 'b', 'c']
for id in ids:
sources[id] = deque()
assert not ready(sources)
assert not done(sources)
@@ -66,13 +62,13 @@ class HelperTestCase(TestCase):
for id in ids:
sources[id].append(to_dt("datetime"))
assert ready(sources)
assert not done(sources)
for id in ids:
sources[id].appendleft(to_dt("DONE"))
# ["DONE", message] will trip an assert in queue_is_done.
assert ready(sources)
self.assertRaises(AssertionError, done, sources)
@@ -82,12 +78,12 @@ class HelperTestCase(TestCase):
assert ready(sources)
assert done(sources)
class DateSortTestCase(TestCase):
def setUp(self):
pass
def tearDown(self):
pass
@@ -99,27 +95,27 @@ class DateSortTestCase(TestCase):
sort_gen = date_sort(events, source_ids)
l = list(sort_gen)
assert l == expected
def test_single_source(self):
source_ids = ['a']
# 100 events, increasing by a minute at a time.
type = zp.DATASOURCE_TYPE.TRADE
dates = list(date_gen(count = 100))
dates.append("DONE")
# [('a', date1, type), ('a', date2, type), ... ('a', "DONE", type)]
event_args = zip(cycle(source_ids), iter(dates), cycle([type]))
# Turn event_args into proper events.
events = [mock_data_unframe(*args) for args in event_args]
# We don't expected Feed to yield the last event.
expected = events[:-1]
event_gen = (e for e in events)
self.run_date_sort(event_gen, expected, source_ids)
def test_multi_source(self):
source_ids = ['a', 'b']
type = zp.DATASOURCE_TYPE.TRADE
@@ -130,8 +126,8 @@ class DateSortTestCase(TestCase):
dates_a.append("DONE")
events_a_args = zip(cycle(['a']), iter(dates_a), cycle([type]))
events_a = [mock_data_unframe(*args) for args in events_a_args]
events_a = [mock_data_unframe(*args) for args in events_a_args]
# Set up source 'b'. Outputs 10 events with 1 minute deltas.
delta_b = timedelta(minutes = 1)
dates_b = list(date_gen(delta = delta_b, count = 10))
@@ -139,7 +135,7 @@ class DateSortTestCase(TestCase):
events_b_args = zip(cycle(['b']), iter(dates_b), cycle([type]))
events_b = [mock_data_unframe(*args) for args in events_b_args]
# The expected output is all non-DONE events in both a and b,
# sorted first by dt and then by source_id.
non_dones = events_a[:-1] + events_b[:-1]
@@ -155,7 +151,7 @@ class DateSortTestCase(TestCase):
self.run_date_sort(sequential, expected, source_ids)
def test_sorted_sources(self):
filter = [1,2]
#Set up source a. One hour between events.
args_a = tuple()
@@ -164,7 +160,7 @@ class DateSortTestCase(TestCase):
'delta' : timedelta(hours = 1),
'filter' : filter
}
#Set up source b. One day between events.
#Set up source b. One day between events.
args_b = tuple()
kwargs_b = {'sids' : [1,2,3,4],
'start' : datetime(2012,6,6,0),
@@ -186,19 +182,19 @@ class DateSortTestCase(TestCase):
'delta' : timedelta(minutes = 1),
'filter' : filter
}
sources = (SpecificEquityTrades,) * 4
source_args = (args_a, args_b, args_c, args_d)
source_kwargs = (kwargs_a, kwargs_b, kwargs_c, kwargs_d)
# Generate our expected source_ids.
zip_args = zip(source_args, source_kwargs)
expected_ids = ["SpecificEquityTrades" + hash_args(*args, **kwargs)
for args, kwargs in zip_args]
# Pipe our sources into sort.
sort_out = date_sorted_sources(sources, source_args, source_kwargs)
# Read all the values from sort and assert that they arrive in
# the correct sorting with the expected hash values.
to_list = list(sort_out)
@@ -211,7 +207,7 @@ class DateSortTestCase(TestCase):
expected = sorted(copy, compare_by_dt_source_id)
assert to_list == expected
def mock_data_unframe(source_id, dt, type):
event = ndict()
event.source_id = source_id
@@ -227,11 +223,11 @@ def compare_by_dt_source_id(x,y):
return -1
elif x.dt > y.dt:
return 1
elif x.source_id < y.source_id:
return -1
elif x.source_id > y.source_id:
return 1
else:
return 0