import unittest2 as unittest import zmq import logging import tornado from simulator.data.sources.equity import * from simulator.data.feed import * from transforms.transforms import MergedTransformsFeed, MovingAverage from simulator.qbt_client import TestClient class MessagingTestCase(unittest.TestCase): def setUp(self): self.total_data_count = 800 self.feed_config = {'emt1':{'sid':133, 'class':'RandomEquityTrades', 'count':400}, 'emt2':{'sid':134, 'class':'RandomEquityTrades', 'count':400}} self.feed = DataFeed(self.feed_config) self.feed_proc = multiprocessing.Process(target=self.feed.run) self.config = {} self.config['name'] = '**merged feed**' self.config['transforms'] = [{'name':'mavg1', 'class':'MovingAverage', 'hours':1},{'name':'mavg2', 'class':'MovingAverage', 'hours':2}] def dtest_client(self): #subscribe a client to the transformed feed client = TestClient(self.feed, self.feed.feed_address) feed_proc = multiprocessing.Process(target=self.feed.run) feed_proc.start() client.run() self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages, found {n} remaining.".format(n=self.feed.data_buffer.pending_messages())) self.assertEqual(self.total_data_count, client.received_count, "The client should have received ({n}) the same number of messages as the feed sent ({m}).".format(n=client.received_count, m=self.total_data_count)) def dtest_moving_average_to_client(self): mavg = MovingAverage(self.feed, self.config['transforms'][0]) mavg_proc = multiprocessing.Process(target=mavg.run) mavg_proc.start() client = TestClient(self.feed, mavg.result_address, bind=True) feed_proc = multiprocessing.Process(target=self.feed.run) feed_proc.start() client.run() self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.") self.assertEqual(self.total_data_count, client.received_count, "The client should have received the same number of messages as the feed sent.") def test_merged_to_client(self): merger = MergedTransformsFeed(self.feed, self.config) merger_proc = multiprocessing.Process(target=merger.run) merger_proc.start() client = TestClient(self.feed, merger.result_address) feed_proc = multiprocessing.Process(target=self.feed.run) feed_proc.start() client.run() self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.") self.assertEqual(self.total_data_count, client.received_count, "The client should have received the same number of messages as the feed sent.")