""" Test suite for the messaging infrastructure of QSim. """ #don't worry about excessive public methods pylint: disable=R0904 import unittest2 as unittest import multiprocessing import time from zipline.core import ThreadSimulator, ProcessSimulator, DataFeed from zipline.transforms.technical import MovingAverage from zipline.sources import RandomEquityTrades import zipline.util as qutil import zipline.messaging as qmsg from zipline.test.client import TestClient qutil.configure_logging() class MessagingTestCase(unittest.TestCase): """Tests the message passing: datasources -> feed -> transforms -> merge -> client""" def setUp(self): """generate some config objects for the datafeed, sources, and transforms.""" self.addresses = {'sync_address' : "tcp://127.0.0.1:{port}".format(port=10100), 'data_address' : "tcp://127.0.0.1:{port}".format(port=10101), 'feed_address' : "tcp://127.0.0.1:{port}".format(port=10102), 'merge_address' : "tcp://127.0.0.1:{port}".format(port=10103), 'result_address' : "tcp://127.0.0.1:{port}".format(port=10104) } def get_simulator(self): return ProcessSimulator() def dtest_sources_only(self): """streams events from two data sources, no transforms.""" sim = self.get_simulator() ret1 = RandomEquityTrades(133, "ret1", 400) ret2 = RandomEquityTrades(134, "ret2", 400) client = TestClient(self, expected_msg_count=800) sim.register_components([ret1, ret2, client]) sim.simulate() self.assertEqual(sim.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages, found {n} remaining." .format(n=sim.feed.data_buffer.pending_messages())) def test_merged_to_client(self): """ 2 datasources -> feed -> 2 moving average transforms -> transform merge -> testclient verify message count at client. """ sim = self.get_simulator() ret1 = RandomEquityTrades(133, "ret1", 5000) ret2 = RandomEquityTrades(134, "ret2", 5000) mavg1 = MovingAverage("mavg1", 30) mavg2 = MovingAverage("mavg2", 60) client = TestClient(self, expected_msg_count=10000) sim.register_components[ret1, ret2, mavg1, mavg2, client] sim.simulate() self.assertEqual(sim.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.") def dtest_error_in_feed(self): ret1 = RandomEquityTrades(133, "ret1", 400) ret2 = RandomEquityTrades(134, "ret2", 400) sources = {"ret1":ret1, "ret2":ret2} mavg1 = MovingAverage("mavg1", 30) mavg2 = MovingAverage("mavg2", 60) transforms = {"mavg1":mavg1, "mavg2":mavg2} client = TestClient(self, expected_msg_count=0) sim = self.get_simulator(sources, transforms, client) sim.feed = DataFeedErr(sources.keys(), sim.data_address, sim.feed_address, sim.performance_address, qmsg.Sync(sim, "DataFeedErrorGenerator")) sim.simulate() class DataFeedErr(DataFeed): """Helper class for testing, simulates exceptions inside the DataFeed""" def __init__(self, source_list, data_address, feed_address, perf_address, sync): DataFeed.__init__(self, source_list, data_address, feed_address, perf_address, sync) def handle_all(self): #time.sleep(1000) raise Exception("simulated error in data feed from test helper")