mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-07 19:23:49 +08:00
Conner Fromknecht
96 lines
3.2 KiB
Python
96 lines
3.2 KiB
Python
"""
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Tests for TradingCalendarDispatcher.
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"""
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from catalyst.errors import (
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CalendarNameCollision,
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CyclicCalendarAlias,
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InvalidCalendarName,
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)
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from catalyst.testing import ZiplineTestCase
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from catalyst.utils.calendars.calendar_utils import TradingCalendarDispatcher
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from catalyst.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar
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class CalendarAliasTestCase(ZiplineTestCase):
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@classmethod
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def init_class_fixtures(cls):
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super(CalendarAliasTestCase, cls).init_class_fixtures()
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# Make a calendar once so that we don't spend time in every test
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# instantiating calendars.
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cls.dispatcher_kwargs = dict(
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calendars={'ICE': ICEExchangeCalendar()},
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calendar_factories={},
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aliases={
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'ICE_ALIAS': 'ICE',
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'ICE_ALIAS_ALIAS': 'ICE_ALIAS',
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},
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)
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def init_instance_fixtures(self):
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super(CalendarAliasTestCase, self).init_instance_fixtures()
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self.dispatcher = TradingCalendarDispatcher(
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# Make copies here so that tests that mutate the dispatcher dicts
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# are isolated from one another.
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**{k: v.copy() for k, v in self.dispatcher_kwargs.items()}
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)
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def test_follow_alias_chain(self):
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self.assertIs(
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self.dispatcher.get_calendar('ICE_ALIAS'),
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self.dispatcher.get_calendar('ICE'),
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)
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self.assertIs(
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self.dispatcher.get_calendar('ICE_ALIAS_ALIAS'),
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self.dispatcher.get_calendar('ICE'),
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)
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def test_add_new_aliases(self):
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with self.assertRaises(InvalidCalendarName):
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self.dispatcher.get_calendar('NOT_ICE')
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self.dispatcher.register_calendar_alias('NOT_ICE', 'ICE')
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self.assertIs(
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self.dispatcher.get_calendar('NOT_ICE'),
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self.dispatcher.get_calendar('ICE'),
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)
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self.dispatcher.register_calendar_alias(
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'ICE_ALIAS_ALIAS_ALIAS',
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'ICE_ALIAS_ALIAS'
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)
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self.assertIs(
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self.dispatcher.get_calendar('ICE_ALIAS_ALIAS_ALIAS'),
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self.dispatcher.get_calendar('ICE'),
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)
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def test_remove_aliases(self):
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self.dispatcher.deregister_calendar('ICE_ALIAS_ALIAS')
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with self.assertRaises(InvalidCalendarName):
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self.dispatcher.get_calendar('ICE_ALIAS_ALIAS')
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def test_reject_alias_that_already_exists(self):
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with self.assertRaises(CalendarNameCollision):
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self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE')
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with self.assertRaises(CalendarNameCollision):
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self.dispatcher.register_calendar_alias('ICE_ALIAS', 'NOT_ICE')
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def test_allow_alias_override_with_force(self):
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self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE', force=True)
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with self.assertRaises(InvalidCalendarName):
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self.dispatcher.get_calendar('ICE')
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def test_reject_cyclic_aliases(self):
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add_alias = self.dispatcher.register_calendar_alias
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add_alias('A', 'B')
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add_alias('B', 'C')
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with self.assertRaises(CyclicCalendarAlias) as e:
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add_alias('C', 'A')
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expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']"
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self.assertEqual(str(e.exception), expected)
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