mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 01:25:54 +08:00
Eddie Hebert
2debde31ba
Upgrade pep8 1.4.6 -> 1.5.7 Upgrade pyflakes 0.7.3 -> 0.8.1 Also, tweak some line indentations which now show up as errors, because of the fixes/changes to visual indent detection between pep8 versions.
133 lines
3.8 KiB
Python
133 lines
3.8 KiB
Python
#
|
|
# Copyright 2013 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from unittest import TestCase
|
|
|
|
import zipline.utils.simfactory as simfactory
|
|
import zipline.utils.factory as factory
|
|
|
|
from zipline.test_algorithms import (
|
|
ExceptionAlgorithm,
|
|
DivByZeroAlgorithm,
|
|
SetPortfolioAlgorithm,
|
|
)
|
|
from zipline.finance.slippage import FixedSlippage
|
|
from zipline.transforms.utils import StatefulTransform
|
|
|
|
|
|
from zipline.utils.test_utils import (
|
|
drain_zipline,
|
|
setup_logger,
|
|
teardown_logger,
|
|
ExceptionSource,
|
|
ExceptionTransform
|
|
)
|
|
|
|
DEFAULT_TIMEOUT = 15 # seconds
|
|
EXTENDED_TIMEOUT = 90
|
|
|
|
|
|
class ExceptionTestCase(TestCase):
|
|
|
|
def setUp(self):
|
|
self.zipline_test_config = {
|
|
'sid': 133,
|
|
'slippage': FixedSlippage()
|
|
}
|
|
setup_logger(self)
|
|
|
|
def tearDown(self):
|
|
teardown_logger(self)
|
|
|
|
def test_datasource_exception(self):
|
|
self.zipline_test_config['trade_source'] = ExceptionSource()
|
|
zipline = simfactory.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(ZeroDivisionError):
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
def test_tranform_exception(self):
|
|
exc_tnfm = StatefulTransform(ExceptionTransform)
|
|
self.zipline_test_config['transforms'] = [exc_tnfm]
|
|
|
|
zipline = simfactory.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(AssertionError) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(str(ctx.exception),
|
|
'An assertion message')
|
|
|
|
def test_exception_in_handle_data(self):
|
|
# Simulation
|
|
# ----------
|
|
self.zipline_test_config['algorithm'] = \
|
|
ExceptionAlgorithm(
|
|
'handle_data',
|
|
self.zipline_test_config['sid'],
|
|
sim_params=factory.create_simulation_parameters()
|
|
)
|
|
|
|
zipline = simfactory.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(Exception) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(str(ctx.exception),
|
|
'Algo exception in handle_data')
|
|
|
|
def test_zerodivision_exception_in_handle_data(self):
|
|
|
|
# Simulation
|
|
# ----------
|
|
self.zipline_test_config['algorithm'] = \
|
|
DivByZeroAlgorithm(
|
|
self.zipline_test_config['sid'],
|
|
sim_params=factory.create_simulation_parameters()
|
|
)
|
|
|
|
zipline = simfactory.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(ZeroDivisionError):
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
def test_set_portfolio(self):
|
|
"""
|
|
Are we protected against overwriting an algo's portfolio?
|
|
"""
|
|
|
|
# Simulation
|
|
# ----------
|
|
self.zipline_test_config['algorithm'] = \
|
|
SetPortfolioAlgorithm(
|
|
self.zipline_test_config['sid'],
|
|
sim_params=factory.create_simulation_parameters()
|
|
)
|
|
|
|
zipline = simfactory.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(AttributeError):
|
|
output, _ = drain_zipline(self, zipline)
|