Files
catalyst/qsim/test/test_messaging.py
T

71 lines
3.0 KiB
Python

import unittest2 as unittest
import zmq
import logging
import tornado
import multiprocessing
from qsim.simulator.feed import DataFeed
from qsim.transforms.base import MergedTransformsFeed
from qsim.transforms.technical import MovingAverage
import qsim.util as qutil
from qsim.simulator.qbt_client import TestClient
class MessagingTestCase(unittest.TestCase):
def setUp(self):
qutil.configure_logging()
qutil.logger.info("testing...")
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 test_client(self):
#subscribe a client to the multiplexed 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 dtest_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.")