mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-27 19:30:28 +08:00
fawce
154 lines
4.4 KiB
Python
154 lines
4.4 KiB
Python
|
|
from unittest2 import TestCase
|
|
from collections import defaultdict
|
|
|
|
from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm, \
|
|
InitializeTimeoutAlgorithm, TooMuchProcessingAlgorithm
|
|
from zipline.finance.slippage import FixedSlippage
|
|
from zipline.lines import SimulatedTrading
|
|
from zipline.gens.transform import StatefulTransform
|
|
from zipline.utils.timeout import TimeoutException
|
|
|
|
from zipline.utils.test_utils import (
|
|
drain_zipline,
|
|
setup_logger,
|
|
teardown_logger,
|
|
ExceptionSource,
|
|
ExceptionTransform
|
|
)
|
|
|
|
DEFAULT_TIMEOUT = 15 # seconds
|
|
EXTENDED_TIMEOUT = 90
|
|
|
|
|
|
class ExceptionTestCase(TestCase):
|
|
|
|
leased_sockets = defaultdict(list)
|
|
|
|
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 = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(ZeroDivisionError) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(
|
|
ctx.exception.message,
|
|
'integer division or modulo by zero'
|
|
)
|
|
|
|
|
|
def test_tranform_exception(self):
|
|
exc_tnfm = StatefulTransform(ExceptionTransform)
|
|
self.zipline_test_config['transforms'] = [exc_tnfm]
|
|
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(AssertionError) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(ctx.exception.message,'An assertion message')
|
|
|
|
def test_exception_in_init(self):
|
|
# Simulation
|
|
# ----------
|
|
self.zipline_test_config['algorithm'] = \
|
|
ExceptionAlgorithm(
|
|
'initialize',
|
|
self.zipline_test_config['sid']
|
|
)
|
|
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(Exception) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(ctx.exception.message,'Algo exception in initialize')
|
|
|
|
def test_exception_in_handle_data(self):
|
|
# Simulation
|
|
# ----------
|
|
self.zipline_test_config['algorithm'] = \
|
|
ExceptionAlgorithm(
|
|
'handle_data',
|
|
self.zipline_test_config['sid']
|
|
)
|
|
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(Exception) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(ctx.exception.message,'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']
|
|
)
|
|
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(ZeroDivisionError) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(ctx.exception.message,'integer division or modulo by zero')
|
|
|
|
|
|
def test_initialize_timeout(self):
|
|
|
|
self.zipline_test_config['algorithm'] = \
|
|
InitializeTimeoutAlgorithm(
|
|
self.zipline_test_config['sid']
|
|
)
|
|
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(TimeoutException) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(ctx.exception.message,'Call to initialize timed out')
|
|
|
|
def test_heartbeat(self):
|
|
|
|
self.zipline_test_config['algorithm'] = \
|
|
TooMuchProcessingAlgorithm(
|
|
self.zipline_test_config['sid']
|
|
)
|
|
zipline = SimulatedTrading.create_test_zipline(
|
|
**self.zipline_test_config
|
|
)
|
|
|
|
with self.assertRaises(TimeoutException) as ctx:
|
|
output, _ = drain_zipline(self, zipline)
|
|
|
|
self.assertEqual(
|
|
ctx.exception.message,
|
|
'Too much time spent in handle_data call'
|
|
)
|