mirror of
https://github.com/wassname/catalyst.git
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Joe Jevnik
721dd36116
Renames zipline.utils.test_utils to zipline.testing Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and teardown and adds mixins to define fixtures like an asset finder or trading calendar.
126 lines
3.6 KiB
Python
126 lines
3.6 KiB
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from unittest import TestCase
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from zipline.finance.slippage import FixedSlippage
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from zipline.finance.trading import TradingEnvironment
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from zipline.test_algorithms import (
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ExceptionAlgorithm,
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DivByZeroAlgorithm,
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SetPortfolioAlgorithm,
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)
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from zipline.testing import (
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drain_zipline,
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setup_logger,
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teardown_logger,
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ExceptionSource,
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)
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import zipline.utils.simfactory as simfactory
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import zipline.utils.factory as factory
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DEFAULT_TIMEOUT = 15 # seconds
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EXTENDED_TIMEOUT = 90
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class ExceptionTestCase(TestCase):
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@classmethod
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def setUpClass(cls):
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cls.env = TradingEnvironment()
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cls.env.write_data(equities_identifiers=[133])
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@classmethod
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def tearDownClass(cls):
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del cls.env
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def setUp(self):
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self.zipline_test_config = {
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'sid': 133,
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'slippage': FixedSlippage()
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}
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setup_logger(self)
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def tearDown(self):
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teardown_logger(self)
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def test_datasource_exception(self):
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self.zipline_test_config['trade_source'] = ExceptionSource()
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(ZeroDivisionError):
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output, _ = drain_zipline(self, zipline)
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def test_exception_in_handle_data(self):
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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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ExceptionAlgorithm(
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'handle_data',
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self.zipline_test_config['sid'],
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sim_params=factory.create_simulation_parameters(),
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env=self.env
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)
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(Exception) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(str(ctx.exception), 'Algo exception in handle_data')
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def test_zerodivision_exception_in_handle_data(self):
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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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DivByZeroAlgorithm(
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self.zipline_test_config['sid'],
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sim_params=factory.create_simulation_parameters(),
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env=self.env
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)
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(ZeroDivisionError):
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output, _ = drain_zipline(self, zipline)
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def test_set_portfolio(self):
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"""
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Are we protected against overwriting an algo's portfolio?
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"""
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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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SetPortfolioAlgorithm(
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self.zipline_test_config['sid'],
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sim_params=factory.create_simulation_parameters(),
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env=self.env
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)
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(AttributeError):
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output, _ = drain_zipline(self, zipline)
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