mirror of
https://github.com/wassname/catalyst.git
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fawce
85 lines
3.4 KiB
Python
85 lines
3.4 KiB
Python
"""
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Test suite for the messaging infrastructure of QSim.
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"""
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#don't worry about excessive public methods pylint: disable=R0904
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import unittest2 as unittest
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import multiprocessing
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import time
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from zipline.simulator import ThreadSimulator, ProcessSimulator
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from zipline.transforms.technical import MovingAverage
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from zipline.sources import RandomEquityTrades
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import zipline.util as qutil
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import zipline.messaging as qmsg
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from zipline.test.client import TestClient
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qutil.configure_logging()
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class SimulatorTestCase(unittest.TestCase):
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"""Tests the message passing: datasources -> feed -> transforms -> merge -> client"""
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def setUp(self):
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"""generate some config objects for the datafeed, sources, and transforms."""
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self.addresses = {'sync_address' : "tcp://127.0.0.1:10100",
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'data_address' : "tcp://127.0.0.1:10101",
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'feed_address' : "tcp://127.0.0.1:10102",
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'merge_address' : "tcp://127.0.0.1:10103",
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'result_address' : "tcp://127.0.0.1:10104",
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'order_address' : "tcp://127.0.0.1:10105"
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}
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def get_simulator(self):
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return ThreadSimulator(self.addresses)
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def test_sources_only(self):
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"""streams events from two data sources, no transforms."""
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sim = self.get_simulator()
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ret1 = RandomEquityTrades(133, "ret1", 400)
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ret2 = RandomEquityTrades(134, "ret2", 400)
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client = TestClient(self, expected_msg_count=800)
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sim.register_components([ret1, ret2, client])
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sim.simulate()
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self.assertEqual(sim.feed.pending_messages(), 0,
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"The feed should be drained of all messages, found {n} remaining."
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.format(n=sim.feed.pending_messages()))
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def test_transforms(self):
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"""
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2 datasources -> feed -> 2 moving average transforms -> transform merge -> testclient
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verify message count at client.
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"""
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sim = self.get_simulator()
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ret1 = RandomEquityTrades(133, "ret1", 5000)
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ret2 = RandomEquityTrades(134, "ret2", 5000)
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mavg1 = MovingAverage("mavg1", 30)
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mavg2 = MovingAverage("mavg2", 60)
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client = TestClient(self, expected_msg_count=10000)
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sim.register_components([ret1, ret2, mavg1, mavg2, client])
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sim.simulate()
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self.assertEqual(sim.feed.pending_messages(), 0, "The feed should be drained of all messages.")
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def dtest_error_in_feed(self):
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ret1 = RandomEquityTrades(133, "ret1", 400)
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ret2 = RandomEquityTrades(134, "ret2", 400)
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sources = {"ret1":ret1, "ret2":ret2}
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mavg1 = MovingAverage("mavg1", 30)
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mavg2 = MovingAverage("mavg2", 60)
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transforms = {"mavg1":mavg1, "mavg2":mavg2}
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client = TestClient(self, expected_msg_count=0)
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sim = self.get_simulator(sources, transforms, client)
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sim.feed = DataFeedErr(sources.keys(), sim.data_address, sim.feed_address, sim.performance_address, qmsg.Sync(sim, "DataFeedErrorGenerator"))
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sim.simulate()
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class ProcessSimulatorTestCase(SimulatorTestCase):
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def get_simulator(self):
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return ProcessSimulator(self.addresses)
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