mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-11 03:34:12 +08:00
fawce
86 lines
3.2 KiB
Python
86 lines
3.2 KiB
Python
"""
|
|
Test suite for the messaging infrastructure of QSim.
|
|
"""
|
|
#don't worry about excessive public methods pylint: disable=R0904
|
|
|
|
import unittest2 as unittest
|
|
import multiprocessing
|
|
import time
|
|
|
|
from qsim.core import ThreadSimulator, DataFeed
|
|
from qsim.transforms.technical import MovingAverage
|
|
from qsim.sources import RandomEquityTrades
|
|
import qsim.util as qutil
|
|
import qsim.messaging as qmsg
|
|
|
|
from qsim.test.client import TestClient
|
|
|
|
|
|
class MessagingTestCase(unittest.TestCase):
|
|
"""Tests the message passing: datasources -> feed -> transforms -> merge -> client"""
|
|
|
|
def setUp(self):
|
|
"""generate some config objects for the datafeed, sources, and transforms."""
|
|
qutil.configure_logging()
|
|
|
|
def get_simulator(self, sources, transforms, client, feed=None, merge=None):
|
|
return ThreadSimulator(sources, transforms, client, feed=feed, merge=merge)
|
|
|
|
def dtest_sources_only(self):
|
|
"""streams events from two data sources, no transforms."""
|
|
|
|
ret1 = RandomEquityTrades(133, "ret1", 400)
|
|
ret2 = RandomEquityTrades(134, "ret2", 400)
|
|
sources = {"ret1":ret1, "ret2":ret2}
|
|
client = TestClient(self, expected_msg_count=800)
|
|
sim = self.get_simulator(sources, {}, client)
|
|
sim.simulate()
|
|
|
|
self.assertEqual(sim.feed.data_buffer.pending_messages(), 0,
|
|
"The feed should be drained of all messages, found {n} remaining."
|
|
.format(n=sim.feed.data_buffer.pending_messages()))
|
|
|
|
|
|
def dtest_merged_to_client(self):
|
|
"""
|
|
2 datasources -> feed -> 2 moving average transforms -> transform merge -> testclient
|
|
verify message count at client.
|
|
"""
|
|
|
|
ret1 = RandomEquityTrades(133, "ret1", 400)
|
|
ret2 = RandomEquityTrades(134, "ret2", 400)
|
|
sources = {"ret1":ret1, "ret2":ret2}
|
|
mavg1 = MovingAverage("mavg1", 30)
|
|
mavg2 = MovingAverage("mavg2", 60)
|
|
transforms = {"mavg1":mavg1, "mavg2":mavg2}
|
|
client = TestClient(self, expected_msg_count=800)
|
|
sim = self.get_simulator(sources, transforms, client)
|
|
sim.simulate()
|
|
|
|
|
|
self.assertEqual(sim.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.")
|
|
|
|
def test_zerror_in_feed(self):
|
|
ret1 = RandomEquityTrades(133, "ret1", 400)
|
|
ret2 = RandomEquityTrades(134, "ret2", 400)
|
|
sources = {"ret1":ret1, "ret2":ret2}
|
|
mavg1 = MovingAverage("mavg1", 30)
|
|
mavg2 = MovingAverage("mavg2", 60)
|
|
transforms = {"mavg1":mavg1, "mavg2":mavg2}
|
|
client = TestClient(self, expected_msg_count=0)
|
|
sim = self.get_simulator(sources, transforms, client)
|
|
sim.feed = DataFeedErr(sources.keys(), sim.data_address, sim.feed_address, qmsg.Sync(sim, "DataFeedErrorGenerator"))
|
|
sim.simulate()
|
|
|
|
class DataFeedErr(DataFeed):
|
|
"""Helper class for testing, simulates exceptions inside the DataFeed"""
|
|
|
|
def __init__(self, source_list, data_address, feed_address, sync):
|
|
DataFeed.__init__(self, source_list, data_address, feed_address, sync)
|
|
|
|
def handle_all(self):
|
|
#time.sleep(1000)
|
|
raise Exception("simulated error in data feed from test helper")
|
|
|
|
|