mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-30 15:15:51 +08:00
Eddie Hebert
9326a732a4
Python 3 removes the `.message` attribute, so use `str` instead. Also, the divide by zero message has changed slightly between versions, so just check for the exception type, instead of also checking the message.
133 lines
3.8 KiB
Python
133 lines
3.8 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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import zipline.utils.simfactory as simfactory
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import zipline.utils.factory as factory
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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.finance.slippage import FixedSlippage
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from zipline.transforms.utils import StatefulTransform
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from zipline.utils.test_utils 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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ExceptionTransform
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)
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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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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_tranform_exception(self):
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exc_tnfm = StatefulTransform(ExceptionTransform)
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self.zipline_test_config['transforms'] = [exc_tnfm]
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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(AssertionError) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(str(ctx.exception),
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'An assertion message')
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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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)
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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),
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'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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)
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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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)
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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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