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fawce
49 lines
1.3 KiB
Python
49 lines
1.3 KiB
Python
from unittest2 import TestCase
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from collections import defaultdict
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from logbook.compat import LoggingHandler
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from zipline.test_algorithms import ExceptionAlgorithm
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from zipline.finance.trading import SIMULATION_STYLE
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from zipline.core.devsimulator import AddressAllocator
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from zipline.lines import SimulatedTrading
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DEFAULT_TIMEOUT = 15 # seconds
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EXTENDED_TIMEOUT = 90
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allocator = AddressAllocator(1000)
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class FinanceTestCase(TestCase):
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leased_sockets = defaultdict(list)
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def setUp(self):
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self.zipline_test_config = {
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'allocator' : allocator,
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'sid' : 133,
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'devel' : True
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}
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self.log_handler = LoggingHandler()
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self.log_handler.push_application()
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def tearDown(self):
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self.log_handler.pop_application()
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def test_exception_in_init(self):
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# Simulation
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# ----------
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self.zipline_test_config['simulation_style'] = \
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SIMULATION_STYLE.FIXED_SLIPPAGE
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self.zipline_test_config['algorithm'] = ExceptionAlgorithm('initialize')
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self.zipline_test_config['devel'] = False
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zipline = SimulatedTrading.create_test_zipline(
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**self.zipline_test_config
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)
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zipline.simulate(blocking=True)
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self.assertTrue(zipline.sim.ready())
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self.assertTrue(zipline.sim.exception)
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