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64 lines
2.4 KiB
Python
64 lines
2.4 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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from qsim.core import Simulator
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from qsim.transforms.technical import MovingAverage
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from qsim.sources import RandomEquityTrades
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import qsim.util as qutil
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from qsim.test.client import TestClient
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class MessagingTestCase(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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qutil.configure_logging()
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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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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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client = TestClient()
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sim = Simulator(sources, {}, client)
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sim.launch()
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self.assertEqual(sim.feed.data_buffer.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.data_buffer.pending_messages()))
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self.assertEqual(800, client.received_count,
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"The client should have received ({n}) the same number of messages as the feed sent ({m})."
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.format(n=client.received_count, m=800))
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def test_merged_to_client(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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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()
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sim = Simulator(sources, {}, client)
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sim.launch()
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self.assertEqual(sim.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.")
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self.assertEqual(800, client.received_count,
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"The client should have received the same number of messages as the feed sent.")
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