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Jenkins T. Quantopian, III
66 lines
2.9 KiB
Python
66 lines
2.9 KiB
Python
import unittest2 as unittest
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import zmq
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import logging
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import tornado
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from simulator.data.sources.equity import *
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from simulator.data.feed import *
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from transforms.transforms import MergedTransformsFeed, MovingAverage
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from simulator.qbt_client import TestClient
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class MessagingTestCase(unittest.TestCase):
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def setUp(self):
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self.total_data_count = 800
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self.feed_config = {'emt1':{'sid':133, 'class':'RandomEquityTrades', 'count':400},
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'emt2':{'sid':134, 'class':'RandomEquityTrades', 'count':400}}
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self.feed = DataFeed(self.feed_config)
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self.feed_proc = multiprocessing.Process(target=self.feed.run)
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self.config = {}
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self.config['name'] = '**merged feed**'
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self.config['transforms'] = [{'name':'mavg1', 'class':'MovingAverage', 'hours':1},{'name':'mavg2', 'class':'MovingAverage', 'hours':2}]
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def dtest_client(self):
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#subscribe a client to the transformed feed
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client = TestClient(self.feed, self.feed.feed_address)
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feed_proc = multiprocessing.Process(target=self.feed.run)
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feed_proc.start()
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client.run()
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self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages, found {n} remaining.".format(n=self.feed.data_buffer.pending_messages()))
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self.assertEqual(self.total_data_count, client.received_count, "The client should have received ({n}) the same number of messages as the feed sent ({m}).".format(n=client.received_count, m=self.total_data_count))
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def dtest_moving_average_to_client(self):
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mavg = MovingAverage(self.feed, self.config['transforms'][0])
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mavg_proc = multiprocessing.Process(target=mavg.run)
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mavg_proc.start()
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client = TestClient(self.feed, mavg.result_address, bind=True)
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feed_proc = multiprocessing.Process(target=self.feed.run)
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feed_proc.start()
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client.run()
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self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.")
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self.assertEqual(self.total_data_count, client.received_count, "The client should have received the same number of messages as the feed sent.")
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def test_merged_to_client(self):
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merger = MergedTransformsFeed(self.feed, self.config)
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merger_proc = multiprocessing.Process(target=merger.run)
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merger_proc.start()
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client = TestClient(self.feed, merger.result_address)
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feed_proc = multiprocessing.Process(target=self.feed.run)
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feed_proc.start()
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client.run()
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self.assertEqual(self.feed.data_buffer.pending_messages(), 0, "The feed should be drained of all messages.")
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self.assertEqual(self.total_data_count, client.received_count, "The client should have received the same number of messages as the feed sent.")
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