mirror of
https://github.com/wassname/catalyst.git
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fawce
107 lines
2.8 KiB
Python
107 lines
2.8 KiB
Python
import zmq
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import pytz
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from datetime import datetime, timedelta
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from unittest2 import TestCase
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from collections import defaultdict
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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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from zipline.utils.test_utils import (
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drain_zipline,
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check,
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setup_logger,
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teardown_logger,
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launch_component,
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create_monitor,
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launch_monitor
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)
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from zipline.core import Component
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from zipline.core.component import ComponentSocketArgs
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from zipline.protocol import (
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DATASOURCE_FRAME,
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DATASOURCE_UNFRAME
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)
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from zipline.gens.tradegens import SpecificEquityTrades
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from zipline.gens.utils import hash_args
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from zipline.gens.zmqgen import gen_from_poller
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import logbook
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log = logbook.Logger('ComponentTestCase')
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allocator = AddressAllocator(1000)
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class ComponentTestCase(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' : False,
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'results_socket' : allocator.lease(1)[0],
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'simulation_style' : SIMULATION_STYLE.FIXED_SLIPPAGE
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}
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self.ctx = zmq.Context()
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setup_logger(self)
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def tearDown(self):
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self.ctx.term()
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teardown_logger(self)
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def test_specific_equity_source(self):
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filter = [1,2,3,4]
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#Set up source a. One minute between events.
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args_a = tuple()
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kwargs_a = {
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'sids' : [1,2],
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'start' : datetime(2012,6,6,0,tzinfo=pytz.utc),
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'delta' : timedelta(minutes = 1),
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'filter' : filter,
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'count' : 100
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}
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c_id = SpecificEquityTrades.__name__ + hash_args(args_a, kwargs_a)
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mon = create_monitor(allocator)
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out_socket_args = ComponentSocketArgs(
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style=zmq.PUSH,
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uri=allocator.lease(1)[0],
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bind=True
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)
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c = Component(
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SpecificEquityTrades,
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args_a,
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kwargs_a,
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c_id,
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out_socket_args,
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DATASOURCE_FRAME,
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mon
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)
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mon.manage(set([c.get_id]))
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mon_proc = launch_monitor(mon)
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# launch in a process
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proc = launch_component(c)
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pull_socket = self.ctx.socket(zmq.PULL)
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pull_socket.connect(out_socket_args.uri)
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poller = zmq.Poller()
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poller.register(pull_socket, zmq.POLLIN)
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unframe = DATASOURCE_UNFRAME
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for msg in gen_from_poller(poller, pull_socket, unframe):
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# assert things about the messages.
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log.info(msg)
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pull_socket.close()
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log.info("DONE!")
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