mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 05:15:44 +08:00
Eddie Hebert
16fd6681a6
More documentation to follow in release notes. Based on lazy-mainline branch, see for more details. Also-By: Jean Bredeche <jean@quantopian.com> Also-By: Andrew Liang <aliang@quantopian.com> Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
95 lines
2.8 KiB
Python
95 lines
2.8 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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from testfixtures import TempDirectory
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from zipline.finance.trading import TradingEnvironment
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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.testing import (
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setup_logger,
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teardown_logger
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)
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import zipline.utils.factory as factory
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from zipline.testing.core import create_data_portal
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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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@classmethod
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def setUpClass(cls):
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cls.sid = 133
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cls.env = TradingEnvironment()
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cls.env.write_data(equities_identifiers=[cls.sid])
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cls.tempdir = TempDirectory()
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cls.sim_params = factory.create_simulation_parameters(
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num_days=4,
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env=cls.env
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)
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cls.data_portal = create_data_portal(
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env=cls.env,
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tempdir=cls.tempdir,
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sim_params=cls.sim_params,
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sids=[cls.sid]
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)
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setup_logger(cls)
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@classmethod
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def tearDownClass(cls):
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del cls.env
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cls.tempdir.cleanup()
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teardown_logger(cls)
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def test_exception_in_handle_data(self):
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algo = ExceptionAlgorithm('handle_data',
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self.sid,
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sim_params=self.sim_params,
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env=self.env)
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with self.assertRaises(Exception) as ctx:
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algo.run(self.data_portal)
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self.assertEqual(str(ctx.exception), 'Algo exception in handle_data')
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def test_zerodivision_exception_in_handle_data(self):
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algo = DivByZeroAlgorithm(self.sid,
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sim_params=self.sim_params,
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env=self.env)
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with self.assertRaises(ZeroDivisionError):
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algo.run(self.data_portal)
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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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algo = SetPortfolioAlgorithm(self.sid,
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sim_params=self.sim_params,
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env=self.env)
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with self.assertRaises(AttributeError):
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algo.run(self.data_portal)
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