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https://github.com/wassname/catalyst.git
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fawce
159 lines
5.0 KiB
Python
159 lines
5.0 KiB
Python
import zmq
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from unittest2 import TestCase
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from collections import defaultdict
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from zipline.test_algorithms import ExceptionAlgorithm, NoopAlgorithm
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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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DEFAULT_TIMEOUT = 15 # seconds
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EXTENDED_TIMEOUT = 90
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allocator = AddressAllocator(1000)
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class ExceptionTestCase(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_exception_in_init(self):
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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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ExceptionAlgorithm(
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'initialize',
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self.zipline_test_config['sid']
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)
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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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output, _ = drain_zipline(self, zipline)
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self.assertEqual(len(output), 1)
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self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
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payload = output[-1]['payload']
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#check(self, payload, INITIALIZE_TB)
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self.assertTrue(zipline.sim.ready())
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self.assertFalse(zipline.sim.exception)
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def test_exception_in_handle_data(self):
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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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ExceptionAlgorithm(
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'handle_data',
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self.zipline_test_config['sid']
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)
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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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output, _ = drain_zipline(self, zipline)
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self.assertEqual(len(output), 1)
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self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
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payload = output[-1]['payload']
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#check(self, payload, HANDLE_DATA_TB)
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self.assertTrue(zipline.sim.ready())
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self.assertFalse(zipline.sim.exception)
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# TODO:
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# - define more zipline failure modes: exception in other
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# components, exception in Monitor, etc. write tests
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# for those scenarios.
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INITIALIZE_TB =\
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[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self._run()',
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'lineno': 229,
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'method': 'run'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self.loop()',
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'lineno': 220,
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'method': '_run'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self.do_work()',
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'lineno': 257,
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'method': 'loop'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'self.initialize_algo()',
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'lineno': 100,
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'method': 'do_work'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'self.do_op(self.algorithm.initialize)',
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'lineno': 83,
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'method': 'initialize_algo'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'callable_op(*args, **kwargs)',
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'lineno': 208,
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'method': 'do_op'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
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'line': 'raise Exception("Algo exception in initialize")',
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'lineno': 162,
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'method': 'initialize'}]
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HANDLE_DATA_TB =\
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[{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self._run()',
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'lineno': 229,
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'method': 'run'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self.loop()',
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'lineno': 220,
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'method': '_run'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/core/component.py',
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'line': 'self.do_work()',
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'lineno': 257,
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'method': 'loop'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'self.process_event(event)',
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'lineno': 119,
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'method': 'do_work'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'self.run_algorithm()',
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'lineno': 167,
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'method': 'process_event'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'self.do_op(self.algorithm.handle_data, data)',
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'lineno': 189,
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'method': 'run_algorithm'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/components/tradesimulation.py',
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'line': 'callable_op(*args, **kwargs)',
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'lineno': 208,
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'method': 'do_op'},
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{'file': '/Users/fawce/projects/qexec/zipline_repo/zipline/test_algorithms.py',
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'line': 'raise Exception("Algo exception in handle_data")',
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'lineno': 183,
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'method': 'handle_data'}]
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