mirror of
https://github.com/wassname/catalyst.git
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Tobias Brandt
139 lines
3.9 KiB
Python
139 lines
3.9 KiB
Python
#
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# Copyright 2012 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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import zipline.utils.simfactory as simfactory
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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.finance.slippage import FixedSlippage
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from zipline.transforms.utils import StatefulTransform
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from zipline.utils.test_utils import (
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drain_zipline,
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setup_logger,
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teardown_logger,
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ExceptionSource,
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ExceptionTransform
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)
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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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def setUp(self):
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self.zipline_test_config = {
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'sid': 133,
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'slippage': FixedSlippage()
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}
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setup_logger(self)
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def tearDown(self):
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teardown_logger(self)
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def test_datasource_exception(self):
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self.zipline_test_config['trade_source'] = ExceptionSource()
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(ZeroDivisionError) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(
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ctx.exception.message,
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'integer division or modulo by zero'
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)
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def test_tranform_exception(self):
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exc_tnfm = StatefulTransform(ExceptionTransform)
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self.zipline_test_config['transforms'] = [exc_tnfm]
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(AssertionError) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(ctx.exception.message,
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'An assertion message')
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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 = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(Exception) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(ctx.exception.message,
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'Algo exception in handle_data')
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def test_zerodivision_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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DivByZeroAlgorithm(
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self.zipline_test_config['sid']
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)
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(ZeroDivisionError) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(ctx.exception.message,
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'integer division or modulo by zero')
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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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# Simulation
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# ----------
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self.zipline_test_config['algorithm'] = \
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SetPortfolioAlgorithm(
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self.zipline_test_config['sid']
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)
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zipline = simfactory.create_test_zipline(
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**self.zipline_test_config
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)
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with self.assertRaises(AttributeError) as ctx:
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output, _ = drain_zipline(self, zipline)
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self.assertEqual(ctx.exception.message,
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"can't set attribute")
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