def test_datasource_exception(self):
self.zipline_test_config['trade_source'] = ExceptionSource()
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(ZeroDivisionError):
output, _ = drain_zipline(self, zipline)
def test_zerodivision_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
DivByZeroAlgorithm(
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(ZeroDivisionError):
output, _ = drain_zipline(self, zipline)
def test_zerodivision_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
DivByZeroAlgorithm(
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(ZeroDivisionError):
output, _ = drain_zipline(self, zipline)
def test_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
ExceptionAlgorithm(
'handle_data',
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(Exception) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(str(ctx.exception), 'Algo exception in handle_data')
def test_set_portfolio(self):
"""
Are we protected against overwriting an algo's portfolio?
"""
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
SetPortfolioAlgorithm(
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(AttributeError):
output, _ = drain_zipline(self, zipline)
def test_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
ExceptionAlgorithm(
'handle_data',
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(Exception) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(str(ctx.exception), 'Algo exception in handle_data')
def test_set_portfolio(self):
"""
Are we protected against overwriting an algo's portfolio?
"""
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
SetPortfolioAlgorithm(
self.zipline_test_config['sid'],
sim_params=factory.create_simulation_parameters(),
env=self.env
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(AttributeError):
output, _ = drain_zipline(self, zipline)
def test_datasource_exception(self):
self.zipline_test_config['trade_source'] = ExceptionSource()
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(ZeroDivisionError):
output, _ = drain_zipline(self, zipline)
