本文整理汇总了Python中zipline.utils.test_utils.drain_zipline函数的典型用法代码示例。如果您正苦于以下问题：Python drain_zipline函数的具体用法？Python drain_zipline怎么用？Python drain_zipline使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了drain_zipline函数的15个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: test_datasource_exception
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)示例2: test_datasource_exception
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) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message, "integer division or modulo by zero")示例3: test_tranform_exception
def test_tranform_exception(self):
exc_tnfm = StatefulTransform(ExceptionTransform)
self.zipline_test_config["transforms"] = [exc_tnfm]
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(AssertionError) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message, "An assertion message")示例4: test_order_methods
def test_order_methods(self):
"""Only test that order methods can be called without error.
Correct filling of orders is tested in zipline.
"""
test_algo = TradingAlgorithm(script=call_all_order_methods, sim_params=self.sim_params)
set_algo_instance(test_algo)
self.zipline_test_config["algorithm"] = test_algo
self.zipline_test_config["trade_count"] = 200
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
output, _ = drain_zipline(self, zipline)示例5: test_exception_in_handle_data
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()
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(Exception) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message, "Algo exception in handle_data")示例6: _algo_record_float_magic_should_pass
def _algo_record_float_magic_should_pass(self, var_type):
test_algo = TradingAlgorithm(script=record_float_magic % var_type, sim_params=self.sim_params)
set_algo_instance(test_algo)
self.zipline_test_config["algorithm"] = test_algo
self.zipline_test_config["trade_count"] = 200
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
output, _ = drain_zipline(self, zipline)
self.assertEqual(len(output), 252)
incr = []
for o in output[:200]:
incr.append(o["daily_perf"]["recorded_vars"]["data"])
np.testing.assert_array_equal(incr, [np.nan] * 200)示例7: test_zerodivision_exception_in_handle_data
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()
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(ZeroDivisionError) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message, "integer division or modulo by zero")示例8: test_algo_record_vars
def test_algo_record_vars(self):
test_algo = TradingAlgorithm(script=record_variables, sim_params=self.sim_params)
set_algo_instance(test_algo)
self.zipline_test_config["algorithm"] = test_algo
self.zipline_test_config["trade_count"] = 200
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
output, _ = drain_zipline(self, zipline)
self.assertEqual(len(output), 252)
incr = []
for o in output[:200]:
incr.append(o["daily_perf"]["recorded_vars"]["incr"])
np.testing.assert_array_equal(incr, range(1, 201))示例9: test_zerodivision_exception_in_handle_data
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()
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(ZeroDivisionError):
output, _ = drain_zipline(self, zipline)示例10: test_account_in_init
def test_account_in_init(self):
"""
Test that accessing account in init doesn't break.
"""
test_algo = TradingAlgorithm(
script=access_account_in_init,
sim_params=self.sim_params,
)
set_algo_instance(test_algo)
self.zipline_test_config['algorithm'] = test_algo
self.zipline_test_config['trade_count'] = 1
zipline = simfactory.create_test_zipline(
**self.zipline_test_config)
output, _ = drain_zipline(self, zipline)示例11: test_set_portfolio
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()
)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
with self.assertRaises(AttributeError) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message, "can't set attribute")示例12: test_zerodivision_exception_in_handle_data
def test_zerodivision_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
DivByZeroAlgorithm(
self.zipline_test_config['sid']
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(ZeroDivisionError) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message,
'integer division or modulo by zero')示例13: test_exception_in_handle_data
def test_exception_in_handle_data(self):
# Simulation
# ----------
self.zipline_test_config['algorithm'] = \
ExceptionAlgorithm(
'handle_data',
self.zipline_test_config['sid']
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(Exception) as ctx:
output, _ = drain_zipline(self, zipline)
self.assertEqual(ctx.exception.message,
'Algo exception in handle_data')示例14: test_set_portfolio
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()
)
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
with self.assertRaises(AttributeError):
output, _ = drain_zipline(self, zipline)示例15: test_exception_in_handle_data
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')