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# Copyright 2015 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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import os |
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import pickle |
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from nose_parameterized import parameterized |
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from unittest import TestCase, skip |
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from zipline.finance.blotter import Order |
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from .serialization_cases import ( |
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object_serialization_cases, |
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assert_dict_equal |
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) |
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base_state_dir = 'tests/resources/saved_state_archive' |
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BASE_STATE_DIR = os.path.join( |
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os.path.dirname(__file__), |
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'resources', |
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'saved_state_archive') |
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class VersioningTestCase(TestCase): |
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def load_state_from_disk(self, cls): |
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state_dir = cls.__module__ + '.' + cls.__name__ |
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full_dir = BASE_STATE_DIR + '/' + state_dir |
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state_files = \ |
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[f for f in os.listdir(full_dir) if 'State_Version_' in f] |
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for f_name in state_files: |
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f = open(full_dir + '/' + f_name, 'r') |
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yield pickle.load(f) |
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# Only test versioning in minutely mode right now |
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@parameterized.expand(object_serialization_cases(skip_daily=True)) |
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@skip |
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def test_object_serialization(self, |
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_, |
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cls, |
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initargs, |
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di_vars, |
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comparison_method='dict'): |
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# Make reference object |
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obj = cls(*initargs) |
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for k, v in di_vars.items(): |
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setattr(obj, k, v) |
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# Fetch state |
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state_versions = self.load_state_from_disk(cls) |
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for version in state_versions: |
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# For each version inflate a new object and ensure that it |
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# matches the original. |
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newargs = version['newargs'] |
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initargs = version['initargs'] |
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state = version['obj_state'] |
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if newargs is not None: |
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obj2 = cls.__new__(cls, *newargs) |
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else: |
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obj2 = cls.__new__(cls) |
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if initargs is not None: |
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obj2.__init__(*initargs) |
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obj2.__setstate__(state) |
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for k, v in di_vars.items(): |
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setattr(obj2, k, v) |
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# The ObjectId generated on instantiation of Order will |
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# not be the same as the one loaded from saved state. |
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if cls == Order: |
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obj.__dict__['id'] = obj2.__dict__['id'] |
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if comparison_method == 'repr': |
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self.assertEqual(obj.__repr__(), obj2.__repr__()) |
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elif comparison_method == 'to_dict': |
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assert_dict_equal(obj.to_dict(), obj2.to_dict()) |
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else: |
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assert_dict_equal(obj.__dict__, obj2.__dict__) |
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quantopian /
zipline
