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Merge pull request #1471 from quantopian/fix-slow-startup
PERF: Remove import-time calendar creations.
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,95 @@ | ||
| """ | ||
| Tests for TradingCalendarDispatcher. | ||
| """ | ||
| from zipline.errors import ( | ||
| CalendarNameCollision, | ||
| CyclicCalendarAlias, | ||
| InvalidCalendarName, | ||
| ) | ||
| from zipline.testing import ZiplineTestCase | ||
| from zipline.utils.calendars.calendar_utils import TradingCalendarDispatcher | ||
| from zipline.utils.calendars.exchange_calendar_ice import ICEExchangeCalendar | ||
|
|
||
|
|
||
| class CalendarAliasTestCase(ZiplineTestCase): | ||
|
|
||
| @classmethod | ||
| def init_class_fixtures(cls): | ||
| super(CalendarAliasTestCase, cls).init_class_fixtures() | ||
| # Make a calendar once so that we don't spend time in every test | ||
| # instantiating calendars. | ||
| cls.dispatcher_kwargs = dict( | ||
| calendars={'ICE': ICEExchangeCalendar()}, | ||
| calendar_factories={}, | ||
| aliases={ | ||
| 'ICE_ALIAS': 'ICE', | ||
| 'ICE_ALIAS_ALIAS': 'ICE_ALIAS', | ||
| }, | ||
| ) | ||
|
|
||
| def init_instance_fixtures(self): | ||
| super(CalendarAliasTestCase, self).init_instance_fixtures() | ||
| self.dispatcher = TradingCalendarDispatcher( | ||
| # Make copies here so that tests that mutate the dispatcher dicts | ||
| # are isolated from one another. | ||
| **{k: v.copy() for k, v in self.dispatcher_kwargs.items()} | ||
| ) | ||
|
|
||
| def test_follow_alias_chain(self): | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE_ALIAS'), | ||
| self.dispatcher.get_calendar('ICE'), | ||
| ) | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS'), | ||
| self.dispatcher.get_calendar('ICE'), | ||
| ) | ||
|
|
||
| def test_add_new_aliases(self): | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('NOT_ICE') | ||
|
|
||
| self.dispatcher.register_calendar_alias('NOT_ICE', 'ICE') | ||
|
|
||
| self.assertIs( | ||
| self.dispatcher.get_calendar('NOT_ICE'), | ||
| self.dispatcher.get_calendar('ICE'), | ||
| ) | ||
|
|
||
| self.dispatcher.register_calendar_alias( | ||
| 'ICE_ALIAS_ALIAS_ALIAS', | ||
| 'ICE_ALIAS_ALIAS' | ||
| ) | ||
| self.assertIs( | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS_ALIAS'), | ||
| self.dispatcher.get_calendar('ICE'), | ||
| ) | ||
|
|
||
| def test_remove_aliases(self): | ||
| self.dispatcher.deregister_calendar('ICE_ALIAS_ALIAS') | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('ICE_ALIAS_ALIAS') | ||
|
|
||
| def test_reject_alias_that_already_exists(self): | ||
| with self.assertRaises(CalendarNameCollision): | ||
| self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE') | ||
|
|
||
| with self.assertRaises(CalendarNameCollision): | ||
| self.dispatcher.register_calendar_alias('ICE_ALIAS', 'NOT_ICE') | ||
|
|
||
| def test_allow_alias_override_with_force(self): | ||
| self.dispatcher.register_calendar_alias('ICE', 'NOT_ICE', force=True) | ||
| with self.assertRaises(InvalidCalendarName): | ||
| self.dispatcher.get_calendar('ICE') | ||
|
|
||
| def test_reject_cyclic_aliases(self): | ||
| add_alias = self.dispatcher.register_calendar_alias | ||
|
|
||
| add_alias('A', 'B') | ||
| add_alias('B', 'C') | ||
|
|
||
| with self.assertRaises(CyclicCalendarAlias) as e: | ||
| add_alias('C', 'A') | ||
|
|
||
| expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']" | ||
| self.assertEqual(str(e.exception), expected) |
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