ENH: Added tests for pickling zipline objects.

tests/test_pickle_serialization.py

@@ -0,0 +1,100 @@
+#
+# Copyright 2015 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import datetime
+import pickle
+import pytz
+
+from nose_parameterized import parameterized
+from unittest import TestCase
+
+from zipline.finance.blotter import Blotter, Order
+from zipline.finance.commission import PerShare, PerTrade, PerDollar
+from zipline.finance.performance.period import PerformancePeriod
+from zipline.finance.performance.position import Position
+from zipline.finance.performance.tracker import PerformanceTracker
+from zipline.finance.risk.cumulative import RiskMetricsCumulative
+from zipline.finance.risk.period import RiskMetricsPeriod
+from zipline.finance.risk.report import RiskReport
+from zipline.finance.slippage import (
+    FixedSlippage,
+    Transaction,
+    VolumeShareSlippage
+)
+from zipline.protocol import Account
+from zipline.protocol import Portfolio
+from zipline.protocol import Position as ProtocolPosition
+
+
+from zipline.finance.trading import SimulationParameters
+
+from zipline.utils import factory
+
+sim_params_daily = SimulationParameters(
+    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+    10000,
+    emission_rate='daily')
+sim_params_minute = SimulationParameters(
+    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+    datetime.datetime(2013, 6, 19, tzinfo=pytz.UTC),
+    10000,
+    emission_rate='minute')
+returns = factory.create_returns_from_list(
+    [1.0], sim_params_daily)
+
+
+class PickleSerializationTestCase(TestCase):
+
+    @parameterized.expand([
+        (Blotter, (), 'repr'),
+        (Order, (datetime.datetime(2013, 6, 19), 8554, 100), 'dict'),
+        (PerShare, (), 'dict'),
+        (PerTrade, (), 'dict'),
+        (PerDollar, (), 'dict'),
+        (PerformancePeriod, (10000,), 'to_dict'),
+        (Position, (8554,), 'dict'),
+        (PerformanceTracker, (sim_params_daily,), 'to_dict'),
+        (PerformanceTracker, (sim_params_minute,), 'to_dict'),
+        (RiskMetricsCumulative, (sim_params_daily,), 'to_dict'),
+        (RiskMetricsCumulative, (sim_params_minute,), 'to_dict'),
+        (RiskMetricsPeriod,
+            (returns.index[0], returns.index[0], returns), 'to_dict'),
+        (RiskReport, (returns, sim_params_daily), 'to_dict'),
+        (RiskReport, (returns, sim_params_minute), 'to_dict'),
+        (FixedSlippage, (), 'dict'),
+        (Transaction,
+            (8554, 10, datetime.datetime(2013, 6, 19), 100, "0000"), 'dict'),
+        (VolumeShareSlippage, (), 'dict'),
+        (Account, (), 'dict'),
+        (Portfolio, (), 'dict'),
+        (ProtocolPosition, (8554,), 'dict')
+    ])
+    def test_object_serialization(self,
+                                  cls,
+                                  initargs,
+                                  comparison_method='dict'):
+
+        obj = cls(*initargs)
+        state = pickle.dumps(obj)
+
+        obj2 = pickle.loads(state)
+
+        if comparison_method == 'repr':
+            self.assertEqual(obj.__repr__(), obj2.__repr__())
+        elif comparison_method == 'to_dict':
+            self.assertEqual(obj.to_dict(), obj2.to_dict())
+        else:
+            self.assertEqual(obj.__dict__, obj2.__dict__)