def test_lse_algorithm(self):

        lse = trading.TradingEnvironment(
            bm_symbol='^FTSE',
            exchange_tz='Europe/London'
        )

        with lse:

            sim_params = factory.create_simulation_parameters(
                start=datetime(2012, 5, 1, tzinfo=pytz.utc),
                end=datetime(2012, 6, 30, tzinfo=pytz.utc)
            )
            algo = TestAlgo(self, sim_params=sim_params)
            trade_source = factory.create_daily_trade_source(
                [8229],
                200,
                sim_params
            )
            algo.set_sources([trade_source])

            gen = algo.get_generator()
            results = list(gen)
            self.assertEqual(len(results), 42)
            # May 7, 2012 was an LSE holiday, confirm the 4th trading
            # day was May 8.
            self.assertEqual(results[4]['daily_perf']['period_open'],
                             datetime(2012, 5, 8, 8, 30, tzinfo=pytz.utc))

 def test_factory_daily(self):
     sim_params = factory.create_simulation_parameters()
     trade_source = factory.create_daily_trade_source([133], 200, sim_params)
     prev = None
     for trade in trade_source:
         if prev:
             self.assertTrue(trade.dt > prev.dt)
         prev = trade

 def test_factory_daily(self):
     trading_environment = factory.create_trading_environment()
     trade_source = factory.create_daily_trade_source(
         [133],
         200,
         trading_environment
     )
     prev = None
     for trade in trade_source:
         if prev:
             self.assertTrue(trade.dt > prev.dt)
         prev = trade

    def test_progress(self):
        """
        Ensure the pipeline of generators are in sync, at least as far as
        their current dates.
        """
        sim_params = factory.create_simulation_parameters(
            start=datetime(2008, 1, 1, tzinfo=pytz.utc), end=datetime(2008, 1, 5, tzinfo=pytz.utc)
        )
        algo = TestAlgo(self, sim_params=sim_params)
        trade_source = factory.create_daily_trade_source([8229], 3, sim_params)
        algo.set_sources([trade_source])

        gen = algo.get_generator()
        results = list(gen)
        self.assertEqual(results[-2]["progress"], 1.0)

    def test_generator_dates(self):
        """
        Ensure the pipeline of generators are in sync, at least as far as
        their current dates.
        """
        sim_params = factory.create_simulation_parameters(
            start=datetime(2011, 7, 30, tzinfo=pytz.utc), end=datetime(2012, 7, 30, tzinfo=pytz.utc)
        )
        algo = TestAlgo(self, sim_params=sim_params)
        trade_source = factory.create_daily_trade_source([8229], 200, sim_params)
        algo.set_sources([trade_source])

        gen = algo.get_generator()
        self.assertTrue(list(gen))

        self.assertTrue(algo.slippage.latest_date)
        self.assertTrue(algo.latest_date)

    def test_generator_dates(self):
        """
        Ensure the pipeline of generators are in sync, at least as far as
        their current dates.
        """
        algo = TestAlgo(self)
        trading_environment = factory.create_trading_environment(
            start=datetime(2011, 7, 30, tzinfo=pytz.utc),
            end=datetime(2012, 7, 30, tzinfo=pytz.utc)
        )
        trade_source = factory.create_daily_trade_source(
            [8229],
            200,
            trading_environment
        )
        algo.set_sources([trade_source])

        gen = algo.get_generator(trading_environment)
        self.assertTrue(list(gen))

        self.assertTrue(algo.slippage.latest_date)
        self.assertTrue(algo.latest_date)

def create_test_zipline(**config):
    """
       :param config: A configuration object that is a dict with:

           - environment - a \
             :py:class:`zipline.finance.trading.TradingEnvironment`
           - sid - an integer, which will be used as the security ID.
           - order_count - the number of orders the test algo will place,
             defaults to 100
           - order_amount - the number of shares per order, defaults to 100
           - trade_count - the number of trades to simulate, defaults to 101
             to ensure all orders are processed.
           - algorithm - optional parameter providing an algorithm. defaults
             to :py:class:`zipline.test.algorithms.TestAlgorithm`
           - trade_source - optional parameter to specify trades, if present.
             If not present :py:class:`zipline.sources.SpecificEquityTrades`
             is the source, with daily frequency in trades.
           - slippage: optional parameter that configures the
             :py:class:`zipline.gens.tradingsimulation.TransactionSimulator`.
             Expects an object with a simulate mehod, such as
             :py:class:`zipline.gens.tradingsimulation.FixedSlippage`.
             :py:mod:`zipline.finance.trading`
           - transforms: optional parameter that provides a list
             of StatefulTransform objects.
       """
    assert isinstance(config, dict)
    sid_list = config.get('sid_list')
    if not sid_list:
        sid = config.get('sid')
        sid_list = [sid]

    concurrent_trades = config.get('concurrent_trades', False)

    #--------------------
    # Trading Environment
    #--------------------
    if 'environment' in config:
        trading_environment = config['environment']
    else:
        trading_environment = factory.create_trading_environment()

    if 'order_count' in config:
        order_count = config['order_count']
    else:
        order_count = 100

    if 'order_amount' in config:
        order_amount = config['order_amount']
    else:
        order_amount = 100

    if 'trade_count' in config:
        trade_count = config['trade_count']
    else:
        # to ensure all orders are filled, we provide one more
        # trade than order
        trade_count = 101

    #-------------------
    # Create the Algo
    #-------------------
    if 'algorithm' in config:
        test_algo = config['algorithm']
    else:
        test_algo = TestAlgorithm(
            sid,
            order_amount,
            order_count
        )

    #-------------------
    # Trade Source
    #-------------------
    if 'trade_source' in config:
        trade_source = config['trade_source']
    else:
        trade_source = factory.create_daily_trade_source(
            sid_list,
            trade_count,
            trading_environment,
            concurrent=concurrent_trades
        )

    test_algo.set_sources([trade_source])

    #-------------------
    # Transforms
    #-------------------

    transforms = config.get('transforms', None)
    if transforms is not None:
        test_algo.set_transforms(transforms)

    #-------------------
    # Slippage
    # ------------------
    slippage = config.get('slippage', None)
    if slippage is not None:
        test_algo.set_slippage(slippage)

#.........这里部分代码省略.........

def create_test_zipline(**config):
    """
       :param config: A configuration object that is a dict with:

           - sid - an integer, which will be used as the asset ID.
           - order_count - the number of orders the test algo will place,
             defaults to 100
           - order_amount - the number of shares per order, defaults to 100
           - trade_count - the number of trades to simulate, defaults to 101
             to ensure all orders are processed.
           - algorithm - optional parameter providing an algorithm. defaults
             to :py:class:`zipline.test.algorithms.TestAlgorithm`
           - trade_source - optional parameter to specify trades, if present.
             If not present :py:class:`zipline.sources.SpecificEquityTrades`
             is the source, with daily frequency in trades.
           - slippage: optional parameter that configures the
             :py:class:`zipline.gens.tradingsimulation.TransactionSimulator`.
             Expects an object with a simulate mehod, such as
             :py:class:`zipline.gens.tradingsimulation.FixedSlippage`.
             :py:mod:`zipline.finance.trading`
       """
    assert isinstance(config, dict)

    try:
        sid_list = config['sid_list']
    except KeyError:
        try:
            sid_list = [config['sid']]
        except KeyError:
            raise Exception("simfactory create_test_zipline() requires "
                            "argument 'sid_list' or 'sid'")

    concurrent_trades = config.get('concurrent_trades', False)

    if 'order_count' in config:
        order_count = config['order_count']
    else:
        order_count = 100

    if 'order_amount' in config:
        order_amount = config['order_amount']
    else:
        order_amount = 100

    # -------------------
    # Create the Algo
    # -------------------
    if 'algorithm' in config:
        test_algo = config['algorithm']
    else:
        test_algo = TestAlgorithm(
            sid_list[0],
            order_amount,
            order_count,
            sim_params=config.get('sim_params',
                                  factory.create_simulation_parameters()),
            slippage=config.get('slippage'),
            identifiers=sid_list
        )

    # -------------------
    # Trade Source
    # -------------------
    if 'trade_source' in config:
        trade_source = config['trade_source']
    else:
        trade_source = factory.create_daily_trade_source(
            sid_list,
            test_algo.sim_params,
            test_algo.trading_environment,
            concurrent=concurrent_trades,
        )
    if trade_source:
        test_algo.set_sources([trade_source])

    # -------------------
    # Benchmark source
    # -------------------

    test_algo.benchmark_return_source = config.get('benchmark_source', None)

    # ------------------
    # generator/simulator
    sim = test_algo.get_generator()

    return sim