text: #
  # Copyright 2016 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
  from inspect import isabstract
  import random
  from unittest import TestCase
  import warnings
  
  from parameterized import parameterized
  import pandas as pd
  from six import iteritems
  from six.moves import range, map
  
  import zipline.utils.events
  from zipline.utils.calendars import get_calendar
  from zipline.utils.events import (
      EventRule,
      StatelessRule,
      Always,
      Never,
      AfterOpen,
      ComposedRule,
      BeforeClose,
      NotHalfDay,
      NthTradingDayOfWeek,
      NDaysBeforeLastTradingDayOfWeek,
      NthTradingDayOfMonth,
      NDaysBeforeLastTradingDayOfMonth,
      StatefulRule,
      OncePerDay,
      _build_offset,
      _build_date,
      _build_time,
      EventManager,
      Event,
      MAX_MONTH_RANGE,
      MAX_WEEK_RANGE,
      TradingDayOfMonthRule,
      TradingDayOfWeekRule
  )
  
  
  def param_range(*args):
      return ([n] for n in range(*args))
  
  
  class TestUtils(TestCase):
      @parameterized.expand([
          ('_build_date', _build_date),
          ('_build_time', _build_time),
      ])
      def test_build_none(self, name, f):
          with self.assertRaises(ValueError):
              f(None, {})
  
      def test_build_offset_default(self):
          default = object()
          self.assertIs(default, _build_offset(None, {}, default))
  
      def test_build_offset_both(self):
          with self.assertRaises(ValueError):
              _build_offset(datetime.timedelta(minutes=1), {'minutes': 1}, None)
  
      def test_build_offset_exc(self):
          with self.assertRaises(TypeError):
              # object() is not an instance of a timedelta.
              _build_offset(object(), {}, None)
  
      def test_build_offset_kwargs(self):
          kwargs = {'minutes': 1}
          self.assertEqual(
              _build_offset(None, kwargs, None),
              datetime.timedelta(**kwargs),
          )
  
      def test_build_offset_td(self):
          td = datetime.timedelta(minutes=1)
          self.assertEqual(
              _build_offset(td, {}, None),
              td,
          )
  
      def test_build_date_both(self):
          with self.assertRaises(ValueError):
              _build_date(
                  datetime.date(year=2014, month=9, day=25), {
                      'year': 2014,
                      'month': 9,
                      'day': 25,
                  },
              )
  
      def test_build_date_kwargs(self):
          kwargs = {'year': 2014, 'month': 9, 'day': 25}
          self.assertEqual(
              _build_date(None, kwargs),
              datetime.date(**kwargs),
          )
  
      def test_build_date_date(self):
          date = datetime.date(year=2014, month=9, day=25)
          self.assertEqual(
              _build_date(date, {}),
              date,
          )
  
      def test_build_time_both(self):
          with self.assertRaises(ValueError):
              _build_time(
                  datetime.time(hour=1, minute=5), {
                      'hour': 1,
                      'minute': 5,
                  },
              )
  
      def test_build_time_kwargs(self):
          kwargs = {'hour': 1, 'minute': 5}
          self.assertEqual(
              _build_time(None, kwargs),
              datetime.time(**kwargs),
          )
  
  
  class TestEventManager(TestCase):
      def setUp(self):
          self.em = EventManager()
          self.event1 = Event(Always(), lambda context, data: None)
          self.event2 = Event(Always(), lambda context, data: None)
  
      def test_add_event(self):
          self.em.add_event(self.event1)
          self.assertEqual(len(self.em._events), 1)
  
      def test_add_event_prepend(self):
          self.em.add_event(self.event1)
          self.em.add_event(self.event2, prepend=True)
          self.assertEqual([self.event2, self.event1], self.em._events)
  
      def test_add_event_append(self):
          self.em.add_event(self.event1)
          self.em.add_event(self.event2)
          self.assertEqual([self.event1, self.event2], self.em._events)
  
      def test_checks_should_trigger(self):
          class CountingRule(Always):
              count = 0
  
              def should_trigger(self, dt):
                  CountingRule.count += 1
                  return True
  
          for r in [CountingRule] * 5:
                  self.em.add_event(
                      Event(r(), lambda context, data: None)
                  )
  
          self.em.handle_data(None, None, datetime.datetime.now())
  
          self.assertEqual(CountingRule.count, 5)
  
  
  class TestEventRule(TestCase):
      def test_is_abstract(self):
          with self.assertRaises(TypeError):
              EventRule()
  
      def test_not_implemented(self):
          with self.assertRaises(NotImplementedError):
              super(Always, Always()).should_trigger('a')
  
  
  def minutes_for_days(cal, ordered_days=False):
      """
      500 randomly selected days.
      This is used to make sure our test coverage is unbiased towards any rules.
      We use a random sample because testing on all the trading days took
      around 180 seconds on my laptop, which is far too much for normal unit
      testing.
  
      We manually set the seed so that this will be deterministic.
      Results of multiple runs were compared to make sure that this is actually
      true.
  
      This returns a generator of tuples each wrapping a single generator.
      Iterating over this yields a single day, iterating over the day yields
      the minutes for that day.
      """
      random.seed('deterministic')
      if ordered_days:
          # Get a list of 500 trading days, in order. As a performance
          # optimization in AfterOpen and BeforeClose, we rely on the fact that
          # the clock only ever moves forward in a simulation. For those cases,
          # we guarantee that the list of trading days we test is ordered.
          ordered_session_list = random.sample(list(cal.all_sessions), 500)
          ordered_session_list.sort()
  
          def session_picker(day):
              return ordered_session_list[day]
      else:
          # Other than AfterOpen and BeforeClose, we don't rely on the the nature
          # of the clock, so we don't care.
          def session_picker(day):
              return random.choice(cal.all_sessions[:-1])
  
      return [cal.minutes_for_session(session_picker(cnt))
              for cnt in range(500)]
  
  
  class RuleTestCase(object):
      CALENDAR_STRING = "foo"
  
      @classmethod
      def setUpClass(cls):
          # On the AfterOpen and BeforeClose tests, we want ensure that the
          # functions are pure, and that running them with the same input will
          # provide the same output, regardless of whether the function is run 1
          # or N times. (For performance reasons, we cache some internal state
          # in AfterOpen and BeforeClose, but we don't want it to affect
          # purity). Hence, we use the same before_close and after_open across
          # subtests.
          cls.before_close = BeforeClose(hours=1, minutes=5)
          cls.after_open = AfterOpen(hours=1, minutes=5)
          cls.class_ = None  # Mark that this is the base class.
  
          cal = get_calendar(cls.CALENDAR_STRING)
          cls.before_close.cal = cal
          cls.after_open.cal = cal
  
      def test_completeness(self):
          """
          Tests that all rules are being tested.
          """
          if not self.class_:
              return  # This is the base class testing, it is always complete.
  
          classes_to_ignore = [TradingDayOfWeekRule, TradingDayOfMonthRule]
  
          dem = {
              k for k, v in iteritems(vars(zipline.utils.events))
              if isinstance(v, type) and
              issubclass(v, self.class_) and
              v is not self.class_ and
              v not in classes_to_ignore and
              not isabstract(v)
          }
          ds = {
              k[5:] for k in dir(self)
              if k.startswith('test') and k[5:] in dem
          }
          self.assertTrue(
              dem <= ds,
              msg='This suite is missing tests for the following classes:\n' +
              '\n'.join(map(repr, dem - ds)),
          )
  
  
  class StatelessRulesTests(RuleTestCase):
      @classmethod
      def setUpClass(cls):
          super(StatelessRulesTests, cls).setUpClass()
  
          cls.class_ = StatelessRule
          cls.cal = get_calendar(cls.CALENDAR_STRING)
  
          # First day of 09/2014 is closed whereas that for 10/2014 is open
          cls.sept_sessions = cls.cal.sessions_in_range(
              pd.Timestamp('2014-09-01', tz='UTC'),
              pd.Timestamp('2014-09-30', tz='UTC'),
          )
          cls.oct_sessions = cls.cal.sessions_in_range(
              pd.Timestamp('2014-10-01', tz='UTC'),
              pd.Timestamp('2014-10-31', tz='UTC'),
          )
  
          cls.sept_week = cls.cal.minutes_for_sessions_in_range(
              pd.Timestamp("2014-09-22", tz='UTC'),
              pd.Timestamp("2014-09-26", tz='UTC')
          )
  
          cls.HALF_SESSION = None
          cls.FULL_SESSION = None
  
      def test_Always(self):
          should_trigger = Always().should_trigger
          for session_minutes in minutes_for_days(self.cal):
              self.assertTrue(all(map(should_trigger, session_minutes)))
  
      def test_Never(self):
          should_trigger = Never().should_trigger
          for session_minutes in minutes_for_days(self.cal):
              self.assertFalse(any(map(should_trigger, session_minutes)))
  
      def test_AfterOpen(self):
          minute_groups = minutes_for_days(self.cal, ordered_days=True)
          should_trigger = self.after_open.should_trigger
          for session_minutes in minute_groups:
              for i, minute in enumerate(session_minutes):
                  # Should only trigger at the 64th minute
                  if i != 64:
                      self.assertFalse(should_trigger(minute))
                  else:
                      self.assertTrue(should_trigger(minute))
  
      def test_invalid_offset(self):
          with self.assertRaises(ValueError):
              AfterOpen(hours=12, minutes=1)
  
          with self.assertRaises(ValueError):
              AfterOpen(hours=0, minutes=0)
  
          with self.assertRaises(ValueError):
              BeforeClose(hours=12, minutes=1)
  
          with self.assertRaises(ValueError):
              BeforeClose(hours=0, minutes=0)
  
      def test_BeforeClose(self):
          minute_groups = minutes_for_days(self.cal, ordered_days=True)
          should_trigger = self.before_close.should_trigger
          for minute_group in minute_groups:
              for minute in minute_group:
                  # Should only trigger at the 65th-to-last minute
                  if minute != minute_group[-66]:
                      self.assertFalse(should_trigger(minute))
                  else:
                      self.assertTrue(should_trigger(minute))
  
      def test_NotHalfDay(self):
          rule = NotHalfDay()
          rule.cal = self.cal
  
          if self.HALF_SESSION:
              for minute in self.cal.minutes_for_session(self.HALF_SESSION):
                  self.assertFalse(rule.should_trigger(minute))
  
          if self.FULL_SESSION:
              for minute in self.cal.minutes_for_session(self.FULL_SESSION):
                  self.assertTrue(rule.should_trigger(minute))
  
      def test_NthTradingDayOfWeek_day_zero(self):
          """
          Test that we don't blow up when trying to call week_start's
          should_trigger on the first day of a trading environment.
          """
          rule = NthTradingDayOfWeek(0)
          rule.cal = self.cal
          first_open = self.cal.open_and_close_for_session(
              self.cal.all_sessions[0]
          )
          self.assertTrue(first_open)
  
      def test_NthTradingDayOfWeek(self):
          for n in range(MAX_WEEK_RANGE):
              rule = NthTradingDayOfWeek(n)
              rule.cal = self.cal
              should_trigger = rule.should_trigger
              prev_period = self.cal.minute_to_session_label(self.sept_week[0])
              n_tdays = 0
              for minute in self.sept_week:
                  period = self.cal.minute_to_session_label(minute)
  
                  if prev_period < period:
                      n_tdays += 1
                      prev_period = period
  
                  if should_trigger(minute):
                      self.assertEqual(n_tdays, n)
                  else:
                      self.assertNotEqual(n_tdays, n)
  
      def test_NDaysBeforeLastTradingDayOfWeek(self):
          for n in range(MAX_WEEK_RANGE):
              rule = NDaysBeforeLastTradingDayOfWeek(n)
              rule.cal = self.cal
              should_trigger = rule.should_trigger
              for minute in self.sept_week:
                  if should_trigger(minute):
                      n_tdays = 0
                      session = self.cal.minute_to_session_label(
                          minute,
                          direction="none"
                      )
                      next_session = self.cal.next_session_label(session)
                      while next_session.dayofweek > session.dayofweek:
                          session = next_session
                          next_session = self.cal.next_session_label(session)
                          n_tdays += 1
  
                      self.assertEqual(n_tdays, n)
  
      def test_NthTradingDayOfMonth(self):
          for n in range(MAX_MONTH_RANGE):
              rule = NthTradingDayOfMonth(n)
              rule.cal = self.cal
              should_trigger = rule.should_trigger
              for sessions_list in (self.sept_sessions, self.oct_sessions):
                  for n_tdays, session in enumerate(sessions_list):
                      # just check the first 10 minutes of each session
                      for m in self.cal.minutes_for_session(session)[0:10]:
                          if should_trigger(m):
                              self.assertEqual(n_tdays, n)
                          else:
                              self.assertNotEqual(n_tdays, n)
  
      def test_NDaysBeforeLastTradingDayOfMonth(self):
          for n in range(MAX_MONTH_RANGE):
              rule = NDaysBeforeLastTradingDayOfMonth(n)
              rule.cal = self.cal
              should_trigger = rule.should_trigger
              sessions = reversed(self.oct_sessions)
              for n_days_before, session in enumerate(sessions):
                  for m in self.cal.minutes_for_session(session)[0:10]:
                      if should_trigger(m):
                          self.assertEqual(n_days_before, n)
                      else:
                          self.assertNotEqual(n_days_before, n)
  
      def test_ComposedRule(self):
          minute_groups = minutes_for_days(self.cal)
          rule1 = Always()
          rule2 = Never()
  
          for minute in minute_groups:
              composed = rule1 & rule2
              should_trigger = composed.should_trigger
              self.assertIsInstance(composed, ComposedRule)
              self.assertIs(composed.first, rule1)
              self.assertIs(composed.second, rule2)
              self.assertFalse(any(map(should_trigger, minute)))
  
      @parameterized.expand([
          ('month_start', NthTradingDayOfMonth),
          ('month_end', NDaysBeforeLastTradingDayOfMonth),
          ('week_start', NthTradingDayOfWeek),
          ('week_end', NthTradingDayOfWeek),
      ])
      def test_pass_float_to_day_of_period_rule(self, name, rule_type):
          with warnings.catch_warnings(record=True) as raised_warnings:
              warnings.simplefilter('always')
              rule_type(n=3)    # Shouldn't trigger a warning.
              rule_type(n=3.0)  # Should trigger a warning about float coercion.
  
          self.assertEqual(len(raised_warnings), 1)
  
          # We only implicitly convert from float to int when there's no loss of
          # precision.
          with self.assertRaises(TypeError):
              rule_type(3.1)
  
      def test_invalid_offsets(self):
          with self.assertRaises(ValueError):
              NthTradingDayOfWeek(5)
  
          with self.assertRaises(ValueError):
              NthTradingDayOfWeek(-1)
  
          with self.assertRaises(ValueError):
              NthTradingDayOfMonth(-1)
  
          with self.assertRaises(ValueError):
              NthTradingDayOfMonth(24)
  
  
  class StatefulRulesTests(RuleTestCase):
      CALENDAR_STRING = "NYSE"
  
      @classmethod
      def setUpClass(cls):
          super(StatefulRulesTests, cls).setUpClass()
  
          cls.class_ = StatefulRule
          cls.cal = get_calendar(cls.CALENDAR_STRING)
  
      def test_OncePerDay(self):
          class RuleCounter(StatefulRule):
              """
              A rule that counts the number of times another rule triggers
              but forwards the results out.
              """
              count = 0
  
              def should_trigger(self, dt):
                  st = self.rule.should_trigger(dt)
                  if st:
                      self.count += 1
                  return st
  
          for minute_group in minutes_for_days(self.cal):
              rule = RuleCounter(OncePerDay())
  
              for minute in minute_group:
                  rule.should_trigger(minute)
  
              self.assertEqual(rule.count, 1)
  