101 lines
2.9 KiB
Python
101 lines
2.9 KiB
Python
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'''
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Offline replay provider contract tests.
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'''
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from datetime import (
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UTC,
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datetime,
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)
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from pathlib import Path
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import numpy as np
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import pytest
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import trio
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from piker.brokers import DataUnavailable
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from piker.brokers import replay
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INPUTS: Path = (
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Path(__file__).parents[1]
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/ '_inputs'
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/ 'replay'
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)
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def test_versioned_scenario_normalizes_market_data() -> None:
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'''
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Reject fixture drift before a datad actor obscures its cause.
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Replay scenarios are durable test inputs rather than loose mock
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dictionaries. Decode the versioned basic scenario through the
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production loader and prove its market identity, Decimal fields,
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contiguous event IDs, and normalized tick records survive typed
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decoding. These assertions catch schema or symbology changes at
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the provider boundary without starting services or using network
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resources.
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'''
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scenario: replay.ReplayScenario = replay.load_scenario(
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INPUTS / 'basic-v1.json'
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)
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assert scenario.version == 1
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assert scenario.scenario_id == 'basic-v1'
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assert scenario.markets[0].fqme == 'btcusd.test.replay'
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assert str(scenario.markets[0].price_tick) == '0.01'
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assert [quote.sequence for quote in scenario.quotes] == [
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1,
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2,
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3,
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4,
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]
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assert scenario.quotes[1].ticks[0].type == 'trade'
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def test_history_queries_are_bounded_and_repeatable(
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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'''
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Keep history replay finite, offline, and repeatable.
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A history fixture which mutates a cursor per request can make the
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two concurrent 1-second and 1-minute backfill tasks race,
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while an unbounded latest frame can make datad backfill
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forever. Select the same 1-minute frame twice, then request
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data ending at its first timestamp. Equal arrays prove calls
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are immutable and the explicit `DataUnavailable` proves
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reverse backfill terminates at the fixture boundary without
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a clock delay or external request.
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'''
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scenario_path: Path = INPUTS / 'basic-v1.json'
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monkeypatch.setenv(
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'PIKER_REPLAY_SCENARIO',
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str(scenario_path),
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)
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scenario: replay.ReplayScenario = replay.load_scenario(
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scenario_path
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)
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mkt = scenario.markets[0]
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async def main() -> None:
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async with replay.open_history_client(mkt) as (
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get_hist,
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config,
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):
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first, start, end = await get_hist(60)
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second, second_start, second_end = await get_hist(60)
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np.testing.assert_array_equal(first, second)
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assert (start, end) == (second_start, second_end)
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assert config == {'erlangs': 1, 'rate': 1}
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boundary: datetime = datetime.fromtimestamp(
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int(first['time'][0]),
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tz=UTC,
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)
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with pytest.raises(DataUnavailable):
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await get_hist(60, end_dt=boundary)
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trio.run(main)
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