Aggregate streaming tests and test stocks + options together
Tyler Goodlet
parent
2df5c76828
commit
12d5627860
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@ -178,8 +178,98 @@ async def test_option_quote_latency(tmx_symbols):
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await trio.sleep(0.1)
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await trio.sleep(0.1)
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async def stream_option_chain(portal, symbols):
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"""Start up an option quote stream.
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``symbols`` arg is ignored here.
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"""
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symbol = 'APHA.TO' # your fave greenhouse LP
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async with qt.get_client() as client:
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contracts = await client.get_all_contracts([symbol])
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contractkey = next(iter(contracts))
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subs_keys = list(
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map(lambda item: (item.symbol, item.expiry), contracts))
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sub = subs_keys[0]
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=[sub],
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feed_type='option',
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diff_cached=False,
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)
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try:
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# wait on the data streamer to actually start
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# delivering
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await agen.__anext__()
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# it'd sure be nice to have an asyncitertools here...
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with trio.fail_after(2.1):
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loops = 8
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count = 0
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async for quotes in agen:
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# print(f'got quotes for {quotes.keys()}')
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# we should receive all calls and puts
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assert len(quotes) == len(contracts[contractkey]) * 2
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for symbol, quote in quotes.items():
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assert quote['key'] == sub
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for key in _ex_quotes['option']:
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quote.pop(key)
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assert not quote
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count += 1
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if count == loops:
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break
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finally:
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# unsub
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await portal.run(
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'piker.brokers.data',
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'modify_quote_stream',
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broker='questrade',
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feed_type='option',
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symbols=[],
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)
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async def stream_stocks(portal, symbols):
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"""Start up a stock quote stream.
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"""
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=symbols,
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)
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try:
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# it'd sure be nice to have an asyncitertools here...
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async for quotes in agen:
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assert quotes
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for key in quotes:
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assert key in symbols
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break
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finally:
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# unsub
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await portal.run(
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'piker.brokers.data',
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'modify_quote_stream',
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broker='questrade',
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feed_type='stock',
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symbols=[],
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)
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@pytest.mark.parametrize(
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'stream_what',
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[
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(stream_stocks,),
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(stream_option_chain,),
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(stream_stocks, stream_option_chain),
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],
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ids=['stocks', 'options', 'stocks_and_options'],
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)
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@tractor_test
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@tractor_test
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async def test_option_streaming(tmx_symbols, loglevel):
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async def test_quote_streaming(tmx_symbols, loglevel, stream_what):
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"""Set up option streaming using the broker daemon.
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"""Set up option streaming using the broker daemon.
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"""
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"""
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async with tractor.find_actor('brokerd') as portal:
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async with tractor.find_actor('brokerd') as portal:
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@ -194,53 +284,9 @@ async def test_option_streaming(tmx_symbols, loglevel):
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'piker.brokers.core'
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'piker.brokers.core'
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],
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],
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)
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)
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async with trio.open_nursery() as n:
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for func in stream_what:
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n.start_soon(func, portal, tmx_symbols)
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symbol = 'APHA.TO' # your fave greenhouse LP
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# stop all spawned subactors
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async with qt.get_client() as client:
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await nursery.cancel()
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contracts = await client.get_all_contracts([symbol])
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contractkey = next(iter(contracts))
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subs_keys = list(
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map(lambda item: (item.symbol, item.expiry), contracts))
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sub = subs_keys[0]
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agen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='questrade',
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symbols=[sub],
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feed_type='option',
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diff_cached=False,
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)
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try:
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# wait on the data streamer to actually start
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# delivering
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await agen.__anext__()
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# it'd sure be nice to have an asyncitertools here...
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with trio.fail_after(2.1):
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loops = 8
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count = 0
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async for quotes in agen:
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# print(f'got quotes for {quotes.keys()}')
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# we should receive all calls and puts
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assert len(quotes) == len(contracts[contractkey]) * 2
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for symbol, quote in quotes.items():
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assert quote['key'] == sub
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for key in _ex_quotes['option']:
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quote.pop(key)
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assert not quote
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count += 1
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if count == loops:
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break
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finally:
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# unsub
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await portal.run(
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'piker.brokers.data',
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'modify_quote_stream',
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broker='questrade',
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feed_type='option',
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tickers=[],
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)
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# stop all spawned subactors
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await nursery.cancel()
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@ -1,56 +0,0 @@
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"""
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Actor model API testing
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"""
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import pytest
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import tractor
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async def rx_price_quotes_from_brokerd(us_symbols):
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"""Verify we can spawn a daemon actor and retrieve streamed price data.
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"""
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async with tractor.find_actor('brokerd') as portals:
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if not portals:
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# only one per host address, spawns an actor if None
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async with tractor.open_nursery() as nursery:
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# no brokerd actor found
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portal = await nursery.start_actor(
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'brokerd',
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rpc_module_paths=['piker.brokers.data'],
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)
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# gotta expose in a broker agnostic way...
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# retrieve initial symbol data
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# sd = await portal.run(
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# 'piker.brokers.data', 'symbol_data', symbols=us_symbols)
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# assert list(sd.keys()) == us_symbols
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gen = await portal.run(
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'piker.brokers.data',
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'start_quote_stream',
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broker='robinhood',
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tickers=us_symbols,
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)
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# it'd sure be nice to have an asyncitertools here...
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async for quotes in gen:
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assert quotes
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for key in quotes:
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assert key in us_symbols
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break
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# terminate far-end async-gen
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# await gen.asend(None)
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# break
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# stop all spawned subactors
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await nursery.cancel()
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# arbitter is cancelled here due to `find_actors()` internals
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# (which internally uses `get_arbiter` which kills its channel
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# server scope on exit)
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def test_rx_price_quotes_from_brokerd(us_symbols):
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tractor.run(
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rx_price_quotes_from_brokerd,
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us_symbols,
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name='arbiter',
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)
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