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Push failing assert no pps test

explicit_write_pps_on_exit
jaredgoldman 2023-02-24 17:23:08 -05:00
parent e54d928405
commit 2d25d1f048
3 changed files with 52 additions and 54 deletions
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11
piker/clearing/_paper_engine.py
View File

@ -41,7 +41,8 @@ from ..pp import (
Position,
Transaction,
open_trade_ledger,
open_pps
open_pps,
load_pps_from_ledger
)
from ..data._normalize import iterticks
from ..data._source import unpack_fqsn
@ -260,7 +261,6 @@ class PaperBoi(Struct):
bsuid=key,
)
# Write to ledger toml right now
with (
open_trade_ledger(self.broker, 'paper') as ledger,
open_pps(self.broker, 'piker-paper') as table
@ -268,12 +268,9 @@ class PaperBoi(Struct):
ledger.update({oid: t.to_dict()})
# Write to pps toml right now
table.update_from_trans({oid: t})
# save pps in local state
self._positions.update(table.pps)
# Ensure we have the latest positioning data when sending pp_msg
pp = self._positions[key]
load_pps_from_ledger(self.broker, 'piker-paper')
pp = table.pps[key]
pp_msg = BrokerdPosition(
broker=self.broker,
account='paper',

1
piker/pp.py
View File

@ -680,7 +680,6 @@ class PpTable(Struct):
# TODO: show diff output?
# https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
print(f'Updating ``pps.toml`` for {path}:\n')
# active, closed_pp_objs = table.dump_active()
pp_entries = self.to_toml()
self.conf[self.brokername][self.acctid] = pp_entries

70
tests/test_paper.py
View File

@ -1,6 +1,6 @@
'''
"""
Paper-mode testing
'''
"""
import trio
import math
@ -38,32 +38,32 @@ from piker.clearing._messages import BrokerdPosition
log = get_logger(__name__)
@pytest.fixture(scope='module')
@pytest.fixture(scope="module")
def delete_testing_dir():
'''This fixture removes the temp directory
"""This fixture removes the temp directory
used for storing all config/ledger/pp data
created during testing sessions
'''
"""
yield
app_dir = Path(get_app_dir('piker')).resolve()
app_dir = Path(get_app_dir("piker")).resolve()
if app_dir.is_dir():
rmtree(str(app_dir))
assert not app_dir.is_dir()
def get_fqsn(broker, symbol):
fqsn = f'{symbol}.{broker}'
fqsn = f"{symbol}.{broker}"
return (fqsn, symbol, broker)
def test_paper_trade(open_test_pikerd: AsyncContextManager):
oid = ''
test_exec_mode = 'live'
test_account = 'paper'
oid = ""
test_exec_mode = "live"
test_account = "paper"
test_size = 1
(fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
brokers = [broker]
test_pp_account = 'piker-paper'
test_pp_account = "piker-paper"
positions: dict[
# brokername, acctid
tuple[str, str],
@ -72,15 +72,15 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
async def _async_main(
open_pikerd: AsyncContextManager,
action: Literal['buy', 'sell'] | None = None,
action: Literal["buy", "sell"] | None = None,
price: int = 30000,
assert_entries: bool = False,
) -> None:
'''Spawn a paper piper actor, place a trade and assert entries are present
"""Spawn a paper piper actor, place a trade and assert entries are present
in both trade ledger and pps tomls. Then restart piker and ensure
that pps from previous trade exists in the ems pps.
Finally close the position and ensure that the position in pps.toml is closed.
'''
"""
nonlocal oid
book: OrderBook
nonlocal positions
@ -88,7 +88,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
# Set up piker and EMS
async with (
open_pikerd() as (_, _, _, services),
open_ems(fqsn, mode='paper') as (
open_ems(fqsn, mode="paper") as (
book,
trades_stream,
pps,
@ -121,14 +121,14 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
with open_trade_ledger(broker, test_account) as ledger:
cleared_ledger_entry = ledger[oid]
assert list(ledger.keys())[-1] == oid
assert cleared_ledger_entry['size'] == test_size
assert cleared_ledger_entry['fqsn'] == fqsn
assert cleared_ledger_entry["size"] == test_size
assert cleared_ledger_entry["fqsn"] == fqsn
with open_pps(broker, test_pp_account) as table:
pp_price = table.conf[broker][test_pp_account][fqsn]['ppu']
pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
# Ensure the price-per-unit (breakeven) price is close to our clearing price
assert math.isclose(
pp_price, cleared_ledger_entry['size'], rel_tol=1
pp_price, cleared_ledger_entry["size"], rel_tol=1
)
assert table.brokername == broker
assert table.acctid == test_pp_account
@ -142,11 +142,13 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
# and ensure last pps price is the same as ledger entry
def _assert_pps(ledger, table):
return (
positions[(broker, test_account)][-1]['avg_price'] == ledger[oid]['price']
positions[(broker, test_account)][-1]["avg_price"] == ledger[oid]["price"]
)
def _assert_no_pps(ledger, table):
return len(table.pps) == 0
print(f"positions: {positions}")
return not bool(table)
# return len(table.pps) == 0
# Close position and assert empty position in pps
def _run_test_and_check(exception, fn, assert_cb=None):
@ -171,7 +173,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
partial(
_async_main,
open_pikerd=open_test_pikerd,
action='buy',
action="buy",
),
)
@ -183,22 +185,19 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
_run_test_and_check(
BaseExceptionGroup,
partial(_async_main, open_pikerd=open_test_pikerd, action='sell', price=1),
partial(_async_main, open_pikerd=open_test_pikerd, action="sell", price=1),
_assert_no_pps,
)
# def test_paper_client(
# open_test_pikerd: AsyncContextManager
# ):
#
# def test_paper_client(open_test_pikerd: AsyncContextManager):
# async def _async_main(
# open_pikerd: AsyncContextManager,
# ):
# (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
# (fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
# async with (
# open_pikerd() as (_, _, _, services),
# open_ems(fqsn, mode='paper') as (
# open_ems(fqsn, mode="paper") as (
# book,
# trades_stream,
# pps,
@ -206,11 +205,14 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
# dialogs,
# ),
# ):
# async with open_cached_client(broker) as client:
# symbol_info = await client.symbol_info()
# print(f'client: {symbol_info['XBTUSDT']}')
# # async with open_cached_client(broker) as client:
# # symbol_info = await client.symbol_info()
# # print(f'client: {symbol_info['XBTUSDT']}')
# with (open_pps(broker, "piker-paper") as table,):
# print(f"table: {table}")
#
# trio.run(partial(
# trio.run(
# partial(
# _async_main,
# open_pikerd=open_test_pikerd,
# ),