Ensure tests are running and working up until asserting pps
parent
fcd8b8eb78
commit
36f466fff8
|
|
@ -531,7 +531,7 @@ async def trades_dialogue(
|
|||
|
||||
):
|
||||
|
||||
with open_pps(broker, 'piker-paper', False) as table:
|
||||
with open_pps(broker, 'paper', False) as table:
|
||||
# save pps in local state
|
||||
_positions.update(table.pps)
|
||||
|
||||
|
|
|
|||
|
|
@ -1,6 +1,9 @@
|
|||
from contextlib import asynccontextmanager as acm
|
||||
from functools import partial
|
||||
import os
|
||||
from typing import AsyncContextManager
|
||||
from pathlib import Path
|
||||
from shutil import rmtree
|
||||
|
||||
import pytest
|
||||
import tractor
|
||||
|
|
@ -11,6 +14,7 @@ from piker import (
|
|||
from piker._daemon import (
|
||||
Services,
|
||||
)
|
||||
from piker.clearing._client import open_ems
|
||||
|
||||
|
||||
def pytest_addoption(parser):
|
||||
|
|
@ -132,3 +136,49 @@ def open_test_pikerd(
|
|||
# - no leaked subprocs or shm buffers
|
||||
# - all requested container service are torn down
|
||||
# - certain ``tractor`` runtime state?
|
||||
|
||||
|
||||
@acm
|
||||
async def _open_test_pikerd_and_ems(
|
||||
fqsn,
|
||||
mode,
|
||||
loglevel,
|
||||
open_test_pikerd
|
||||
):
|
||||
async with (
|
||||
open_test_pikerd() as (_, _, _, services),
|
||||
open_ems(
|
||||
fqsn,
|
||||
mode=mode,
|
||||
loglevel=loglevel,
|
||||
) as ems_services):
|
||||
yield (services, ems_services)
|
||||
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def open_test_pikerd_and_ems(
|
||||
open_test_pikerd,
|
||||
fqsn: str = 'xbtusdt.kraken',
|
||||
mode: str = 'paper',
|
||||
loglevel: str = 'info',
|
||||
):
|
||||
yield partial(
|
||||
_open_test_pikerd_and_ems,
|
||||
fqsn,
|
||||
mode,
|
||||
loglevel,
|
||||
open_test_pikerd
|
||||
)
|
||||
|
||||
@pytest.fixture(scope='session')
|
||||
def delete_testing_dir():
|
||||
'''This fixture removes the temp directory
|
||||
used for storing all config/ledger/pp data
|
||||
created during testing sessions
|
||||
'''
|
||||
yield
|
||||
app_dir = Path(config.get_app_dir('piker')).resolve()
|
||||
if app_dir.is_dir():
|
||||
rmtree(str(app_dir))
|
||||
assert not app_dir.is_dir()
|
||||
|
|
|
|||
|
|
@ -1,17 +1,13 @@
|
|||
"""
|
||||
'''
|
||||
Paper-mode testing
|
||||
"""
|
||||
'''
|
||||
|
||||
import trio
|
||||
import math
|
||||
from shutil import rmtree
|
||||
from exceptiongroup import BaseExceptionGroup
|
||||
from typing import (
|
||||
AsyncContextManager,
|
||||
Literal,
|
||||
)
|
||||
from pathlib import Path
|
||||
from operator import attrgetter
|
||||
|
||||
import pytest
|
||||
import tractor
|
||||
|
|
@ -19,219 +15,194 @@ from tractor._exceptions import ContextCancelled
|
|||
from uuid import uuid4
|
||||
from functools import partial
|
||||
|
||||
from piker.config import get_app_dir
|
||||
from piker.log import get_logger
|
||||
from piker.clearing._messages import Order
|
||||
from piker.pp import (
|
||||
PpTable,
|
||||
open_trade_ledger,
|
||||
open_pps,
|
||||
)
|
||||
from piker.clearing import (
|
||||
open_ems,
|
||||
)
|
||||
from piker.clearing._client import (
|
||||
OrderBook,
|
||||
)
|
||||
from piker._cacheables import open_cached_client
|
||||
from piker.clearing._messages import BrokerdPosition
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
@pytest.fixture(scope="session")
|
||||
def delete_testing_dir():
|
||||
"""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()
|
||||
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, delete_testing_dir):
|
||||
oid = ""
|
||||
test_exec_mode = "live"
|
||||
test_account = "paper"
|
||||
(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
|
||||
brokers = [broker]
|
||||
account = "paper"
|
||||
positions: dict[
|
||||
# brokername, acctid
|
||||
tuple[str, str],
|
||||
list[BrokerdPosition],
|
||||
]
|
||||
oid = ''
|
||||
test_exec_mode = 'live'
|
||||
(fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
|
||||
brokers = [broker]
|
||||
account = 'paper'
|
||||
|
||||
async def _async_main(
|
||||
action: Literal["buy", "sell"] | None = None,
|
||||
price: int = 30000,
|
||||
assert_entries: bool = False,
|
||||
assert_pps: bool = False,
|
||||
assert_zeroed_pps: bool = False,
|
||||
assert_msg: bool = True,
|
||||
executions: int = 1,
|
||||
size: float = 0.01,
|
||||
) -> None:
|
||||
"""Start piker, 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
|
||||
nonlocal positions
|
||||
book: OrderBook
|
||||
msg = {}
|
||||
# Set up piker and EMS
|
||||
async with (
|
||||
open_test_pikerd() as (_, _, _, services),
|
||||
open_ems(fqsn, mode="paper") as (
|
||||
book,
|
||||
trades_stream,
|
||||
pps,
|
||||
accounts,
|
||||
dialogs,
|
||||
),
|
||||
):
|
||||
# Send order to EMS
|
||||
if action:
|
||||
for x in range(executions):
|
||||
print(f"Sending {action} order num {x}")
|
||||
oid = str(uuid4())
|
||||
order = Order(
|
||||
exec_mode=test_exec_mode,
|
||||
action=action,
|
||||
oid=oid,
|
||||
account=test_account,
|
||||
size=size,
|
||||
symbol=fqsn,
|
||||
price=price,
|
||||
brokers=brokers,
|
||||
)
|
||||
# This is actually a syncronous call to push a message
|
||||
# to the async ems clue - hence why we call trio.sleep afterwards
|
||||
book.send(order)
|
||||
|
||||
async for msg in trades_stream:
|
||||
msg = await trades_stream.receive()
|
||||
try:
|
||||
if msg["name"] == "position":
|
||||
break
|
||||
except (NameError, AttributeError):
|
||||
pass
|
||||
# Do nothing, message isn't a position
|
||||
|
||||
await trio.sleep(1)
|
||||
# Assert entries are made in both ledger and PPS
|
||||
if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
|
||||
_assert(
|
||||
assert_entries,
|
||||
assert_pps,
|
||||
assert_zeroed_pps,
|
||||
assert_msg,
|
||||
pps,
|
||||
msg,
|
||||
size,
|
||||
)
|
||||
|
||||
# Close piker like a user would
|
||||
raise KeyboardInterrupt
|
||||
|
||||
def _assert(
|
||||
assert_entries, assert_pps, assert_zerod_pps, assert_msg, pps, msg, size
|
||||
async def _async_main(
|
||||
open_test_pikerd_and_ems: AsyncContextManager,
|
||||
action: Literal['buy', 'sell'] | None = None,
|
||||
price: int = 30000,
|
||||
assert_entries: bool = False,
|
||||
assert_pps: bool = False,
|
||||
assert_zeroed_pps: bool = False,
|
||||
assert_msg: bool = False,
|
||||
executions: int = 1,
|
||||
size: float = 0.01,
|
||||
) -> None:
|
||||
'''Start piker, place a trade and assert data in pps stream, ledger and position table. 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.
|
||||
'''
|
||||
oid: str = ''
|
||||
last_msg = {}
|
||||
async with open_test_pikerd_and_ems() as (
|
||||
services,
|
||||
(book, trades_stream, pps, accounts, dialogs),
|
||||
):
|
||||
with (
|
||||
open_trade_ledger(broker, test_account) as ledger,
|
||||
open_pps(broker, test_account) as table,
|
||||
):
|
||||
# TODO: Assert between msg and pp, ledger and pp, ledger and message
|
||||
# for proper values
|
||||
print(f"assertion msg: {msg}")
|
||||
# assert that entires are have been written
|
||||
if assert_entries:
|
||||
latest_ledger_entry = ledger[oid]
|
||||
latest_position = pps[(broker, test_account)][-1]
|
||||
pp_price = table.conf[broker][account][fqsn]["ppu"]
|
||||
# assert most
|
||||
assert list(ledger.keys())[-1] == oid
|
||||
assert latest_ledger_entry["size"] == test_size
|
||||
assert latest_ledger_entry["fqsn"] == fqsn
|
||||
# Set up piker and EMS
|
||||
# Send order to EMS
|
||||
if action:
|
||||
for x in range(executions):
|
||||
oid = str(uuid4())
|
||||
order = Order(
|
||||
exec_mode=test_exec_mode,
|
||||
action=action,
|
||||
oid=oid,
|
||||
account=account,
|
||||
size=size,
|
||||
symbol=fqsn,
|
||||
price=price,
|
||||
brokers=brokers,
|
||||
)
|
||||
# This is actually a syncronous call to push a message
|
||||
# to the async ems clue - hence why we call trio.sleep afterwards
|
||||
book.send(order)
|
||||
|
||||
# Ensure the price-per-unit (breakeven) price is close to our clearing price
|
||||
assert math.isclose(pp_price, latest_ledger_entry["size"], rel_tol=1)
|
||||
assert table.brokername == broker
|
||||
assert table.acctid == account
|
||||
async for msg in trades_stream:
|
||||
last_msg = msg
|
||||
match msg:
|
||||
case {'name': 'position'}:
|
||||
break
|
||||
|
||||
# assert that the last pps price is the same as the ledger price
|
||||
if assert_pps:
|
||||
latest_ledger_entry = ledger[oid]
|
||||
latest_position = pps[(broker, test_account)][-1]
|
||||
assert latest_position["avg_price"] == latest_ledger_entry["price"]
|
||||
|
||||
if assert_zerod_pps:
|
||||
# assert that positions are not present
|
||||
assert not bool(table.pps)
|
||||
|
||||
if assert_msg and msg["name"] == "position":
|
||||
latest_position = pps[(broker, test_account)][-1]
|
||||
breakpoint()
|
||||
assert msg["broker"] == broker
|
||||
assert msg["account"]== test_account
|
||||
assert msg["symbol"] == fqsn
|
||||
assert msg["avg_price"]== latest_position["avg_price"]
|
||||
|
||||
# Close position and assert empty position in pps
|
||||
def _run_test_and_check(exception, fn):
|
||||
with pytest.raises(exception) as exc_info:
|
||||
trio.run(fn)
|
||||
|
||||
for exception in exc_info.value.exceptions:
|
||||
assert (
|
||||
isinstance(exception, KeyboardInterrupt)
|
||||
or isinstance(exception, ContextCancelled)
|
||||
or isinstance(exception, KeyError)
|
||||
if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
|
||||
_assert(
|
||||
assert_entries,
|
||||
assert_pps,
|
||||
assert_zeroed_pps,
|
||||
pps,
|
||||
last_msg,
|
||||
size,
|
||||
executions,
|
||||
)
|
||||
|
||||
# Teardown piker like a user would
|
||||
raise KeyboardInterrupt
|
||||
|
||||
|
||||
def _assert(
|
||||
assert_entries,
|
||||
assert_pps,
|
||||
assert_zerod_pps,
|
||||
pps,
|
||||
last_msg,
|
||||
size,
|
||||
executions,
|
||||
):
|
||||
with (
|
||||
open_trade_ledger(broker, account) as ledger,
|
||||
open_pps(broker, account) as table,
|
||||
):
|
||||
'''
|
||||
Assert multiple cases including pps, ledger and final position message state
|
||||
'''
|
||||
if assert_entries:
|
||||
assert last_msg['broker'] == broker
|
||||
assert last_msg['account'] == account
|
||||
assert last_msg['symbol'] == fqsn
|
||||
assert last_msg['size'] == size * executions
|
||||
assert last_msg['currency'] == symbol
|
||||
assert last_msg['avg_price'] == table.pps[symbol].ppu
|
||||
|
||||
if assert_pps:
|
||||
last_ppu = pps[(broker, account)][-1]
|
||||
assert last_ppu['avg_price'] == table.pps[symbol].ppu
|
||||
|
||||
if assert_zerod_pps:
|
||||
assert not bool(table.pps)
|
||||
|
||||
|
||||
# Close position and assert empty position in pps
|
||||
def _run_test_and_check(fn):
|
||||
with pytest.raises(BaseExceptionGroup) as exc_info:
|
||||
trio.run(fn)
|
||||
|
||||
for exception in exc_info.value.exceptions:
|
||||
assert isinstance(exception, KeyboardInterrupt) or isinstance(
|
||||
exception, ContextCancelled
|
||||
)
|
||||
|
||||
|
||||
def test_buy(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
|
||||
# Enter a trade and assert entries are made in pps and ledger files
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup,
|
||||
partial(_async_main, action="buy", assert_entries=True),
|
||||
partial(
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
action='buy',
|
||||
assert_entries=True,
|
||||
),
|
||||
)
|
||||
|
||||
# Open ems and assert existence of pps entries
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup,
|
||||
partial(_async_main, assert_pps=True),
|
||||
partial(
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
assert_pps=True,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
def test_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
|
||||
# Sell position
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup,
|
||||
partial(_async_main, action="sell", price=1),
|
||||
partial(
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
action='sell',
|
||||
price=1,
|
||||
),
|
||||
)
|
||||
|
||||
# Ensure pps are zeroed
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup,
|
||||
partial(_async_main, assert_zeroed_pps=True),
|
||||
partial(
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
assert_zeroed_pps=True,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
#
|
||||
def test_multi_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
|
||||
# Make 5 market limit buy orders
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup, partial(_async_main, action="buy", executions=5)
|
||||
partial(
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
action='buy',
|
||||
executions=5,
|
||||
),
|
||||
)
|
||||
|
||||
# Sell 5 slots at the same price, assert cleared positions
|
||||
_run_test_and_check(
|
||||
BaseExceptionGroup,
|
||||
partial(
|
||||
_async_main, action="sell", executions=5, price=1, assert_zeroed_pps=True
|
||||
_async_main,
|
||||
open_test_pikerd_and_ems=open_test_pikerd_and_ems,
|
||||
action='sell',
|
||||
executions=5,
|
||||
price=1,
|
||||
assert_zeroed_pps=True,
|
||||
),
|
||||
)
|
||||
|
|
|
|||
Loading…
Reference in New Issue