Ensure tests are running and working up until asserting pps
parent
178fb8b56e
commit
5ccc72111b
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@ -531,7 +531,7 @@ async def trades_dialogue(
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):
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with open_pps(broker, 'piker-paper', False) as table:
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with open_pps(broker, 'paper', False) as table:
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# save pps in local state
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_positions.update(table.pps)
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@ -1,6 +1,9 @@
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from contextlib import asynccontextmanager as acm
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from functools import partial
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import os
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from typing import AsyncContextManager
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from pathlib import Path
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from shutil import rmtree
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import pytest
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import tractor
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@ -11,6 +14,7 @@ from piker import (
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from piker._daemon import (
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Services,
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)
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from piker.clearing._client import open_ems
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def pytest_addoption(parser):
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@ -132,3 +136,49 @@ def open_test_pikerd(
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# - no leaked subprocs or shm buffers
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# - all requested container service are torn down
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# - certain ``tractor`` runtime state?
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@acm
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async def _open_test_pikerd_and_ems(
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fqsn,
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mode,
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loglevel,
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open_test_pikerd
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):
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async with (
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open_test_pikerd() as (_, _, _, services),
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open_ems(
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fqsn,
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mode=mode,
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loglevel=loglevel,
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) as ems_services):
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yield (services, ems_services)
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@pytest.fixture
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def open_test_pikerd_and_ems(
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open_test_pikerd,
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fqsn: str = 'xbtusdt.kraken',
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mode: str = 'paper',
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loglevel: str = 'info',
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):
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yield partial(
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_open_test_pikerd_and_ems,
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fqsn,
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mode,
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loglevel,
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open_test_pikerd
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)
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@pytest.fixture(scope='session')
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def delete_testing_dir():
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'''This fixture removes the temp directory
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used for storing all config/ledger/pp data
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created during testing sessions
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'''
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yield
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app_dir = Path(config.get_app_dir('piker')).resolve()
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if app_dir.is_dir():
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rmtree(str(app_dir))
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assert not app_dir.is_dir()
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@ -1,17 +1,13 @@
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"""
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'''
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Paper-mode testing
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"""
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'''
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import trio
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import math
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from shutil import rmtree
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from exceptiongroup import BaseExceptionGroup
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from typing import (
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AsyncContextManager,
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Literal,
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)
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from pathlib import Path
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from operator import attrgetter
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import pytest
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import tractor
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@ -19,219 +15,194 @@ from tractor._exceptions import ContextCancelled
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from uuid import uuid4
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from functools import partial
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from piker.config import get_app_dir
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from piker.log import get_logger
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from piker.clearing._messages import Order
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from piker.pp import (
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PpTable,
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open_trade_ledger,
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open_pps,
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)
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from piker.clearing import (
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open_ems,
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)
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from piker.clearing._client import (
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OrderBook,
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)
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from piker._cacheables import open_cached_client
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from piker.clearing._messages import BrokerdPosition
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log = get_logger(__name__)
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@pytest.fixture(scope="session")
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def delete_testing_dir():
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"""This fixture removes the temp directory
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used for storing all config/ledger/pp data
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created during testing sessions
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"""
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yield
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app_dir = Path(get_app_dir("piker")).resolve()
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if app_dir.is_dir():
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rmtree(str(app_dir))
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assert not app_dir.is_dir()
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def get_fqsn(broker, symbol):
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fqsn = f"{symbol}.{broker}"
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fqsn = f'{symbol}.{broker}'
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return (fqsn, symbol, broker)
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def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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oid = ""
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test_exec_mode = "live"
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test_account = "paper"
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(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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brokers = [broker]
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account = "paper"
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positions: dict[
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# brokername, acctid
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tuple[str, str],
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list[BrokerdPosition],
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]
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oid = ''
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test_exec_mode = 'live'
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(fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
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brokers = [broker]
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account = 'paper'
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async def _async_main(
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action: Literal["buy", "sell"] | None = None,
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price: int = 30000,
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assert_entries: bool = False,
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assert_pps: bool = False,
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assert_zeroed_pps: bool = False,
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assert_msg: bool = True,
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executions: int = 1,
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size: float = 0.01,
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) -> None:
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"""Start piker, place a trade and assert entries are present
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in both trade ledger and pps tomls. Then restart piker and ensure
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that pps from previous trade exists in the ems pps.
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Finally close the position and ensure that the position in pps.toml is closed.
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"""
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nonlocal oid
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nonlocal positions
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book: OrderBook
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msg = {}
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# Set up piker and EMS
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async with (
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open_test_pikerd() as (_, _, _, services),
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open_ems(fqsn, mode="paper") as (
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book,
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trades_stream,
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pps,
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accounts,
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dialogs,
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),
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):
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# Send order to EMS
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if action:
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for x in range(executions):
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print(f"Sending {action} order num {x}")
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oid = str(uuid4())
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order = Order(
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exec_mode=test_exec_mode,
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action=action,
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oid=oid,
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account=test_account,
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size=size,
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symbol=fqsn,
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price=price,
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brokers=brokers,
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)
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# This is actually a syncronous call to push a message
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# to the async ems clue - hence why we call trio.sleep afterwards
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book.send(order)
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async for msg in trades_stream:
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msg = await trades_stream.receive()
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try:
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if msg["name"] == "position":
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break
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except (NameError, AttributeError):
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pass
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# Do nothing, message isn't a position
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await trio.sleep(1)
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# Assert entries are made in both ledger and PPS
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if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
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_assert(
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assert_entries,
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assert_pps,
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assert_zeroed_pps,
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assert_msg,
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pps,
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msg,
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size,
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)
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# Close piker like a user would
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raise KeyboardInterrupt
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def _assert(
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assert_entries, assert_pps, assert_zerod_pps, assert_msg, pps, msg, size
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async def _async_main(
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open_test_pikerd_and_ems: AsyncContextManager,
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action: Literal['buy', 'sell'] | None = None,
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price: int = 30000,
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assert_entries: bool = False,
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assert_pps: bool = False,
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assert_zeroed_pps: bool = False,
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assert_msg: bool = False,
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executions: int = 1,
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size: float = 0.01,
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) -> None:
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'''Start piker, place a trade and assert data in pps stream, ledger and position table. Then restart piker and ensure
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that pps from previous trade exists in the ems pps.
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Finally close the position and ensure that the position in pps.toml is closed.
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'''
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oid: str = ''
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last_msg = {}
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async with open_test_pikerd_and_ems() as (
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services,
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(book, trades_stream, pps, accounts, dialogs),
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):
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with (
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open_trade_ledger(broker, test_account) as ledger,
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open_pps(broker, test_account) as table,
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):
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# TODO: Assert between msg and pp, ledger and pp, ledger and message
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# for proper values
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print(f"assertion msg: {msg}")
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# assert that entires are have been written
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if assert_entries:
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latest_ledger_entry = ledger[oid]
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latest_position = pps[(broker, test_account)][-1]
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pp_price = table.conf[broker][account][fqsn]["ppu"]
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# assert most
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assert list(ledger.keys())[-1] == oid
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assert latest_ledger_entry["size"] == test_size
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assert latest_ledger_entry["fqsn"] == fqsn
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# Set up piker and EMS
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# Send order to EMS
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if action:
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for x in range(executions):
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oid = str(uuid4())
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order = Order(
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exec_mode=test_exec_mode,
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action=action,
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oid=oid,
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account=account,
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size=size,
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symbol=fqsn,
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price=price,
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brokers=brokers,
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)
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# This is actually a syncronous call to push a message
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# to the async ems clue - hence why we call trio.sleep afterwards
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book.send(order)
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# Ensure the price-per-unit (breakeven) price is close to our clearing price
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assert math.isclose(pp_price, latest_ledger_entry["size"], rel_tol=1)
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assert table.brokername == broker
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assert table.acctid == account
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async for msg in trades_stream:
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last_msg = msg
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match msg:
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case {'name': 'position'}:
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break
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# assert that the last pps price is the same as the ledger price
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if assert_pps:
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latest_ledger_entry = ledger[oid]
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latest_position = pps[(broker, test_account)][-1]
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assert latest_position["avg_price"] == latest_ledger_entry["price"]
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if assert_zerod_pps:
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# assert that positions are not present
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assert not bool(table.pps)
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if assert_msg and msg["name"] == "position":
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latest_position = pps[(broker, test_account)][-1]
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breakpoint()
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assert msg["broker"] == broker
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assert msg["account"]== test_account
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assert msg["symbol"] == fqsn
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assert msg["avg_price"]== latest_position["avg_price"]
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# Close position and assert empty position in pps
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def _run_test_and_check(exception, fn):
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with pytest.raises(exception) as exc_info:
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trio.run(fn)
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for exception in exc_info.value.exceptions:
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assert (
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isinstance(exception, KeyboardInterrupt)
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or isinstance(exception, ContextCancelled)
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or isinstance(exception, KeyError)
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if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
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_assert(
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assert_entries,
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assert_pps,
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assert_zeroed_pps,
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pps,
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last_msg,
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size,
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executions,
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)
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# Teardown piker like a user would
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raise KeyboardInterrupt
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def _assert(
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assert_entries,
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assert_pps,
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assert_zerod_pps,
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pps,
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last_msg,
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size,
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executions,
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):
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with (
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open_trade_ledger(broker, account) as ledger,
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open_pps(broker, account) as table,
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):
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'''
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Assert multiple cases including pps, ledger and final position message state
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'''
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if assert_entries:
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assert last_msg['broker'] == broker
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assert last_msg['account'] == account
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assert last_msg['symbol'] == fqsn
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assert last_msg['size'] == size * executions
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assert last_msg['currency'] == symbol
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assert last_msg['avg_price'] == table.pps[symbol].ppu
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if assert_pps:
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last_ppu = pps[(broker, account)][-1]
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assert last_ppu['avg_price'] == table.pps[symbol].ppu
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if assert_zerod_pps:
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assert not bool(table.pps)
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# Close position and assert empty position in pps
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def _run_test_and_check(fn):
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with pytest.raises(BaseExceptionGroup) as exc_info:
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trio.run(fn)
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for exception in exc_info.value.exceptions:
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assert isinstance(exception, KeyboardInterrupt) or isinstance(
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exception, ContextCancelled
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)
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def test_buy(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
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# Enter a trade and assert entries are made in pps and ledger files
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, action="buy", assert_entries=True),
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partial(
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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action='buy',
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assert_entries=True,
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),
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)
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# Open ems and assert existence of pps entries
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, assert_pps=True),
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partial(
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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assert_pps=True,
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),
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)
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def test_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
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# Sell position
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, action="sell", price=1),
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partial(
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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action='sell',
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price=1,
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),
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)
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# Ensure pps are zeroed
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, assert_zeroed_pps=True),
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partial(
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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assert_zeroed_pps=True,
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),
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)
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#
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def test_multi_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir):
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# Make 5 market limit buy orders
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_run_test_and_check(
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BaseExceptionGroup, partial(_async_main, action="buy", executions=5)
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partial(
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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action='buy',
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executions=5,
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),
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)
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# Sell 5 slots at the same price, assert cleared positions
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_run_test_and_check(
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BaseExceptionGroup,
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partial(
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_async_main, action="sell", executions=5, price=1, assert_zeroed_pps=True
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_async_main,
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open_test_pikerd_and_ems=open_test_pikerd_and_ems,
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action='sell',
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executions=5,
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price=1,
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assert_zeroed_pps=True,
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),
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)
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Loading…
Reference in New Issue