Merge pull request #465 from pikers/loglevel_to_testpikerd
`loglevel` to `open_test_pikerd()` via `--ll <level>` flagbackend_spec
commit
82174d01c5
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@ -20,10 +20,6 @@ Broker clients, daemons and general back end machinery.
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from importlib import import_module
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from importlib import import_module
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from types import ModuleType
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from types import ModuleType
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# TODO: move to urllib3/requests once supported
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import asks
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asks.init('trio')
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__brokers__ = [
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__brokers__ = [
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'binance',
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'binance',
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'ib',
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'ib',
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@ -45,8 +41,10 @@ __brokers__ = [
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def get_brokermod(brokername: str) -> ModuleType:
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def get_brokermod(brokername: str) -> ModuleType:
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"""Return the imported broker module by name.
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'''
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"""
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Return the imported broker module by name.
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'''
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module = import_module('.' + brokername, 'piker.brokers')
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module = import_module('.' + brokername, 'piker.brokers')
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# we only allow monkeying because it's for internal keying
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# we only allow monkeying because it's for internal keying
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module.name = module.__name__.split('.')[-1]
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module.name = module.__name__.split('.')[-1]
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@ -54,7 +52,9 @@ def get_brokermod(brokername: str) -> ModuleType:
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def iter_brokermods():
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def iter_brokermods():
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"""Iterate all built-in broker modules.
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'''
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"""
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Iterate all built-in broker modules.
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'''
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for name in __brokers__:
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for name in __brokers__:
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yield get_brokermod(name)
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yield get_brokermod(name)
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@ -227,26 +227,28 @@ async def get_cached_feed(
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@tractor.stream
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@tractor.stream
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async def start_quote_stream(
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async def start_quote_stream(
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ctx: tractor.Context, # marks this as a streaming func
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stream: tractor.Context, # marks this as a streaming func
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broker: str,
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broker: str,
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symbols: List[Any],
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symbols: List[Any],
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feed_type: str = 'stock',
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feed_type: str = 'stock',
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rate: int = 3,
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rate: int = 3,
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) -> None:
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) -> None:
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"""Handle per-broker quote stream subscriptions using a "lazy" pub-sub
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'''
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Handle per-broker quote stream subscriptions using a "lazy" pub-sub
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pattern.
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pattern.
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Spawns new quoter tasks for each broker backend on-demand.
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Spawns new quoter tasks for each broker backend on-demand.
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Since most brokers seems to support batch quote requests we
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Since most brokers seems to support batch quote requests we
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limit to one task per process (for now).
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limit to one task per process (for now).
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"""
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'''
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# XXX: why do we need this again?
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# XXX: why do we need this again?
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get_console_log(tractor.current_actor().loglevel)
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get_console_log(tractor.current_actor().loglevel)
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# pull global vars from local actor
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# pull global vars from local actor
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symbols = list(symbols)
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symbols = list(symbols)
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log.info(
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log.info(
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f"{ctx.chan.uid} subscribed to {broker} for symbols {symbols}")
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f"{stream.chan.uid} subscribed to {broker} for symbols {symbols}")
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# another actor task may have already created it
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# another actor task may have already created it
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async with get_cached_feed(broker) as feed:
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async with get_cached_feed(broker) as feed:
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@ -290,13 +292,13 @@ async def start_quote_stream(
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assert fquote['displayable']
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assert fquote['displayable']
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payload[sym] = fquote
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payload[sym] = fquote
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await ctx.send_yield(payload)
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await stream.send_yield(payload)
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await stream_poll_requests(
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await stream_poll_requests(
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# ``trionics.msgpub`` required kwargs
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# ``trionics.msgpub`` required kwargs
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task_name=feed_type,
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task_name=feed_type,
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ctx=ctx,
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ctx=stream,
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topics=symbols,
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topics=symbols,
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packetizer=feed.mod.packetizer,
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packetizer=feed.mod.packetizer,
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@ -319,9 +321,11 @@ async def call_client(
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class DataFeed:
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class DataFeed:
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"""Data feed client for streaming symbol data from and making API client calls
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'''
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to a (remote) ``brokerd`` daemon.
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Data feed client for streaming symbol data from and making API
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"""
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client calls to a (remote) ``brokerd`` daemon.
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'''
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_allowed = ('stock', 'option')
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_allowed = ('stock', 'option')
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def __init__(self, portal, brokermod):
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def __init__(self, portal, brokermod):
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@ -175,6 +175,7 @@ async def relay_order_cmds_from_sync_code(
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async def open_ems(
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async def open_ems(
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fqsn: str,
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fqsn: str,
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mode: str = 'live',
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mode: str = 'live',
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loglevel: str = 'error',
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) -> tuple[
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) -> tuple[
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OrderBook,
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OrderBook,
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@ -244,6 +245,7 @@ async def open_ems(
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_emsd_main,
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_emsd_main,
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fqsn=fqsn,
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fqsn=fqsn,
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exec_mode=mode,
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exec_mode=mode,
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loglevel=loglevel,
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) as (
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) as (
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ctx,
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ctx,
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@ -1498,10 +1498,10 @@ async def open_feed(
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fqsns: list[str],
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fqsns: list[str],
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loglevel: Optional[str] = None,
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loglevel: str | None = None,
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backpressure: bool = True,
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backpressure: bool = True,
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start_stream: bool = True,
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start_stream: bool = True,
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tick_throttle: Optional[float] = None, # Hz
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tick_throttle: float | None = None, # Hz
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) -> Feed:
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) -> Feed:
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'''
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'''
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@ -1,4 +1,5 @@
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from contextlib import asynccontextmanager as acm
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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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import os
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import pytest
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import pytest
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@ -19,6 +20,11 @@ def pytest_addoption(parser):
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help="Use a practice API account")
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help="Use a practice API account")
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@pytest.fixture(scope='session')
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def loglevel(request) -> str:
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return request.config.option.loglevel
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@pytest.fixture(scope='session')
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@pytest.fixture(scope='session')
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def test_config():
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def test_config():
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dirname = os.path.dirname
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dirname = os.path.dirname
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@ -32,7 +38,10 @@ def test_config():
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@pytest.fixture(scope='session', autouse=True)
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@pytest.fixture(scope='session', autouse=True)
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def confdir(request, test_config):
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def confdir(
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request,
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test_config: str,
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):
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'''
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'''
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If the `--confdir` flag is not passed use the
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If the `--confdir` flag is not passed use the
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broker config file found in that dir.
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broker config file found in that dir.
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@ -45,51 +54,6 @@ def confdir(request, test_config):
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return confdir
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return confdir
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# @pytest.fixture(scope='session', autouse=True)
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# def travis(confdir):
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# is_travis = os.environ.get('TRAVIS', False)
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# if is_travis:
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# # this directory is cached, see .travis.yaml
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# conf_file = config.get_broker_conf_path()
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# refresh_token = os.environ['QT_REFRESH_TOKEN']
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# def write_with_token(token):
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# # XXX don't pass the dir path here since may be
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# # written behind the scenes in the `confdir fixture`
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# if not os.path.isfile(conf_file):
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# open(conf_file, 'w').close()
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# conf, path = config.load()
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# conf.setdefault('questrade', {}).update(
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# {'refresh_token': token,
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# 'is_practice': 'True'}
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# )
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# config.write(conf, path)
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# async def ensure_config():
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# # try to refresh current token using cached brokers config
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# # if it fails fail try using the refresh token provided by the
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# # env var and if that fails stop the test run here.
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# try:
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# async with questrade.get_client(ask_user=False):
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# pass
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# except (
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# FileNotFoundError, ValueError,
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# questrade.BrokerError, questrade.QuestradeError,
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# trio.MultiError,
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# ):
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# # 3 cases:
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# # - config doesn't have a ``refresh_token`` k/v
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# # - cache dir does not exist yet
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# # - current token is expired; take it form env var
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# write_with_token(refresh_token)
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# async with questrade.get_client(ask_user=False):
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# pass
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# # XXX ``pytest_trio`` doesn't support scope or autouse
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# trio.run(ensure_config)
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_ci_env: bool = os.environ.get('CI', False)
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_ci_env: bool = os.environ.get('CI', False)
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@ -102,24 +66,10 @@ def ci_env() -> bool:
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return _ci_env
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return _ci_env
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@pytest.fixture
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def us_symbols():
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return ['TSLA', 'AAPL', 'CGC', 'CRON']
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@pytest.fixture
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def tmx_symbols():
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return ['APHA.TO', 'WEED.TO', 'ACB.TO']
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@pytest.fixture
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def cse_symbols():
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return ['TRUL.CN', 'CWEB.CN', 'SNN.CN']
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@acm
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@acm
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async def _open_test_pikerd(
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async def _open_test_pikerd(
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reg_addr: tuple[str, int] | None = None,
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reg_addr: tuple[str, int] | None = None,
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loglevel: str = 'warning',
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**kwargs,
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**kwargs,
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) -> tuple[
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) -> tuple[
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@ -140,10 +90,10 @@ async def _open_test_pikerd(
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port = random.randint(6e3, 7e3)
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port = random.randint(6e3, 7e3)
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reg_addr = ('127.0.0.1', port)
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reg_addr = ('127.0.0.1', port)
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# try:
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async with (
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async with (
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maybe_open_pikerd(
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maybe_open_pikerd(
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registry_addr=reg_addr,
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registry_addr=reg_addr,
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loglevel=loglevel,
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**kwargs,
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**kwargs,
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) as service_manager,
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) as service_manager,
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):
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):
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@ -165,9 +115,18 @@ async def _open_test_pikerd(
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@pytest.fixture
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@pytest.fixture
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def open_test_pikerd():
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def open_test_pikerd(
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request,
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loglevel: str,
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):
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yield _open_test_pikerd
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yield partial(
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_open_test_pikerd,
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# bind in level from fixture, which is itself set by
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# `--ll <value>` cli flag.
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loglevel=loglevel,
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)
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# TODO: teardown checks such as,
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# TODO: teardown checks such as,
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# - no leaked subprocs or shm buffers
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# - no leaked subprocs or shm buffers
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@ -35,6 +35,7 @@ from piker.data._source import (
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def test_multi_fqsn_feed(
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def test_multi_fqsn_feed(
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open_test_pikerd: AsyncContextManager,
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open_test_pikerd: AsyncContextManager,
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fqsns: set[str],
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fqsns: set[str],
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loglevel: str,
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ci_env: bool
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ci_env: bool
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):
|
):
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'''
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'''
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@ -60,7 +61,7 @@ def test_multi_fqsn_feed(
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open_test_pikerd(),
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open_test_pikerd(),
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open_feed(
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open_feed(
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fqsns,
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fqsns,
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loglevel='info',
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loglevel=loglevel,
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# TODO: ensure throttle rate is applied
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# TODO: ensure throttle rate is applied
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# limit to at least display's FPS
|
# limit to at least display's FPS
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|
|
|
@ -111,6 +111,21 @@ def match_packet(symbols, quotes, feed_type='stock'):
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assert not quotes
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assert not quotes
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|
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|
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|
@pytest.fixture
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|
def us_symbols():
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|
return ['TSLA', 'AAPL', 'CGC', 'CRON']
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|
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|
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|
@pytest.fixture
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|
def tmx_symbols():
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|
return ['APHA.TO', 'WEED.TO', 'ACB.TO']
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|
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|
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|
@pytest.fixture
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|
def cse_symbols():
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|
return ['TRUL.CN', 'CWEB.CN', 'SNN.CN']
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|
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|
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# @tractor_test
|
# @tractor_test
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async def test_concurrent_tokens_refresh(us_symbols, loglevel):
|
async def test_concurrent_tokens_refresh(us_symbols, loglevel):
|
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"""Verify that concurrent requests from mulitple tasks work alongside
|
"""Verify that concurrent requests from mulitple tasks work alongside
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|
@ -258,7 +273,7 @@ async def stream_option_chain(feed, symbols):
|
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|
|
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# latency arithmetic
|
# latency arithmetic
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loops = 8
|
loops = 8
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period = 1/3. # 3 rps
|
# period = 1/3. # 3 rps
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timeout = float('inf') # loops / period
|
timeout = float('inf') # loops / period
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|
|
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try:
|
try:
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|
@ -307,8 +322,8 @@ async def stream_stocks(feed, symbols):
|
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symbols, 'stock', rate=3, diff_cached=False)
|
symbols, 'stock', rate=3, diff_cached=False)
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# latency arithmetic
|
# latency arithmetic
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loops = 8
|
loops = 8
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period = 1/3. # 3 rps
|
# period = 1/3. # 3 rps
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timeout = loops / period
|
# timeout = loops / period
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|
|
||||||
try:
|
try:
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# it'd sure be nice to have an asyncitertools here...
|
# it'd sure be nice to have an asyncitertools here...
|
||||||
|
|
|
@ -11,7 +11,6 @@ import tractor
|
||||||
|
|
||||||
from piker._daemon import (
|
from piker._daemon import (
|
||||||
find_service,
|
find_service,
|
||||||
check_for_service,
|
|
||||||
Services,
|
Services,
|
||||||
)
|
)
|
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from piker.data import (
|
from piker.data import (
|
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|
@ -75,7 +74,8 @@ async def ensure_service(
|
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|
|
||||||
|
|
||||||
def test_ensure_datafeed_actors(
|
def test_ensure_datafeed_actors(
|
||||||
open_test_pikerd: AsyncContextManager
|
open_test_pikerd: AsyncContextManager,
|
||||||
|
loglevel: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
'''
|
'''
|
||||||
|
@ -93,7 +93,7 @@ def test_ensure_datafeed_actors(
|
||||||
open_test_pikerd(),
|
open_test_pikerd(),
|
||||||
open_feed(
|
open_feed(
|
||||||
['xbtusdt.kraken'],
|
['xbtusdt.kraken'],
|
||||||
loglevel='info',
|
loglevel=loglevel,
|
||||||
) as feed
|
) as feed
|
||||||
):
|
):
|
||||||
# halt rt quote streams since we aren't testing them
|
# halt rt quote streams since we aren't testing them
|
||||||
|
@ -109,7 +109,8 @@ def test_ensure_datafeed_actors(
|
||||||
|
|
||||||
|
|
||||||
def test_ensure_ems_in_paper_actors(
|
def test_ensure_ems_in_paper_actors(
|
||||||
open_test_pikerd: AsyncContextManager
|
open_test_pikerd: AsyncContextManager,
|
||||||
|
loglevel: str,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
|
@ -136,6 +137,7 @@ def test_ensure_ems_in_paper_actors(
|
||||||
open_ems(
|
open_ems(
|
||||||
'xbtusdt.kraken',
|
'xbtusdt.kraken',
|
||||||
mode='paper',
|
mode='paper',
|
||||||
|
loglevel=loglevel,
|
||||||
) as (
|
) as (
|
||||||
book,
|
book,
|
||||||
trades_stream,
|
trades_stream,
|
||||||
|
|
Loading…
Reference in New Issue