Break test into steps

explicit_write_pps_on_exit
algorandpa 2023-02-12 17:04:49 -05:00 committed by jaredgoldman
parent df868cec35
commit 95b9dacb7a
4 changed files with 80 additions and 79 deletions

View File

@ -238,6 +238,7 @@ async def open_ems(
mode = 'paper' mode = 'paper'
from ._ems import _emsd_main from ._ems import _emsd_main
async with ( async with (
# connect to emsd # connect to emsd
portal.open_context( portal.open_context(
@ -255,7 +256,6 @@ async def open_ems(
dialogs, dialogs,
) )
), ),
# open 2-way trade command stream # open 2-way trade command stream
ctx.open_stream() as trades_stream, ctx.open_stream() as trades_stream,
): ):
@ -266,7 +266,6 @@ async def open_ems(
fqsn, fqsn,
trades_stream trades_stream
) )
yield ( yield (
book, book,
trades_stream, trades_stream,

View File

@ -1351,7 +1351,7 @@ async def maybe_open_trade_relays(
loglevel, loglevel,
) )
yield relay, feed, client_ready yield relay, feed, client_ready
print("ABOUT TO OPEN CACHED MNGR")
async with tractor.trionics.maybe_open_context( async with tractor.trionics.maybe_open_context(
acm_func=cached_mngr, acm_func=cached_mngr,
kwargs={ kwargs={
@ -1365,6 +1365,7 @@ async def maybe_open_trade_relays(
cache_hit, cache_hit,
(relay, feed, client_ready) (relay, feed, client_ready)
): ):
print("YIELDING RELAY")
yield relay, feed, client_ready yield relay, feed, client_ready

View File

@ -978,6 +978,7 @@ def open_pps(
pp.ensure_state() pp.ensure_state()
try: try:
# breakpoint()
yield table yield table
finally: finally:
if write_on_exit: if write_on_exit:

View File

@ -1,5 +1,3 @@
from datetime import datetime
import time
import trio import trio
import pytest import pytest
import tractor import tractor
@ -8,76 +6,72 @@ from piker.log import get_logger
from piker.clearing._messages import ( from piker.clearing._messages import (
Order Order
) )
from uuid import uuid4
from typing import ( from typing import (
AsyncContextManager, AsyncContextManager,
Any, Any,
Literal,
) )
from functools import partial from functools import partial
from piker.pp import ( from piker.pp import (
Position,
Transaction,
open_trade_ledger, open_trade_ledger,
open_pps open_pps,
PpTable
) )
from piker._daemon import (
find_service,
check_for_service,
Services,
)
from piker.data import (
open_feed,
)
from piker.clearing import ( from piker.clearing import (
open_ems, open_ems,
) )
from piker.clearing._messages import (
BrokerdPosition,
Status,
)
from piker.clearing._client import ( from piker.clearing._client import (
OrderBook, OrderBook,
) )
from piker.clearing._messages import (
BrokerdPosition
)
from exceptiongroup import BaseExceptionGroup
log = get_logger(__name__) log = get_logger(__name__)
_clearing_price: float
def test_paper_trade( def test_paper_trade(
open_test_pikerd: AsyncContextManager open_test_pikerd: AsyncContextManager
): ):
_cleared_price: float
cleared_price: float
test_exec_mode='live' test_exec_mode='live'
test_action = 'buy'
test_oid = '560beac8-b1b1-4dee-bd1e-6604a704c9ea'
test_account = 'paper' test_account = 'paper'
test_size = 1 test_size = 1
test_price = 30000
test_broker = 'kraken' test_broker = 'kraken'
test_brokers = [test_broker] test_brokers = [test_broker]
test_symbol = 'xbtusdt' test_symbol = 'xbtusdt'
test_fqsn = f'{test_symbol}.{test_broker}' test_fqsn = f'{test_symbol}.{test_broker}'
test_pp_account = 'piker-paper' test_pp_account = 'piker-paper'
positions: dict[
# brokername, acctid
tuple[str, str],
list[BrokerdPosition],
]
async def _async_main(
async def open(
open_pikerd: AsyncContextManager, open_pikerd: AsyncContextManager,
send_order: bool = False, action: Literal['buy', 'sell'] | None = None,
price: int = 30000,
assert_entries: bool = False, assert_entries: bool = False,
teardown: bool = True,
) -> Any: ) -> Any:
# type declares
book: OrderBook
global _cleared_price
oid: str = str(uuid4())
book: OrderBook
global cleared_price
global positions
# Set up piker and EMS
async with ( async with (
open_pikerd() as (_, _, _, services), open_pikerd() as (_, _, _, services),
open_ems( open_ems(
'xbtusdt.kraken', test_fqsn,
mode='paper', mode=test_account,
) as ( ) as (
book, book,
trades_stream, trades_stream,
@ -87,67 +81,73 @@ def test_paper_trade(
), ),
): ):
# Send order to EMS
if send_order: if action:
order = Order( order = Order(
exec_mode=test_exec_mode, exec_mode=test_exec_mode,
action=test_action, action=action,
oid=test_oid, oid=oid,
account=test_account, account=test_account,
size=test_size, size=test_size,
symbol=test_fqsn, symbol=test_fqsn,
price=test_price, price=price,
brokers=test_brokers brokers=test_brokers
) )
book.send(order) book.send(order)
await trio.sleep(1) await trio.sleep(2)
# Assert entries are made in both ledger and PPS
if assert_entries: if assert_entries:
cleared_ledger_entry = {} cleared_ledger_entry = {}
# check if trades have been updated in in ledge and pp
with open_trade_ledger(test_broker, test_account) as ledger: with open_trade_ledger(test_broker, test_account) as ledger:
cleared_ledger_entry = ledger[test_oid] cleared_ledger_entry = ledger[oid]
_cleared_price = cleared_ledger_entry["price"] cleared_price = cleared_ledger_entry["price"]
assert list(ledger.keys())[0] == test_oid
assert list(ledger.keys())[-1] == oid
assert cleared_ledger_entry['size'] == test_size assert cleared_ledger_entry['size'] == test_size
assert cleared_ledger_entry['fqsn'] == test_fqsn assert cleared_ledger_entry['fqsn'] == test_fqsn
with open_pps(test_broker, test_pp_account) as table: with open_pps(test_broker, test_pp_account) as table:
# save pps in local state
assert table.brokername == test_broker
assert table.acctid == test_pp_account
# assert cleared_ledger_entry['price'] == table.conf.clears[0].price
pp_price = table.conf[test_broker][test_pp_account][test_fqsn]["ppu"] pp_price = table.conf[test_broker][test_pp_account][test_fqsn]["ppu"]
assert math.isclose(pp_price, cleared_ledger_entry['size'], rel_tol=1) assert math.isclose(pp_price, cleared_ledger_entry['size'], rel_tol=1)
assert table.brokername == test_broker
assert table.acctid == test_pp_account
if teardown: positions = pps
# Close piker like a user would
raise KeyboardInterrupt raise KeyboardInterrupt
return pps
async def open_and_assert_pps(): # Open piker and ensure last pps price is the same as ledger entry
pps = await open(open_test_pikerd) async def _open_and_assert_pps():
assert pps(test_broker, test_account)[0] == _cleared_price await _async_main(open_test_pikerd)
assert positions(test_broker, test_account)[-1] == cleared_price
# Close position and assert empty position in pps
async def _close_pp_and_assert():
await _async_main(open_test_pikerd, 'sell', 1)
with open_pps(test_broker, test_pp_account) as table:
assert len(table.pps) == 0
# run initial time and send sent and assert trade
with pytest.raises(
BaseExceptionGroup
) as exc_info:
trio.run(partial(_async_main,
open_pikerd=open_test_pikerd,
action='buy',
)
)
with pytest.raises( with pytest.raises(
trio.MultiError BaseExceptionGroup
) as exc_info: ) as exc_info:
# run initial time and send sent and assert trade trio.run(_open_and_assert_pps)
trio.run(partial(open,
open_pikerd=open_test_pikerd,
send_order=True,
assert_entries=True,
)
)
# Run again just to boot piker
trio.run(partial(open,
open_pikerd=open_test_pikerd,
)
)
trio.run(open_and_assert_pps)
with pytest.raises(
BaseExceptionGroup
) as exc_info:
trio.run(_close_pp_and_assert)