Push failing assert no pps test
parent
c8e6312044
commit
bf1757de07
|
|
@ -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
|
||||
|
|
@ -268,25 +268,22 @@ 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)
|
||||
load_pps_from_ledger(self.broker, 'piker-paper')
|
||||
|
||||
# Ensure we have the latest positioning data when sending pp_msg
|
||||
pp = self._positions[key]
|
||||
pp = table.pps[key]
|
||||
pp_msg = BrokerdPosition(
|
||||
broker=self.broker,
|
||||
account='paper',
|
||||
symbol=fqsn,
|
||||
# TODO: we need to look up the asset currency from
|
||||
# broker info. i guess for crypto this can be
|
||||
# inferred from the pair?
|
||||
currency=key,
|
||||
size=pp.size,
|
||||
avg_price=pp.ppu,
|
||||
)
|
||||
|
||||
pp_msg = BrokerdPosition(
|
||||
broker=self.broker,
|
||||
account='paper',
|
||||
symbol=fqsn,
|
||||
# TODO: we need to look up the asset currency from
|
||||
# broker info. i guess for crypto this can be
|
||||
# inferred from the pair?
|
||||
currency=key,
|
||||
size=pp.size,
|
||||
avg_price=pp.ppu,
|
||||
)
|
||||
|
||||
await self.ems_trades_stream.send(pp_msg)
|
||||
await self.ems_trades_stream.send(pp_msg)
|
||||
|
||||
|
||||
async def simulate_fills(
|
||||
|
|
|
|||
|
|
@ -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
|
||||
|
|
|
|||
|
|
@ -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,
|
||||
# ),
|
||||
|
|
|
|||
Loading…
Reference in New Issue