Push failing assert no pps test
parent
c8e6312044
commit
bf1757de07
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@ -41,7 +41,8 @@ from ..pp import (
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Position,
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Transaction,
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open_trade_ledger,
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open_pps
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open_pps,
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load_pps_from_ledger
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)
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from ..data._normalize import iterticks
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from ..data._source import unpack_fqsn
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@ -260,7 +261,6 @@ class PaperBoi(Struct):
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bsuid=key,
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)
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# Write to ledger toml right now
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with (
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open_trade_ledger(self.broker, 'paper') as ledger,
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open_pps(self.broker, 'piker-paper') as table
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@ -268,12 +268,9 @@ class PaperBoi(Struct):
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ledger.update({oid: t.to_dict()})
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# Write to pps toml right now
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table.update_from_trans({oid: t})
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# save pps in local state
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self._positions.update(table.pps)
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# Ensure we have the latest positioning data when sending pp_msg
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pp = self._positions[key]
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load_pps_from_ledger(self.broker, 'piker-paper')
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pp = table.pps[key]
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pp_msg = BrokerdPosition(
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broker=self.broker,
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account='paper',
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@ -680,7 +680,6 @@ class PpTable(Struct):
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# TODO: show diff output?
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# https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
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print(f'Updating ``pps.toml`` for {path}:\n')
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# active, closed_pp_objs = table.dump_active()
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pp_entries = self.to_toml()
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self.conf[self.brokername][self.acctid] = pp_entries
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@ -1,6 +1,6 @@
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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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@ -38,32 +38,32 @@ from piker.clearing._messages import BrokerdPosition
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log = get_logger(__name__)
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@pytest.fixture(scope='module')
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@pytest.fixture(scope="module")
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def delete_testing_dir():
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'''This fixture removes the temp directory
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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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"""
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yield
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app_dir = Path(get_app_dir('piker')).resolve()
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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):
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oid = ''
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test_exec_mode = 'live'
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test_account = 'paper'
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oid = ""
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test_exec_mode = "live"
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test_account = "paper"
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test_size = 1
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(fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
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(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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brokers = [broker]
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test_pp_account = 'piker-paper'
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test_pp_account = "piker-paper"
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positions: dict[
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# brokername, acctid
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tuple[str, str],
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@ -72,15 +72,15 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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async def _async_main(
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open_pikerd: AsyncContextManager,
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action: Literal['buy', 'sell'] | None = None,
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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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) -> None:
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'''Spawn a paper piper actor, place a trade and assert entries are present
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"""Spawn a paper piper actor, 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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"""
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nonlocal oid
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book: OrderBook
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nonlocal positions
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@ -88,7 +88,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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# Set up piker and EMS
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async with (
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open_pikerd() as (_, _, _, services),
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open_ems(fqsn, mode='paper') as (
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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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@ -121,14 +121,14 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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with open_trade_ledger(broker, test_account) as ledger:
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cleared_ledger_entry = ledger[oid]
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assert list(ledger.keys())[-1] == oid
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assert cleared_ledger_entry['size'] == test_size
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assert cleared_ledger_entry['fqsn'] == fqsn
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assert cleared_ledger_entry["size"] == test_size
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assert cleared_ledger_entry["fqsn"] == fqsn
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with open_pps(broker, test_pp_account) as table:
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pp_price = table.conf[broker][test_pp_account][fqsn]['ppu']
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pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
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# Ensure the price-per-unit (breakeven) price is close to our clearing price
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assert math.isclose(
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pp_price, cleared_ledger_entry['size'], rel_tol=1
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pp_price, cleared_ledger_entry["size"], rel_tol=1
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)
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assert table.brokername == broker
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assert table.acctid == test_pp_account
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@ -142,11 +142,13 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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# and ensure last pps price is the same as ledger entry
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def _assert_pps(ledger, table):
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return (
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positions[(broker, test_account)][-1]['avg_price'] == ledger[oid]['price']
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positions[(broker, test_account)][-1]["avg_price"] == ledger[oid]["price"]
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)
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def _assert_no_pps(ledger, table):
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return len(table.pps) == 0
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print(f"positions: {positions}")
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return not bool(table)
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# return len(table.pps) == 0
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# Close position and assert empty position in pps
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def _run_test_and_check(exception, fn, assert_cb=None):
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@ -171,7 +173,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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partial(
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_async_main,
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open_pikerd=open_test_pikerd,
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action='buy',
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action="buy",
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),
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)
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@ -183,22 +185,19 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, open_pikerd=open_test_pikerd, action='sell', price=1),
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partial(_async_main, open_pikerd=open_test_pikerd, action="sell", price=1),
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_assert_no_pps,
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)
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# def test_paper_client(
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# open_test_pikerd: AsyncContextManager
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# ):
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#
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# def test_paper_client(open_test_pikerd: AsyncContextManager):
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# async def _async_main(
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# open_pikerd: AsyncContextManager,
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# ):
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# (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
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# (fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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# async with (
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# open_pikerd() as (_, _, _, services),
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# open_ems(fqsn, mode='paper') as (
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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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@ -206,11 +205,14 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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# dialogs,
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# ),
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# ):
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# async with open_cached_client(broker) as client:
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# symbol_info = await client.symbol_info()
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# print(f'client: {symbol_info['XBTUSDT']}')
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# # async with open_cached_client(broker) as client:
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# # symbol_info = await client.symbol_info()
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# # print(f'client: {symbol_info['XBTUSDT']}')
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# with (open_pps(broker, "piker-paper") as table,):
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# print(f"table: {table}")
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#
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# trio.run(partial(
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# trio.run(
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# partial(
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# _async_main,
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# open_pikerd=open_test_pikerd,
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# ),
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