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Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

`._paper_engine`: right, load `MktPair` in `fqme is not None` usage

rekt_pps
Tyler Goodlet 2023-04-18 19:04:54 -04:00
parent 6f5a2654ab
commit d48b2c5b57
1 changed files with 14 additions and 6 deletions
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20
piker/clearing/_paper_engine.py
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@ -14,10 +14,13 @@
# You should have received a copy of the GNU Affero General Public License # You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>. # along with this program. If not, see <https://www.gnu.org/licenses/>.
""" '''
Fake trading for forward testing. Fake trading: a full forward testing simulation engine.
""" We can real-time emulate any mkt conditions you want bruddr B)
Just slide us the model que quieres..
'''
from collections import defaultdict from collections import defaultdict
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
@ -567,11 +570,16 @@ async def trades_dialogue(
# update all transactions with mkt info before # update all transactions with mkt info before
# loading any pps # loading any pps
mkt_by_fqme: dict[str, MktPair | None] = {} mkt_by_fqme: dict[str, MktPair] = {}
for tid, tdict in ledger.data.items(): if fqme:
mkt, _ = await brokermod.get_mkt_info(fqme.rstrip(f'.{broker}'))
mkt_by_fqme[fqme] = mkt
# for each sym in the ledger load it's `MktPair` info
for tid, tdict in ledger.data.items():
# TODO: switch this to fqme # TODO: switch this to fqme
l_fqme = tdict['fqsn'] l_fqme = tdict['fqsn']
if ( if (
gmi gmi
and l_fqme not in mkt_by_fqme and l_fqme not in mkt_by_fqme
@ -680,7 +688,7 @@ async def open_paperboi(
if not fqme: if not fqme:
assert broker, 'One of `broker` or `fqme` is required siss..!' assert broker, 'One of `broker` or `fqme` is required siss..!'
else: else:
broker, symbol, expiry = unpack_fqme(fqme) broker, _, _, _ = unpack_fqme(fqme)
we_spawned: bool = False we_spawned: bool = False
service_name = f'paperboi.{broker}' service_name = f'paperboi.{broker}'