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Format to prep for PR

explicit_write_pps_on_exit
algorandpa 2023-02-14 19:00:49 -05:00 committed by jaredgoldman
parent 7142a6a7ca
commit e5cefeb44b
4 changed files with 8 additions and 25 deletions
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12
piker/clearing/_paper_engine.py
View File

@ -425,8 +425,8 @@ async def simulate_fills(
case _: case _:
continue continue
# iterate alcl potentially clearable book prices # iterate all potentially clearable book prices
# in FIFO order per side.c # in FIFO order per side.
for order_info, pred in iter_entries: for order_info, pred in iter_entries:
(our_price, size, reqid, action) = order_info (our_price, size, reqid, action) = order_info
@ -438,9 +438,7 @@ async def simulate_fills(
'buy': buys, 'buy': buys,
'sell': sells 'sell': sells
}[action].inverse.pop(order_info) }[action].inverse.pop(order_info)
log.warning(f'order_info: {order_info}')
# clearing price would have filled entirely # clearing price would have filled entirely
await client.fake_fill( await client.fake_fill(
fqsn=sym, fqsn=sym,
@ -558,14 +556,12 @@ async def trades_dialogue(
): ):
with open_pps(broker, 'piker-paper') as table: with open_pps(broker, 'piker-paper') as table:
log.warning(f'pp table: {table}')
# save pps in local state # save pps in local state
_positions.update(table.pps) _positions.update(table.pps)
pp_msgs: list[BrokerdPosition] = [] pp_msgs: list[BrokerdPosition] = []
pos: Position pos: Position
token: str # f'{symbol}.{self.broker}' token: str # f'{symbol}.{self.broker}'
log.warning(f'local _positions: {_positions}')
for token, pos in _positions.items(): for token, pos in _positions.items():
pp_msgs.append(BrokerdPosition( pp_msgs.append(BrokerdPosition(
broker=broker, broker=broker,
@ -574,7 +570,6 @@ async def trades_dialogue(
size=pos.size, size=pos.size,
avg_price=pos.ppu, avg_price=pos.ppu,
)) ))
log.warning(f'pp_msgs: {pp_msgs}')
# TODO: load paper positions per broker from .toml config file # TODO: load paper positions per broker from .toml config file
# and pass as symbol to position data mapping: ``dict[str, dict]`` # and pass as symbol to position data mapping: ``dict[str, dict]``
await ctx.started(( await ctx.started((
@ -632,6 +627,7 @@ async def open_paperboi(
# (we likely don't need more then one proc for basic # (we likely don't need more then one proc for basic
# simulated order clearing) # simulated order clearing)
if portal is None: if portal is None:
log.info('Starting new paper-engine actor')
portal = await tn.start_actor( portal = await tn.start_actor(
service_name, service_name,
enable_modules=[__name__] enable_modules=[__name__]

8
piker/pp.py
View File

@ -58,7 +58,7 @@ def open_trade_ledger(
account: str, account: str,
) -> Generator[dict, None, None]: ) -> Generator[dict, None, None]:
''' '''
Indempotently creat0616cbd1e and read in a trade log file from the Indempotently create and read in a trade log file from the
``<configuration_dir>/ledgers/`` directory. ``<configuration_dir>/ledgers/`` directory.
Files are named per broker account of the form Files are named per broker account of the form
@ -91,8 +91,7 @@ def open_trade_ledger(
# TODO: show diff output? # TODO: show diff output?
# https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries # https://stackoverflow.com/questions/12956957/print-diff-of-python-dictionaries
print(f'Updating ledger for {tradesfile}:\n') print(f'Updating ledger for {tradesfile}:\n')
ledger.update(cpy) ledger.update(cpy)
# we write on close the mutated ledger data # we write on close the mutated ledger data
with open(tradesfile, 'w') as cf: with open(tradesfile, 'w') as cf:
toml.dump(ledger, cf) toml.dump(ledger, cf)
@ -544,8 +543,7 @@ class PpTable(Struct):
) -> dict[str, Position]: ) -> dict[str, Position]:
pps = self.pps pps = self.pps
updated: dict[str, Position] = {} updated: dict[str, Position] = {}
# lifo update all pps from records # lifo update all pps from records
for tid, t in trans.items(): for tid, t in trans.items():

3
tests/test_paper.py
View File

@ -44,6 +44,7 @@ def test_paper_trade(
paper_cleanup: None paper_cleanup: None
): ):
cleared_price: float
test_exec_mode='live' test_exec_mode='live'
test_account = 'paper' test_account = 'paper'
test_size = 1 test_size = 1
@ -57,8 +58,6 @@ def test_paper_trade(
tuple[str, str], tuple[str, str],
list[BrokerdPosition], list[BrokerdPosition],
] ]
cleared_price: float
async def _async_main( async def _async_main(
open_pikerd: AsyncContextManager, open_pikerd: AsyncContextManager,

10
tests/test_services.py
View File

@ -9,12 +9,7 @@ import pytest
import trio import trio
import tractor import tractor
from datetime import datetime
import time
from piker.log import get_logger from piker.log import get_logger
from piker.clearing._messages import (
BrokerdFill
)
from piker._daemon import ( from piker._daemon import (
find_service, find_service,
@ -34,8 +29,6 @@ from piker.clearing._client import (
OrderBook, OrderBook,
) )
log = get_logger(__name__)
def test_runtime_boot( def test_runtime_boot(
open_test_pikerd: AsyncContextManager open_test_pikerd: AsyncContextManager
@ -185,6 +178,3 @@ def test_ensure_ems_in_paper_actors(
cancel_msg: str = '_emsd_main was remotely cancelled by its caller' cancel_msg: str = '_emsd_main was remotely cancelled by its caller'
assert cancel_msg in exc_info.value.args[0] assert cancel_msg in exc_info.value.args[0]