Remove breaking call to load pps from ledger
parent
3e83764b5b
commit
fcd8b8eb78
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@ -43,7 +43,6 @@ from ..pp import (
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Transaction,
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open_trade_ledger,
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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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@ -250,6 +249,7 @@ class PaperBoi(Struct):
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)
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await self.ems_trades_stream.send(msg)
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# lookup any existing position
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key = fqsn.rstrip(f'.{self.broker}')
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t = Transaction(
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fqsn=fqsn,
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@ -263,12 +263,11 @@ class PaperBoi(Struct):
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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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open_pps(self.broker, 'paper') as table
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):
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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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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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@ -730,7 +730,7 @@ def load_pps_from_ledger(
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return {}
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mod = get_brokermod(brokername)
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src_records: dict[str, Transaction] = mod.norm_trade_records(ledger)
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src_records: dict[str, Transaction] = mod.norm_tr_records(ledger)
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if filter_by:
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records = {}
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@ -63,7 +63,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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test_account = "paper"
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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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account = "paper"
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positions: dict[
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# brokername, acctid
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tuple[str, str],
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@ -76,6 +76,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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assert_entries: bool = False,
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assert_pps: bool = False,
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assert_zeroed_pps: bool = False,
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assert_msg: bool = True,
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executions: int = 1,
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size: float = 0.01,
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) -> None:
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@ -87,7 +88,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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nonlocal oid
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nonlocal positions
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book: OrderBook
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msg = ()
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msg = {}
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# Set up piker and EMS
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async with (
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open_test_pikerd() as (_, _, _, services),
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@ -129,24 +130,26 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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await trio.sleep(1)
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# Assert entries are made in both ledger and PPS
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if assert_entries or assert_pps or assert_zeroed_pps:
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if assert_entries or assert_pps or assert_zeroed_pps or assert_msg:
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_assert(
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assert_entries,
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assert_pps,
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assert_zeroed_pps,
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assert_msg,
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pps,
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msg,
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size,
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)
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# Close piker like a user would
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raise KeyboardInterrupt
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def _assert(
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assert_entries, assert_pps, assert_zerod_pps, pps, msg
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assert_entries, assert_pps, assert_zerod_pps, assert_msg, pps, msg, size
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):
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with (
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open_trade_ledger(broker, test_account) as ledger,
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open_pps(broker, test_pp_account) as table,
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open_pps(broker, test_account) as table,
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):
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# TODO: Assert between msg and pp, ledger and pp, ledger and message
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# for proper values
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@ -155,7 +158,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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if assert_entries:
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latest_ledger_entry = ledger[oid]
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latest_position = pps[(broker, test_account)][-1]
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pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
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pp_price = table.conf[broker][account][fqsn]["ppu"]
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# assert most
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assert list(ledger.keys())[-1] == oid
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assert latest_ledger_entry["size"] == test_size
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@ -164,7 +167,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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# Ensure the price-per-unit (breakeven) price is close to our clearing price
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assert math.isclose(pp_price, latest_ledger_entry["size"], rel_tol=1)
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assert table.brokername == broker
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assert table.acctid == test_pp_account
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assert table.acctid == account
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# assert that the last pps price is the same as the ledger price
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if assert_pps:
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@ -173,9 +176,17 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager, delete_testing_dir):
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assert latest_position["avg_price"] == latest_ledger_entry["price"]
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if assert_zerod_pps:
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# assert that positions are present
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# assert that positions are not present
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assert not bool(table.pps)
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if assert_msg and msg["name"] == "position":
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latest_position = pps[(broker, test_account)][-1]
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breakpoint()
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assert msg["broker"] == broker
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assert msg["account"]== test_account
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assert msg["symbol"] == fqsn
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assert msg["avg_price"]== latest_position["avg_price"]
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# Close position and assert empty position in pps
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def _run_test_and_check(exception, fn):
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with pytest.raises(exception) as exc_info:
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