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