Commit Graph

45 Commits (2cf7daca3036112c292ae1caec47cc307e17bd4c)

Author SHA1 Message Date
Tyler Goodlet 7de914d54c Fix bad-fqme test, adjust prices based on buy/sell 2023-05-09 14:49:26 -04:00
Tyler Goodlet 30af91a82c Rewrite order ctl tests as a parametrization
More or less a complete rework which allows passing a detailed
clearing/fills input and allows for *not* rebooting the runtime / ems
between each position check.

Some further enhancements:
- use (unit) fractional sizes to simulate both the more realistic and
  more "complex position calculation" case; since this is crypto.
- add a no-fqme-found test.
- factor cross-session/offline pos storage (pps.toml) checks into
  a `load_and_check_pos()` helper which does all entry loading directly
  from a provided `BrokerdPosition` msg.
- use the new `OrderClient.send()` async api.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 05a33ae634 Make default order size to decimal 2023-05-09 14:49:26 -04:00
Tyler Goodlet b619e4a82d WIP complete rework of paper engine tests
More or less we need to be able to audit not only simple "make trades
check pps.toml files" tests (which btw were great to get started!).

We also need more sophisticated and granular order mgmt and service
config scenarios,

- full e2e EMS msg flow verification
- multi-client (dis)connection scenarios and/or monitoring
- dark order clearing and offline storage
- accounting schema and position calcs detailing

As such, this is the beginning to "modularlizingz" the components needed
in the test harness to this end by breaking up the `OrderClient` control
flows vs. position checking logic so as to allow for more flexible test
scenario cases and likely `pytest` parametrizations over different
transaction sequences.
2023-05-09 14:49:26 -04:00
Tyler Goodlet beb6544bad Start a new `.accounting` subpkg, move `.pp` contents there 2023-05-09 14:49:25 -04:00
Tyler Goodlet 79b0db4449 Pass a config `tmp_dir: Path` to the runtime when testing 2023-03-09 15:37:43 -05:00
Guillermo Rodriguez f5b8b9a14f
Add sym registry to PaperBoi as well as a sym ref on Transaction
Add decimal quantize API to Symbol to simplify by-broker truncation
Add symbol info to `pps.toml`
Move _assert call to outside the _async_main context manager
Minor indentation and styling changes, also convert a few prints to log calls
Fix multi write / race condition on open_pps call
Switch open_pps to not write by default
Fix integer math kraken syminfo _tick_size initialization
2023-03-01 21:06:48 -03:00
Guillermo Rodriguez dc78994dcf
Fixed float dust bug on zero position case 2023-03-01 21:05:37 -03:00
jaredgoldman c83fe5aaa7 Fix typo in test docstring 2023-02-28 14:22:24 -05:00
jaredgoldman 41f81eb701 Make write on exit default false 2023-02-28 14:14:05 -05:00
jaredgoldman 05fdc9dd60 Add xfail 2023-02-28 13:55:12 -05:00
jaredgoldman 882032e3a3 Change skip to xfail 2023-02-28 13:52:03 -05:00
jaredgoldman a6257ae615 Add docstrings to test cases,
format function calls
2023-02-28 13:52:03 -05:00
jaredgoldman 973c068e96 Assert conditions like a nerd 2023-02-28 13:52:03 -05:00
jaredgoldman d7317c3710 Shorten assertion docstring 2023-02-28 13:52:03 -05:00
jaredgoldman 87eb9c5772 Format assertion conditions 2023-02-28 13:51:47 -05:00
jaredgoldman ecb22dda1a Remove whitespace, remove stale comments 2023-02-28 13:51:47 -05:00
jaredgoldman 6f15d47012 Add space in docstrings,
remove duplicate import
2023-02-28 13:51:47 -05:00
jaredgoldman 342aec648b Skip zero test and change use Path when creating a config folder in marketstore 2023-02-28 13:51:47 -05:00
jaredgoldman 4b72d3ba99 Add backpressure setting back as it wasn't altering test behaviour 2023-02-28 13:51:47 -05:00
jaredgoldman 36f466fff8 Ensure tests are running and working up until asserting pps 2023-02-28 13:51:47 -05:00
jaredgoldman fcd8b8eb78 Remove breaking call to load pps from ledger 2023-02-25 18:59:40 -05:00
jaredgoldman 3a6fbabaf8 Minor formatting 2023-02-25 18:59:40 -05:00
jaredgoldman 85ad23a1e9 Remove uneeded assert_precision arg 2023-02-25 18:59:40 -05:00
jaredgoldman 15525c2b46 Add functionality and tests for executing mutliple orders 2023-02-25 18:59:40 -05:00
jaredgoldman 76736a5441 Refactor to avoid global state while testing 2023-02-25 18:59:40 -05:00
jaredgoldman 4c2e776e01 Ensure to cleanup by passing fixture in paper_test signature 2023-02-25 18:59:40 -05:00
jaredgoldman 3fcad16298 Ensure not to write to pps when asserting? 2023-02-25 18:59:40 -05:00
jaredgoldman 2d25d1f048 Push failing assert no pps test 2023-02-25 18:59:40 -05:00
jaredgoldman e54d928405 Reformat fake fill in paper engine,
Ensure tests pass, refactor test wrapper
2023-02-25 18:59:40 -05:00
jaredgoldman c99381216d Ensure actual pp is sent to ems
ensure not to write pp header on startup

Comment out pytest settings
Add comments explaining delete_testing_dir fixture
use nonlocal instead of global for test state

Add unpacking get_fqsn method
Format test_paper
Add comments explaining sync/async book.send calls
2023-02-25 18:59:40 -05:00
algorandpa 7bd8019876 Add back cleanup fixture 2023-02-25 18:59:39 -05:00
algorandpa 8122e6c86f Disable cleanup to see if CI passes 2023-02-25 18:59:39 -05:00
algorandpa 7e87dc52eb Scope fixture to session 2023-02-25 18:59:39 -05:00
algorandpa 2c366d7349 Fix type 2023-02-25 18:59:39 -05:00
algorandpa 9acbfacd4c only clean up if _testing file exists 2023-02-25 18:59:39 -05:00
algorandpa 316ead577d Remove scoping 2023-02-25 18:59:39 -05:00
algorandpa 4b6d3fe138 Scope cleanup fixture to module 2023-02-25 18:59:39 -05:00
algorandpa e5cefeb44b Format to prep for PR 2023-02-25 18:59:39 -05:00
algorandpa 7142a6a7ca Add hacky cleanup solution for _testng data 2023-02-25 18:59:39 -05:00
algorandpa dff8abd6ad Minor reformatting 2023-02-25 18:59:39 -05:00
algorandpa 95b9dacb7a Break test into steps 2023-02-25 18:59:39 -05:00
algorandpa df868cec35 Assert that trades persist in ems after teardown and startup 2023-02-25 18:59:39 -05:00
algorandpa 84cd1e0059 initial commit on copy 2023-02-25 18:59:39 -05:00
algorandpa 86b4386522 minor changes, prepare for rebase of overlays branch 2023-02-25 18:59:39 -05:00