69b85aa7e5
`ib`: parse and load info for new `Transaction.sym: Symbol` field
2023-03-02 19:23:47 -05:00
3a4794e9d1
Backward-compat: don't require `'lot_tick_size'`
...
In order to support existing `pps.toml` files in the wild which don't
have the `asset_type, price_tick_size, lot_tick_size` fields, we need to
only optionally read them and instead expect that backends will write
the fields going forward (coming in follow patches).
Further this makes some small asset-size (vlm accounting) quantization
related adjustments:
- rename `Symbol.decimal_quant()` -> `.quantize_size()` since that is
explicitly what this method is doing.
- and expect an input `size: float` which we cast to decimal instead of
doing it inside the `.calc_size()` caller code.
- drop `Symbol.iterfqsns()` which wasn't being used anywhere at all..
Additionally, this drafts out a new replacement market-trading-pair data
type to eventually replace `.data._source.Symbol` -> `MktPair` which we
aren't using yet, but serves as the documentation-driven motivator ;)
and, it relates to https://github.com/pikers/piker/issues/467 .
2023-03-02 19:22:19 -05:00
Guillermo Rodriguez
6be96a96aa
Drop symbol section on Position serialization
2023-03-01 21:06:52 -03:00
Guillermo Rodriguez
d704b153ca
Fix mayor bug found by fomo, sym info getting stored incorrectly on pps.toml causing it to load pp wrong on second open, also fix header leak bug
2023-03-01 21:06:52 -03:00
Guillermo Rodriguez
20d91f5e06
Good catch by j, unnecesary kwarg on open_pps
2023-03-01 21:06:52 -03:00
Guillermo Rodriguez
6c23c79f2a
Minor fixes after fomo's review
2023-03-01 21:06:52 -03:00
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
269a04ba1a
Merge pull request #475 from pikers/explicit_write_pps_on_exit
...
Explicitly write `pps.toml` on exit for `ib` and `kraken`
2023-03-01 17:47:57 -05:00
569df45d18
`kraken.`: drop trade history query limit
2023-03-01 17:40:36 -05:00
f53f4df583
`ib/kraken`: adjust to new default of not-writing in `open_pps()`
2023-03-01 17:40:33 -05:00
d04fe366ab
Merge pull request #462 from pikers/paper_trade_improvements_rebase
...
Paper trade improvements
2023-02-28 14:30:20 -05:00
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
1323981cc4
Format lines in conftest
...
Add extra line in conftest
2023-02-28 13:52:12 -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
802af306ac
Add specific location of _testing dir in delete_testing_dir fixture
2023-02-28 13:51:47 -05:00
jaredgoldman
e4e368923d
Add specific kwarg key to open_pps call when starting paperboi
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
55253c8469
Remove whitespace and correct typo
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
61296bbdfc
Minor formatting, removing whitespace
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
26146097eb
Merge pull request #469 from pikers/emsd_loglevel_fix
...
Fix `loglevel` not getting propagated to `emsd`
2023-02-26 00:49:43 -03:00
jaredgoldman
fcd8b8eb78
Remove breaking call to load pps from ledger
2023-02-25 18:59:40 -05:00
jaredgoldman
3e83764b5b
Remove whitespace, uneeded comments
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
1e748f11ef
Ensure config path is being updated with _testing correctly during testing
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
db2e2ed78f
Use constants value for test config dir path
2023-02-25 18:59:39 -05:00
3bc54e308f
Use Path.mkdir instead of os.mkdir
2023-02-25 18:59:39 -05:00
8c9c165e0a
Remove broken import
2023-02-25 18:59:39 -05:00
7bd8019876
Add back cleanup fixture
2023-02-25 18:59:39 -05:00
8122e6c86f
Disable cleanup to see if CI passes
2023-02-25 18:59:39 -05:00
7e87dc52eb
Scope fixture to session
2023-02-25 18:59:39 -05:00
2c366d7349
Fix type
2023-02-25 18:59:39 -05:00
Tyler Goodlet
Guillermo Rodriguez
goodboy
jaredgoldman
jaredgoldman
Guillermo Rodriguez
algorandpa