Tyler Goodlet be90fb458f 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.		2023-04-14 16:00:40 -04:00
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conftest.py	Ensure we set the test config dir in the root actor..	2023-04-14 15:59:04 -04:00
test_cli.py	Skip CLI tests due to questrade dependency for now	2021-05-22 15:12:12 -04:00
test_databases.py	Add ES client polling to ensure eventual connectivity..	2023-03-09 18:42:24 -05:00
test_feeds.py	Move all fqsn parsing and `Symbol` to new `accounting._mktinfo	2023-04-14 15:56:48 -04:00
test_paper.py	Rewrite order ctl tests as a parametrization	2023-04-14 16:00:40 -04:00
test_questrade.py	Move quest fixtures to test mod, clean out old travis fixture	2023-02-21 10:54:18 -05:00
test_services.py	Adjust tests to `.clearing._client.OrderClient` type	2023-04-14 15:59:04 -04:00
test_watchlists.py	Capture the right logger	2019-02-10 17:29:08 -05:00