Add integration tests for execution persistence, metrics, and opportunity writing

- Implemented integration tests for the execution writer to ensure trade orders and PnL are persisted correctly.
- Created integration tests for the metrics calculator to summarize execution data accurately.
- Added integration tests for the opportunity writer to verify event persistence.
- Established PostgreSQL schema validation tests to ensure all expected tables, columns, and constraints exist.
- Removed outdated unit tests that relied on DuckDB and replaced them with tests using PgStore.

tests/integration/test_execution_persistence.py

@@ -0,0 +1,103 @@
+from __future__ import annotations
+
+from collections.abc import AsyncIterator
+from contextlib import asynccontextmanager
+from dataclasses import dataclass
+from datetime import UTC, datetime
+
+import pytest
+
+from arbitrade.config.settings import get_settings
+from arbitrade.detection.engine import OpportunityEvent
+from arbitrade.execution.sequencer import TriangularExecutionSequencer
+from arbitrade.storage.pg_store import PgStore
+from arbitrade.storage.executions import AsyncExecutionWriter
+from arbitrade.storage.repositories import OrderRepository, PnLRepository, TradeRepository
+
+pytestmark = pytest.mark.integration
+
+
+@dataclass(slots=True)
+class _FakeRestClient:
+    calls: int = 0
+
+    async def place_market_order(self, *, pair: str, side: str, volume: float) -> dict[str, object]:
+        self.calls += 1
+        return {"txid": [f"tx-{self.calls}"], "status": "submitted"}
+
+
+def _sample_event() -> OpportunityEvent:
+    return OpportunityEvent(
+        detected_at=datetime.now(UTC),
+        cycle="USD->BTC->ETH->USD",
+        updated_pair="BTC/USD",
+        gross_rate=1.04,
+        net_rate=1.03,
+        gross_pct=4.0,
+        net_pct=3.0,
+        est_profit=0.03,
+    )
+
+
+@asynccontextmanager
+async def _pg() -> AsyncIterator[PgStore]:
+    s = get_settings()
+    store = PgStore(s)
+    try:
+        await store.start()
+        await store.migrate()
+        yield store
+    finally:
+        await store.stop()
+
+
+@pytest.mark.asyncio
+async def test_execution_writer_persists_trade_order_and_pnl() -> None:
+    async with _pg() as store:
+        writer = AsyncExecutionWriter(
+            TradeRepository(store),
+            OrderRepository(store),
+            PnLRepository(store),
+            max_queue_size=10,
+        )
+        await writer.start()
+
+        client = _FakeRestClient()
+        sequencer = TriangularExecutionSequencer(
+            client,
+            available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
+            execution_writer=writer,
+        )
+
+        result = await sequencer.execute(_sample_event())
+        await writer.stop()
+
+        assert result.success
+        assert client.calls == 3
+
+        async with store.pool.acquire() as conn:
+            trades = await conn.fetch(
+                "SELECT trade_ref, status, estimated_pnl, capital_used, cycle, leg_count FROM trades"
+            )
+            orders = await conn.fetch(
+                "SELECT trade_ref, order_ref, leg_index, pair, side, volume, status "
+                "FROM orders ORDER BY leg_index"
+            )
+            pnls = await conn.fetch("SELECT trade_ref, kind, pnl_usd, source FROM pnl_events")
+
+        assert len(trades) == 1
+        assert trades[0]["status"] == "filled"
+        assert trades[0]["estimated_pnl"] == 0.03
+        assert trades[0]["capital_used"] == 1.0
+        assert trades[0]["cycle"] == "USD->BTC->ETH->USD"
+        assert trades[0]["leg_count"] == 3
+
+        assert len(orders) == 3
+        assert orders[0]["leg_index"] == 0
+        assert orders[1]["leg_index"] == 1
+        assert orders[2]["leg_index"] == 2
+        assert orders[0]["status"] == "submitted"
+
+        assert len(pnls) == 1
+        assert pnls[0]["kind"] == "estimated"
+        assert pnls[0]["pnl_usd"] == 0.03