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Add integration tests for execution persistence, metrics, and opportunity writing
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- 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- Removed outdated unit tests that relied on DuckDB and replaced them with tests using PgStore.
This commit is contained in:
zwitschi
2026-06-07 14:37:53 +02:00
parent 54feb2ecd4
commit 529ff967cc
44 changed files with 1955 additions and 1386 deletions
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tests/unit/test_audit_repository.py
-34
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@@ -1,34 +0,0 @@
from __future__ import annotations
from datetime import UTC, datetime
from arbitrade.config.settings import Settings
from arbitrade.storage.db import DuckDBStore
from arbitrade.storage.repositories import AuditRecord, AuditRepository
def test_audit_repository_inserts_and_lists_recent(tmp_path) -> None:
settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "audit.duckdb")
store = DuckDBStore(settings)
store.migrate()
repository = AuditRepository(store)
repository.insert(
AuditRecord(
occurred_at=datetime.now(UTC),
actor="dashboard_user",
event_type="dashboard.control.start",
decision="approved",
payload={"execution_status": "running"},
correlation_id="req-1",
)
)
recent = repository.list_recent(limit=5)
assert len(recent) == 1
assert recent[0].actor == "dashboard_user"
assert recent[0].event_type == "dashboard.control.start"
assert recent[0].decision == "approved"
assert recent[0].payload == {"execution_status": "running"}
assert recent[0].correlation_id == "req-1"
tests/unit/test_config_repositories.py
+4 -3
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@@ -8,7 +8,7 @@ from arbitrade.config.service import (
ConfigPairing,
ConfigSetting,
)
from arbitrade.storage.db import DuckDBStore
from arbitrade.storage.pg_store import PgStore
from arbitrade.storage.repositories import (
ConfigBacktestingDefaultsRepository,
ConfigPairingRepository,
@@ -19,7 +19,7 @@ from arbitrade.storage.repositories import (
@pytest.fixture
def mock_store():
"""Create a mock database store."""
store = Mock(spec=DuckDBStore)
store = Mock(spec=PgStore)
return store
@@ -244,7 +244,8 @@ def test_config_pairing_repository_create_pairing(mock_store):
]
# Create pairing
pairing = ConfigPairing(base_asset="BTC", quote_asset="USD", enabled=True, source="Kraken")
pairing = ConfigPairing(
base_asset="BTC", quote_asset="USD", enabled=True, source="Kraken")
result = repo.create_pairing(pairing)
tests/unit/test_execution_persistence.py
-89
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@@ -1,89 +0,0 @@
from __future__ import annotations
from dataclasses import dataclass
from datetime import UTC, datetime
import pytest
from arbitrade.config.settings import Settings
from arbitrade.detection.engine import OpportunityEvent
from arbitrade.execution.sequencer import TriangularExecutionSequencer
from arbitrade.storage.db import DuckDBStore
from arbitrade.storage.executions import AsyncExecutionWriter
from arbitrade.storage.repositories import OrderRepository, PnLRepository, TradeRepository
@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,
)
@pytest.mark.asyncio
async def test_execution_writer_persists_trade_order_and_pnl(tmp_path) -> None:
settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "exec.duckdb")
store = DuckDBStore(settings)
store.migrate()
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
with store.connect() as conn:
trades = conn.execute(
"SELECT trade_ref, status, estimated_pnl, capital_used, cycle, leg_count FROM trades"
).fetchall()
orders = conn.execute(
"SELECT trade_ref, order_ref, leg_index, pair, side, volume, status "
"FROM orders ORDER BY leg_index"
).fetchall()
pnls = conn.execute("SELECT trade_ref, kind, pnl_usd, source FROM pnl_events").fetchall()
assert len(trades) == 1
assert trades[0][1] == "filled"
assert trades[0][2] == 0.03
assert trades[0][3] == 1.0
assert trades[0][4] == "USD->BTC->ETH->USD"
assert trades[0][5] == 3
assert len(orders) == 3
assert orders[0][2] == 0
assert orders[1][2] == 1
assert orders[2][2] == 2
assert orders[0][6] == "submitted"
assert len(pnls) == 1
assert pnls[0][1] == "estimated"
assert pnls[0][2] == 0.03
tests/unit/test_metrics.py
-144
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@@ -1,144 +0,0 @@
from __future__ import annotations
from datetime import UTC, datetime, timedelta
import pytest
from arbitrade.config.settings import Settings
from arbitrade.metrics import MetricsCalculator
from arbitrade.storage.db import DuckDBStore
def test_metrics_calculator_summarizes_execution_data(tmp_path) -> None:
settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "metrics.duckdb")
store = DuckDBStore(settings)
store.migrate()
started = datetime.now(UTC)
finished = started + timedelta(seconds=30)
started_two = started + timedelta(minutes=1)
finished_two = started_two + timedelta(seconds=90)
with store.connect() as conn:
conn.execute(
"""
INSERT INTO trades (
trade_ref,
started_at,
finished_at,
status,
realized_pnl,
estimated_pnl,
capital_used,
cycle,
leg_count
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?, ?, ?, ?)
""",
[
"trade-1",
started,
finished,
"filled",
12.5,
10.0,
100.0,
"USD->BTC->ETH->USD",
3,
"trade-2",
started_two,
finished_two,
"filled",
-4.5,
-2.0,
200.0,
"USD->ETH->BTC->USD",
3,
],
)
conn.execute(
"""
INSERT INTO opportunities (
detected_at,
cycle,
gross_pct,
net_pct,
est_profit,
executed
) VALUES (?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?)
""",
[
started,
"USD->BTC->ETH->USD",
4.0,
3.0,
0.03,
True,
started_two,
"USD->ETH->BTC->USD",
2.0,
1.0,
0.01,
False,
started_two + timedelta(seconds=30),
"USD->BTC->ETH->USD",
5.0,
4.0,
0.04,
True,
],
)
conn.execute(
"""
INSERT INTO orders (
trade_ref,
order_ref,
leg_index,
pair,
side,
volume,
user_ref,
status,
filled_volume,
avg_price,
raw_response,
recorded_at
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""",
[
"trade-1",
"order-1",
0,
"BTC/USD",
"buy",
2.0,
101,
"closed",
2.0,
100.0,
"{}",
started,
"trade-2",
"order-2",
0,
"ETH/USD",
"sell",
4.0,
202,
"closed",
3.0,
200.0,
"{}",
started_two,
],
)
metrics = MetricsCalculator(store).compute()
assert metrics.realized_pnl_usd == 8.0
assert metrics.win_rate == 0.5
assert metrics.avg_trade_duration_seconds == 60.0
assert metrics.opportunities_per_minute == 2.0
assert metrics.fill_rate == 0.875
assert metrics.latency_p50_seconds == 60.0
assert metrics.latency_p95_seconds == 87.0
assert metrics.latency_p99_seconds == pytest.approx(89.4)
tests/unit/test_opportunity_writer.py
-48
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@@ -1,48 +0,0 @@
from __future__ import annotations
from datetime import UTC, datetime
import pytest
from arbitrade.config.settings import Settings
from arbitrade.detection.engine import OpportunityEvent
from arbitrade.storage.db import DuckDBStore
from arbitrade.storage.opportunities import AsyncOpportunityWriter
from arbitrade.storage.repositories import OpportunityRepository
@pytest.mark.asyncio
async def test_async_opportunity_writer_persists_events(tmp_path) -> None:
settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "test.duckdb")
store = DuckDBStore(settings)
store.migrate()
repository = OpportunityRepository(store)
writer = AsyncOpportunityWriter(repository, max_queue_size=10)
await writer.start()
event = 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,
)
await writer.enqueue(event)
await writer.stop()
with store.connect() as conn:
rows = conn.execute(
"SELECT cycle, gross_pct, net_pct, est_profit, executed FROM opportunities"
).fetchall()
assert len(rows) == 1
assert rows[0][0] == "USD->BTC->ETH->USD"
assert rows[0][1] == 4.0
assert rows[0][2] == 3.0
assert rows[0][3] == 0.03
assert rows[0][4] is False