zwitschi
529ff967cc
CI / lint-test-build (push) Failing after 1m23s
- 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 - Removed outdated unit tests that relied on DuckDB and replaced them with tests using PgStore.
104 lines
3.2 KiB
Python
104 lines
3.2 KiB
Python
from __future__ import annotations
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from collections.abc import AsyncIterator
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from contextlib import asynccontextmanager
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from dataclasses import dataclass
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from datetime import UTC, datetime
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import pytest
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from arbitrade.config.settings import get_settings
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from arbitrade.detection.engine import OpportunityEvent
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from arbitrade.execution.sequencer import TriangularExecutionSequencer
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from arbitrade.storage.pg_store import PgStore
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from arbitrade.storage.executions import AsyncExecutionWriter
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from arbitrade.storage.repositories import OrderRepository, PnLRepository, TradeRepository
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pytestmark = pytest.mark.integration
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@dataclass(slots=True)
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class _FakeRestClient:
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calls: int = 0
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async def place_market_order(self, *, pair: str, side: str, volume: float) -> dict[str, object]:
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self.calls += 1
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return {"txid": [f"tx-{self.calls}"], "status": "submitted"}
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def _sample_event() -> OpportunityEvent:
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return OpportunityEvent(
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detected_at=datetime.now(UTC),
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cycle="USD->BTC->ETH->USD",
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updated_pair="BTC/USD",
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gross_rate=1.04,
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net_rate=1.03,
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gross_pct=4.0,
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net_pct=3.0,
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est_profit=0.03,
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)
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@asynccontextmanager
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async def _pg() -> AsyncIterator[PgStore]:
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s = get_settings()
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store = PgStore(s)
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try:
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await store.start()
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await store.migrate()
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yield store
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finally:
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await store.stop()
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@pytest.mark.asyncio
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async def test_execution_writer_persists_trade_order_and_pnl() -> None:
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async with _pg() as store:
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writer = AsyncExecutionWriter(
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TradeRepository(store),
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OrderRepository(store),
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PnLRepository(store),
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max_queue_size=10,
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)
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await writer.start()
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client = _FakeRestClient()
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sequencer = TriangularExecutionSequencer(
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client,
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available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
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execution_writer=writer,
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)
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result = await sequencer.execute(_sample_event())
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await writer.stop()
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assert result.success
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assert client.calls == 3
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async with store.pool.acquire() as conn:
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trades = await conn.fetch(
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"SELECT trade_ref, status, estimated_pnl, capital_used, cycle, leg_count FROM trades"
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)
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orders = await conn.fetch(
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"SELECT trade_ref, order_ref, leg_index, pair, side, volume, status "
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"FROM orders ORDER BY leg_index"
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)
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pnls = await conn.fetch("SELECT trade_ref, kind, pnl_usd, source FROM pnl_events")
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assert len(trades) == 1
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assert trades[0]["status"] == "filled"
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assert trades[0]["estimated_pnl"] == 0.03
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assert trades[0]["capital_used"] == 1.0
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assert trades[0]["cycle"] == "USD->BTC->ETH->USD"
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assert trades[0]["leg_count"] == 3
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assert len(orders) == 3
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assert orders[0]["leg_index"] == 0
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assert orders[1]["leg_index"] == 1
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assert orders[2]["leg_index"] == 2
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assert orders[0]["status"] == "submitted"
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assert len(pnls) == 1
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assert pnls[0]["kind"] == "estimated"
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assert pnls[0]["pnl_usd"] == 0.03
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