class TestRedisExecutionDatabase:
def setup(self):
# Fixture Setup
self.clock = TestClock()
self.logger = Logger(self.clock)
self.trader_id = TraderId("TESTER-000")
self.strategy = TradingStrategy(order_id_tag="001")
self.strategy.register_trader(self.trader_id, self.clock, self.logger)
config = {
"host": "localhost",
"port": 6379,
}
self.database = RedisCacheDatabase(
trader_id=self.trader_id,
logger=self.logger,
instrument_serializer=MsgPackInstrumentSerializer(),
command_serializer=MsgPackCommandSerializer(),
event_serializer=MsgPackEventSerializer(),
config=config,
)
self.test_redis = redis.Redis(host="localhost", port=6379, db=0)
def teardown(self):
# Tests will start failing if redis is not flushed on tear down
self.test_redis.flushall(
) # Comment this line out to preserve data between tests
def test_add_currency(self):
# Arrange
currency = Currency(
code="1INCH",
precision=8,
iso4217=0,
name="1INCH",
currency_type=CurrencyType.CRYPTO,
)
# Act
self.database.add_currency(currency)
# Assert
assert self.database.load_currency(currency.code) == currency
def test_add_account(self):
# Arrange
event = TestStubs.event_account_state()
account = Account(event)
# Act
self.database.add_account(account)
# Assert
assert self.database.load_account(account.id) == account
def test_add_instrument(self):
# Arrange, Act
self.database.add_instrument(AUDUSD_SIM)
# Assert
assert self.database.load_instrument(AUDUSD_SIM.id) == AUDUSD_SIM
def test_add_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
# Act
self.database.add_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_add_position(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_instrument(AUDUSD_SIM)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
# Act
self.database.add_position(position)
# Assert
assert self.database.load_position(position.id) == position
def test_update_account(self):
# Arrange
event = TestStubs.event_account_state()
account = Account(event)
self.database.add_account(account)
# Act
self.database.update_account(account)
# Assert
assert self.database.load_account(account.id) == account
def test_update_order_for_working_order(self):
# Arrange
order = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
order.apply(TestStubs.event_order_submitted(order))
self.database.update_order(order)
order.apply(TestStubs.event_order_accepted(order))
# Act
self.database.update_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_update_order_for_completed_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
order.apply(TestStubs.event_order_submitted(order))
self.database.update_order(order)
order.apply(TestStubs.event_order_accepted(order))
self.database.update_order(order)
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
last_px=Price.from_str("1.00001"),
)
order.apply(fill)
# Act
self.database.update_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_update_position_for_closed_position(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order1 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
position_id = PositionId("P-1")
self.database.add_order(order1)
order1.apply(TestStubs.event_order_submitted(order1))
self.database.update_order(order1)
order1.apply(TestStubs.event_order_accepted(order1))
self.database.update_order(order1)
order1.apply(
TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
))
self.database.update_order(order1)
# Act
position = Position(instrument=AUDUSD_SIM, fill=order1.last_event)
self.database.add_position(position)
order2 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.SELL,
Quantity.from_int(100000),
)
self.database.add_order(order2)
order2.apply(TestStubs.event_order_submitted(order2))
self.database.update_order(order2)
order2.apply(TestStubs.event_order_accepted(order2))
self.database.update_order(order2)
filled = TestStubs.event_order_filled(
order2,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
)
order2.apply(filled)
self.database.update_order(order2)
position.apply(filled)
# Act
self.database.update_position(position)
# Assert
assert self.database.load_position(position.id) == position
def test_update_strategy(self):
# Arrange
strategy = MockStrategy(
TestStubs.bartype_btcusdt_binance_100tick_last())
strategy.register_trader(self.trader_id, self.clock, self.logger)
# Act
self.database.update_strategy(strategy)
result = self.database.load_strategy(strategy.id)
# Assert
assert result == {"UserState": b"1"}
def test_load_account_when_no_account_in_database_returns_none(self):
# Arrange
event = TestStubs.event_account_state()
account = Account(event)
# Act
result = self.database.load_account(account.id)
# Assert
assert result is None
def test_load_account_when_account_in_database_returns_account(self):
# Arrange
event = TestStubs.event_account_state()
account = Account(event)
self.database.add_account(account)
# Act
result = self.database.load_account(account.id)
# Assert
assert result == account
def test_load_order_when_no_order_in_database_returns_none(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result is None
def test_load_order_when_market_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_limit_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.limit(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_stop_market_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_stop_limit_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.stop_limit(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
price=Price.from_str("1.00000"),
trigger=Price.from_str("1.00010"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
assert result.price == order.price
assert result.trigger == order.trigger
def test_load_position_when_no_position_in_database_returns_none(self):
# Arrange
position_id = PositionId("P-1")
# Act
result = self.database.load_position(position_id)
# Assert
assert result is None
def test_load_order_when_position_in_database_returns_position(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
self.database.add_position(position)
# Act
result = self.database.load_position(position_id)
# Assert
assert result == position
def test_load_accounts_when_no_accounts_returns_empty_dict(self):
# Arrange
# Act
result = self.database.load_accounts()
# Assert
assert result == {}
def test_load_accounts_cache_when_one_account_in_database(self):
# Arrange
event = TestStubs.event_account_state()
account = Account(event)
self.database.add_account(account)
# Act
# Assert
assert self.database.load_accounts() == {account.id: account}
def test_load_orders_cache_when_no_orders(self):
# Arrange
# Act
self.database.load_orders()
# Assert
assert self.database.load_orders() == {}
def test_load_orders_cache_when_one_order_in_database(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
# Act
result = self.database.load_orders()
# Assert
assert result == {order.client_order_id: order}
def test_load_positions_cache_when_no_positions(self):
# Arrange
# Act
self.database.load_positions()
# Assert
assert self.database.load_positions() == {}
def test_load_positions_cache_when_one_position_in_database(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order1 = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order1)
position_id = PositionId("P-1")
order1.apply(TestStubs.event_order_submitted(order1))
order1.apply(TestStubs.event_order_accepted(order1))
order1.apply(
TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
))
position = Position(instrument=AUDUSD_SIM, fill=order1.last_event)
self.database.add_position(position)
# Act
result = self.database.load_positions()
# Assert
assert result == {position.id: position}
def test_delete_strategy(self):
# Arrange
# Act
self.database.delete_strategy(self.strategy.id)
result = self.database.load_strategy(self.strategy.id)
# Assert
assert result == {}
def test_flush(self):
# Arrange
order1 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order1)
position1_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position1_id,
last_px=Price.from_str("1.00000"),
)
position1 = Position(instrument=AUDUSD_SIM, fill=fill)
self.database.update_order(order1)
self.database.add_position(position1)
order2 = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order2)
order2.apply(TestStubs.event_order_submitted(order2))
order2.apply(TestStubs.event_order_accepted(order2))
self.database.update_order(order2)
# Act
self.database.flush()
# Assert
assert self.database.load_order(order1.client_order_id) is None
assert self.database.load_order(order2.client_order_id) is None
assert self.database.load_position(position1.id) is None
class TestRedisCacheDatabase:
def setup(self):
# Fixture Setup
self.clock = TestClock()
self.logger = Logger(self.clock)
self.trader_id = TestStubs.trader_id()
self.msgbus = MessageBus(
trader_id=self.trader_id,
clock=self.clock,
logger=self.logger,
)
self.cache = TestStubs.cache()
self.portfolio = Portfolio(
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.data_engine = DataEngine(
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.exec_engine = ExecutionEngine(
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.risk_engine = RiskEngine(
portfolio=self.portfolio,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.strategy = TradingStrategy()
self.strategy.register(
trader_id=self.trader_id,
portfolio=self.portfolio,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
self.database = RedisCacheDatabase(
trader_id=self.trader_id,
logger=self.logger,
serializer=MsgPackSerializer(timestamps_as_str=True),
)
self.test_redis = redis.Redis(host="localhost", port=6379, db=0)
def teardown(self):
# Tests will start failing if redis is not flushed on tear down
self.test_redis.flushall() # Comment this line out to preserve data between tests
def test_add_currency(self):
# Arrange
currency = Currency(
code="1INCH",
precision=8,
iso4217=0,
name="1INCH",
currency_type=CurrencyType.CRYPTO,
)
# Act
self.database.add_currency(currency)
# Assert
assert self.database.load_currency(currency.code) == currency
def test_add_account(self):
# Arrange
account = TestStubs.cash_account()
# Act
self.database.add_account(account)
# Assert
assert self.database.load_account(account.id) == account
def test_add_instrument(self):
# Arrange, Act
self.database.add_instrument(AUDUSD_SIM)
# Assert
assert self.database.load_instrument(AUDUSD_SIM.id) == AUDUSD_SIM
def test_add_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
# Act
self.database.add_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_add_position(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_instrument(AUDUSD_SIM)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
# Act
self.database.add_position(position)
# Assert
assert self.database.load_position(position.id) == position
def test_update_account(self):
# Arrange
account = TestStubs.cash_account()
self.database.add_account(account)
# Act
self.database.update_account(account)
# Assert
assert self.database.load_account(account.id) == account
def test_update_order_when_not_already_exists_logs(self):
# Arrange
order = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
# Act
self.database.update_order(order)
# Assert
assert True # No exceptions raised
def test_update_order_for_working_order(self):
# Arrange
order = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
order.apply(TestStubs.event_order_submitted(order))
self.database.update_order(order)
order.apply(TestStubs.event_order_accepted(order))
# Act
self.database.update_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_update_order_for_completed_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
order.apply(TestStubs.event_order_submitted(order))
self.database.update_order(order)
order.apply(TestStubs.event_order_accepted(order))
self.database.update_order(order)
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
last_px=Price.from_str("1.00001"),
)
order.apply(fill)
# Act
self.database.update_order(order)
# Assert
assert self.database.load_order(order.client_order_id) == order
def test_update_position_for_closed_position(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order1 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
position_id = PositionId("P-1")
self.database.add_order(order1)
order1.apply(TestStubs.event_order_submitted(order1))
self.database.update_order(order1)
order1.apply(TestStubs.event_order_accepted(order1))
self.database.update_order(order1)
order1.apply(
TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
)
)
self.database.update_order(order1)
# Act
position = Position(instrument=AUDUSD_SIM, fill=order1.last_event)
self.database.add_position(position)
order2 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.SELL,
Quantity.from_int(100000),
)
self.database.add_order(order2)
order2.apply(TestStubs.event_order_submitted(order2))
self.database.update_order(order2)
order2.apply(TestStubs.event_order_accepted(order2))
self.database.update_order(order2)
filled = TestStubs.event_order_filled(
order2,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
)
order2.apply(filled)
self.database.update_order(order2)
position.apply(filled)
# Act
self.database.update_position(position)
# Assert
assert self.database.load_position(position.id) == position
def test_update_position_when_not_already_exists_logs(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
# Act
self.database.update_position(position)
# Assert
assert True # No exception raised
def test_update_strategy(self):
# Arrange
strategy = MockStrategy(TestStubs.bartype_btcusdt_binance_100tick_last())
strategy.register(
trader_id=self.trader_id,
portfolio=self.portfolio,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
self.database.update_strategy(strategy)
result = self.database.load_strategy(strategy.id)
# Assert
assert result == {"UserState": b"1"}
def test_load_currency_when_no_currencies_in_database_returns_none(self):
# Arrange, Act
result = self.database.load_currency("ONEINCH")
# Assert
assert result is None
def test_load_currency_when_currency_in_database_returns_expected(self):
# Arrange
aud = Currency.from_str("AUD")
self.database.add_currency(aud)
# Act
result = self.database.load_currency("AUD")
# Assert
assert result == aud
def test_load_currencies_when_currencies_in_database_returns_expected(self):
# Arrange
aud = Currency.from_str("AUD")
self.database.add_currency(aud)
# Act
result = self.database.load_currencies()
# Assert
assert result == {"AUD": aud}
def test_load_instrument_when_no_instrument_in_database_returns_none(self):
# Arrange, Act
result = self.database.load_instrument(AUDUSD_SIM.id)
# Assert
assert result is None
def test_load_instrument_when_instrument_in_database_returns_expected(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
# Act
result = self.database.load_instrument(AUDUSD_SIM.id)
# Assert
assert result == AUDUSD_SIM
def test_load_instruments_when_instrument_in_database_returns_expected(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
# Act
result = self.database.load_instruments()
# Assert
assert result == {AUDUSD_SIM.id: AUDUSD_SIM}
def test_load_account_when_no_account_in_database_returns_none(self):
# Arrange
account = TestStubs.cash_account()
# Act
result = self.database.load_account(account.id)
# Assert
assert result is None
def test_load_account_when_account_in_database_returns_account(self):
# Arrange
account = TestStubs.cash_account()
self.database.add_account(account)
# Act
result = self.database.load_account(account.id)
# Assert
assert result == account
def test_load_order_when_no_order_in_database_returns_none(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result is None
def test_load_order_when_market_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_limit_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.limit(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_stop_market_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
def test_load_order_when_stop_limit_order_in_database_returns_order(self):
# Arrange
order = self.strategy.order_factory.stop_limit(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
price=Price.from_str("1.00000"),
trigger=Price.from_str("1.00010"),
)
self.database.add_order(order)
# Act
result = self.database.load_order(order.client_order_id)
# Assert
assert result == order
assert result.price == order.price
assert result.trigger == order.trigger
def test_load_position_when_no_position_in_database_returns_none(self):
# Arrange
position_id = PositionId("P-1")
# Act
result = self.database.load_position(position_id)
# Assert
assert result is None
def test_load_position_when_instrument_in_database_returns_none(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
self.database.add_position(position)
# Act
result = self.database.load_position(position.id)
# Assert
assert result is None
def test_load_order_when_position_in_database_returns_position(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
position_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00000"),
)
position = Position(instrument=AUDUSD_SIM, fill=fill)
self.database.add_position(position)
# Act
result = self.database.load_position(position_id)
# Assert
assert result == position
def test_load_accounts_when_no_accounts_returns_empty_dict(self):
# Arrange, Act
result = self.database.load_accounts()
# Assert
assert result == {}
def test_load_accounts_cache_when_one_account_in_database(self):
# Arrange
account = TestStubs.cash_account()
# Act
self.database.add_account(account)
# Assert
assert self.database.load_accounts() == {account.id: account}
def test_load_orders_cache_when_no_orders(self):
# Arrange, Act
self.database.load_orders()
# Assert
assert self.database.load_orders() == {}
def test_load_orders_cache_when_one_order_in_database(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order)
# Act
result = self.database.load_orders()
# Assert
assert result == {order.client_order_id: order}
def test_load_positions_cache_when_no_positions(self):
# Arrange, Act
self.database.load_positions()
# Assert
assert self.database.load_positions() == {}
def test_load_positions_cache_when_one_position_in_database(self):
# Arrange
self.database.add_instrument(AUDUSD_SIM)
order1 = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order1)
position_id = PositionId("P-1")
order1.apply(TestStubs.event_order_submitted(order1))
order1.apply(TestStubs.event_order_accepted(order1))
order1.apply(
TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position_id,
last_px=Price.from_str("1.00001"),
)
)
position = Position(instrument=AUDUSD_SIM, fill=order1.last_event)
self.database.add_position(position)
# Act
result = self.database.load_positions()
# Assert
assert result == {position.id: position}
def test_delete_strategy(self):
# Arrange, Act
self.database.delete_strategy(self.strategy.id)
result = self.database.load_strategy(self.strategy.id)
# Assert
assert result == {}
def test_flush(self):
# Arrange
order1 = self.strategy.order_factory.market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
)
self.database.add_order(order1)
position1_id = PositionId("P-1")
fill = TestStubs.event_order_filled(
order1,
instrument=AUDUSD_SIM,
position_id=position1_id,
last_px=Price.from_str("1.00000"),
)
position1 = Position(instrument=AUDUSD_SIM, fill=fill)
self.database.update_order(order1)
self.database.add_position(position1)
order2 = self.strategy.order_factory.stop_market(
AUDUSD_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("1.00000"),
)
self.database.add_order(order2)
order2.apply(TestStubs.event_order_submitted(order2))
order2.apply(TestStubs.event_order_accepted(order2))
self.database.update_order(order2)
# Act
self.database.flush()
# Assert
assert self.database.load_order(order1.client_order_id) is None
assert self.database.load_order(order2.client_order_id) is None
assert self.database.load_position(position1.id) is None