simudyne-pulse 0.7.0.dev9__tar.gz → 0.7.0.dev11__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/PKG-INFO +21 -3
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/README.md +20 -2
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/pyproject.toml +1 -1
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/validation.py +17 -11
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/PKG-INFO +21 -3
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/SOURCES.txt +0 -4
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/tests/test_validation.py +12 -6
- simudyne_pulse-0.7.0.dev9/tests/test_endpoint_coverage.py +0 -142
- simudyne_pulse-0.7.0.dev9/tests/test_fix.py +0 -35
- simudyne_pulse-0.7.0.dev9/tests/test_fm.py +0 -144
- simudyne_pulse-0.7.0.dev9/tests/test_run_lrm.py +0 -117
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/LICENSE +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/setup.cfg +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/__init__.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/client.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/exceptions.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/__init__.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/api_keys.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/data.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/fix.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/fm.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/historical.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/profile.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/simulation.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/simulator_gym.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/dependency_links.txt +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/requires.txt +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/top_level.txt +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/tests/test_new_resources.py +0 -0
- {simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/tests/test_simulator_gym.py +0 -0
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Metadata-Version: 2.4
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Name: simudyne-pulse
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Version: 0.7.0.
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Version: 0.7.0.dev11
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Summary: Python SDK for the Simudyne Pulse synthetic market data API
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Author-email: Simudyne <support@simudyne.com>
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License-Expression: MIT
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A plain list is one unnamed population and keeps the flat shape exactly as
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before. The historical day is measured once however many groups there are.
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`
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`plots` is the only plot switch: unset draws nothing, `True` draws every
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figure the enabled areas can draw, and a list draws just those ids. An area
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switched off draws nothing either way.
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| id | figure |
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| --- | --- |
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| `statistical.radar` | distance spider, one polygon per population |
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| `statistical.distribution` | every metric's KDE |
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| `statistical.distribution.{metric}` | one metric, e.g. `.spread` |
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| `stylised_facts.overall` | the verdict table |
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| `stylised_facts.fact` | every fact |
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| `stylised_facts.fact.{name}` | one fact, e.g. `.heavy_tails` |
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| `impact.response` | impact response by event type |
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| `impact.event.{type}` | one event type |
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| `volume_correlation.levels` | level correlation heatmap |
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| `volume_correlation.changes` | change correlation heatmap |
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| `volume_correlation.overall` | both of the above |
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Each returned figure carries the `id` it was asked for — match on that, not on
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the filename.
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### Working from a checkout
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A plain list is one unnamed population and keeps the flat shape exactly as
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before. The historical day is measured once however many groups there are.
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`
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`plots` is the only plot switch: unset draws nothing, `True` draws every
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figure the enabled areas can draw, and a list draws just those ids. An area
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switched off draws nothing either way.
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| id | figure |
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| --- | --- |
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| `statistical.radar` | distance spider, one polygon per population |
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| `statistical.distribution` | every metric's KDE |
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| `statistical.distribution.{metric}` | one metric, e.g. `.spread` |
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| `stylised_facts.overall` | the verdict table |
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| `stylised_facts.fact` | every fact |
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| `stylised_facts.fact.{name}` | one fact, e.g. `.heavy_tails` |
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| `impact.response` | impact response by event type |
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| `impact.event.{type}` | one event type |
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| `volume_correlation.levels` | level correlation heatmap |
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| `volume_correlation.changes` | change correlation heatmap |
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| `volume_correlation.overall` | both of the above |
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Each returned figure carries the `id` it was asked for — match on that, not on
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the filename.
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### Working from a checkout
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{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/validation.py
RENAMED
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#: needing the message stream; ``sample_period`` and ``match_generated_sample``
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#: set the grid the book is resampled onto; ``plots`` is False, True, or a list
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#: of plot ids.
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_EXTRA_FIELDS = ("lob", "sample_period", "match_generated_sample", "plots"
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"plot_all")
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_EXTRA_FIELDS = ("lob", "sample_period", "match_generated_sample", "plots")
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def _frame_to_parquet(entry, index: int):
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match_generated_sample=None,
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n_levels: int = 10,
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plots=None,
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plot_all: bool = False,
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) -> dict:
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"""Submit a validation job.
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n_levels : int, default 10
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Book levels to measure over.
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plots : bool or list of str, optional
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``None`` or ``False``
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``None`` or ``False`` draws nothing, ``True`` draws every figure
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the enabled areas can draw, and a list draws just those ids.
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An area switched off draws nothing either way. Rendered
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server-side; :meth:`get_job` writes them to disk. The ids are
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- ``statistical.radar`` — the distance spider, one polygon per
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population
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- ``statistical.distribution`` — every metric's KDE;
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``statistical.distribution.{metric}`` for one, e.g. ``.spread``
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- ``stylised_facts.overall`` — the verdict table
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- ``stylised_facts.fact`` — every fact;
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``stylised_facts.fact.{name}`` for one, e.g. ``.heavy_tails``
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- ``impact.response`` — impact response by event type;
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``impact.event.{type}`` for one
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- ``volume_correlation.levels``, ``volume_correlation.changes``,
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or ``volume_correlation.overall`` for both
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Returns
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-------
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sample_period=sample_period,
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match_generated_sample=match_generated_sample,
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plots=plots,
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plot_all=plot_all or None,
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)
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if sim_ids is not None:
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{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/PKG-INFO
RENAMED
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Metadata-Version: 2.4
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Name: simudyne-pulse
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Version: 0.7.0.
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Version: 0.7.0.dev11
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Summary: Python SDK for the Simudyne Pulse synthetic market data API
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Author-email: Simudyne <support@simudyne.com>
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License-Expression: MIT
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@@ -85,8 +85,26 @@ population. `sim_files` groups the same way.
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A plain list is one unnamed population and keeps the flat shape exactly as
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before. The historical day is measured once however many groups there are.
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`
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`plots` is the only plot switch: unset draws nothing, `True` draws every
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figure the enabled areas can draw, and a list draws just those ids. An area
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switched off draws nothing either way.
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| id | figure |
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| --- | --- |
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| `statistical.radar` | distance spider, one polygon per population |
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| `statistical.distribution` | every metric's KDE |
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| `statistical.distribution.{metric}` | one metric, e.g. `.spread` |
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| `stylised_facts.overall` | the verdict table |
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| `stylised_facts.fact` | every fact |
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| `stylised_facts.fact.{name}` | one fact, e.g. `.heavy_tails` |
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| `impact.response` | impact response by event type |
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| `impact.event.{type}` | one event type |
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| `volume_correlation.levels` | level correlation heatmap |
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| `volume_correlation.changes` | change correlation heatmap |
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| `volume_correlation.overall` | both of the above |
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Each returned figure carries the `id` it was asked for — match on that, not on
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### Working from a checkout
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{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/SOURCES.txt
RENAMED
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src/simudyne_pulse.egg-info/dependency_links.txt
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src/simudyne_pulse.egg-info/requires.txt
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tests/test_endpoint_coverage.py
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tests/test_fm.py
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assert "sim_groups" not in json.loads(client.calls[0][2]["data"]["config"])
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class
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assert client.calls[0][2]["json"]["config"]["plot_all"] is True
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class TestPlotEverything:
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"""plots says it all: there is no second way to ask for every figure."""
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def test_true_is_forwarded(self):
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assert client.calls[0][2]["json"]["config"]["plots"] is True
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def test_nothing_is_sent_when_not_asked_for(self):
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assert "plots" not in client.calls[0][2]["json"]["config"]
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def test_plot_all_is_gone(self):
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with pytest.raises(TypeError):
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_run([{"job_id": "v1"}], plot_all=True)
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"""Tests for the wrappers added to close the gap against pulse-api-pod.
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the test is that the SDK now targets the right path with the right shape --
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including the two that do not return JSON or do not send JSON.
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from simudyne.resources.data import AVAILABLE_SYMBOLS_PATH, DataResource
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@property
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|
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assert client.last[:2] == ("GET", f"{JOBS_PATH}/job-1/logs")
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
class TestGetJobsLimit:
|
|
61
|
-
def test_limit_is_omitted_by_default(self):
|
|
62
|
-
client = FakeClient()
|
|
63
|
-
SimulationResource(client).get_jobs()
|
|
64
|
-
assert client.last[2]["params"] is None
|
|
65
|
-
|
|
66
|
-
def test_limit_is_forwarded(self):
|
|
67
|
-
client = FakeClient()
|
|
68
|
-
SimulationResource(client).get_jobs(limit=250)
|
|
69
|
-
assert client.last[2]["params"] == {"limit": 250}
|
|
70
|
-
|
|
71
|
-
|
|
72
|
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class TestSymbolSearch:
|
|
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|
-
def test_q_is_sent_and_is_separate_from_symbol(self):
|
|
74
|
-
client = FakeClient(json_body=[])
|
|
75
|
-
DataResource(client).get_available_symbols(q="tenc")
|
|
76
|
-
method, path, kwargs = client.last
|
|
77
|
-
assert (method, path) == ("GET", AVAILABLE_SYMBOLS_PATH)
|
|
78
|
-
assert kwargs["params"] == {"q": "tenc"}
|
|
79
|
-
|
|
80
|
-
def test_no_filters_sends_no_params(self):
|
|
81
|
-
client = FakeClient(json_body=[])
|
|
82
|
-
DataResource(client).get_available_symbols()
|
|
83
|
-
assert client.last[2]["params"] is None
|
|
84
|
-
|
|
85
|
-
|
|
86
|
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class TestValidationUpload:
|
|
87
|
-
def _files(self, tmp_path, n):
|
|
88
|
-
paths = []
|
|
89
|
-
for i in range(n):
|
|
90
|
-
p = tmp_path / f"sim_{i:04d}.parquet"
|
|
91
|
-
p.write_bytes(b"PAR1fake")
|
|
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paths.append(p)
|
|
93
|
-
return paths
|
|
94
|
-
|
|
95
|
-
def test_posts_multipart_with_config_as_json_string(self, tmp_path):
|
|
96
|
-
client = FakeClient(json_body={"job_id": "v1"})
|
|
97
|
-
res = ValidationResource(client)
|
|
98
|
-
out = res.run(
|
|
99
|
-
symbol="700.HK", date="2025-09-02",
|
|
100
|
-
provider="omd", exchange="hkex_securities",
|
|
101
|
-
sim_files=self._files(tmp_path, 2),
|
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102
|
-
)
|
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103
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method, url, kwargs = client.last
|
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assert method == "POST" and url.endswith(UPLOAD_PATH)
|
|
105
|
-
assert len(kwargs["files"]) == 2
|
|
106
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-
assert all(f[0] == "sim_files" for f in kwargs["files"])
|
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107
|
-
# multipart form fields must be strings, and config a JSON string
|
|
108
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-
data = kwargs["data"]
|
|
109
|
-
assert data["ticksize"] == "1.0"
|
|
110
|
-
assert "run_fid" not in json.loads(data["config"])
|
|
111
|
-
assert out["job_id"] == "v1"
|
|
112
|
-
|
|
113
|
-
def test_tri_state_flags_are_omitted_from_the_config_string(self, tmp_path):
|
|
114
|
-
client = FakeClient(json_body={"job_id": "v1"})
|
|
115
|
-
ValidationResource(client).run(
|
|
116
|
-
symbol="700.HK", date="2025-09-02",
|
|
117
|
-
provider="omd", exchange="hkex_securities",
|
|
118
|
-
sim_files=self._files(tmp_path, 1),
|
|
119
|
-
)
|
|
120
|
-
config = json.loads(client.last[2]["data"]["config"])
|
|
121
|
-
for flag in ("run_metrics", "run_impact", "run_stylised_facts",
|
|
122
|
-
"plot_data", "run_fid", "statistical", "fid", "mind"):
|
|
123
|
-
assert flag not in config
|
|
124
|
-
|
|
125
|
-
def test_accepts_in_memory_pairs(self, tmp_path):
|
|
126
|
-
client = FakeClient(json_body={"job_id": "v1"})
|
|
127
|
-
ValidationResource(client).run(
|
|
128
|
-
symbol="700.HK", date="2025-09-02",
|
|
129
|
-
provider="omd", exchange="hkex_securities",
|
|
130
|
-
sim_files=[("sim_0000.parquet", b"PAR1fake")],
|
|
131
|
-
)
|
|
132
|
-
name, content, mime = client.last[2]["files"][0][1]
|
|
133
|
-
assert name == "sim_0000.parquet" and content == b"PAR1fake"
|
|
134
|
-
|
|
135
|
-
def test_rejects_empty_and_oversized_batches(self, tmp_path):
|
|
136
|
-
res = ValidationResource(FakeClient())
|
|
137
|
-
common = dict(symbol="700.HK", date="2025-09-02",
|
|
138
|
-
provider="omd", exchange="hkex_securities")
|
|
139
|
-
with pytest.raises(ValueError, match="must not be empty"):
|
|
140
|
-
res.run(sim_files=[], **common)
|
|
141
|
-
with pytest.raises(ValueError, match="25"):
|
|
142
|
-
res.run(sim_files=self._files(tmp_path, 26), **common)
|
|
@@ -1,35 +0,0 @@
|
|
|
1
|
-
"""Tests for the FIX usage wrapper.
|
|
2
|
-
|
|
3
|
-
The venue is raw TCP and not reachable from this SDK; this is the one HTTP
|
|
4
|
-
endpoint a FIX client needs, so all there is to pin is the path and the
|
|
5
|
-
admin-only user_id passthrough.
|
|
6
|
-
"""
|
|
7
|
-
|
|
8
|
-
from simudyne.resources.fix import USAGE_PATH, FixResource
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
class FakeClient:
|
|
12
|
-
def __init__(self):
|
|
13
|
-
self.calls = []
|
|
14
|
-
|
|
15
|
-
def _request(self, method, path, **kwargs):
|
|
16
|
-
self.calls.append((method, path, kwargs))
|
|
17
|
-
return {"total_runs": 3, "runs": []}
|
|
18
|
-
|
|
19
|
-
@property
|
|
20
|
-
def last(self):
|
|
21
|
-
return self.calls[-1]
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
def test_own_usage_sends_no_params():
|
|
25
|
-
client = FakeClient()
|
|
26
|
-
out = FixResource(client).usage()
|
|
27
|
-
assert client.last[:2] == ("GET", USAGE_PATH)
|
|
28
|
-
assert client.last[2]["params"] is None
|
|
29
|
-
assert out["total_runs"] == 3
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
def test_user_id_is_forwarded_for_admin_reads():
|
|
33
|
-
client = FakeClient()
|
|
34
|
-
FixResource(client).usage(user_id="user_abc")
|
|
35
|
-
assert client.last[2]["params"] == {"user_id": "user_abc"}
|
|
@@ -1,144 +0,0 @@
|
|
|
1
|
-
"""Tests for the foundation-model resource's requests.
|
|
2
|
-
|
|
3
|
-
No network: the client's _request is a recorder, so these assert the exact
|
|
4
|
-
query and body the API receives. The FM contract is easy to get subtly wrong
|
|
5
|
-
-- duration_minutes supersedes horizon, n_runs is capped server-side, and
|
|
6
|
-
model_args keys are rejected rather than ignored -- so the payload shape is
|
|
7
|
-
what is worth pinning.
|
|
8
|
-
"""
|
|
9
|
-
|
|
10
|
-
import pytest
|
|
11
|
-
|
|
12
|
-
from simudyne.resources.fm import (
|
|
13
|
-
AVAILABLE_DATA_PATH,
|
|
14
|
-
JOBS_PATH,
|
|
15
|
-
LIVE_PATH,
|
|
16
|
-
MODELS_PATH,
|
|
17
|
-
RUN_PATH,
|
|
18
|
-
TERMINAL_STATUSES,
|
|
19
|
-
FmResource,
|
|
20
|
-
)
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
class FakeClient:
|
|
24
|
-
def __init__(self, responses=None):
|
|
25
|
-
self.calls = []
|
|
26
|
-
self._responses = list(responses or [])
|
|
27
|
-
|
|
28
|
-
def _request(self, method, path, **kwargs):
|
|
29
|
-
self.calls.append((method, path, kwargs))
|
|
30
|
-
return self._responses.pop(0) if self._responses else {}
|
|
31
|
-
|
|
32
|
-
@property
|
|
33
|
-
def last(self):
|
|
34
|
-
return self.calls[-1]
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
@pytest.fixture
|
|
38
|
-
def fm():
|
|
39
|
-
res = FmResource(FakeClient())
|
|
40
|
-
return res
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
class TestDiscovery:
|
|
44
|
-
def test_models_hits_the_models_path(self, fm):
|
|
45
|
-
fm.models()
|
|
46
|
-
method, path, _ = fm._client.last
|
|
47
|
-
assert (method, path) == ("GET", MODELS_PATH)
|
|
48
|
-
|
|
49
|
-
def test_models_returns_the_api_shape_unchanged(self):
|
|
50
|
-
# The endpoint answers {"models": [...]}, not a bare list. Returning it
|
|
51
|
-
# verbatim keeps every resource method consistent -- raw JSON through.
|
|
52
|
-
client = FakeClient(responses=[{"models": [{"model_id": "m1"}]}])
|
|
53
|
-
out = FmResource(client).models()
|
|
54
|
-
assert out["models"][0]["model_id"] == "m1"
|
|
55
|
-
|
|
56
|
-
def test_available_data_omits_unset_filters(self, fm):
|
|
57
|
-
fm.available_data()
|
|
58
|
-
_, path, kwargs = fm._client.last
|
|
59
|
-
assert path == AVAILABLE_DATA_PATH
|
|
60
|
-
# limit/offset have real defaults and are always sent; nothing else is
|
|
61
|
-
assert kwargs["params"] == {"limit": 50, "offset": 0}
|
|
62
|
-
|
|
63
|
-
def test_available_data_passes_model_id_so_markets_are_filtered(self, fm):
|
|
64
|
-
fm.available_data(model_id="tradefm-hkex", q="700", date="2025-09-02")
|
|
65
|
-
params = fm._client.last[2]["params"]
|
|
66
|
-
assert params["model_id"] == "tradefm-hkex"
|
|
67
|
-
assert params["q"] == "700"
|
|
68
|
-
assert params["date"] == "2025-09-02"
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
class TestRunPayload:
|
|
72
|
-
def _run(self, fm, **kw):
|
|
73
|
-
base = dict(
|
|
74
|
-
model_id="tradefm-hkex",
|
|
75
|
-
symbol="700",
|
|
76
|
-
cal_date="2025-09-02",
|
|
77
|
-
provider="bmll",
|
|
78
|
-
exchange="hkex_securities",
|
|
79
|
-
)
|
|
80
|
-
base.update(kw)
|
|
81
|
-
fm.run(**base)
|
|
82
|
-
return fm._client.last[2]["json"]
|
|
83
|
-
|
|
84
|
-
def test_targets_run_path_with_required_defaults(self, fm):
|
|
85
|
-
body = self._run(fm)
|
|
86
|
-
assert fm._client.last[:2] == ("POST", RUN_PATH)
|
|
87
|
-
assert body["model_id"] == "tradefm-hkex"
|
|
88
|
-
assert body["n_runs"] == 1
|
|
89
|
-
assert body["seed"] == 42
|
|
90
|
-
|
|
91
|
-
def test_unset_optionals_are_omitted_not_nulled(self, fm):
|
|
92
|
-
body = self._run(fm)
|
|
93
|
-
for field in ("duration_minutes", "horizon", "device", "prompt",
|
|
94
|
-
"model_args", "exec_algos"):
|
|
95
|
-
assert field not in body, f"{field} must be omitted when unset"
|
|
96
|
-
|
|
97
|
-
def test_duration_and_horizon_are_both_forwarded_when_given(self, fm):
|
|
98
|
-
# The API decides precedence (duration_minutes wins); the SDK must not
|
|
99
|
-
# silently drop one, or a caller cannot express the legacy form.
|
|
100
|
-
body = self._run(fm, duration_minutes=30, horizon=500)
|
|
101
|
-
assert body["duration_minutes"] == 30
|
|
102
|
-
assert body["horizon"] == 500
|
|
103
|
-
|
|
104
|
-
def test_model_args_pass_through(self, fm):
|
|
105
|
-
body = self._run(fm, model_args={"temperature": 0.8})
|
|
106
|
-
assert body["model_args"] == {"temperature": 0.8}
|
|
107
|
-
|
|
108
|
-
def test_empty_model_args_is_omitted(self, fm):
|
|
109
|
-
body = self._run(fm, model_args={})
|
|
110
|
-
assert "model_args" not in body
|
|
111
|
-
|
|
112
|
-
def test_css_exec_algo_orders_are_serialized_like_the_abm(self, fm):
|
|
113
|
-
pd = pytest.importorskip("pandas")
|
|
114
|
-
idx = pd.date_range("2025-09-02 09:30", periods=3, freq="1min")
|
|
115
|
-
orders = pd.Series([10, 20, 30], index=idx)
|
|
116
|
-
body = self._run(fm, exec_algos=[{"type": "css", "orders": orders}])
|
|
117
|
-
sent = body["exec_algos"][0]["orders"]
|
|
118
|
-
# A pd.Series is not JSON-serializable; it must arrive as str -> int
|
|
119
|
-
assert isinstance(sent, dict)
|
|
120
|
-
assert all(isinstance(k, str) and isinstance(v, int) for k, v in sent.items())
|
|
121
|
-
assert sum(sent.values()) == 60
|
|
122
|
-
|
|
123
|
-
|
|
124
|
-
class TestJobsAndLive:
|
|
125
|
-
def test_job_status_path(self, fm):
|
|
126
|
-
fm.job_status("job-1")
|
|
127
|
-
assert fm._client.last[:2] == ("GET", f"{JOBS_PATH}/job-1/status")
|
|
128
|
-
|
|
129
|
-
def test_job_logs_path(self, fm):
|
|
130
|
-
fm.job_logs("job-1")
|
|
131
|
-
assert fm._client.last[:2] == ("GET", f"{JOBS_PATH}/job-1/logs")
|
|
132
|
-
|
|
133
|
-
def test_live_targets_live_path_and_omits_unset(self, fm):
|
|
134
|
-
fm.live(model_id="tradefm-hkex")
|
|
135
|
-
method, path, kwargs = fm._client.last
|
|
136
|
-
assert (method, path) == ("POST", LIVE_PATH)
|
|
137
|
-
assert kwargs["json"] == {"model_id": "tradefm-hkex", "seed": 42}
|
|
138
|
-
|
|
139
|
-
def test_only_complete_and_failed_are_terminal(self):
|
|
140
|
-
# A poller loops on "not terminal", so a new waiting state must not
|
|
141
|
-
# accidentally read as finished.
|
|
142
|
-
assert set(TERMINAL_STATUSES) == {"complete", "failed"}
|
|
143
|
-
for waiting in ("queued", "provisioning", "starting", "running"):
|
|
144
|
-
assert waiting not in TERMINAL_STATUSES
|
|
@@ -1,117 +0,0 @@
|
|
|
1
|
-
"""Tests for SimulationResource.run_lrm.
|
|
2
|
-
|
|
3
|
-
The HTTP layer is stubbed, so these check the payload the SDK builds and the
|
|
4
|
-
endpoint it targets, not a live service.
|
|
5
|
-
"""
|
|
6
|
-
|
|
7
|
-
import pytest
|
|
8
|
-
|
|
9
|
-
from simudyne.resources.simulation import LRM_RUN_PATH, SimulationResource
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
class _StubClient:
|
|
13
|
-
"""Captures the request the resource makes."""
|
|
14
|
-
|
|
15
|
-
def __init__(self):
|
|
16
|
-
self.calls = []
|
|
17
|
-
|
|
18
|
-
def _request(self, method, endpoint, **kwargs):
|
|
19
|
-
self.calls.append((method, endpoint, kwargs))
|
|
20
|
-
return {"job_id": "job-abc", "total_jobs": 250}
|
|
21
|
-
|
|
22
|
-
@property
|
|
23
|
-
def last(self):
|
|
24
|
-
return self.calls[-1]
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
@pytest.fixture
|
|
28
|
-
def resource():
|
|
29
|
-
client = _StubClient()
|
|
30
|
-
res = SimulationResource(client)
|
|
31
|
-
res._stub = client
|
|
32
|
-
return res
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
def _run(resource, **kw):
|
|
36
|
-
base = dict(
|
|
37
|
-
symbol="700.HK",
|
|
38
|
-
cal_date="2025-09-02",
|
|
39
|
-
provider="omd",
|
|
40
|
-
exchange="hkex_securities",
|
|
41
|
-
order_sizes=[500, 1000, 2000, 4000],
|
|
42
|
-
)
|
|
43
|
-
base.update(kw)
|
|
44
|
-
return resource.run_lrm(**base)
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
class TestEndpoint:
|
|
48
|
-
|
|
49
|
-
def test_posts_to_the_lrm_path(self, resource):
|
|
50
|
-
_run(resource)
|
|
51
|
-
method, endpoint, _ = resource._stub.last
|
|
52
|
-
assert method == "POST"
|
|
53
|
-
assert endpoint == LRM_RUN_PATH == "/simulation/lrm/run"
|
|
54
|
-
|
|
55
|
-
def test_returns_the_server_response(self, resource):
|
|
56
|
-
assert _run(resource)["job_id"] == "job-abc"
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
class TestPayload:
|
|
60
|
-
|
|
61
|
-
def test_carries_the_symbol_identity_and_ladder(self, resource):
|
|
62
|
-
_run(resource)
|
|
63
|
-
payload = resource._stub.last[2]["json"]
|
|
64
|
-
assert payload["symbol"] == "700.HK"
|
|
65
|
-
assert payload["cal_date"] == "2025-09-02"
|
|
66
|
-
assert payload["provider"] == "omd"
|
|
67
|
-
assert payload["exchange"] == "hkex_securities"
|
|
68
|
-
assert payload["order_sizes"] == [500, 1000, 2000, 4000]
|
|
69
|
-
|
|
70
|
-
def test_defaults(self, resource):
|
|
71
|
-
_run(resource)
|
|
72
|
-
payload = resource._stub.last[2]["json"]
|
|
73
|
-
assert payload["n_runs"] == 50
|
|
74
|
-
assert payload["seed"] == 42
|
|
75
|
-
assert payload["horizon_mins"] == 60
|
|
76
|
-
assert payload["strategy"] == "vwap"
|
|
77
|
-
assert payload["scenario"] == "normal"
|
|
78
|
-
|
|
79
|
-
def test_unset_optionals_are_omitted(self, resource):
|
|
80
|
-
# A null side would override the server default instead of letting the
|
|
81
|
-
# sign of each order size pick the direction.
|
|
82
|
-
_run(resource)
|
|
83
|
-
payload = resource._stub.last[2]["json"]
|
|
84
|
-
assert "side" not in payload
|
|
85
|
-
assert "start_time" not in payload
|
|
86
|
-
assert "scenario_params" not in payload
|
|
87
|
-
|
|
88
|
-
def test_optionals_are_sent_when_given(self, resource):
|
|
89
|
-
_run(resource, side="sell", start_time="09:30",
|
|
90
|
-
scenario="flash_crash", scenario_params={"start_time": "10:00"})
|
|
91
|
-
payload = resource._stub.last[2]["json"]
|
|
92
|
-
assert payload["side"] == "sell"
|
|
93
|
-
assert payload["start_time"] == "09:30"
|
|
94
|
-
assert payload["scenario"] == "flash_crash"
|
|
95
|
-
assert payload["scenario_params"] == {"start_time": "10:00"}
|
|
96
|
-
|
|
97
|
-
def test_order_sizes_are_copied_not_aliased(self, resource):
|
|
98
|
-
sizes = [500, 1000]
|
|
99
|
-
_run(resource, order_sizes=sizes)
|
|
100
|
-
sizes.append(9999)
|
|
101
|
-
assert resource._stub.last[2]["json"]["order_sizes"] == [500, 1000]
|
|
102
|
-
|
|
103
|
-
def test_negative_sizes_pass_through_for_buys(self, resource):
|
|
104
|
-
_run(resource, order_sizes=[-500, -1000])
|
|
105
|
-
assert resource._stub.last[2]["json"]["order_sizes"] == [-500, -1000]
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
class TestSharedBaselineCost:
|
|
109
|
-
|
|
110
|
-
@pytest.mark.parametrize("n_sizes,n_runs,expected", [(4, 50, 250), (8, 50, 450), (8, 25, 225)])
|
|
111
|
-
def test_documented_job_count_matches_the_shared_baseline_shape(
|
|
112
|
-
self, resource, n_sizes, n_runs, expected
|
|
113
|
-
):
|
|
114
|
-
# n_runs * (1 + n_sizes), the figure the docstring quotes.
|
|
115
|
-
_run(resource, order_sizes=list(range(100, 100 * (n_sizes + 1), 100)), n_runs=n_runs)
|
|
116
|
-
payload = resource._stub.last[2]["json"]
|
|
117
|
-
assert payload["n_runs"] * (1 + len(payload["order_sizes"])) == expected
|
|
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|
|
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|
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|
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|
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|
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|
|
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|
|
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|
|
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|
{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/historical.py
RENAMED
|
File without changes
|
|
File without changes
|
{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/simulation.py
RENAMED
|
File without changes
|
{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne/resources/simulator_gym.py
RENAMED
|
File without changes
|
|
File without changes
|
{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/requires.txt
RENAMED
|
File without changes
|
{simudyne_pulse-0.7.0.dev9 → simudyne_pulse-0.7.0.dev11}/src/simudyne_pulse.egg-info/top_level.txt
RENAMED
|
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|
|
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|
|
File without changes
|