feat: add portfolio snapshot read layer
This commit is contained in:
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#!/usr/bin/env python3
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"""End-to-end smoke for trex-core (BAT-007).
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Assumes the daemon is already running (`.venv/bin/trex-core-daemon &`).
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Drives it through every RabbitMQ surface:
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1. snapshot RPC (view=all) — daemon answers
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2. buy intent RPC — admission + slot transition
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3. duplicate buy (same correlation_id) — intent_log dedup gate (REQ-023 AC-1)
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4. wait for execution tick + fill event
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5. sell intent RPC — slot → closed + sell event
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Trading_date defaults to UTC today (matches what the daemon preallocates).
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"""
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from __future__ import annotations
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import json
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import os
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import sys
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import threading
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import time
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import uuid
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from datetime import date, datetime, timezone
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from dotenv import load_dotenv
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load_dotenv(".env")
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import pika # noqa: E402
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from trex_core.adapters.messaging import topology # noqa: E402
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from trex_core.adapters.messaging.rabbitmq import RabbitMQTransport # noqa: E402
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URL = os.environ.get("TREX_RABBITMQ_URL", "amqp://admin:admin@localhost:5672/")
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TODAY = datetime.now(tz=timezone.utc).date()
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STRATEGY = "STRAT-A"
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SYMBOL = "005930"
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def _subscribe_events(received: list, stop: threading.Event, queue: str) -> threading.Thread:
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"""Background event consumer bound BEFORE we trigger intents."""
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def loop() -> None:
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t = RabbitMQTransport(URL, timeout=5.0)
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try:
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t.consume_events_forever(
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queue,
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topology.strategy_event_binding_pattern(STRATEGY),
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lambda rk, p: received.append((rk, p)),
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stop,
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)
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finally:
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t.close()
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th = threading.Thread(target=loop, name="smoke-events", daemon=True)
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th.start()
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return th
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def _cleanup_queue(queue: str) -> None:
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try:
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c = pika.BlockingConnection(pika.URLParameters(URL))
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try:
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c.channel().queue_delete(queue)
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finally:
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c.close()
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except Exception:
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pass
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def _print_slots(slots: list) -> None:
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for s in slots:
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print(f" slot {s['slot_id'][:8]}.. status={s['status']:<12} "
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f"symbol={s['symbol']} strategy_id={s['strategy_id']} qty={s['qty']} "
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f"avg_price={s['avg_price']}")
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def main() -> int:
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ev_queue = f"trex.events.strategy.{STRATEGY}.smoke.{uuid.uuid4().hex[:6]}"
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ev_received: list[tuple[str, dict]] = []
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ev_stop = threading.Event()
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ev_thread = _subscribe_events(ev_received, ev_stop, ev_queue)
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time.sleep(0.6) # let queue bind before triggering events
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client = RabbitMQTransport(URL, timeout=5.0)
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try:
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# 1) snapshot RPC ---------------------------------------------------
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print(f"=== 1) snapshot RPC (view=all, day={TODAY.isoformat()}) ===")
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resp = client.call_rpc(
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topology.SNAPSHOT_REQ_QUEUE,
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{"view": "all", "trading_date": TODAY.isoformat()},
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correlation_id=f"snap-{uuid.uuid4().hex[:8]}",
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timeout=5.0,
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)
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print(f"slots={len(resp['slots'])} capacity={resp['capacity']}")
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if resp["capacity"]["idle_count"] == 0:
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print("\n!! no idle slots for today — restart the daemon to preallocate, "
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"or check `date -u`")
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return 2
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# 2) buy intent RPC ------------------------------------------------
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print(f"\n=== 2) buy intent RPC ({SYMBOL}, qty=10@60000, "
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f"strategy={STRATEGY}, portfolio=PF-smoke) ===")
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cid = f"smoke-buy-{uuid.uuid4().hex[:8]}"
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resp = client.call_rpc(
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topology.INTENT_REQ_QUEUE,
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{
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"intent_type": "buy", "intent_id": cid,
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"trading_date": TODAY.isoformat(), "symbol": SYMBOL,
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"qty": 10, "entry_price": 60000,
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"strategy_id": STRATEGY, "portfolio_id": "PF-smoke",
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},
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correlation_id=cid, timeout=5.0,
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)
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print(f"admission: {json.dumps(resp, ensure_ascii=False)}")
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if resp["status"] != "admitted":
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print("\n!! buy not admitted — aborting"); return 3
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# 3) duplicate -----------------------------------------------------
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print(f"\n=== 3) duplicate buy (same correlation_id={cid[-8:]}…) ===")
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resp_dup = client.call_rpc(
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topology.INTENT_REQ_QUEUE,
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{
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"intent_type": "buy", "intent_id": cid,
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"trading_date": TODAY.isoformat(), "symbol": SYMBOL,
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"qty": 10, "strategy_id": STRATEGY, "portfolio_id": "PF-smoke",
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},
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correlation_id=cid, timeout=5.0,
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)
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print(f"identical: {resp == resp_dup} (REQ-023 AC-1 intent_log dedup)")
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# 4) wait for fill + event -----------------------------------------
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print(f"\n=== 4) wait for execution tick + fill event (paper broker) ===")
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deadline = time.monotonic() + 10
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while time.monotonic() < deadline:
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resp = client.call_rpc(
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topology.SNAPSHOT_REQ_QUEUE,
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{"view": "open", "trading_date": TODAY.isoformat()},
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correlation_id=f"snap-{uuid.uuid4().hex[:8]}", timeout=5.0,
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)
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holdings = [s for s in resp["slots"] if s["status"] == "holding"]
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if holdings:
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_print_slots(holdings)
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break
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time.sleep(0.5)
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else:
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print("\n!! no holding slot appeared in 10s — execution loop stuck?"); return 4
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print(f"buy events captured so far: "
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f"{[rk for rk, _ in ev_received if rk.startswith('slot_filled_buy.')]}")
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# 5) sell intent ---------------------------------------------------
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sid = holdings[0]["slot_id"]
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scid = f"smoke-sell-{uuid.uuid4().hex[:8]}"
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print(f"\n=== 5) sell intent on slot {sid[:8]}.. ===")
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resp_sell = client.call_rpc(
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topology.INTENT_REQ_QUEUE,
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{"intent_type": "sell", "intent_id": scid, "slot_id": sid},
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correlation_id=scid, timeout=5.0,
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)
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print(f"admission: {json.dumps(resp_sell, ensure_ascii=False)}")
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# Wait for the sell fill event
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deadline = time.monotonic() + 10
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while time.monotonic() < deadline and not any(
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rk.startswith("slot_filled_sell.") for rk, _ in ev_received
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):
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time.sleep(0.3)
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print(f"\nall events captured ({len(ev_received)}):")
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for rk, payload in ev_received:
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print(f" rk={rk} status={payload.get('status'):<8} "
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f"qty={payload.get('qty')} sequence_at={payload.get('sequence_at')}")
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print("\nDONE")
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return 0
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finally:
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ev_stop.set()
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try:
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client.close()
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except Exception:
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pass
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ev_thread.join(timeout=2.0)
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_cleanup_queue(ev_queue)
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if __name__ == "__main__":
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sys.exit(main())
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