Release v1.0.2
This commit is contained in:
Oleg Sheynin
@@ -0,0 +1,218 @@
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import importlib.util
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import sqlite3
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from pathlib import Path
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import pandas as pd
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def load_panel_app_module():
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module_path = Path("panel/spbt_day_panel.py").resolve()
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spec = importlib.util.spec_from_file_location("spbt_day_panel_app", module_path)
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module = importlib.util.module_from_spec(spec)
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assert spec.loader is not None
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spec.loader.exec_module(module)
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return module
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def create_panel_fixture_db(db_path: Path) -> None:
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trading_day_start_ns = pd.Timestamp("2026-06-17T00:00:00Z").value
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conn = sqlite3.connect(db_path)
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try:
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conn.execute(
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"""
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CREATE TABLE selector_pairs (
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time_ns INTEGER,
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tstamp TEXT,
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pair_name TEXT,
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instrument_a TEXT,
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instrument_b TEXT,
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mr_score TEXT
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE trading_instructions (
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time_ns INTEGER,
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tstamp TEXT,
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book_id TEXT,
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strategy_id TEXT,
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type TEXT,
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data TEXT
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE ohlcv_1min (
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tstamp TEXT,
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tstamp_ns INTEGER,
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exch_acct TEXT,
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exchange_id TEXT,
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instrument_id TEXT,
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interval_sec INTEGER,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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volume REAL,
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vwap REAL,
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num_trades INTEGER
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)
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"""
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)
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conn.execute(
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"INSERT INTO selector_pairs VALUES (?, ?, ?, ?, ?, ?)",
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(
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10,
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"2026-06-17T00:00:00Z",
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"AAA:USD-BBB:USD",
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"EXCH:PAIR-AAA-USD",
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"EXCH:PAIR-BBB-USD",
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'{"final":"0.5"}',
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),
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)
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conn.executemany(
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"INSERT INTO trading_instructions VALUES (?, ?, ?, ?, ?, ?)",
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[
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(
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trading_day_start_ns,
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"2026-06-17T00:00:00Z",
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"book",
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"strategy-AAA:USD-BBB:USD",
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"TARGET_POSITION",
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(
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'{"action":"TARGET","quote_asset":"USD","assets":'
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'{"AAA":{"reference_price":"100","strength":"0.5"},'
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'"BBB":{"reference_price":"50","strength":"-0.5"}}}'
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),
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),
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(
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trading_day_start_ns + 60_000_000_000,
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"2026-06-17T00:01:00Z",
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"book",
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"strategy-AAA:USD-BBB:USD",
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"CLOSE_POSITION",
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(
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'{"action":"CLOSE","quote_asset":"USD","assets":'
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'{"AAA":{"reference_price":"110"},'
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'"BBB":{"reference_price":"45"}}}'
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),
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),
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],
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)
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conn.executemany(
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"INSERT INTO ohlcv_1min VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)",
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[
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(
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"2026-06-17T00:00:00Z",
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trading_day_start_ns,
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"EXCH",
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"EXCH",
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"PAIR-AAA-USD",
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60,
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100.0,
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100.0,
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100.0,
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100.0,
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1.0,
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100.0,
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1,
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),
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(
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"2026-06-17T00:00:00Z",
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trading_day_start_ns,
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"EXCH",
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"EXCH",
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"PAIR-BBB-USD",
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60,
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50.0,
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50.0,
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50.0,
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50.0,
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1.0,
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50.0,
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1,
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),
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],
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)
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conn.commit()
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finally:
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conn.close()
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def test_pair_analyze_grid_keeps_clean_labels_and_full_pair_values():
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module = load_panel_app_module()
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pair_theo_ret = pd.DataFrame(
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{
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"pair_name": ["BTC:USD-ETH:USD", "ADA:USD-BTC:USD"],
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"mr_ranking": [2, 1],
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"realized_pnl": [0.0, 0.0],
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"unrealized_pnl": [0.0, 0.0],
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}
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)
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formatted = module.spbt_day.format_pair_theo_ret_for_analyze_grid(pair_theo_ret)
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assert formatted["pair_name"].tolist() == ["BTC-ETH", "ADA-BTC"]
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assert formatted[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist() == [
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"BTC:USD-ETH:USD",
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"ADA:USD-BTC:USD",
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]
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def test_panel_app_uses_fast_list_template(tmp_path):
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module = load_panel_app_module()
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app = module.SpbtDayPanelApp(repo_root=tmp_path)
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view = app.view
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assert isinstance(view, module.pn.template.FastListTemplate)
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assert view.title == module.APP_TITLE
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assert view.sidebar_width == 430
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assert view.accent_base_color == module.APP_ACCENT_COLOR
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assert view.header_background == module.APP_HEADER_COLOR
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assert len(view.sidebar) == 1
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assert len(view.main) == 1
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def test_panel_app_calculates_pairs_and_selected_pair_outputs(tmp_path):
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module = load_panel_app_module()
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data_dir = tmp_path / "data"
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data_dir.mkdir()
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db_path = data_dir / "20260617.spbt_results.db"
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create_panel_fixture_db(db_path)
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app = module.SpbtDayPanelApp(repo_root=tmp_path)
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app.directory_input.value = str(data_dir)
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app.refresh_files()
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app.min_pctg_change_input.value = 0.0
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app.calculate()
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assert app.file_select.value == str(db_path)
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assert app.file_select.width == 360
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assert app.min_pctg_change_input.width == 220
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assert app.calculate_button.width == 110
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assert app.total_pnl_histogram.sizing_mode == "stretch_width"
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assert app.selected_pair_market_plot.sizing_mode == "stretch_width"
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assert app.pair_theo_ret_table.pagination is None
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assert app.pair_theo_ret_table.layout == "fit_data_table"
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assert app.pair_theo_ret_table.value["pair_name"].tolist() == ["AAA-BBB"]
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assert (
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app.pair_theo_ret_table.value[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist()
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== ["AAA:USD-BBB:USD"]
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)
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assert app.selected_pair_name is None
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assert app.selected_pair_executions_table.value.empty
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assert app.selected_pair_market_plot.object is None
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app.analyze_pair_row(0)
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assert app.selected_pair_name == "AAA:USD-BBB:USD"
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assert app.selected_pair_executions_table.value["action"].tolist() == [
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"TARGET",
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"TARGET",
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"CLOSE",
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"CLOSE",
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]
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assert app.selected_pair_market_plot.object is not None
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