81 lines
2.5 KiB
Python
81 lines
2.5 KiB
Python
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"""
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ClickHouse persistence — store, retrieve, table creation.
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"""
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import json
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import time
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import pytest
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from malkhut.storage.ch_store import MalkhutCHStore
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@pytest.fixture(scope="module")
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def store():
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s = MalkhutCHStore()
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s.ensure_tables()
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return s
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class TestClickHouseTables:
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def test_tables_exist(self, store):
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result = store.query("SHOW TABLES")
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tables = result.strip().split("\n")
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assert "replay_steps" in tables
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assert "fulfilment_decisions" in tables
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assert "self_play_episodes" in tables
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assert "policy_snapshots" in tables
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assert "live_discrepancies" in tables
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def test_table_idempotent(self, store):
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store.ensure_tables()
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store.ensure_tables()
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result = store.query("SHOW TABLES")
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assert "replay_steps" in result
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class TestClickHouseInsert:
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def test_store_fulfilment_decision(self, store):
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store.store_fulfilment_decision(
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ts_ns=time.time_ns(), exchange="bingx", symbol="BTCUSDT",
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intent_id="test_intent", state_hash="abc123",
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selected_action="PLACE", root_distribution="[0.5, 0.5]",
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risk_decision="True:approved", policy_version="v0.1",
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latency_ms=5.0,
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)
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def test_store_episode(self, store):
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store.store_episode(
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policy_version="v0.1", scenario_id="test_scenario",
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seed=42, pnl_bps=10.0, max_drawdown_bps=-5.0,
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fill_ratio=0.8, adverse_fill_ratio=0.1,
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avg_slippage_bps=1.5, liq_near_misses=0,
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cancel_count=3, diagnostics="{}",
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)
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def test_store_policy_snapshot(self, store):
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store.store_policy_snapshot(
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version="v0.1_test", score=5.0,
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params_str="test_params", evaluation_summary="{}",
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)
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def test_store_discrepancy(self, store):
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store.store_discrepancy(
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ts_ns=time.time_ns(), exchange="bingx", symbol="BTCUSDT",
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predicted="PLACE", actual="FILL", severity="warning",
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)
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def test_store_replay_step(self, store):
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store.store_replay_step(
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symbol="BTCUSDT", ts_ns=time.time_ns(), step_index=0,
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before="{}", action="{}", after="{}",
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)
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class TestClickHouseQuery:
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def test_query_returns_string(self, store):
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result = store.query("SELECT 1")
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assert result.strip() == "1"
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def test_query_with_format(self, store):
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result = store.query("SELECT 1 AS val FORMAT JSONEachRow")
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row = json.loads(result.strip())
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assert row["val"] == 1
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