dita_v2: backport asex_account.py (from violet main) + test (from PASS9) to canonical upstream
Heals reverse vendor drift: the ASEx AccountProjectionV2 adapter was committed on the vendored copy (violet.git main 824c5cf) instead of upstream, violating the edit-upstream-then-sync doctrine. Test was orphaned on the PASS9 worktree. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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168
prod/clean_arch/dita_v2/test_asex_account.py
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prod/clean_arch/dita_v2/test_asex_account.py
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"""ASEx AccountProjectionV2 wrapper tests — race-proof, stress, seam."""
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from __future__ import annotations
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import gc
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import math
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import threading
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import time
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from concurrent.futures import ThreadPoolExecutor, as_completed
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from types import SimpleNamespace
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import pytest
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from .account import AccountProjectionV2, AccountSnapshotV2, EPosition, TradeStage, TradeSide
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from .asex_account import ASEXAccountV2, _AccountBackend
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from asex.guarded import ValidationError
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def _empty_slots(n=1):
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return [SimpleNamespace(
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slot_id=i, trade_id=f"t{i}", asset="BTCUSDT",
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side=TradeSide.LONG, entry_price=0.0, size=0.0,
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initial_size=0.0, leverage=1.0, realized_pnl=0.0, closed=False,
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fsm_state=TradeStage.IDLE, exit_leg_ratios=(1.0,),
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active_leg_index=0, active_exit_order=None, active_entry_order=None,
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close_reason="", entry_time=None, last_event_time=None,
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seen_event_ids=(), metadata={}, unrealized_pnl=0.0, to_dict=lambda: {},
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) for i in range(n)]
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def _clean():
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gc.collect(); gc.collect()
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def _force_race(obj, attr, n=10):
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b = threading.Barrier(n)
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def _w():
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b.wait(); v = getattr(obj, attr); b.wait(); setattr(obj, attr, v + 1)
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ts = [threading.Thread(target=_w) for _ in range(n)]
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for t in ts: t.start()
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for t in ts: t.join(timeout=10)
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return getattr(obj, attr)
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class TestRaceProof:
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def test_k_realized_races(self):
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assert _force_race(AccountProjectionV2(0.0), "_k_realized", 50) == 1
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def test_k_fees_races(self):
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assert _force_race(AccountProjectionV2(0.0), "_k_fees", 50) == 1
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def test_k_funding_races(self):
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assert _force_race(AccountProjectionV2(0.0), "_k_funding", 50) == 1
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def test_event_seq_races(self):
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assert _force_race(AccountProjectionV2(0.0), "_event_seq", 50) == 1
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class TestASExBasic:
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def test_seed_only(self):
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_clean(); p = ASEXAccountV2(10000.0)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.capital == pytest.approx(10000.0); p.close(); _clean()
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def test_realized_adds(self):
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_clean(); p = ASEXAccountV2(10000.0)
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p.apply_fill(fill_price=100, fill_qty=1, fee=0, realized_pnl=500)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.capital == pytest.approx(10500.0); p.close(); _clean()
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def test_fee_subtracts(self):
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_clean(); p = ASEXAccountV2(10000.0)
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p.apply_fill(fill_price=100, fill_qty=1, fee=3.5, realized_pnl=0)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.capital == pytest.approx(9996.5); p.close(); _clean()
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def test_funding_subtracts(self):
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_clean(); p = ASEXAccountV2(10000.0)
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p.apply_funding(7.25)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.capital == pytest.approx(9992.75); p.close(); _clean()
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def test_combined(self):
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_clean(); p = ASEXAccountV2(10000.0)
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p.apply_fill(fill_price=50, fill_qty=2, fee=2, realized_pnl=100)
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p.apply_funding(5)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.capital == pytest.approx(10093.0)
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p.close(); _clean()
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class TestASExConcurrency:
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@pytest.mark.parametrize("n,ops", [(10, 100), (20, 100), (50, 50)])
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def test_no_lost_updates(self, n, ops):
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_clean(); p = ASEXAccountV2(0.0)
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def _w(tid):
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for i in range(ops):
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p.apply_fill(fill_price=100, fill_qty=1, fee=0, realized_pnl=float(tid * ops + i))
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with ThreadPoolExecutor(max_workers=n) as ex:
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for f in as_completed([ex.submit(_w, i) for i in range(n)]): f.result(timeout=60)
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expected = sum(tid * ops + i for tid in range(n) for i in range(ops))
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assert p._backend._proj._k_realized == pytest.approx(float(expected))
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p.close(); _clean()
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def test_event_seq_monotonic(self):
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_clean(); p = ASEXAccountV2(0.0); seqs = []
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def _w(tid):
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for i in range(50):
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s = p.build_snapshot(source_event_id=f"e{tid}_{i}", slots=_empty_slots(), ts=float(i))
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seqs.append(s.event_seq)
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with ThreadPoolExecutor(max_workers=10) as ex:
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for f in as_completed([ex.submit(_w, i) for i in range(10)]): f.result(timeout=60)
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assert sorted(seqs) == list(range(1, 501))
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p.close(); _clean()
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def test_mixed_ops(self):
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_clean(); p = ASEXAccountV2(10000.0)
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def _f(tid):
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for i in range(100): p.apply_fill(fill_price=float(i), fill_qty=1, fee=0, realized_pnl=1)
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def _fu(tid):
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for i in range(50): p.apply_funding(0.5)
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with ThreadPoolExecutor(max_workers=4) as ex:
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for f in as_completed([ex.submit(_f, i) for i in [0,1]] + [ex.submit(_fu, i) for i in [0,1]]):
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f.result(timeout=60)
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assert p._backend._proj._k_realized == pytest.approx(200.0)
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assert p._backend._proj._k_funding == pytest.approx(100.0)
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p.close(); _clean()
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class TestASExSeam:
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def test_backend_rejects_no_op(self):
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assert not _AccountBackend(0.0)._validate({})
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def test_backend_rejects_unknown(self):
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b = _AccountBackend(0.0)
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with pytest.raises(Exception): b.mutate({"op": "nope"})
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def test_backend_applied(self):
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b = _AccountBackend(0.0)
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b.mutate({"op": "apply_fill", "args": {"fill_price": 100, "fill_qty": 1, "fee": 0, "realized_pnl": 10}})
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assert b.applied == 1
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def test_worker_alive(self):
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p = ASEXAccountV2(0.0); assert p._worker._worker.is_alive(); p.close()
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def test_double_close(self):
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p = ASEXAccountV2(0.0); p.close(); p.close()
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def test_context_manager(self):
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with ASEXAccountV2(10000.0) as p:
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p.apply_fill(fill_price=100, fill_qty=1, fee=0, realized_pnl=50)
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s = p.build_snapshot(source_event_id="t", slots=_empty_slots(), ts=1e6)
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assert s.k.realized_pnl == pytest.approx(50.0)
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def test_no_thread_leak(self):
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_clean(); b = threading.active_count()
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for _ in range(50):
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p = ASEXAccountV2(0.0); p.apply_fill(fill_price=100, fill_qty=1, fee=0, realized_pnl=1); p.close()
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_clean(); assert threading.active_count() - b <= 2
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class TestLockProof:
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def test_k_realized_lock_proof(self):
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ap, l, n = AccountProjectionV2(0.0), threading.Lock(), 50
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b = threading.Barrier(n)
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def _w():
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b.wait()
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with l: ap._k_realized += 1
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ts = [threading.Thread(target=_w) for _ in range(n)]
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for t in ts: t.start()
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for t in ts: t.join(timeout=10)
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assert ap._k_realized == n
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def test_event_seq_lock_proof(self):
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ap, l, n = AccountProjectionV2(0.0), threading.Lock(), 50
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b = threading.Barrier(n)
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def _w():
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b.wait()
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with l: ap._event_seq += 1
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ts = [threading.Thread(target=_w) for _ in range(n)]
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for t in ts: t.start()
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for t in ts: t.join(timeout=10)
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assert ap._event_seq == n
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