From 678005dc51892c4c1f4cea2730bbf0ec4ebc312d Mon Sep 17 00:00:00 2001 From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> Date: Wed, 1 Apr 2026 17:46:09 +0900 Subject: fix(strategy-engine): process multiple symbols concurrently with asyncio.gather --- .../strategy-engine/tests/test_multi_symbol.py | 66 ++++++++++++++++++++++ 1 file changed, 66 insertions(+) create mode 100644 services/strategy-engine/tests/test_multi_symbol.py (limited to 'services/strategy-engine/tests/test_multi_symbol.py') diff --git a/services/strategy-engine/tests/test_multi_symbol.py b/services/strategy-engine/tests/test_multi_symbol.py new file mode 100644 index 0000000..2008c15 --- /dev/null +++ b/services/strategy-engine/tests/test_multi_symbol.py @@ -0,0 +1,66 @@ +"""Test that strategy engine processes multiple symbols concurrently.""" +import asyncio +import sys +from pathlib import Path +from unittest.mock import AsyncMock, MagicMock + +import pytest + +sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src")) +sys.path.insert(0, str(Path(__file__).resolve().parents[1])) + +from strategy_engine.engine import StrategyEngine +from shared.events import CandleEvent +from shared.models import Candle, OrderSide +from decimal import Decimal +from datetime import datetime, timezone + + +@pytest.mark.asyncio +async def test_engine_processes_multiple_streams(): + """Verify engine can process candles from different streams.""" + broker = AsyncMock() + + candle_btc = Candle( + symbol="BTCUSDT", timeframe="1m", + open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open=Decimal("50000"), high=Decimal("51000"), + low=Decimal("49000"), close=Decimal("50000"), + volume=Decimal("10"), + ) + candle_eth = Candle( + symbol="ETHUSDT", timeframe="1m", + open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open=Decimal("3000"), high=Decimal("3100"), + low=Decimal("2900"), close=Decimal("3000"), + volume=Decimal("10"), + ) + + btc_events = [CandleEvent(data=candle_btc).to_dict()] + eth_events = [CandleEvent(data=candle_eth).to_dict()] + + # First call returns BTC event, second ETH, then empty + call_count = {"btc": 0, "eth": 0} + + async def mock_read(stream, **kwargs): + if "BTC" in stream: + call_count["btc"] += 1 + return btc_events if call_count["btc"] == 1 else [] + elif "ETH" in stream: + call_count["eth"] += 1 + return eth_events if call_count["eth"] == 1 else [] + return [] + + broker.read = AsyncMock(side_effect=mock_read) + + strategy = MagicMock() + strategy.on_candle = MagicMock(return_value=None) + + engine = StrategyEngine(broker=broker, strategies=[strategy]) + + # Process both streams + await engine.process_once("candles.BTCUSDT", "$") + await engine.process_once("candles.ETHUSDT", "$") + + # Strategy should have been called with both candles + assert strategy.on_candle.call_count == 2 -- cgit v1.2.3