fifo n1 que
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Dobromir Popov
285
test_fifo_queues.py
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285
test_fifo_queues.py
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#!/usr/bin/env python3
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"""
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Test FIFO Queue System
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Verify that the orchestrator's FIFO queue system works correctly
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"""
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import time
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from datetime import datetime
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from core.orchestrator import TradingOrchestrator
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from core.data_provider import DataProvider
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from core.data_models import OHLCVBar
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def test_fifo_queue_operations():
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"""Test basic FIFO queue operations"""
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print("=== Testing FIFO Queue Operations ===")
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try:
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# Create orchestrator
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data_provider = DataProvider()
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orchestrator = TradingOrchestrator(data_provider)
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# Test queue status
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status = orchestrator.get_queue_status()
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print(f"Initial queue status: {status}")
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# Test adding data to queues
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test_bar = OHLCVBar(
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symbol="ETH/USDT",
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timestamp=datetime.now(),
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open=2500.0,
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high=2510.0,
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low=2490.0,
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close=2505.0,
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volume=1000.0,
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timeframe="1s"
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)
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# Add test data
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success = orchestrator.update_data_queue('ohlcv_1s', 'ETH/USDT', test_bar)
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print(f"Added OHLCV data: {success}")
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# Check queue status after adding data
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status = orchestrator.get_queue_status()
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print(f"Queue status after adding data: {status}")
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# Test retrieving data
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latest_data = orchestrator.get_latest_data('ohlcv_1s', 'ETH/USDT', 1)
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print(f"Retrieved latest data: {len(latest_data)} items")
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if latest_data:
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bar = latest_data[0]
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print(f" Bar: {bar.symbol} {bar.close} @ {bar.timestamp}")
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# Test minimum data check
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has_min_data = orchestrator.ensure_minimum_data('ohlcv_1s', 'ETH/USDT', 1)
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print(f"Has minimum data (1): {has_min_data}")
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has_min_data_100 = orchestrator.ensure_minimum_data('ohlcv_1s', 'ETH/USDT', 100)
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print(f"Has minimum data (100): {has_min_data_100}")
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return True
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except Exception as e:
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print(f"❌ FIFO queue operations test failed: {e}")
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return False
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def test_data_queue_filling():
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"""Test filling queues with multiple data points"""
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print("\n=== Testing Data Queue Filling ===")
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try:
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data_provider = DataProvider()
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orchestrator = TradingOrchestrator(data_provider)
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# Add multiple OHLCV bars
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for i in range(150): # Add 150 bars
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test_bar = OHLCVBar(
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symbol="ETH/USDT",
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timestamp=datetime.now(),
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open=2500.0 + i,
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high=2510.0 + i,
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low=2490.0 + i,
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close=2505.0 + i,
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volume=1000.0 + i,
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timeframe="1s"
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)
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orchestrator.update_data_queue('ohlcv_1s', 'ETH/USDT', test_bar)
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# Check queue status
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status = orchestrator.get_queue_status()
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print(f"Queue status after adding 150 bars: {status}")
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# Test minimum data requirements
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has_min_data = orchestrator.ensure_minimum_data('ohlcv_1s', 'ETH/USDT', 100)
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print(f"Has minimum data (100): {has_min_data}")
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# Get all data
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all_data = orchestrator.get_queue_data('ohlcv_1s', 'ETH/USDT')
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print(f"Total data in queue: {len(all_data)} items")
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# Test max_items parameter
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limited_data = orchestrator.get_queue_data('ohlcv_1s', 'ETH/USDT', max_items=50)
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print(f"Limited data (50): {len(limited_data)} items")
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return True
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except Exception as e:
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print(f"❌ Data queue filling test failed: {e}")
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return False
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def test_base_data_input_building():
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"""Test building BaseDataInput from FIFO queues"""
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print("\n=== Testing BaseDataInput Building ===")
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try:
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data_provider = DataProvider()
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orchestrator = TradingOrchestrator(data_provider)
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# Fill queues with sufficient data
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timeframes = ['1s', '1m', '1h', '1d']
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min_counts = [100, 50, 20, 10]
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for timeframe, min_count in zip(timeframes, min_counts):
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for i in range(min_count + 10): # Add a bit more than minimum
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test_bar = OHLCVBar(
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symbol="ETH/USDT",
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timestamp=datetime.now(),
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open=2500.0 + i,
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high=2510.0 + i,
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low=2490.0 + i,
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close=2505.0 + i,
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volume=1000.0 + i,
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timeframe=timeframe
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)
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orchestrator.update_data_queue(f'ohlcv_{timeframe}', 'ETH/USDT', test_bar)
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# Add BTC data
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for i in range(110):
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btc_bar = OHLCVBar(
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symbol="BTC/USDT",
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timestamp=datetime.now(),
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open=50000.0 + i,
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high=50100.0 + i,
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low=49900.0 + i,
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close=50050.0 + i,
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volume=100.0 + i,
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timeframe="1s"
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)
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orchestrator.update_data_queue('ohlcv_1s', 'BTC/USDT', btc_bar)
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# Add technical indicators
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test_indicators = {'rsi': 50.0, 'macd': 0.1, 'bb_upper': 2520.0, 'bb_lower': 2480.0}
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orchestrator.update_data_queue('technical_indicators', 'ETH/USDT', test_indicators)
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# Try to build BaseDataInput
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base_data = orchestrator.build_base_data_input('ETH/USDT')
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if base_data:
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print("✅ BaseDataInput built successfully")
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# Test feature vector
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features = base_data.get_feature_vector()
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print(f" Feature vector size: {len(features)}")
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print(f" Symbol: {base_data.symbol}")
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print(f" OHLCV 1s data: {len(base_data.ohlcv_1s)} bars")
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print(f" OHLCV 1m data: {len(base_data.ohlcv_1m)} bars")
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print(f" BTC data: {len(base_data.btc_ohlcv_1s)} bars")
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print(f" Technical indicators: {len(base_data.technical_indicators)}")
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# Validate
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is_valid = base_data.validate()
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print(f" Validation: {is_valid}")
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return True
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else:
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print("❌ Failed to build BaseDataInput")
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return False
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except Exception as e:
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print(f"❌ BaseDataInput building test failed: {e}")
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return False
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def test_consistent_feature_size():
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"""Test that feature vectors are always the same size"""
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print("\n=== Testing Consistent Feature Size ===")
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try:
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data_provider = DataProvider()
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orchestrator = TradingOrchestrator(data_provider)
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# Fill with minimal data first
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for timeframe, min_count in [('1s', 100), ('1m', 50), ('1h', 20), ('1d', 10)]:
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for i in range(min_count):
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test_bar = OHLCVBar(
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symbol="ETH/USDT",
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timestamp=datetime.now(),
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open=2500.0 + i,
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high=2510.0 + i,
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low=2490.0 + i,
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close=2505.0 + i,
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volume=1000.0 + i,
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timeframe=timeframe
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)
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orchestrator.update_data_queue(f'ohlcv_{timeframe}', 'ETH/USDT', test_bar)
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# Add BTC data
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for i in range(100):
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btc_bar = OHLCVBar(
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symbol="BTC/USDT",
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timestamp=datetime.now(),
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open=50000.0 + i,
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high=50100.0 + i,
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low=49900.0 + i,
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close=50050.0 + i,
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volume=100.0 + i,
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timeframe="1s"
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)
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orchestrator.update_data_queue('ohlcv_1s', 'BTC/USDT', btc_bar)
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feature_sizes = []
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# Test multiple scenarios
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scenarios = [
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("Minimal data", {}),
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("With indicators", {'rsi': 50.0, 'macd': 0.1}),
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("More indicators", {'rsi': 45.0, 'macd': 0.2, 'bb_upper': 2520.0, 'bb_lower': 2480.0, 'ema_20': 2500.0})
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]
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for name, indicators in scenarios:
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if indicators:
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orchestrator.update_data_queue('technical_indicators', 'ETH/USDT', indicators)
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base_data = orchestrator.build_base_data_input('ETH/USDT')
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if base_data:
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features = base_data.get_feature_vector()
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feature_sizes.append(len(features))
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print(f"{name}: {len(features)} features")
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else:
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print(f"{name}: Failed to build BaseDataInput")
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return False
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# Check consistency
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if len(set(feature_sizes)) == 1:
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print(f"✅ All feature vectors have consistent size: {feature_sizes[0]}")
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return True
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else:
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print(f"❌ Inconsistent feature sizes: {feature_sizes}")
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return False
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except Exception as e:
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print(f"❌ Consistent feature size test failed: {e}")
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return False
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def main():
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"""Run all FIFO queue tests"""
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print("=== FIFO Queue System Test Suite ===\n")
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tests = [
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test_fifo_queue_operations,
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test_data_queue_filling,
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test_base_data_input_building,
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test_consistent_feature_size
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]
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passed = 0
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total = len(tests)
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for test in tests:
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if test():
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passed += 1
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print()
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print(f"=== Test Results: {passed}/{total} passed ===")
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if passed == total:
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print("✅ ALL TESTS PASSED!")
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print("✅ FIFO queue system is working correctly")
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print("✅ Consistent data flow ensured")
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print("✅ No more network rebuilding issues")
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else:
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print("❌ Some tests failed")
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if __name__ == "__main__":
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main()
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