34 lines
1022 B
Python
34 lines
1022 B
Python
from crossvenue_arbx.bridge import EnergiBridge
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from crossvenue_arbx.core import LocalArbProblem, SharedSignals
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def test_to_catopt_basic_structure():
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problem = LocalArbProblem(
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id="venue1-p1",
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venue="Venue1",
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assets=["AAPL", "MSFT"],
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target_misprice=0.001,
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max_exposure=100000.0,
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latency_budget=0.1,
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)
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signals = SharedSignals(
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version=1,
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price_delta_by_asset={"AAPL": 0.001, "MSFT": -0.0007},
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cross_corr={("AAPL", "MSFT"): 0.8},
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liquidity_estimates={"AAPL": 1.0, "MSFT": 1.2},
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)
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bridge = EnergiBridge()
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catopt = bridge.to_catopt(problem, signals)
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# Basic structure checks
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assert isinstance(catopt, dict)
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assert "version" in catopt
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assert catopt["version"] >= 1
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assert "objects" in catopt
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objs = catopt["objects"]
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assert "LocalArbProblem" in objs
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assert objs["LocalArbProblem"]["venue"] == "Venue1"
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assert "SharedSignals" in objs
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assert objs["SharedSignals"]["version"] == 1
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