Standardize setup_catalog fixture naming

nautilus_trader/test_kit/mocks/data.py

@@ -14,11 +14,11 @@
 # -------------------------------------------------------------------------------------------------
 
 from pathlib import Path
+from typing import Literal
 
 from nautilus_trader.common.clock import TestClock
 from nautilus_trader.common.logging import Logger
 from nautilus_trader.common.providers import InstrumentProvider
-from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.persistence.catalog.parquet import ParquetDataCatalog
 from nautilus_trader.persistence.catalog.singleton import clear_singleton_instances
 from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler
@@ -27,7 +27,7 @@
 from nautilus_trader.trading.filters import NewsEvent
 
 
-AUDUSD_SIM = TestInstrumentProvider.default_fx_ccy("AUD/USD")
+_AUDUSD_SIM = TestInstrumentProvider.default_fx_ccy("AUD/USD")
 
 
 class NewsEventData(NewsEvent):
@@ -36,9 +36,9 @@ class NewsEventData(NewsEvent):
     """
 
 
-def data_catalog_setup(
-    protocol: str,
-    path: str | Path | None = None,
+def setup_catalog(
+    protocol: Literal["memory", "file"],
+    path: Path | str | None = None,
 ) -> ParquetDataCatalog:
     if protocol not in ("memory", "file"):
         raise ValueError("`protocol` should only be one of `memory` or `file` for testing")
@@ -62,21 +62,17 @@ def data_catalog_setup(
     return catalog
 
 
-def aud_usd_data_loader(catalog: ParquetDataCatalog) -> None:
-    from nautilus_trader.test_kit.providers import TestInstrumentProvider
-
-    instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=Venue("SIM"))
-
+def load_catalog_with_stub_quote_ticks_audusd(catalog: ParquetDataCatalog) -> None:
     clock = TestClock()
     logger = Logger(clock)
 
     instrument_provider = InstrumentProvider(
         logger=logger,
     )
-    instrument_provider.add(instrument)
+    instrument_provider.add(_AUDUSD_SIM)
 
-    wrangler = QuoteTickDataWrangler(instrument)
+    wrangler = QuoteTickDataWrangler(_AUDUSD_SIM)
     ticks = wrangler.process(TestDataProvider().read_csv_ticks("truefx/audusd-ticks.csv"))
     ticks.sort(key=lambda x: x.ts_init)  # CAUTION: data was not originally sorted
-    catalog.write_data([instrument])
+    catalog.write_data([_AUDUSD_SIM])
     catalog.write_data(ticks)

tests/acceptance_tests/test_backtest.py

@@ -55,7 +55,7 @@
 from nautilus_trader.persistence.wranglers import BarDataWrangler
 from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler
 from nautilus_trader.persistence.wranglers import TradeTickDataWrangler
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from nautilus_trader.test_kit.providers import TestDataProvider
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 from tests import TEST_DATA_DIR
@@ -697,7 +697,7 @@ def test_run_ema_cross_with_tick_bar_spec(self):
 class TestBacktestAcceptanceTestsOrderBookImbalance:
     def setup(self):
         # Fixture Setup
-        data_catalog_setup(protocol="memory")
+        setup_catalog(protocol="memory")
 
         config = BacktestEngineConfig(
             logging=LoggingConfig(bypass_logging=True),
@@ -758,7 +758,7 @@ def test_run_order_book_imbalance(self):
 class TestBacktestAcceptanceTestsMarketMaking:
     def setup(self):
         # Fixture Setup
-        data_catalog_setup(protocol="memory")
+        setup_catalog(protocol="memory")
 
         config = BacktestEngineConfig(
             logging=LoggingConfig(bypass_logging=True),

tests/integration_tests/adapters/betfair/conftest.py

@@ -30,7 +30,7 @@
 from nautilus_trader.model.identifiers import AccountId
 from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.persistence.catalog import ParquetDataCatalog
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from nautilus_trader.test_kit.stubs.events import TestEventStubs
 from tests.integration_tests.adapters.betfair.test_kit import BetfairResponses
 from tests.integration_tests.adapters.betfair.test_kit import BetfairTestStubs
@@ -169,7 +169,7 @@ def exec_client(
 
 @pytest.fixture()
 def data_catalog() -> ParquetDataCatalog:
-    catalog: ParquetDataCatalog = data_catalog_setup(protocol="memory", path="/")
+    catalog: ParquetDataCatalog = setup_catalog(protocol="memory", path="/")
     load_betfair_data(catalog)
     return catalog
 

tests/integration_tests/adapters/betfair/test_betfair_persistence.py

@@ -21,14 +21,14 @@
 from nautilus_trader.model.objects import Price
 from nautilus_trader.model.objects import Quantity
 from nautilus_trader.serialization.arrow.serializer import ArrowSerializer
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from tests.integration_tests.adapters.betfair.test_kit import betting_instrument
 from tests.integration_tests.adapters.betfair.test_kit import load_betfair_data
 
 
 class TestBetfairPersistence:
     def setup(self):
-        self.catalog = data_catalog_setup(protocol="memory", path="/catalog")
+        self.catalog = setup_catalog(protocol="memory", path="/catalog")
         self.fs = self.catalog.fs
         self.instrument = betting_instrument()
 

tests/integration_tests/adapters/databento/test_loaders.py

@@ -46,7 +46,7 @@
 DATABENTO_TEST_DATA_DIR = TEST_DATA_DIR / "databento"
 
 
-@pytest.mark.skip(reason="Used for development")
+@pytest.mark.skip(reason="development_only")
 def test_loader_definition_glbx_all_symbols() -> None:
     # Arrange
     loader = DatabentoDataLoader()
@@ -59,7 +59,7 @@ def test_loader_definition_glbx_all_symbols() -> None:
     assert len(data) == 10_000_000
 
 
-@pytest.mark.skip(reason="Used for development")
+@pytest.mark.skip(reason="development_only")
 def test_loader_spy_xnas_itch_mbo() -> None:
     # Arrange
     loader = DatabentoDataLoader()

tests/unit_tests/backtest/test_config.py

@@ -39,8 +39,8 @@
 from nautilus_trader.model.identifiers import InstrumentId
 from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.test_kit.mocks.data import NewsEventData
-from nautilus_trader.test_kit.mocks.data import aud_usd_data_loader
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import load_catalog_with_stub_quote_ticks_audusd
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from nautilus_trader.test_kit.providers import TestDataProvider
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 from nautilus_trader.test_kit.stubs.config import TestConfigStubs
@@ -51,8 +51,8 @@
 class TestBacktestConfig:
     def setup(self):
         self.fs_protocol = "file"
-        self.catalog = data_catalog_setup(protocol=self.fs_protocol)
-        aud_usd_data_loader(self.catalog)
+        self.catalog = setup_catalog(protocol=self.fs_protocol)
+        load_catalog_with_stub_quote_ticks_audusd(self.catalog)
         self.venue = Venue("SIM")
         self.instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=self.venue)
         self.backtest_config = TestConfigStubs.backtest_run_config(catalog=self.catalog)
@@ -191,7 +191,7 @@ def test_backtest_config_to_json(self):
 
 class TestBacktestConfigParsing:
     def setup(self):
-        self.catalog = data_catalog_setup(protocol="memory", path="/.nautilus/")
+        self.catalog = setup_catalog(protocol="memory", path="/.nautilus/")
         self.venue = Venue("SIM")
         self.instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=self.venue)
         self.backtest_config = TestConfigStubs.backtest_run_config(catalog=self.catalog)

tests/unit_tests/backtest/test_engine.py

@@ -14,8 +14,8 @@
 # -------------------------------------------------------------------------------------------------
 
 import sys
-import tempfile
 from decimal import Decimal
+from pathlib import Path
 
 import pandas as pd
 import pytest
@@ -215,11 +215,10 @@ def test_account_state_timestamp(self):
         assert report.index[0] == start
 
     @pytest.mark.skipif(sys.platform == "win32", reason="Failing on windows")
-    def test_persistence_files_cleaned_up(self):
+    def test_persistence_files_cleaned_up(self, tmp_path: Path) -> None:
         # Arrange
-        temp_dir = tempfile.mkdtemp()
         catalog = ParquetDataCatalog(
-            path=str(temp_dir),
+            path=tmp_path,
             fs_protocol="file",
         )
         config = TestConfigStubs.backtest_engine_config(persist=True, catalog=catalog)
@@ -228,9 +227,12 @@ def test_persistence_files_cleaned_up(self):
             instrument=self.usdjpy,
             ticks=TestDataStubs.quote_ticks_usdjpy(),
         )
+
+        # Act
         engine.run()
         engine.dispose()
 
+        # Assert
         assert all(f.closed for f in engine.kernel.writer._files.values())
 
     def test_backtest_engine_multiple_runs(self):

tests/unit_tests/backtest/test_node.py

@@ -15,7 +15,7 @@
 
 from decimal import Decimal
 
-import msgspec.json
+import msgspec
 import pytest
 
 from nautilus_trader.backtest.engine import BacktestEngineConfig
@@ -29,13 +29,13 @@
 from nautilus_trader.model.data import QuoteTick
 from nautilus_trader.model.identifiers import InstrumentId
 from nautilus_trader.persistence.funcs import parse_bytes
-from nautilus_trader.test_kit.mocks.data import aud_usd_data_loader
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import load_catalog_with_stub_quote_ticks_audusd
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 
 
 class TestBacktestNode:
     def setup(self):
-        self.catalog = data_catalog_setup(protocol="file", path="./data_catalog")
+        self.catalog = setup_catalog(protocol="file", path="./data_catalog")
         self.venue_config = BacktestVenueConfig(
             name="SIM",
             oms_type="HEDGING",
@@ -76,7 +76,7 @@ def setup(self):
                 data=[self.data_config],
             ),
         ]
-        aud_usd_data_loader(self.catalog)  # Load sample data
+        load_catalog_with_stub_quote_ticks_audusd(self.catalog)  # Load sample data
 
     def test_init(self):
         node = BacktestNode(configs=self.backtest_configs)

tests/unit_tests/common/test_actor.py

@@ -51,7 +51,7 @@
 from nautilus_trader.portfolio.portfolio import Portfolio
 from nautilus_trader.test_kit.mocks.actors import KaboomActor
 from nautilus_trader.test_kit.mocks.actors import MockActor
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 from nautilus_trader.test_kit.stubs.component import TestComponentStubs
 from nautilus_trader.test_kit.stubs.data import UNIX_EPOCH
@@ -2051,7 +2051,7 @@ def test_publish_data_persist(self) -> None:
             clock=self.clock,
             logger=self.logger,
         )
-        catalog = data_catalog_setup(protocol="memory", path="/catalog")
+        catalog = setup_catalog(protocol="memory", path="/catalog")
 
         writer = StreamingFeatherWriter(
             path=catalog.path,

tests/unit_tests/data/test_engine.py

@@ -52,7 +52,7 @@
 from nautilus_trader.model.objects import Price
 from nautilus_trader.model.objects import Quantity
 from nautilus_trader.portfolio.portfolio import Portfolio
-from nautilus_trader.test_kit.mocks.data import data_catalog_setup
+from nautilus_trader.test_kit.mocks.data import setup_catalog
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 from nautilus_trader.test_kit.stubs.component import TestComponentStubs
 from nautilus_trader.test_kit.stubs.data import TestDataStubs
@@ -2126,7 +2126,7 @@ def test_request_instruments_reaches_client(self):
     @pytest.mark.skipif(sys.platform == "win32", reason="Failing on windows")
     def test_request_instrument_when_catalog_registered(self):
         # Arrange
-        catalog = data_catalog_setup(protocol="file")
+        catalog = setup_catalog(protocol="file")
 
         idealpro = Venue("IDEALPRO")
         instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=idealpro)
@@ -2156,7 +2156,7 @@ def test_request_instrument_when_catalog_registered(self):
     @pytest.mark.skipif(sys.platform == "win32", reason="Failing on windows")
     def test_request_instruments_for_venue_when_catalog_registered(self):
         # Arrange
-        catalog = data_catalog_setup(protocol="file")
+        catalog = setup_catalog(protocol="file")
 
         idealpro = Venue("IDEALPRO")
         instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=idealpro)

tests/unit_tests/model/test_orderbook.py

@@ -664,7 +664,7 @@ def make_delta(side: OrderSide, price: float, size: float, ts):
         assert book.ts_last == new.ts_last
         assert book.sequence == new.sequence
 
-    @pytest.mark.skip(reason="Used for development")
+    @pytest.mark.skip(reason="development_only")
     def test_orderbook_spy_xnas_itch_mbo_l3(self) -> None:
         # Arrange
         loader = DatabentoDataLoader()