Merge pull request #1329 from bug-or-feature/fix_slow_test

Attempt to fix slow tests in the master branch

.github/workflows/slow-test-develop.yml

@@ -1,29 +1,26 @@
-name: Slow test
+name: Slow test (develop)
 
 on:
   schedule:
-    - cron: '0 1 * * *'
+    - cron: '0 2 * * *'
 
   workflow_dispatch:
 
 jobs:
   build:
 
-    runs-on: ubuntu-20.04
-    strategy:
-      matrix:
-        python-version: [ 3.8, 3.7 ]
+    runs-on: ubuntu-latest
 
     steps:
 
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
       with:
         ref: "develop"
 
     - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
       with:
-        python-version: ${{ matrix.python-version }}
+        python-version: '3.10'
 
     - name: Install dependencies
       run: |

.github/workflows/slow-test-master.yml

@@ -1,29 +1,26 @@
-name: Slow test
+name: Slow test (master)
 
 on:
   schedule:
-    - cron: '30 1 * * 0'
+    - cron: '0 1 * * 0'
 
   workflow_dispatch:
 
 jobs:
   build:
 
-    runs-on: ubuntu-20.04
-    strategy:
-      matrix:
-        python-version: [ 3.8, 3.7 ]
+    runs-on: ubuntu-latest
 
     steps:
 
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
       with:
         ref: "master"
 
     - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
       with:
-        python-version: ${{ matrix.python-version }}
+        python-version: '3.8'
 
     - name: Install dependencies
       run: |

sysexecution/stack_handler/roll_orders.py

@@ -472,14 +472,17 @@ def get_strategy_name_with_largest_position_for_instrument(
     )
 
     try:
-        strategy_name =         all_instrument_positions.strategy_name_with_largest_abs_position_for_instrument(
-                instrument_code
-            )
+        strategy_name = all_instrument_positions.strategy_name_with_largest_abs_position_for_instrument(
+            instrument_code
+        )
     except:
         ## corner case where nets out to 0
         strategies = diag_positions.get_list_of_strategies_with_positions()
         strategy_name = strategies[0]
-        data.log.debug("No strategies have net positions in %s, using arbitrary strategy %s" % (instrument_code, strategy_name))
+        data.log.debug(
+            "No strategies have net positions in %s, using arbitrary strategy %s"
+            % (instrument_code, strategy_name)
+        )
 
     return strategy_name