89 lines
3.3 KiB
Python
89 lines
3.3 KiB
Python
|
"""Tests for trading engine."""
|
||
|
|
|
||
|
|
import pytest
|
||
|
|
from unittest.mock import Mock, AsyncMock, patch
|
||
|
|
from decimal import Decimal
|
||
|
|
from src.trading.engine import get_trading_engine, TradingEngine
|
||
|
|
from src.core.database import OrderSide, OrderType, OrderStatus
|
||
|
|
|
||
|
|
@pytest.mark.asyncio
|
||
|
|
class TestTradingEngine:
|
||
|
|
|
||
|
|
@pytest.fixture(autouse=True)
|
||
|
|
async def setup_data(self, db_session):
|
||
|
|
"""Setup test data."""
|
||
|
|
from src.core.database import Exchange
|
||
|
|
from sqlalchemy import select
|
||
|
|
|
||
|
|
# Check if exchange exists
|
||
|
|
result = await db_session.execute(select(Exchange).where(Exchange.id == 1))
|
||
|
|
if not result.scalar_one_or_none():
|
||
|
|
try:
|
||
|
|
# Try enabled (new schema)
|
||
|
|
exchange = Exchange(id=1, name="coinbase", enabled=True)
|
||
|
|
db_session.add(exchange)
|
||
|
|
await db_session.commit()
|
||
|
|
except Exception:
|
||
|
|
# Fallback if I was wrong about schema, but I checked it.
|
||
|
|
await db_session.rollback()
|
||
|
|
exchange = Exchange(id=1, name="coinbase")
|
||
|
|
db_session.add(exchange)
|
||
|
|
print("Exchange created in setup_data")
|
||
|
|
|
||
|
|
async def test_execute_order_paper_trading(self, mock_exchange_adapter):
|
||
|
|
"""Test executing paper trading order."""
|
||
|
|
engine = TradingEngine()
|
||
|
|
|
||
|
|
# Mock dependencies
|
||
|
|
engine.get_exchange_adapter = AsyncMock(return_value=mock_exchange_adapter)
|
||
|
|
engine.risk_manager.check_order_risk = Mock(return_value=(True, ""))
|
||
|
|
engine.paper_trading.get_balance = Mock(return_value=Decimal("10000"))
|
||
|
|
engine.paper_trading.execute_order = Mock(return_value=True)
|
||
|
|
# Mock logger
|
||
|
|
engine.logger = Mock()
|
||
|
|
|
||
|
|
order = await engine.execute_order(
|
||
|
|
exchange_id=1,
|
||
|
|
strategy_id=None,
|
||
|
|
symbol="BTC/USD",
|
||
|
|
side=OrderSide.BUY,
|
||
|
|
order_type=OrderType.LIMIT,
|
||
|
|
quantity=Decimal("0.1"),
|
||
|
|
price=Decimal("50000"),
|
||
|
|
paper_trading=True
|
||
|
|
)
|
||
|
|
|
||
|
|
# Check if error occurred
|
||
|
|
if order is None:
|
||
|
|
engine.logger.error.assert_called()
|
||
|
|
call_args = engine.logger.error.call_args
|
||
|
|
print(f"\nCaught exception in engine: {call_args}")
|
||
|
|
|
||
|
|
assert order is not None
|
||
|
|
assert order.symbol == "BTC/USD"
|
||
|
|
assert order.quantity == Decimal("0.1")
|
||
|
|
# Status might be PENDING/OPEN depending on implementation
|
||
|
|
assert order.status in [OrderStatus.PENDING, OrderStatus.OPEN]
|
||
|
|
|
||
|
|
async def test_execute_order_live_trading(self, mock_exchange_adapter):
|
||
|
|
"""Test executing live trading order."""
|
||
|
|
engine = TradingEngine()
|
||
|
|
|
||
|
|
# Mock dependencies
|
||
|
|
engine.get_exchange_adapter = AsyncMock(return_value=mock_exchange_adapter)
|
||
|
|
engine.risk_manager.check_order_risk = Mock(return_value=(True, ""))
|
||
|
|
|
||
|
|
order = await engine.execute_order(
|
||
|
|
exchange_id=1,
|
||
|
|
strategy_id=None,
|
||
|
|
symbol="BTC/USD",
|
||
|
|
side=OrderSide.BUY,
|
||
|
|
order_type=OrderType.MARKET,
|
||
|
|
quantity=Decimal("0.1"),
|
||
|
|
paper_trading=False
|
||
|
|
)
|
||
|
|
|
||
|
|
assert order is not None
|
||
|
|
assert order.paper_trading is False
|
||
|
|
mock_exchange_adapter.place_order.assert_called_once()
|