Local changes: Updated model training, removed debug instrumentation, and configuration improvements

tests/unit/backtesting/test_slippage.py

@@ -0,0 +1,85 @@
+"""Tests for slippage model."""
+
+import pytest
+from decimal import Decimal
+from src.backtesting.slippage import SlippageModel, FeeModel
+
+
+class TestSlippageModel:
+    """Tests for SlippageModel."""
+    
+    @pytest.fixture
+    def slippage_model(self):
+        """Create slippage model."""
+        return SlippageModel(slippage_rate=0.001)
+    
+    def test_calculate_fill_price_market_buy(self, slippage_model):
+        """Test fill price calculation for market buy."""
+        order_price = Decimal('50000.0')
+        market_price = Decimal('50000.0')
+        
+        fill_price = slippage_model.calculate_fill_price(
+            order_price, "buy", "market", market_price
+        )
+        
+        assert fill_price > market_price  # Buy orders pay more
+    
+    def test_calculate_fill_price_market_sell(self, slippage_model):
+        """Test fill price calculation for market sell."""
+        order_price = Decimal('50000.0')
+        market_price = Decimal('50000.0')
+        
+        fill_price = slippage_model.calculate_fill_price(
+            order_price, "sell", "market", market_price
+        )
+        
+        assert fill_price < market_price  # Sell orders receive less
+    
+    def test_calculate_fill_price_limit(self, slippage_model):
+        """Test fill price for limit orders."""
+        order_price = Decimal('49000.0')
+        market_price = Decimal('50000.0')
+        
+        fill_price = slippage_model.calculate_fill_price(
+            order_price, "buy", "limit", market_price
+        )
+        
+        assert fill_price == order_price  # Limit orders fill at order price
+
+
+class TestFeeModel:
+    """Tests for FeeModel."""
+    
+    @pytest.fixture
+    def fee_model(self):
+        """Create fee model."""
+        return FeeModel(maker_fee=0.001, taker_fee=0.002)
+    
+    def test_calculate_fee_maker(self, fee_model):
+        """Test maker fee calculation."""
+        fee = fee_model.calculate_fee(
+            quantity=Decimal('0.01'),
+            price=Decimal('50000.0'),
+            is_maker=True
+        )
+        
+        assert fee > 0
+        # Fee should be 0.1% of trade value
+        expected = Decimal('0.01') * Decimal('50000.0') * Decimal('0.001')
+        assert abs(float(fee - expected)) < 0.01
+    
+    def test_calculate_fee_taker(self, fee_model):
+        """Test taker fee calculation."""
+        fee = fee_model.calculate_fee(
+            quantity=Decimal('0.01'),
+            price=Decimal('50000.0'),
+            is_maker=False
+        )
+        
+        assert fee > 0
+        # Taker fee should be higher than maker
+        maker_fee = fee_model.calculate_fee(
+            Decimal('0.01'), Decimal('50000.0'), is_maker=True
+        )
+        assert fee > maker_fee
+