from __future__ import annotations import pytest from app.engine.portfolio import ( account_equity, apply_close, apply_open, order_qty, realized_pnl, risk_exit, unrealized_pnl, ) from app.models import PositionSide def test_apply_open_long_and_short() -> None: assert apply_open(1000.0, PositionSide.LONG, 1.0, 100.0, 1.0) == pytest.approx(899.0) assert apply_open(1000.0, PositionSide.SHORT, 1.0, 100.0, 1.0) == pytest.approx(1099.0) def test_apply_close_long_and_short() -> None: assert apply_close(100.0, PositionSide.LONG, 1.0, 120.0, 1.0) == pytest.approx(219.0) assert apply_close(2100.0, PositionSide.SHORT, 1.0, 90.0, 1.0) == pytest.approx(2009.0) def test_realized_pnl_includes_fees() -> None: assert realized_pnl(PositionSide.LONG, 100, 110, 2, 1, 1) == pytest.approx(18.0) assert realized_pnl(PositionSide.SHORT, 100, 90, 2, 1, 1) == pytest.approx(18.0) assert realized_pnl(PositionSide.LONG, 100, 90, 2, 1, 1) == pytest.approx(-22.0) def test_unrealized_pnl() -> None: assert unrealized_pnl(PositionSide.LONG, 100, 110, 3) == pytest.approx(30.0) assert unrealized_pnl(PositionSide.SHORT, 100, 110, 3) == pytest.approx(-30.0) def test_account_equity_long_and_short() -> None: assert account_equity(100, PositionSide.LONG, 2, 150) == pytest.approx(400.0) assert account_equity(300, PositionSide.SHORT, 2, 80) == pytest.approx(140.0) def test_order_qty_caps_longs_by_cash_and_scales_with_size() -> None: assert order_qty(10_000, 1.0, PositionSide.LONG, 10_000, 100) == pytest.approx(99.0) assert order_qty(10_000, 0.5, PositionSide.SHORT, 10_000, 100) == pytest.approx(50.0) assert order_qty(10_000, 1.0, PositionSide.SHORT, 0, 100) == pytest.approx(100.0) assert order_qty(10_000, 1.0, PositionSide.LONG, 10_000, 0) == 0.0 def test_risk_exit_long() -> None: assert risk_exit(PositionSide.LONG, 95, 120, high=101, low=94) == ("stop loss", 95) assert risk_exit(PositionSide.LONG, 95, 120, high=121, low=100) == ("take profit", 120) assert risk_exit(PositionSide.LONG, 95, 120, high=110, low=100) is None def test_risk_exit_short() -> None: assert risk_exit(PositionSide.SHORT, 110, 90, high=111, low=100) == ("stop loss", 110) assert risk_exit(PositionSide.SHORT, 110, 90, high=100, low=89) == ("take profit", 90) assert risk_exit(PositionSide.SHORT, None, None, high=100, low=95) is None