matitos
9c3bee87ac
FastAPI backend with a single-strategy async engine, paper and Binance brokers, pure-python indicators, a backtester that shares the engine's portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.
111 lines
3.5 KiB
Python
111 lines
3.5 KiB
Python
from __future__ import annotations
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from typing import ClassVar
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import pytest
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from app.broker.paper import PaperBroker
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from app.config import Settings
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from app.engine.engine import TradingEngine
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from app.engine.strategies.base import Strategy, StrategyContext
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from app.market.fake import FakeMarketData
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from app.models import OrderSide, PositionSide
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from app.schemas import Candle
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from app.store import Store
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class ToggleStrategy(Strategy):
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key: ClassVar[str] = "test_toggle"
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name: ClassVar[str] = "Toggle"
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default_params: ClassVar[dict] = {}
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def on_candle(self, ctx: StrategyContext) -> None:
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if ctx.is_flat:
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ctx.enter_long(size=0.5)
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else:
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ctx.close()
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def build_engine(settings: Settings, store: Store, market: FakeMarketData) -> TradingEngine:
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return TradingEngine(
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feed=market,
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broker=PaperBroker(fee_bps=0, slippage_bps=0),
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store=store,
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settings=settings,
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)
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async def test_manual_open_and_close_pnl(settings: Settings, store: Store) -> None:
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market = FakeMarketData.from_closes([100.0])
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engine = build_engine(settings, store, market)
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engine.symbol = "BTC/USDT"
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engine.last_price = 100.0
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await engine.manual_order(OrderSide.BUY, qty=1.0, quote_amount=None, reason="test")
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assert engine.position is not None
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assert engine.cash == pytest.approx(9_900.0)
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assert engine.equity == pytest.approx(10_000.0)
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engine.last_price = 110.0
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assert engine.equity == pytest.approx(10_010.0)
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assert engine.unrealized_pnl == pytest.approx(10.0)
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await engine.close_current_position()
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assert engine.position is None
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assert engine.realized_pnl == pytest.approx(10.0)
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assert engine.cash == pytest.approx(10_010.0)
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async def test_stop_loss_exits_at_level(settings: Settings, store: Store) -> None:
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market = FakeMarketData.from_closes([100.0])
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engine = build_engine(settings, store, market)
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engine.symbol = "BTC/USDT"
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engine.last_price = 100.0
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await engine._open_position(
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PositionSide.LONG,
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size=0.0,
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stop_loss=95.0,
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take_profit=120.0,
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reason="entry",
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qty_override=1.0,
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)
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await engine._check_risk(Candle(ts=0, open=100, high=101, low=94, close=96, volume=1))
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assert engine.position is None
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assert engine.realized_pnl == pytest.approx(-5.0)
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async def test_take_profit_exits_at_level(settings: Settings, store: Store) -> None:
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market = FakeMarketData.from_closes([100.0])
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engine = build_engine(settings, store, market)
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engine.symbol = "BTC/USDT"
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engine.last_price = 100.0
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await engine._open_position(
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PositionSide.LONG,
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size=0.0,
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stop_loss=95.0,
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take_profit=110.0,
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reason="entry",
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qty_override=1.0,
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)
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await engine._check_risk(Candle(ts=0, open=100, high=111, low=100, close=109, volume=1))
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assert engine.position is None
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assert engine.realized_pnl == pytest.approx(10.0)
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async def test_tick_runs_strategy_and_opens_position(settings: Settings, store: Store) -> None:
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market = FakeMarketData.from_closes([100.0, 100.0])
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engine = build_engine(settings, store, market)
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engine.strategy = ToggleStrategy()
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engine.strategy_key = "test_toggle"
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engine.symbol = "BTC/USDT"
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await engine.tick()
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assert engine.position is not None
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assert engine.position.side == PositionSide.LONG
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market.append(Candle(ts=99, open=110, high=110, low=110, close=110, volume=1))
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await engine.tick()
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assert engine.position is None
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