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authorTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 18:24:32 +0900
committerTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 18:24:32 +0900
commit7bfdf07dccb09a613f66f63d1513b80f167a3881 (patch)
tree1b184c9353178a4ad1c34db3d83d0ab6a0d5212b /services/backtester/tests/test_engine.py
parent9e82c51dfde3941189db1b2d62dcc239442b9dc6 (diff)
feat(backtester): add slippage, fees, stop-loss/take-profit, and short selling
Diffstat (limited to 'services/backtester/tests/test_engine.py')
-rw-r--r--services/backtester/tests/test_engine.py8
1 files changed, 6 insertions, 2 deletions
diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py
index 6962477..003e951 100644
--- a/services/backtester/tests/test_engine.py
+++ b/services/backtester/tests/test_engine.py
@@ -44,7 +44,9 @@ def test_backtest_engine_runs_strategy_over_candles():
strategy.on_candle.return_value = None
candles = make_candles([50000.0, 51000.0, 52000.0])
- engine = BacktestEngine(strategy, Decimal("10000"))
+ engine = BacktestEngine(
+ strategy, Decimal("10000"), slippage_pct=0.0, taker_fee_pct=0.0
+ )
result = engine.run(candles)
assert strategy.on_candle.call_count == 3
@@ -62,7 +64,9 @@ def test_backtest_engine_executes_signals():
strategy.on_candle.side_effect = [buy_signal, None, sell_signal]
candles = make_candles([50000.0, 52000.0, 55000.0])
- engine = BacktestEngine(strategy, Decimal("10000"))
+ engine = BacktestEngine(
+ strategy, Decimal("10000"), slippage_pct=0.0, taker_fee_pct=0.0
+ )
result = engine.run(candles)
assert result.total_trades == 2