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authorTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 15:56:35 +0900
committerTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 15:56:35 +0900
commit33b14aaa2344b0fd95d1629627c3d135b24ae102 (patch)
tree90b214758bc3b076baa7711226a1a1be6268e72e /services/backtester/tests/test_simulator.py
parent9360f1a800aa29b40399a2f3bfbfcf215a04e279 (diff)
feat: initial trading platform implementation
Binance spot crypto trading platform with microservices architecture: - shared: Pydantic models, Redis Streams broker, asyncpg DB layer - data-collector: Binance WebSocket/REST market data collection - strategy-engine: Plugin-based strategy execution (RSI, Grid) - order-executor: Order execution with risk management - portfolio-manager: Position tracking and PnL calculation - backtester: Historical strategy testing with simulator - cli: Click-based CLI for all operations - Docker Compose orchestration with Redis and PostgreSQL - 24 test files covering all modules
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+"""Tests for the OrderSimulator."""
+from decimal import Decimal
+
+import pytest
+
+from shared.models import Signal, OrderSide, OrderType
+from backtester.simulator import OrderSimulator
+
+
+def make_signal(
+ symbol: str,
+ side: OrderSide,
+ price: str,
+ quantity: str,
+ strategy: str = "test",
+) -> Signal:
+ return Signal(
+ strategy=strategy,
+ symbol=symbol,
+ side=side,
+ price=Decimal(price),
+ quantity=Decimal(quantity),
+ reason="test",
+ )
+
+
+def test_simulator_initial_balance():
+ sim = OrderSimulator(Decimal("10000"))
+ assert sim.balance == Decimal("10000")
+
+
+def test_simulator_buy_reduces_balance():
+ sim = OrderSimulator(Decimal("10000"))
+ signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ result = sim.execute(signal)
+ assert result is True
+ assert sim.balance == Decimal("5000")
+ assert sim.positions["BTCUSDT"] == Decimal("0.1")
+
+
+def test_simulator_sell_increases_balance():
+ sim = OrderSimulator(Decimal("10000"))
+ buy_signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ sim.execute(buy_signal)
+ balance_after_buy = sim.balance
+
+ sell_signal = make_signal("BTCUSDT", OrderSide.SELL, "55000", "0.1")
+ result = sim.execute(sell_signal)
+ assert result is True
+ assert sim.balance > balance_after_buy
+ # Profit: sold at 55000, bought at 50000 → gain 500
+ assert sim.balance == Decimal("10000") - Decimal("5000") + Decimal("5500")
+
+
+def test_simulator_reject_buy_insufficient_balance():
+ sim = OrderSimulator(Decimal("100"))
+ signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ result = sim.execute(signal)
+ assert result is False
+ assert sim.balance == Decimal("100")
+ assert sim.positions.get("BTCUSDT", Decimal("0")) == Decimal("0")
+
+
+def test_simulator_trade_history():
+ sim = OrderSimulator(Decimal("10000"))
+ signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ sim.execute(signal)
+ assert len(sim.trades) == 1
+ trade = sim.trades[0]
+ assert trade.symbol == "BTCUSDT"
+ assert trade.side == OrderSide.BUY
+ assert trade.price == Decimal("50000")
+ assert trade.quantity == Decimal("0.1")