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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 15:56:35 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 15:56:35 +0900 |
| commit | 33b14aaa2344b0fd95d1629627c3d135b24ae102 (patch) | |
| tree | 90b214758bc3b076baa7711226a1a1be6268e72e /services/order-executor/tests/test_executor.py | |
| parent | 9360f1a800aa29b40399a2f3bfbfcf215a04e279 (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
Diffstat (limited to 'services/order-executor/tests/test_executor.py')
| -rw-r--r-- | services/order-executor/tests/test_executor.py | 122 |
1 files changed, 122 insertions, 0 deletions
diff --git a/services/order-executor/tests/test_executor.py b/services/order-executor/tests/test_executor.py new file mode 100644 index 0000000..5b18992 --- /dev/null +++ b/services/order-executor/tests/test_executor.py @@ -0,0 +1,122 @@ +"""Tests for OrderExecutor.""" +from decimal import Decimal +from unittest.mock import AsyncMock, MagicMock + +import pytest + +from shared.models import OrderSide, OrderStatus, Signal +from order_executor.executor import OrderExecutor +from order_executor.risk_manager import RiskCheckResult, RiskManager + + +def make_signal(side: OrderSide = OrderSide.BUY, price: str = "100", quantity: str = "1") -> Signal: + return Signal( + strategy="test", + symbol="BTC/USDT", + side=side, + price=Decimal(price), + quantity=Decimal(quantity), + reason="test", + ) + + +def make_mock_exchange(free_usdt: float = 10000.0) -> AsyncMock: + exchange = AsyncMock() + exchange.fetch_balance.return_value = {"free": {"USDT": free_usdt}} + exchange.create_order = AsyncMock(return_value={"id": "exchange-order-123"}) + return exchange + + +def make_mock_risk_manager(allowed: bool = True, reason: str = "OK") -> MagicMock: + rm = MagicMock(spec=RiskManager) + rm.check.return_value = RiskCheckResult(allowed=allowed, reason=reason) + return rm + + +def make_mock_broker() -> AsyncMock: + broker = AsyncMock() + broker.publish = AsyncMock() + return broker + + +def make_mock_db() -> AsyncMock: + db = AsyncMock() + db.insert_order = AsyncMock() + return db + + +@pytest.mark.asyncio +async def test_executor_places_order_when_risk_passes(): + """When risk check passes, create_order is called and order status is FILLED.""" + exchange = make_mock_exchange() + risk_manager = make_mock_risk_manager(allowed=True) + broker = make_mock_broker() + db = make_mock_db() + + executor = OrderExecutor( + exchange=exchange, + risk_manager=risk_manager, + broker=broker, + db=db, + dry_run=False, + ) + + signal = make_signal() + order = await executor.execute(signal) + + assert order is not None + assert order.status == OrderStatus.FILLED + exchange.create_order.assert_called_once() + db.insert_order.assert_called_once_with(order) + broker.publish.assert_called_once() + + +@pytest.mark.asyncio +async def test_executor_rejects_when_risk_fails(): + """When risk check fails, create_order is not called and None is returned.""" + exchange = make_mock_exchange() + risk_manager = make_mock_risk_manager(allowed=False, reason="Position size exceeded") + broker = make_mock_broker() + db = make_mock_db() + + executor = OrderExecutor( + exchange=exchange, + risk_manager=risk_manager, + broker=broker, + db=db, + dry_run=False, + ) + + signal = make_signal() + order = await executor.execute(signal) + + assert order is None + exchange.create_order.assert_not_called() + db.insert_order.assert_not_called() + broker.publish.assert_not_called() + + +@pytest.mark.asyncio +async def test_executor_dry_run_does_not_call_exchange(): + """In dry-run mode, risk passes, order is FILLED, but exchange.create_order is NOT called.""" + exchange = make_mock_exchange() + risk_manager = make_mock_risk_manager(allowed=True) + broker = make_mock_broker() + db = make_mock_db() + + executor = OrderExecutor( + exchange=exchange, + risk_manager=risk_manager, + broker=broker, + db=db, + dry_run=True, + ) + + signal = make_signal() + order = await executor.execute(signal) + + assert order is not None + assert order.status == OrderStatus.FILLED + exchange.create_order.assert_not_called() + db.insert_order.assert_called_once_with(order) + broker.publish.assert_called_once() |
