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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/portfolio-manager/tests
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
Diffstat (limited to 'services/portfolio-manager/tests')
-rw-r--r--services/portfolio-manager/tests/__init__.py0
-rw-r--r--services/portfolio-manager/tests/test_pnl.py32
-rw-r--r--services/portfolio-manager/tests/test_portfolio.py57
3 files changed, 89 insertions, 0 deletions
diff --git a/services/portfolio-manager/tests/__init__.py b/services/portfolio-manager/tests/__init__.py
new file mode 100644
index 0000000..e69de29
--- /dev/null
+++ b/services/portfolio-manager/tests/__init__.py
diff --git a/services/portfolio-manager/tests/test_pnl.py b/services/portfolio-manager/tests/test_pnl.py
new file mode 100644
index 0000000..4462adc
--- /dev/null
+++ b/services/portfolio-manager/tests/test_pnl.py
@@ -0,0 +1,32 @@
+"""Tests for PnL calculation functions."""
+from decimal import Decimal
+
+from portfolio_manager.pnl import calculate_realized_pnl, calculate_unrealized_pnl
+
+
+def test_unrealized_pnl_profit() -> None:
+ result = calculate_unrealized_pnl(
+ quantity=Decimal("0.1"),
+ avg_entry_price=Decimal("50000"),
+ current_price=Decimal("55000"),
+ )
+ assert result == Decimal("500")
+
+
+def test_unrealized_pnl_loss() -> None:
+ result = calculate_unrealized_pnl(
+ quantity=Decimal("0.1"),
+ avg_entry_price=Decimal("50000"),
+ current_price=Decimal("45000"),
+ )
+ assert result == Decimal("-500")
+
+
+def test_realized_pnl_single_trade() -> None:
+ result = calculate_realized_pnl(
+ buy_price=Decimal("50000"),
+ sell_price=Decimal("55000"),
+ quantity=Decimal("0.1"),
+ fee=Decimal("5.5"),
+ )
+ assert result == Decimal("494.5")
diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py
new file mode 100644
index 0000000..26319ca
--- /dev/null
+++ b/services/portfolio-manager/tests/test_portfolio.py
@@ -0,0 +1,57 @@
+"""Tests for PortfolioTracker."""
+from decimal import Decimal
+
+from shared.models import Order, OrderSide, OrderStatus, OrderType
+from portfolio_manager.portfolio import PortfolioTracker
+
+
+def make_order(side: OrderSide, price: str, quantity: str) -> Order:
+ """Helper to create a filled Order."""
+ return Order(
+ signal_id="test-signal",
+ symbol="BTC/USDT",
+ side=side,
+ type=OrderType.MARKET,
+ price=Decimal(price),
+ quantity=Decimal(quantity),
+ status=OrderStatus.FILLED,
+ )
+
+
+def test_portfolio_add_buy_order() -> None:
+ tracker = PortfolioTracker()
+ order = make_order(OrderSide.BUY, "50000", "0.1")
+ tracker.apply_order(order)
+
+ position = tracker.get_position("BTC/USDT")
+ assert position is not None
+ assert position.quantity == Decimal("0.1")
+ assert position.avg_entry_price == Decimal("50000")
+
+
+def test_portfolio_add_multiple_buys() -> None:
+ tracker = PortfolioTracker()
+ tracker.apply_order(make_order(OrderSide.BUY, "50000", "0.1"))
+ tracker.apply_order(make_order(OrderSide.BUY, "52000", "0.1"))
+
+ position = tracker.get_position("BTC/USDT")
+ assert position is not None
+ assert position.quantity == Decimal("0.2")
+ assert position.avg_entry_price == Decimal("51000")
+
+
+def test_portfolio_sell_reduces_position() -> None:
+ tracker = PortfolioTracker()
+ tracker.apply_order(make_order(OrderSide.BUY, "50000", "0.2"))
+ tracker.apply_order(make_order(OrderSide.SELL, "55000", "0.1"))
+
+ position = tracker.get_position("BTC/USDT")
+ assert position is not None
+ assert position.quantity == Decimal("0.1")
+ assert position.avg_entry_price == Decimal("50000")
+
+
+def test_portfolio_no_position_returns_none() -> None:
+ tracker = PortfolioTracker()
+ position = tracker.get_position("ETH/USDT")
+ assert position is None