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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/strategy-engine/tests/test_engine.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/strategy-engine/tests/test_engine.py')
| -rw-r--r-- | services/strategy-engine/tests/test_engine.py | 72 |
1 files changed, 72 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_engine.py b/services/strategy-engine/tests/test_engine.py new file mode 100644 index 0000000..33ad4dd --- /dev/null +++ b/services/strategy-engine/tests/test_engine.py @@ -0,0 +1,72 @@ +"""Tests for the StrategyEngine.""" +from datetime import datetime, timezone +from decimal import Decimal +from unittest.mock import AsyncMock, MagicMock + +import pytest + +from shared.models import Candle, Signal, OrderSide +from shared.events import CandleEvent, SignalEvent +from strategy_engine.engine import StrategyEngine + + +def make_candle_event() -> dict: + candle = Candle( + symbol="BTC/USDT", + timeframe="1m", + open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open=Decimal("50000"), + high=Decimal("50100"), + low=Decimal("49900"), + close=Decimal("50050"), + volume=Decimal("10.0"), + ) + return CandleEvent(data=candle).to_dict() + + +def make_signal() -> Signal: + return Signal( + strategy="test", + symbol="BTC/USDT", + side=OrderSide.BUY, + price=Decimal("50050"), + quantity=Decimal("0.01"), + reason="test signal", + ) + + +@pytest.mark.asyncio +async def test_engine_dispatches_candle_to_strategies(): + broker = MagicMock() + broker.read = AsyncMock(return_value=[make_candle_event()]) + broker.publish = AsyncMock() + + strategy = MagicMock() + strategy.on_candle = MagicMock(return_value=None) + + engine = StrategyEngine(broker=broker, strategies=[strategy]) + await engine.process_once("candles.BTC_USDT", "0") + + strategy.on_candle.assert_called_once() + candle_arg = strategy.on_candle.call_args[0][0] + assert isinstance(candle_arg, Candle) + assert candle_arg.symbol == "BTC/USDT" + + +@pytest.mark.asyncio +async def test_engine_publishes_signal_when_strategy_returns_one(): + broker = MagicMock() + broker.read = AsyncMock(return_value=[make_candle_event()]) + broker.publish = AsyncMock() + + strategy = MagicMock() + strategy.on_candle = MagicMock(return_value=make_signal()) + + engine = StrategyEngine(broker=broker, strategies=[strategy]) + await engine.process_once("candles.BTC_USDT", "0") + + broker.publish.assert_called_once() + call_args = broker.publish.call_args + assert call_args[0][0] == "signals" + published_data = call_args[0][1] + assert published_data["type"] == "SIGNAL" |
