test: add integration tests for strategy, order, portfolio, and backtest flows

1 files changed, 79 insertions, 0 deletions

diff --git a/tests/integration/test_order_execution_flow.py b/tests/integration/test_order_execution_flow.py
new file mode 100644
index 0000000..1ea0485
--- /dev/null
+++ b/tests/integration/test_order_execution_flow.py
@@ -0,0 +1,79 @@
+"""Integration test: signal -> risk manager -> order executor -> order event."""
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "order-executor" / "src"))
+
+import pytest
+from decimal import Decimal
+from unittest.mock import AsyncMock, MagicMock
+
+from shared.models import Signal, OrderSide, OrderStatus
+from order_executor.executor import OrderExecutor
+from order_executor.risk_manager import RiskManager
+
+
+@pytest.mark.asyncio
+async def test_signal_to_order_flow():
+    """A valid signal passes risk checks and produces a filled order."""
+    signal = Signal(
+        strategy="rsi", symbol="BTC/USDT", side=OrderSide.BUY,
+        price=Decimal("50000"), quantity=Decimal("0.01"), reason="RSI oversold",
+    )
+
+    exchange = AsyncMock()
+    exchange.fetch_balance = AsyncMock(return_value={"free": {"USDT": 10000}})
+
+    risk_manager = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
+
+    broker = AsyncMock()
+    db = AsyncMock()
+    notifier = AsyncMock()
+
+    executor = OrderExecutor(
+        exchange=exchange, risk_manager=risk_manager,
+        broker=broker, db=db, notifier=notifier, dry_run=True,
+    )
+
+    order = await executor.execute(signal)
+
+    assert order is not None
+    assert order.status == OrderStatus.FILLED
+    assert order.symbol == "BTC/USDT"
+    assert order.side == OrderSide.BUY
+
+    # Verify order was persisted and published
+    db.insert_order.assert_called_once()
+    broker.publish.assert_called_once()
+    notifier.send_order.assert_called_once()
+
+
+@pytest.mark.asyncio
+async def test_signal_rejected_by_risk_manager():
+    """A signal that exceeds position size is rejected."""
+    signal = Signal(
+        strategy="rsi", symbol="BTC/USDT", side=OrderSide.BUY,
+        price=Decimal("50000"), quantity=Decimal("100"),  # Way too large
+        reason="test",
+    )
+
+    exchange = AsyncMock()
+    exchange.fetch_balance = AsyncMock(return_value={"free": {"USDT": 1000}})
+
+    risk_manager = RiskManager(
+        max_position_size=Decimal("0.1"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
+
+    executor = OrderExecutor(
+        exchange=exchange, risk_manager=risk_manager,
+        broker=AsyncMock(), db=AsyncMock(), notifier=AsyncMock(), dry_run=True,
+    )
+
+    order = await executor.execute(signal)
+    assert order is None  # Rejected