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

1 files changed, 59 insertions, 0 deletions

diff --git a/tests/integration/test_portfolio_tracking_flow.py b/tests/integration/test_portfolio_tracking_flow.py
new file mode 100644
index 0000000..386e78f
--- /dev/null
+++ b/tests/integration/test_portfolio_tracking_flow.py
@@ -0,0 +1,59 @@
+"""Integration test: order -> portfolio tracker -> position state."""
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "portfolio-manager" / "src"))
+
+import pytest
+from decimal import Decimal
+from datetime import datetime, timezone
+
+from shared.models import Order, OrderSide, OrderType, OrderStatus
+from portfolio_manager.portfolio import PortfolioTracker
+
+
+def test_portfolio_tracks_buy_sell_cycle():
+    """Buy then sell should update position and reset on full sell."""
+    tracker = PortfolioTracker()
+
+    buy_order = Order(
+        signal_id="sig-1", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("50000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    )
+    tracker.apply_order(buy_order)
+
+    pos = tracker.get_position("BTCUSDT")
+    assert pos is not None
+    assert pos.quantity == Decimal("0.1")
+    assert pos.avg_entry_price == Decimal("50000")
+
+    sell_order = Order(
+        signal_id="sig-2", symbol="BTCUSDT", side=OrderSide.SELL,
+        type=OrderType.MARKET, price=Decimal("55000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    )
+    tracker.apply_order(sell_order)
+
+    pos = tracker.get_position("BTCUSDT")
+    assert pos is None  # Fully sold
+
+
+def test_portfolio_weighted_average_on_multiple_buys():
+    """Multiple buys at different prices should compute weighted average."""
+    tracker = PortfolioTracker()
+
+    tracker.apply_order(Order(
+        signal_id="s1", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("50000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+    tracker.apply_order(Order(
+        signal_id="s2", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("60000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+
+    pos = tracker.get_position("BTCUSDT")
+    assert pos.quantity == Decimal("0.2")
+    assert pos.avg_entry_price == Decimal("55000")  # weighted avg