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-rw-r--r--services/api/tests/test_portfolio_router.py4
-rw-r--r--services/backtester/src/backtester/config.py2
-rw-r--r--services/backtester/tests/test_walk_forward.py2
-rw-r--r--services/data-collector/tests/test_storage.py6
-rw-r--r--services/order-executor/tests/test_risk_manager.py46
-rw-r--r--services/portfolio-manager/tests/test_portfolio.py24
-rw-r--r--services/portfolio-manager/tests/test_snapshot.py2
-rw-r--r--services/strategy-engine/src/strategy_engine/config.py2
8 files changed, 44 insertions, 44 deletions
diff --git a/services/api/tests/test_portfolio_router.py b/services/api/tests/test_portfolio_router.py
index f2584ea..3bd1b2c 100644
--- a/services/api/tests/test_portfolio_router.py
+++ b/services/api/tests/test_portfolio_router.py
@@ -45,7 +45,7 @@ def test_get_positions_with_data(app, mock_db):
app.state.db = db
mock_row = MagicMock()
- mock_row.symbol = "BTCUSDT"
+ mock_row.symbol = "AAPL"
mock_row.quantity = Decimal("0.1")
mock_row.avg_entry_price = Decimal("50000")
mock_row.current_price = Decimal("55000")
@@ -59,7 +59,7 @@ def test_get_positions_with_data(app, mock_db):
assert response.status_code == 200
data = response.json()
assert len(data) == 1
- assert data[0]["symbol"] == "BTCUSDT"
+ assert data[0]["symbol"] == "AAPL"
def test_get_snapshots_empty(app, mock_db):
diff --git a/services/backtester/src/backtester/config.py b/services/backtester/src/backtester/config.py
index f7897da..57ee1fb 100644
--- a/services/backtester/src/backtester/config.py
+++ b/services/backtester/src/backtester/config.py
@@ -5,7 +5,7 @@ from shared.config import Settings
class BacktestConfig(Settings):
backtest_initial_balance: float = 10000.0
- symbol: str = "BTCUSDT"
+ symbol: str = "AAPL"
timeframe: str = "1h"
strategy_name: str = "rsi_strategy"
candle_limit: int = 500
diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py
index 5ab2e7b..96abb6e 100644
--- a/services/backtester/tests/test_walk_forward.py
+++ b/services/backtester/tests/test_walk_forward.py
@@ -21,7 +21,7 @@ def _generate_candles(n=100, base_price=100.0):
price = base_price + (i % 20) - 10
candles.append(
Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1h",
open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
open=Decimal(str(price)),
diff --git a/services/data-collector/tests/test_storage.py b/services/data-collector/tests/test_storage.py
index be85578..ffffa40 100644
--- a/services/data-collector/tests/test_storage.py
+++ b/services/data-collector/tests/test_storage.py
@@ -9,7 +9,7 @@ from shared.models import Candle
from data_collector.storage import CandleStorage
-def _make_candle(symbol: str = "BTCUSDT") -> Candle:
+def _make_candle(symbol: str = "AAPL") -> Candle:
return Candle(
symbol=symbol,
timeframe="1m",
@@ -39,11 +39,11 @@ async def test_storage_saves_to_db_and_publishes():
mock_broker.publish.assert_called_once()
stream_arg = mock_broker.publish.call_args[0][0]
- assert stream_arg == "candles.BTCUSDT"
+ assert stream_arg == "candles.AAPL"
data_arg = mock_broker.publish.call_args[0][1]
assert data_arg["type"] == "CANDLE"
- assert data_arg["data"]["symbol"] == "BTCUSDT"
+ assert data_arg["data"]["symbol"] == "AAPL"
@pytest.mark.asyncio
diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
index 00a9ab4..3d5175b 100644
--- a/services/order-executor/tests/test_risk_manager.py
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -7,7 +7,7 @@ from shared.models import OrderSide, Position, Signal
from order_executor.risk_manager import RiskManager
-def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "BTC/USDT") -> Signal:
+def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "AAPL") -> Signal:
return Signal(
strategy="test",
symbol=symbol,
@@ -93,7 +93,7 @@ def test_risk_check_rejects_insufficient_balance():
def test_trailing_stop_set_and_trigger():
"""Trailing stop should trigger when price drops below stop level."""
rm = make_risk_manager(trailing_stop_pct="5")
- rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+ rm.set_trailing_stop("AAPL", Decimal("100"))
signal = make_signal(side=OrderSide.BUY, price="94", quantity="0.01")
result = rm.check(signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("0"))
@@ -104,10 +104,10 @@ def test_trailing_stop_set_and_trigger():
def test_trailing_stop_updates_highest_price():
"""Trailing stop should track the highest price seen."""
rm = make_risk_manager(trailing_stop_pct="5")
- rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+ rm.set_trailing_stop("AAPL", Decimal("100"))
# Price rises to 120 => stop at 114
- rm.update_price("BTC/USDT", Decimal("120"))
+ rm.update_price("AAPL", Decimal("120"))
# Price at 115 is above stop (114), should be allowed
signal = make_signal(side=OrderSide.BUY, price="115", quantity="0.01")
@@ -124,7 +124,7 @@ def test_trailing_stop_updates_highest_price():
def test_trailing_stop_not_triggered_above_stop():
"""Trailing stop should not trigger when price is above stop level."""
rm = make_risk_manager(trailing_stop_pct="5")
- rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+ rm.set_trailing_stop("AAPL", Decimal("100"))
# Price at 96 is above stop (95), should be allowed
signal = make_signal(side=OrderSide.BUY, price="96", quantity="0.01")
@@ -140,11 +140,11 @@ def test_max_open_positions_check():
rm = make_risk_manager(max_open_positions=2)
positions = {
- "BTC/USDT": make_position("BTC/USDT", "1", "100", "100"),
- "ETH/USDT": make_position("ETH/USDT", "10", "50", "50"),
+ "AAPL": make_position("AAPL", "1", "100", "100"),
+ "MSFT": make_position("MSFT", "10", "50", "50"),
}
- signal = make_signal(side=OrderSide.BUY, price="10", quantity="1", symbol="SOL/USDT")
+ signal = make_signal(side=OrderSide.BUY, price="10", quantity="1", symbol="TSLA")
result = rm.check(signal, balance=Decimal("10000"), positions=positions, daily_pnl=Decimal("0"))
assert result.allowed is False
assert result.reason == "Max open positions reached"
@@ -158,14 +158,14 @@ def test_volatility_calculation():
rm = make_risk_manager(volatility_lookback=5)
# No history yet
- assert rm.get_volatility("BTC/USDT") is None
+ assert rm.get_volatility("AAPL") is None
# Feed prices
prices = [100, 102, 98, 105, 101]
for p in prices:
- rm.update_price("BTC/USDT", Decimal(str(p)))
+ rm.update_price("AAPL", Decimal(str(p)))
- vol = rm.get_volatility("BTC/USDT")
+ vol = rm.get_volatility("AAPL")
assert vol is not None
assert vol > 0
@@ -177,9 +177,9 @@ def test_position_size_with_volatility_scaling():
# Feed volatile prices
prices = [100, 120, 80, 130, 70]
for p in prices:
- rm.update_price("BTC/USDT", Decimal(str(p)))
+ rm.update_price("AAPL", Decimal(str(p)))
- size = rm.calculate_position_size("BTC/USDT", Decimal("10000"))
+ size = rm.calculate_position_size("AAPL", Decimal("10000"))
base = Decimal("10000") * Decimal("0.1")
# High volatility should reduce size below base
@@ -192,9 +192,9 @@ def test_position_size_without_scaling():
prices = [100, 120, 80, 130, 70]
for p in prices:
- rm.update_price("BTC/USDT", Decimal(str(p)))
+ rm.update_price("AAPL", Decimal(str(p)))
- size = rm.calculate_position_size("BTC/USDT", Decimal("10000"))
+ size = rm.calculate_position_size("AAPL", Decimal("10000"))
base = Decimal("10000") * Decimal("0.1")
assert size == base
@@ -211,8 +211,8 @@ def test_portfolio_exposure_check_passes():
max_portfolio_exposure=0.8,
)
positions = {
- "BTCUSDT": Position(
- symbol="BTCUSDT",
+ "AAPL": Position(
+ symbol="AAPL",
quantity=Decimal("0.01"),
avg_entry_price=Decimal("50000"),
current_price=Decimal("50000"),
@@ -230,8 +230,8 @@ def test_portfolio_exposure_check_rejects():
max_portfolio_exposure=0.3,
)
positions = {
- "BTCUSDT": Position(
- symbol="BTCUSDT",
+ "AAPL": Position(
+ symbol="AAPL",
quantity=Decimal("1"),
avg_entry_price=Decimal("50000"),
current_price=Decimal("50000"),
@@ -263,10 +263,10 @@ def test_var_calculation():
daily_loss_limit_pct=Decimal("10"),
)
for i in range(30):
- rm.update_price("BTCUSDT", Decimal(str(100 + (i % 5) - 2)))
+ rm.update_price("AAPL", Decimal(str(100 + (i % 5) - 2)))
positions = {
- "BTCUSDT": Position(
- symbol="BTCUSDT",
+ "AAPL": Position(
+ symbol="AAPL",
quantity=Decimal("1"),
avg_entry_price=Decimal("100"),
current_price=Decimal("100"),
@@ -357,7 +357,7 @@ def test_drawdown_check_rejects_in_check():
rm.update_balance(Decimal("10000"))
signal = Signal(
strategy="test",
- symbol="BTC/USDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("0.01"),
diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py
index 768e071..365dc1a 100644
--- a/services/portfolio-manager/tests/test_portfolio.py
+++ b/services/portfolio-manager/tests/test_portfolio.py
@@ -10,7 +10,7 @@ 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",
+ symbol="AAPL",
side=side,
type=OrderType.MARKET,
price=Decimal(price),
@@ -24,7 +24,7 @@ def test_portfolio_add_buy_order() -> None:
order = make_order(OrderSide.BUY, "50000", "0.1")
tracker.apply_order(order)
- position = tracker.get_position("BTC/USDT")
+ position = tracker.get_position("AAPL")
assert position is not None
assert position.quantity == Decimal("0.1")
assert position.avg_entry_price == Decimal("50000")
@@ -35,7 +35,7 @@ def test_portfolio_add_multiple_buys() -> None:
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")
+ position = tracker.get_position("AAPL")
assert position is not None
assert position.quantity == Decimal("0.2")
assert position.avg_entry_price == Decimal("51000")
@@ -46,7 +46,7 @@ def test_portfolio_sell_reduces_position() -> None:
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")
+ position = tracker.get_position("AAPL")
assert position is not None
assert position.quantity == Decimal("0.1")
assert position.avg_entry_price == Decimal("50000")
@@ -54,7 +54,7 @@ def test_portfolio_sell_reduces_position() -> None:
def test_portfolio_no_position_returns_none() -> None:
tracker = PortfolioTracker()
- position = tracker.get_position("ETH/USDT")
+ position = tracker.get_position("MSFT")
assert position is None
@@ -66,7 +66,7 @@ def test_realized_pnl_on_sell() -> None:
tracker.apply_order(
Order(
signal_id="s1",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("50000"),
@@ -80,7 +80,7 @@ def test_realized_pnl_on_sell() -> None:
tracker.apply_order(
Order(
signal_id="s2",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
type=OrderType.MARKET,
price=Decimal("55000"),
@@ -98,7 +98,7 @@ def test_realized_pnl_on_loss() -> None:
tracker.apply_order(
Order(
signal_id="s1",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("50000"),
@@ -109,7 +109,7 @@ def test_realized_pnl_on_loss() -> None:
tracker.apply_order(
Order(
signal_id="s2",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
type=OrderType.MARKET,
price=Decimal("45000"),
@@ -128,7 +128,7 @@ def test_realized_pnl_accumulates() -> None:
tracker.apply_order(
Order(
signal_id="s1",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("50000"),
@@ -141,7 +141,7 @@ def test_realized_pnl_accumulates() -> None:
tracker.apply_order(
Order(
signal_id="s2",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
type=OrderType.MARKET,
price=Decimal("55000"),
@@ -154,7 +154,7 @@ def test_realized_pnl_accumulates() -> None:
tracker.apply_order(
Order(
signal_id="s3",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
type=OrderType.MARKET,
price=Decimal("60000"),
diff --git a/services/portfolio-manager/tests/test_snapshot.py b/services/portfolio-manager/tests/test_snapshot.py
index a464599..ec5e92d 100644
--- a/services/portfolio-manager/tests/test_snapshot.py
+++ b/services/portfolio-manager/tests/test_snapshot.py
@@ -13,7 +13,7 @@ class TestSaveSnapshot:
from portfolio_manager.main import save_snapshot
pos = Position(
- symbol="BTCUSDT",
+ symbol="AAPL",
quantity=Decimal("0.5"),
avg_entry_price=Decimal("50000"),
current_price=Decimal("52000"),
diff --git a/services/strategy-engine/src/strategy_engine/config.py b/services/strategy-engine/src/strategy_engine/config.py
index e3a49c2..9fd9c49 100644
--- a/services/strategy-engine/src/strategy_engine/config.py
+++ b/services/strategy-engine/src/strategy_engine/config.py
@@ -4,6 +4,6 @@ from shared.config import Settings
class StrategyConfig(Settings):
- symbols: list[str] = ["BTC/USDT"]
+ symbols: list[str] = ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA"]
timeframes: list[str] = ["1m"]
strategy_params: dict = {}
generated by cgit v1.2.3 (git 2.39.1) at 2026-04-02 06:44:12 +0000