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-rw-r--r--tests/integration/test_backtest_end_to_end.py15
-rw-r--r--tests/integration/test_order_execution_flow.py34
-rw-r--r--tests/integration/test_portfolio_tracking_flow.py59
-rw-r--r--tests/integration/test_strategy_signal_flow.py29
4 files changed, 94 insertions, 43 deletions
diff --git a/tests/integration/test_backtest_end_to_end.py b/tests/integration/test_backtest_end_to_end.py
index 4bdb5f3..4a484f5 100644
--- a/tests/integration/test_backtest_end_to_end.py
+++ b/tests/integration/test_backtest_end_to_end.py
@@ -1,12 +1,14 @@
"""Integration test: full backtest with real strategy on generated candles."""
+
import sys
from pathlib import Path
-sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src"))
+sys.path.insert(
+ 0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src")
+)
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "backtester" / "src"))
-import pytest
from decimal import Decimal
from datetime import datetime, timedelta, timezone
@@ -17,10 +19,13 @@ from backtester.engine import BacktestEngine
def _generate_candles(prices: list[float], symbol="BTCUSDT") -> list[Candle]:
return [
Candle(
- symbol=symbol, timeframe="1h",
+ symbol=symbol,
+ timeframe="1h",
open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
- open=Decimal(str(p)), high=Decimal(str(p + 100)),
- low=Decimal(str(p - 100)), close=Decimal(str(p)),
+ open=Decimal(str(p)),
+ high=Decimal(str(p + 100)),
+ low=Decimal(str(p - 100)),
+ close=Decimal(str(p)),
volume=Decimal("100"),
)
for i, p in enumerate(prices)
diff --git a/tests/integration/test_order_execution_flow.py b/tests/integration/test_order_execution_flow.py
index 1ea0485..819b7db 100644
--- a/tests/integration/test_order_execution_flow.py
+++ b/tests/integration/test_order_execution_flow.py
@@ -1,4 +1,5 @@
"""Integration test: signal -> risk manager -> order executor -> order event."""
+
import sys
from pathlib import Path
@@ -6,7 +7,7 @@ sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "order
import pytest
from decimal import Decimal
-from unittest.mock import AsyncMock, MagicMock
+from unittest.mock import AsyncMock
from shared.models import Signal, OrderSide, OrderStatus
from order_executor.executor import OrderExecutor
@@ -17,8 +18,12 @@ from order_executor.risk_manager import RiskManager
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",
+ strategy="rsi",
+ symbol="BTC/USDT",
+ side=OrderSide.BUY,
+ price=Decimal("50000"),
+ quantity=Decimal("0.01"),
+ reason="RSI oversold",
)
exchange = AsyncMock()
@@ -35,8 +40,12 @@ async def test_signal_to_order_flow():
notifier = AsyncMock()
executor = OrderExecutor(
- exchange=exchange, risk_manager=risk_manager,
- broker=broker, db=db, notifier=notifier, dry_run=True,
+ exchange=exchange,
+ risk_manager=risk_manager,
+ broker=broker,
+ db=db,
+ notifier=notifier,
+ dry_run=True,
)
order = await executor.execute(signal)
@@ -56,8 +65,11 @@ async def test_signal_to_order_flow():
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
+ strategy="rsi",
+ symbol="BTC/USDT",
+ side=OrderSide.BUY,
+ price=Decimal("50000"),
+ quantity=Decimal("100"), # Way too large
reason="test",
)
@@ -71,8 +83,12 @@ async def test_signal_rejected_by_risk_manager():
)
executor = OrderExecutor(
- exchange=exchange, risk_manager=risk_manager,
- broker=AsyncMock(), db=AsyncMock(), notifier=AsyncMock(), dry_run=True,
+ exchange=exchange,
+ risk_manager=risk_manager,
+ broker=AsyncMock(),
+ db=AsyncMock(),
+ notifier=AsyncMock(),
+ dry_run=True,
)
order = await executor.execute(signal)
diff --git a/tests/integration/test_portfolio_tracking_flow.py b/tests/integration/test_portfolio_tracking_flow.py
index 386e78f..80a781c 100644
--- a/tests/integration/test_portfolio_tracking_flow.py
+++ b/tests/integration/test_portfolio_tracking_flow.py
@@ -1,12 +1,13 @@
"""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"))
+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
@@ -17,9 +18,13 @@ def test_portfolio_tracks_buy_sell_cycle():
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,
+ 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)
@@ -29,9 +34,13 @@ def test_portfolio_tracks_buy_sell_cycle():
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,
+ 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)
@@ -43,16 +52,28 @@ 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,
- ))
+ 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")
diff --git a/tests/integration/test_strategy_signal_flow.py b/tests/integration/test_strategy_signal_flow.py
index ee47f8e..448329f 100644
--- a/tests/integration/test_strategy_signal_flow.py
+++ b/tests/integration/test_strategy_signal_flow.py
@@ -1,17 +1,20 @@
"""Integration test: candle -> strategy engine -> signal."""
+
import sys
from pathlib import Path
-sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src"))
+sys.path.insert(
+ 0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src")
+)
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
import pytest
from decimal import Decimal
from datetime import datetime, timezone
-from unittest.mock import AsyncMock, MagicMock
+from unittest.mock import AsyncMock
-from shared.models import Candle, OrderSide
-from shared.events import CandleEvent, Event
+from shared.models import Candle
+from shared.events import CandleEvent
from strategy_engine.engine import StrategyEngine
@@ -21,12 +24,18 @@ def candles():
base = []
for i in range(20):
price = Decimal(str(100 - i * 2)) # 100, 98, 96...
- base.append(Candle(
- symbol="BTCUSDT", timeframe="1m",
- open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
- open=price, high=price + 1, low=price - 1,
- close=price, volume=Decimal("10"),
- ))
+ base.append(
+ Candle(
+ symbol="BTCUSDT",
+ timeframe="1m",
+ open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
+ open=price,
+ high=price + 1,
+ low=price - 1,
+ close=price,
+ volume=Decimal("10"),
+ )
+ )
return base
generated by cgit v1.2.3 (git 2.39.1) at 2026-04-02 04:57:46 +0000