summaryrefslogtreecommitdiff
path: root/tests
diff options
context:
space:
mode:
Diffstat (limited to 'tests')
-rw-r--r--tests/edge_cases/test_empty_data.py6
-rw-r--r--tests/edge_cases/test_extreme_values.py10
-rw-r--r--tests/edge_cases/test_strategy_reset.py2
-rw-r--r--tests/edge_cases/test_zero_volume.py2
-rw-r--r--tests/integration/test_backtest_end_to_end.py4
-rw-r--r--tests/integration/test_order_execution_flow.py6
-rw-r--r--tests/integration/test_portfolio_tracking_flow.py14
-rw-r--r--tests/integration/test_strategy_signal_flow.py4
8 files changed, 24 insertions, 24 deletions
diff --git a/tests/edge_cases/test_empty_data.py b/tests/edge_cases/test_empty_data.py
index ebd8467..bfefc95 100644
--- a/tests/edge_cases/test_empty_data.py
+++ b/tests/edge_cases/test_empty_data.py
@@ -44,7 +44,7 @@ class TestPortfolioTrackerEmpty:
def test_get_position_returns_none_for_unknown_symbol(self):
tracker = PortfolioTracker()
- assert tracker.get_position("BTCUSDT") is None
+ assert tracker.get_position("AAPL") is None
class TestRiskManagerZeroBalance:
@@ -58,7 +58,7 @@ class TestRiskManagerZeroBalance:
)
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("0.01"),
@@ -80,7 +80,7 @@ class TestRiskManagerZeroBalance:
)
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
price=Decimal("50000"),
quantity=Decimal("0.01"),
diff --git a/tests/edge_cases/test_extreme_values.py b/tests/edge_cases/test_extreme_values.py
index e5bfb1a..b375d5e 100644
--- a/tests/edge_cases/test_extreme_values.py
+++ b/tests/edge_cases/test_extreme_values.py
@@ -23,7 +23,7 @@ def _candle(close: str, volume: str = "1000", idx: int = 0) -> Candle:
base = datetime(2025, 1, 1, tzinfo=timezone.utc)
return Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1h",
open_time=base + timedelta(hours=idx),
open=Decimal(close),
@@ -96,7 +96,7 @@ class TestOrderQuantityZero:
sim = OrderSimulator(initial_balance=Decimal("10000"))
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("0"),
@@ -112,7 +112,7 @@ class TestOrderQuantityZero:
sim = OrderSimulator(initial_balance=Decimal("10000"))
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.SELL,
price=Decimal("50000"),
quantity=Decimal("0"),
@@ -134,7 +134,7 @@ class TestRiskManagerZeroDailyLossLimit:
)
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("0.01"),
@@ -157,7 +157,7 @@ class TestRiskManagerZeroDailyLossLimit:
)
signal = Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("100"),
quantity=Decimal("0.01"),
diff --git a/tests/edge_cases/test_strategy_reset.py b/tests/edge_cases/test_strategy_reset.py
index f84adf0..6e9b956 100644
--- a/tests/edge_cases/test_strategy_reset.py
+++ b/tests/edge_cases/test_strategy_reset.py
@@ -26,7 +26,7 @@ def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]:
price = base_price + (i % 10) - 5
candles.append(
Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1h",
open_time=datetime(2025, 1, 1, i % 24, tzinfo=timezone.utc),
open=Decimal(str(price)),
diff --git a/tests/edge_cases/test_zero_volume.py b/tests/edge_cases/test_zero_volume.py
index 71a1d71..ba2c133 100644
--- a/tests/edge_cases/test_zero_volume.py
+++ b/tests/edge_cases/test_zero_volume.py
@@ -19,7 +19,7 @@ def _candle(close: str, volume: str = "0", idx: int = 0) -> Candle:
from datetime import timedelta
return Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1h",
open_time=base + timedelta(hours=idx),
open=Decimal(close),
diff --git a/tests/integration/test_backtest_end_to_end.py b/tests/integration/test_backtest_end_to_end.py
index 4a484f5..4cc0b12 100644
--- a/tests/integration/test_backtest_end_to_end.py
+++ b/tests/integration/test_backtest_end_to_end.py
@@ -16,7 +16,7 @@ from shared.models import Candle
from backtester.engine import BacktestEngine
-def _generate_candles(prices: list[float], symbol="BTCUSDT") -> list[Candle]:
+def _generate_candles(prices: list[float], symbol="AAPL") -> list[Candle]:
return [
Candle(
symbol=symbol,
@@ -47,7 +47,7 @@ def test_backtest_rsi_strategy_end_to_end():
result = engine.run(candles)
assert result.strategy_name == "rsi"
- assert result.symbol == "BTCUSDT"
+ assert result.symbol == "AAPL"
assert result.initial_balance == Decimal("10000")
assert result.detailed is not None
assert result.detailed.total_trades >= 0
diff --git a/tests/integration/test_order_execution_flow.py b/tests/integration/test_order_execution_flow.py
index d842d29..dcbc498 100644
--- a/tests/integration/test_order_execution_flow.py
+++ b/tests/integration/test_order_execution_flow.py
@@ -19,7 +19,7 @@ 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",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("0.01"),
@@ -52,7 +52,7 @@ async def test_signal_to_order_flow():
assert order is not None
assert order.status == OrderStatus.FILLED
- assert order.symbol == "BTC/USDT"
+ assert order.symbol == "AAPL"
assert order.side == OrderSide.BUY
# Verify order was persisted and published
@@ -66,7 +66,7 @@ async def test_signal_rejected_by_risk_manager():
"""A signal that exceeds position size is rejected."""
signal = Signal(
strategy="rsi",
- symbol="BTC/USDT",
+ symbol="AAPL",
side=OrderSide.BUY,
price=Decimal("50000"),
quantity=Decimal("100"), # Way too large
diff --git a/tests/integration/test_portfolio_tracking_flow.py b/tests/integration/test_portfolio_tracking_flow.py
index 80a781c..b20275a 100644
--- a/tests/integration/test_portfolio_tracking_flow.py
+++ b/tests/integration/test_portfolio_tracking_flow.py
@@ -19,7 +19,7 @@ def test_portfolio_tracks_buy_sell_cycle():
buy_order = Order(
signal_id="sig-1",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("50000"),
@@ -28,14 +28,14 @@ def test_portfolio_tracks_buy_sell_cycle():
)
tracker.apply_order(buy_order)
- pos = tracker.get_position("BTCUSDT")
+ pos = tracker.get_position("AAPL")
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",
+ symbol="AAPL",
side=OrderSide.SELL,
type=OrderType.MARKET,
price=Decimal("55000"),
@@ -44,7 +44,7 @@ def test_portfolio_tracks_buy_sell_cycle():
)
tracker.apply_order(sell_order)
- pos = tracker.get_position("BTCUSDT")
+ pos = tracker.get_position("AAPL")
assert pos is None # Fully sold
@@ -55,7 +55,7 @@ def test_portfolio_weighted_average_on_multiple_buys():
tracker.apply_order(
Order(
signal_id="s1",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("50000"),
@@ -66,7 +66,7 @@ def test_portfolio_weighted_average_on_multiple_buys():
tracker.apply_order(
Order(
signal_id="s2",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=OrderSide.BUY,
type=OrderType.MARKET,
price=Decimal("60000"),
@@ -75,6 +75,6 @@ def test_portfolio_weighted_average_on_multiple_buys():
)
)
- pos = tracker.get_position("BTCUSDT")
+ pos = tracker.get_position("AAPL")
assert pos.quantity == Decimal("0.2")
assert pos.avg_entry_price == Decimal("55000") # weighted avg
diff --git a/tests/integration/test_strategy_signal_flow.py b/tests/integration/test_strategy_signal_flow.py
index 448329f..6b048fb 100644
--- a/tests/integration/test_strategy_signal_flow.py
+++ b/tests/integration/test_strategy_signal_flow.py
@@ -26,7 +26,7 @@ def candles():
price = Decimal(str(100 - i * 2)) # 100, 98, 96...
base.append(
Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1m",
open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
open=price,
@@ -54,7 +54,7 @@ async def test_strategy_engine_produces_signals_from_candles(candles):
engine = StrategyEngine(broker=broker, strategies=[strategy])
- await engine.process_once("candles.BTCUSDT", "$")
+ await engine.process_once("candles.AAPL", "$")
# With 20 declining candles (100->62), RSI should be very low
# Check if broker.publish was called with a signal
generated by cgit v1.2.3 (git 2.39.1) at 2026-04-02 03:01:02 +0000