From 33b14aaa2344b0fd95d1629627c3d135b24ae102 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 15:56:35 +0900
Subject: feat: initial trading platform implementation

Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules
---
 services/backtester/tests/test_engine.py | 74 ++++++++++++++++++++++++++++++++
 1 file changed, 74 insertions(+)
 create mode 100644 services/backtester/tests/test_engine.py

(limited to 'services/backtester/tests/test_engine.py')

diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py
new file mode 100644
index 0000000..1a25e1c
--- /dev/null
+++ b/services/backtester/tests/test_engine.py
@@ -0,0 +1,74 @@
+"""Tests for the BacktestEngine."""
+from datetime import datetime, timezone
+from decimal import Decimal
+from unittest.mock import MagicMock
+
+import pytest
+
+from shared.models import Candle, Signal, OrderSide
+
+from backtester.engine import BacktestEngine, BacktestResult
+
+
+def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle:
+    return Candle(
+        symbol=symbol,
+        timeframe=timeframe,
+        open_time=datetime.now(timezone.utc),
+        open=Decimal(str(price)),
+        high=Decimal(str(price * 1.01)),
+        low=Decimal(str(price * 0.99)),
+        close=Decimal(str(price)),
+        volume=Decimal("100"),
+    )
+
+
+def make_candles(prices: list[float], symbol: str = "BTCUSDT") -> list[Candle]:
+    return [make_candle(symbol, p) for p in prices]
+
+
+def make_signal(side: OrderSide, price: str, quantity: str = "0.1") -> Signal:
+    return Signal(
+        strategy="test",
+        symbol="BTCUSDT",
+        side=side,
+        price=Decimal(price),
+        quantity=Decimal(quantity),
+        reason="test",
+    )
+
+
+def test_backtest_engine_runs_strategy_over_candles():
+    strategy = MagicMock()
+    strategy.name = "mock_strategy"
+    strategy.on_candle.return_value = None
+
+    candles = make_candles([50000.0, 51000.0, 52000.0])
+    engine = BacktestEngine(strategy, Decimal("10000"))
+    result = engine.run(candles)
+
+    assert strategy.on_candle.call_count == 3
+    assert result.total_trades == 0
+    assert result.final_balance == Decimal("10000")
+    assert result.strategy_name == "mock_strategy"
+
+
+def test_backtest_engine_executes_signals():
+    buy_signal = make_signal(OrderSide.BUY, "50000", "0.1")
+    sell_signal = make_signal(OrderSide.SELL, "55000", "0.1")
+
+    strategy = MagicMock()
+    strategy.name = "mock_strategy"
+    strategy.on_candle.side_effect = [buy_signal, None, sell_signal]
+
+    candles = make_candles([50000.0, 52000.0, 55000.0])
+    engine = BacktestEngine(strategy, Decimal("10000"))
+    result = engine.run(candles)
+
+    assert result.total_trades == 2
+    # Initial: 10000, bought 0.1 BTC @ 50000 (cost 5000) → balance 5000
+    # Sold 0.1 BTC @ 55000 (proceeds 5500) → balance 10500
+    expected_final = Decimal("10500")
+    assert result.final_balance == expected_final
+    expected_profit = Decimal("500")
+    assert result.profit == expected_profit
-- 
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