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"""Tests for the BacktestEngine."""
from datetime import datetime, timezone
from decimal import Decimal
from unittest.mock import MagicMock
from shared.models import Candle, Signal, OrderSide
from backtester.engine import BacktestEngine
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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