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"""Tests for OrderExecutor."""
from decimal import Decimal
from unittest.mock import AsyncMock, MagicMock
import pytest
from shared.models import OrderSide, OrderStatus, Signal
from order_executor.executor import OrderExecutor
from order_executor.risk_manager import RiskCheckResult, RiskManager
def make_signal(side: OrderSide = OrderSide.BUY, price: str = "100", quantity: str = "1") -> Signal:
return Signal(
strategy="test",
symbol="AAPL",
side=side,
price=Decimal(price),
quantity=Decimal(quantity),
reason="test",
)
def make_mock_exchange(buying_power: str = "10000") -> AsyncMock:
exchange = AsyncMock()
exchange.get_buying_power = AsyncMock(return_value=Decimal(buying_power))
exchange.submit_order = AsyncMock(return_value={"id": "alpaca-order-123"})
return exchange
def make_mock_risk_manager(allowed: bool = True, reason: str = "OK") -> MagicMock:
rm = MagicMock(spec=RiskManager)
rm.check.return_value = RiskCheckResult(allowed=allowed, reason=reason)
return rm
def make_mock_broker() -> AsyncMock:
broker = AsyncMock()
broker.publish = AsyncMock()
return broker
def make_mock_db() -> AsyncMock:
db = AsyncMock()
db.insert_order = AsyncMock()
return db
@pytest.mark.asyncio
async def test_executor_places_order_when_risk_passes():
"""When risk check passes, submit_order is called and order status is FILLED."""
exchange = make_mock_exchange()
risk_manager = make_mock_risk_manager(allowed=True)
broker = make_mock_broker()
db = make_mock_db()
executor = OrderExecutor(
exchange=exchange,
risk_manager=risk_manager,
broker=broker,
db=db,
notifier=AsyncMock(),
dry_run=False,
)
signal = make_signal()
order = await executor.execute(signal)
assert order is not None
assert order.status == OrderStatus.FILLED
exchange.submit_order.assert_called_once()
db.insert_order.assert_called_once_with(order)
broker.publish.assert_called_once()
@pytest.mark.asyncio
async def test_executor_rejects_when_risk_fails():
"""When risk check fails, submit_order is not called and None is returned."""
exchange = make_mock_exchange()
risk_manager = make_mock_risk_manager(allowed=False, reason="Position size exceeded")
broker = make_mock_broker()
db = make_mock_db()
executor = OrderExecutor(
exchange=exchange,
risk_manager=risk_manager,
broker=broker,
db=db,
notifier=AsyncMock(),
dry_run=False,
)
signal = make_signal()
order = await executor.execute(signal)
assert order is None
exchange.submit_order.assert_not_called()
db.insert_order.assert_not_called()
broker.publish.assert_not_called()
@pytest.mark.asyncio
async def test_executor_dry_run_does_not_call_exchange():
"""In dry-run mode, risk passes, order is FILLED, but exchange.submit_order is NOT called."""
exchange = make_mock_exchange()
risk_manager = make_mock_risk_manager(allowed=True)
broker = make_mock_broker()
db = make_mock_db()
executor = OrderExecutor(
exchange=exchange,
risk_manager=risk_manager,
broker=broker,
db=db,
notifier=AsyncMock(),
dry_run=True,
)
signal = make_signal()
order = await executor.execute(signal)
assert order is not None
assert order.status == OrderStatus.FILLED
exchange.submit_order.assert_not_called()
db.insert_order.assert_called_once_with(order)
broker.publish.assert_called_once()
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