dennisthiessen
1566b84379
Applies the backtest-validated trailing stop to live paper trading, and surfaces it transparently. Exit (A): - New paper-trade exit policy (paper_exit_mode=trailing, paper_trailing_pct=12), tunable in Admin → Paper-Trade Exit. resolve_open_trades runs a trailing stop (initial stop as floor, ratchets up from the peak; target ignored — the validated rule) and records close_reason (trailing|stop|target|manual; +migration 013). - list_trades enriches open trades with the live trailing-stop level + distance %. Open Trades panel shows the active tactic and a Trail Stop column. Alerts (B): - Daily digest now lists open trades with unrealized gain, trailing stop, and how far away it is. - New "trade closed" alert: one summary per auto-close (trailing/target/stop, not manual) — direction, reason, days held, P&L abs+%/R — covering wins AND stop-loss losses. Deduped by trade id; toggle in Admin alerts. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
223 lines
8.6 KiB
Python
223 lines
8.6 KiB
Python
"""Tests for the Telegram alert service: config, dedup, watermark, dispatch."""
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from __future__ import annotations
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from datetime import date, datetime, timedelta, timezone
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from types import SimpleNamespace
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import pytest
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from app.models.alert import AlertLog
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from app.models.ohlcv import OHLCVRecord
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from app.models.paper_trade import PaperTrade
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from app.models.score import CompositeScore
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from app.models.sr_level import SRLevel
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from app.models.ticker import Ticker
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from app.models.user import User
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from app.models.watchlist import WatchlistEntry
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from app.services import alert_service as svc
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from tests.conftest import _test_session_factory # type: ignore
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@pytest.fixture
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async def session():
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async with _test_session_factory() as s:
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yield s
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async def test_config_defaults(session):
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cfg = await svc.get_alert_config(session)
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assert cfg["enabled"] is False
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assert cfg["bot_token_configured"] is False
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assert cfg["bot_token_source"] == "none"
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# trigger toggles default on
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assert cfg["qualified_enabled"] is True
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assert cfg["digest_enabled"] is True
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async def test_update_config_token_write_only(session):
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cfg = await svc.update_alert_config(
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session, enabled=True, bot_token="secret123", telegram_chat_id="42",
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)
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assert cfg["enabled"] is True
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assert cfg["telegram_chat_id"] == "42"
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assert cfg["bot_token_configured"] is True
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assert cfg["bot_token_source"] == "database"
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# raw token never surfaced
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assert "bot_token" not in cfg
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assert "secret123" not in str(cfg)
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async def test_update_empty_token_keeps_existing(session):
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await svc.update_alert_config(session, bot_token="keepme", telegram_chat_id="1")
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cfg = await svc.update_alert_config(session, bot_token="") # empty → keep
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assert cfg["bot_token_configured"] is True
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async def test_recently_alerted_cooldown(session):
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assert await svc._recently_alerted(session, "qualified", "AAA:long") is False
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svc._log_alert(session, "qualified", "AAA:long")
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await session.commit()
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assert await svc._recently_alerted(session, "qualified", "AAA:long") is True
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# different key is independent
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assert await svc._recently_alerted(session, "qualified", "BBB:short") is False
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async def test_recently_alerted_expires(session):
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old = datetime.now(timezone.utc) - timedelta(hours=100)
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session.add(AlertLog(alert_type="qualified", dedup_key="old", created_at=old))
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await session.commit()
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# default cooldown 72h → the 100h-old entry no longer suppresses
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assert await svc._recently_alerted(session, "qualified", "old") is False
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async def _seed_watchlisted_ticker(session, symbol: str, score: float) -> None:
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user = await session.get(User, 1)
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if user is None:
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user = User(id=1, username="u", password_hash="x", role="user", has_access=True)
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session.add(user)
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await session.flush()
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t = Ticker(symbol=symbol)
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session.add(t)
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await session.flush()
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session.add(WatchlistEntry(user_id=1, ticker_id=t.id, entry_type="manual",
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added_at=datetime.now(timezone.utc)))
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session.add(CompositeScore(ticker_id=t.id, score=score, is_stale=False,
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weights_json="{}", computed_at=datetime.now(timezone.utc)))
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await session.commit()
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async def test_score_drop_seeds_then_alerts(session):
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await _seed_watchlisted_ticker(session, "AAA", 80.0)
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# First pass seeds the watermark, no alert
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msgs = await svc._collect_score_drops(session)
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await session.commit()
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assert msgs == []
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assert await svc._watermark(session, "AAA") == 80.0
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# Drop the composite well past the threshold
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row = (await session.execute(
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CompositeScore.__table__.update().values(score=60.0)
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))
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await session.commit()
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assert row.rowcount == 1
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msgs = await svc._collect_score_drops(session)
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await session.commit()
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assert len(msgs) == 1
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key, text = msgs[0]
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assert key == "scoredrop:AAA"
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assert "AAA" in text
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# rebaselined to the new (lower) level
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assert await svc._watermark(session, "AAA") == 60.0
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async def _add_ticker(session, symbol: str, *, watchlisted: bool, close: float,
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levels: list[tuple[float, str, int]]) -> int:
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user = await session.get(User, 1)
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if user is None:
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session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
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await session.flush()
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t = Ticker(symbol=symbol)
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session.add(t)
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await session.flush()
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if watchlisted:
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session.add(WatchlistEntry(user_id=1, ticker_id=t.id, entry_type="manual",
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added_at=datetime.now(timezone.utc)))
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session.add(OHLCVRecord(ticker_id=t.id, date=date.today(),
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open=close, high=close, low=close, close=close, volume=1))
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for price, kind, strength in levels:
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session.add(SRLevel(ticker_id=t.id, price_level=price, type=kind,
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strength=strength, detection_method="test"))
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await session.commit()
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return t.id
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async def test_sr_proximity_merges_close_levels_to_one_alert(session):
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# Two resistance levels ~1% apart just above price → one merged zone, one alert
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await _add_ticker(session, "CVX", watchlisted=True, close=182.0,
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levels=[(183.0, "resistance", 60), (185.0, "resistance", 60)])
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msgs = await svc._collect_sr_proximity(session)
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cvx = [m for m in msgs if "CVX" in m[1]]
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assert len(cvx) == 1
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assert "183.00–185.00" in cvx[0][1]
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async def test_sr_proximity_skips_non_watchlist_unqualified(session):
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await _add_ticker(session, "ZZZ", watchlisted=False, close=182.0,
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levels=[(183.0, "resistance", 80)])
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msgs = await svc._collect_sr_proximity(session)
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assert not any("ZZZ" in m[1] for m in msgs)
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async def test_sr_proximity_only_nearest_zone(session):
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# A near resistance (~1%) and a far one (~10%); only the near one alerts
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await _add_ticker(session, "AAA", watchlisted=True, close=100.0,
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levels=[(101.0, "resistance", 70), (110.0, "resistance", 90)])
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msgs = await svc._collect_sr_proximity(session)
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aaa = [m for m in msgs if "AAA" in m[1]]
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assert len(aaa) == 1
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assert "101.00" in aaa[0][1]
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async def test_dispatch_disabled_short_circuits(session):
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res = await svc.dispatch_alerts(session)
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assert res["status"] == "disabled"
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async def test_dispatch_no_credentials(session):
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await svc.update_alert_config(session, enabled=True) # enabled but no token/chat
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res = await svc.dispatch_alerts(session)
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assert res["status"] == "no_credentials"
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async def _add_closed_trade(session, symbol: str, reason: str, *,
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close: float = 110.0, closed_hours_ago: float = 1.0) -> None:
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if await session.get(User, 1) is None:
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session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
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await session.flush()
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t = Ticker(symbol=symbol)
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session.add(t)
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await session.flush()
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now = datetime.now(timezone.utc)
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session.add(PaperTrade(
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user_id=1, ticker_id=t.id, direction="long",
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entry_price=100.0, shares=10.0, stop_loss=95.0, target=120.0,
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status="closed", opened_at=now - timedelta(days=5),
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close_price=close, closed_at=now - timedelta(hours=closed_hours_ago),
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close_reason=reason,
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))
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await session.commit()
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async def test_config_includes_trade_closed_toggle(session):
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assert (await svc.get_alert_config(session))["trade_closed_enabled"] is True
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cfg = await svc.update_alert_config(session, trade_closed_enabled=False)
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assert cfg["trade_closed_enabled"] is False
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async def test_collect_closed_trades_filters_manual_and_old(session):
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await _add_closed_trade(session, "WIN", "trailing", close=110.0, closed_hours_ago=1)
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await _add_closed_trade(session, "MAN", "manual", close=110.0, closed_hours_ago=1) # manual → skip
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await _add_closed_trade(session, "OLD", "stop", close=95.0, closed_hours_ago=100) # too old → skip
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out = await svc._collect_closed_trades(session)
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assert len(out) == 1
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_, text = out[0]
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assert "WIN" in text and "trailing stop" in text
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def test_format_closed_trade_win():
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now = datetime.now(timezone.utc)
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trade = SimpleNamespace(
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direction="long", entry_price=100.0, close_price=110.0, shares=10.0,
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stop_loss=95.0, opened_at=now - timedelta(days=12), closed_at=now,
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close_reason="trailing",
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)
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txt = svc._format_closed_trade(trade, "AAA")
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assert "✅" in txt # win
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assert "+10.0%" in txt
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assert "+2.00R" in txt # +10% over a 5% stop
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assert "held 12d" in txt
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