129 lines
3.8 KiB
Python
129 lines
3.8 KiB
Python
from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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import pytest
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from app.models.paper_trade import PaperTrade
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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.services.trade_policy import (
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get_reentry_gate_locks,
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observe_reentry_gate_transitions,
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)
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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 db:
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yield db
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def _stopped_trade(
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ticker_id: int,
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*,
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closed_at: datetime,
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gate_failed_at: datetime | None = None,
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gate_requalified_at: datetime | None = None,
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) -> PaperTrade:
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return PaperTrade(
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user_id=1,
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ticker_id=ticker_id,
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direction="long",
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entry_price=100.0,
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shares=10.0,
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stop_loss=95.0,
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target=115.0,
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status="closed",
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opened_at=closed_at - timedelta(days=5),
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close_price=95.0,
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closed_at=closed_at,
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close_reason="stop",
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reentry_gate_failed_at=gate_failed_at,
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reentry_gate_requalified_at=gate_requalified_at,
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)
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async def test_observation_releases_only_evaluated_unqualified_tickers(session):
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session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
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tickers = [
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Ticker(symbol=symbol)
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for symbol in ("FAILQ", "PASSQ", "ERRORQ", "LATEQ")
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]
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session.add_all(tickers)
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await session.flush()
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stopped_at = datetime.now(timezone.utc) - timedelta(days=1)
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trades = [
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_stopped_trade(ticker.id, closed_at=stopped_at)
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for ticker in tickers[:3]
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]
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observed_at = datetime.now(timezone.utc)
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trades.append(
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_stopped_trade(
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tickers[3].id,
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closed_at=observed_at + timedelta(seconds=1),
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)
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)
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session.add_all(trades)
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await session.commit()
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updated = await observe_reentry_gate_transitions(
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session,
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evaluated_ticker_ids={tickers[0].id, tickers[1].id, tickers[3].id},
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qualified_ticker_ids={tickers[1].id},
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observed_at=observed_at,
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)
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assert updated == {tickers[0].id}
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locks = await get_reentry_gate_locks(session)
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assert set(locks) == {ticker.id for ticker in tickers}
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assert trades[0].reentry_gate_failed_at == observed_at
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assert trades[0].reentry_gate_requalified_at is None
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assert trades[1].reentry_gate_failed_at is None
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assert trades[2].reentry_gate_failed_at is None
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assert trades[3].reentry_gate_failed_at is None
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requalified_at = observed_at + timedelta(days=1)
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updated = await observe_reentry_gate_transitions(
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session,
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evaluated_ticker_ids={tickers[0].id},
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qualified_ticker_ids={tickers[0].id},
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observed_at=requalified_at,
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)
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assert updated == {tickers[0].id}
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assert trades[0].reentry_gate_requalified_at == requalified_at
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assert set(await get_reentry_gate_locks(session)) == {
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tickers[1].id,
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tickers[2].id,
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tickers[3].id,
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}
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async def test_latest_stop_starts_a_new_gate_reset_episode(session):
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session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
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ticker = Ticker(symbol="TWOSTOP")
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session.add(ticker)
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await session.flush()
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first_stop = datetime.now(timezone.utc) - timedelta(days=20)
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session.add_all(
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[
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_stopped_trade(
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ticker.id,
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closed_at=first_stop,
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gate_failed_at=first_stop + timedelta(days=1),
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gate_requalified_at=first_stop + timedelta(days=2),
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),
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_stopped_trade(
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ticker.id,
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closed_at=first_stop + timedelta(days=10),
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),
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]
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)
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await session.commit()
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assert ticker.id in await get_reentry_gate_locks(session)
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