dennisthiessen
30effa89b7
Three usability fixes: 1. Global ticker search in the sidebar (TickerSearch) — typeahead over the tracked universe that opens a ticker's detail page without adding it to the watchlist. Also wired into the mobile nav. 2. Watchlist table shows the ticker's 12-1 momentum percentile (the top-pick selector) instead of the noisy full S/R-level list. Enriched from the setup already loaded in watchlist_service._enrich_entry — no extra query. 3. Alpha vs the S&P 500 on paper trades (open + closed). New benchmark_prices table + benchmark_service store SPY daily closes (a standalone series, not a Ticker, so it never enters the scanner / momentum ranking / rankings) via a new daily-pipeline step. paper_trade_service computes per-trade benchmark_return / alpha_pct / alpha_usd over each holding period; the open- trades table, dashboard, and closed-trades panel surface per-trade and total alpha. The list read path never makes a provider call. Deploy: alembic upgrade head, then run the benchmark/daily job once to populate SPY closes (alpha shows "—" until then). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
174 lines
7.2 KiB
Python
174 lines
7.2 KiB
Python
"""Tests for the paper-trading service."""
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from __future__ import annotations
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from datetime import date, datetime, timedelta, timezone
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import pytest
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from app.exceptions import ValidationError
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from app.models.benchmark_price import BenchmarkPrice
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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.ticker import Ticker
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from app.models.user import User
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from app.services import paper_trade_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 _seed(session, symbol: str, close: float) -> 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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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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await session.commit()
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return t.id
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async def test_create_and_list_open(session):
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await _seed(session, "AAA", close=110.0)
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await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=10, stop_loss=95.0, target=120.0)
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rows = await svc.list_trades(session, 1)
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assert len(rows) == 1
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row = rows[0]
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assert row["symbol"] == "AAA"
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assert row["status"] == "open"
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assert row["current_price"] == 110.0 # marked to the latest close
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async def test_close_uses_current_price(session):
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await _seed(session, "AAA", close=112.0)
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trade = await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=5, stop_loss=95.0, target=120.0)
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closed = await svc.close_trade(session, 1, trade.id)
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assert closed.status == "closed"
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assert closed.close_price == 112.0
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assert closed.closed_at is not None
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rows = await svc.list_trades(session, 1, status="closed")
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assert rows[0]["current_price"] == 112.0 # closed → realized exit
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async def test_close_with_explicit_price(session):
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await _seed(session, "AAA", close=112.0)
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trade = await svc.create_trade(session, 1, symbol="AAA", direction="short",
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entry_price=100.0, shares=5, stop_loss=105.0, target=90.0)
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closed = await svc.close_trade(session, 1, trade.id, close_price=93.0)
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assert closed.close_price == 93.0
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async def test_invalid_direction_rejected(session):
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await _seed(session, "AAA", close=100.0)
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with pytest.raises(ValidationError):
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await svc.create_trade(session, 1, symbol="AAA", direction="sideways",
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entry_price=100.0, shares=1, stop_loss=95.0, target=110.0)
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async def test_double_close_rejected(session):
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await _seed(session, "AAA", close=100.0)
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trade = await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=1, stop_loss=95.0, target=110.0)
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await svc.close_trade(session, 1, trade.id)
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with pytest.raises(ValidationError):
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await svc.close_trade(session, 1, trade.id)
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async def _add_bars(session, ticker_id: int, highs_lows: list[tuple[float, float]], start: date) -> None:
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for i, (hi, lo) in enumerate(highs_lows):
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mid = (hi + lo) / 2
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session.add(OHLCVRecord(ticker_id=ticker_id, date=start + timedelta(days=i + 1),
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open=mid, high=hi, low=lo, close=mid, volume=1))
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await session.commit()
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async def test_resolve_closes_on_target(session):
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tid = await _seed(session, "AAA", close=100.0)
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trade = await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=10, stop_loss=95.0, target=110.0)
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# later bars: a day that trades up through 110
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await _add_bars(session, tid, [(103, 101), (111, 108)], start=date.today())
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closed = await svc.resolve_open_trades(session)
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assert closed == 1
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await session.refresh(trade)
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assert trade.status == "closed"
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assert trade.close_price == 110.0 # closed at target
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async def test_resolve_closes_on_stop(session):
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tid = await _seed(session, "AAA", close=100.0)
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trade = await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=10, stop_loss=95.0, target=110.0)
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await _add_bars(session, tid, [(101, 94)], start=date.today()) # low pierces stop
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closed = await svc.resolve_open_trades(session)
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assert closed == 1
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await session.refresh(trade)
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assert trade.close_price == 95.0 # closed at stop
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async def test_resolve_leaves_open_when_neither_hit(session):
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tid = await _seed(session, "AAA", close=100.0)
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await svc.create_trade(session, 1, symbol="AAA", direction="long",
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entry_price=100.0, shares=10, stop_loss=95.0, target=110.0)
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await _add_bars(session, tid, [(103, 98), (104, 99)], start=date.today()) # range-bound
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closed = await svc.resolve_open_trades(session)
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assert closed == 0
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rows = await svc.list_trades(session, 1, status="open")
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assert len(rows) == 1
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async def _seed_benchmark(session, points: dict) -> None:
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for d, close in points.items():
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session.add(BenchmarkPrice(symbol="SPY", date=d, close=close))
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await session.commit()
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async def _add_open_trade(session, ticker_id: int, direction: str, *, entry: float,
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shares: float, days_ago: int) -> None:
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session.add(PaperTrade(
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user_id=1, ticker_id=ticker_id, direction=direction, entry_price=entry,
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shares=shares, stop_loss=entry * 0.95, target=entry * 1.2, status="open",
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opened_at=datetime.now(timezone.utc) - timedelta(days=days_ago),
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))
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await session.commit()
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async def test_alpha_long_open(session):
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tid = await _seed(session, "AAA", close=110.0) # current price 110 → +10% on a 100 entry
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today = date.today()
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await _seed_benchmark(session, {today - timedelta(days=10): 400.0, today: 420.0}) # SPY +5%
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await _add_open_trade(session, tid, "long", entry=100.0, shares=10, days_ago=10)
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row = (await svc.list_trades(session, 1, status="open"))[0]
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assert row["benchmark_return_pct"] == pytest.approx(5.0)
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assert row["alpha_pct"] == pytest.approx(5.0) # +10% trade − 5% bench
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assert row["alpha_usd"] == pytest.approx(50.0) # 5% of 100*10
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async def test_alpha_short_and_missing_benchmark(session):
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tid = await _seed(session, "BBB", close=90.0) # price fell to 90 → short +10%
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today = date.today()
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await _add_open_trade(session, tid, "short", entry=100.0, shares=4, days_ago=10)
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# No benchmark data yet → alpha unset, not an error.
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row = (await svc.list_trades(session, 1, status="open"))[0]
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assert row["alpha_pct"] is None
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assert row["benchmark_return_pct"] is None
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# Flat benchmark → alpha equals the (direction-signed) trade return.
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await _seed_benchmark(session, {today - timedelta(days=10): 400.0, today: 400.0})
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row = (await svc.list_trades(session, 1, status="open"))[0]
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assert row["benchmark_return_pct"] == pytest.approx(0.0)
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assert row["alpha_pct"] == pytest.approx(10.0)
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