dennisthiessen
fb3b8d18d7
resolve_open_trades walks the daily bars after each open trade and closes it at the target (target hit) or stop (stop/ambiguous), leaving undecided trades open. Runs nightly inside the outcome evaluator (so it's coordinated with fresh OHLCV) and on its manual trigger. New "My Trades" section at the top of Signals → Track Record shows realized hit-rate, expectancy (avg R), total R, total P&L, and a closed-trades table — your actual results, separate from the theoretical signal record below it. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
127 lines
5.1 KiB
Python
127 lines
5.1 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.ohlcv import OHLCVRecord
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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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