63 lines
2.0 KiB
Python
63 lines
2.0 KiB
Python
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import pytest
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from engine.portfolio import PortfolioManager
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@pytest.fixture
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def pm():
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return PortfolioManager(initial_capital=200.0)
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def test_initial_state(pm):
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assert pm.cash == 200.0
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assert pm.positions == {}
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assert pm.trades == []
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def test_buy(pm):
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pm.buy("BTCUSDT", price=40000.0, score=85)
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assert "BTCUSDT" in pm.positions
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assert pm.cash < 200.0
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assert len(pm.trades) == 1
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assert pm.trades[0]["side"] == "BUY"
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def test_buy_size_by_score(pm):
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pm.buy("SOLUSDT", price=140.0, score=75)
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assert abs(pm.trades[0]["amount_usd"] - 30.0) < 0.01
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def test_buy_respects_max_positions(pm):
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for i, coin in enumerate(["A", "B", "C", "D", "E"]):
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pm.buy(f"{coin}USDT", price=10.0, score=80)
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pm.buy("FUSDT", price=10.0, score=80)
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assert len(pm.positions) == 5
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def test_buy_respects_min_position(pm):
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pm.cash = 10.0
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pm.buy("BTCUSDT", price=40000.0, score=85)
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assert "BTCUSDT" not in pm.positions
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def test_sell_full(pm):
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pm.buy("ETHUSDT", price=3500.0, score=80)
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invested = pm.positions["ETHUSDT"]["invested_usd"]
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pm.sell("ETHUSDT", price=3800.0, reason="signal")
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assert "ETHUSDT" not in pm.positions
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assert pm.cash > 200.0 - invested
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def test_stop_loss(pm):
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pm.buy("DOGEUSDT", price=0.10, score=80)
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pm.check_exit("DOGEUSDT", current_price=0.091)
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assert "DOGEUSDT" not in pm.positions
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def test_take_profit_partial(pm):
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pm.buy("SOLUSDT", price=100.0, score=80)
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qty_before = pm.positions["SOLUSDT"]["quantity"]
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pm.check_exit("SOLUSDT", current_price=116.0)
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assert pm.positions["SOLUSDT"]["quantity"] < qty_before
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def test_take_profit_full(pm):
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pm.buy("SOLUSDT", price=100.0, score=80)
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pm.check_exit("SOLUSDT", current_price=126.0)
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assert "SOLUSDT" not in pm.positions
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def test_pnl_calculation(pm):
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pm.buy("ETHUSDT", price=3500.0, score=80)
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pnl = pm.get_portfolio_value({"ETHUSDT": 3800.0})
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assert pnl["total_pnl"] > 0
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assert pnl["total_value"] > 200.0
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