Close stale paper positions outside trend universe

This commit is contained in:
Codex
2026-06-21 23:30:10 +03:00
parent 8a211acf98
commit 6b9bddeb0a
2 changed files with 75 additions and 1 deletions
+48
View File
@@ -1,9 +1,13 @@
from __future__ import annotations
from types import SimpleNamespace
from crypto_spot_bot.bybit import Instrument
from crypto_spot_bot.bot import CryptoSpotBot
from crypto_spot_bot.execution import PaperBroker
from crypto_spot_bot.models import Signal, Ticker
from crypto_spot_bot.storage import Storage
from crypto_spot_bot.strategy import SpotStrategy
def test_paper_broker_buy_and_sell_records_trade(make_settings, tmp_path) -> None:
@@ -154,3 +158,47 @@ def test_trend_macd_broker_blocks_dca_for_same_symbol(make_settings, tmp_path) -
assert first is not None
assert second is None
assert len(broker.open_positions()) == 1
def test_trend_macd_closes_old_paper_positions_outside_symbol_universe(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
strategy_mode="trend_macd",
trading_mode="paper",
symbols=("BTCUSDT", "ETHUSDT", "SOLUSDT"),
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=3,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("HYPEUSDT", 10, 9.99, 10.01, 10_000_000, 100, 0)
instrument = Instrument("HYPEUSDT", "HYPE", "USDT", "Trading", 0.001, 0.001, 0.001, 1)
position = broker.buy(
Signal("HYPEUSDT", "BUY", 0.8, "old", {"position_notional_usdt": 5}),
ticker,
instrument,
{"HYPEUSDT": 10},
)
assert position is not None
bot = CryptoSpotBot(
settings,
storage,
SimpleNamespace(symbols=["BTCUSDT", "ETHUSDT", "SOLUSDT"]),
broker,
SpotStrategy(settings),
object(),
object(),
)
bot._close_paper_positions_outside_symbol_universe()
assert broker.open_positions() == []
assert storage.open_positions() == []
trade = storage.recent_trades(limit=1)[0]
assert trade["side"] == "SELL"
assert trade["symbol"] == "HYPEUSDT"
assert "trend_macd" in trade["reason"]