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TradeBot/tests/test_execution.py
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Python

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 LiveBroker, 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:
settings = make_settings(tmp_path)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
signal = Signal("BTCUSDT", "BUY", 0.8, "test")
position = broker.buy(signal, ticker, instrument, {"BTCUSDT": 100})
assert position is not None
assert broker.cash < settings.starting_balance_usdt
assert len(broker.open_positions()) == 1
trade = broker.sell(position, ticker, "test exit")
assert trade.side == "SELL"
assert len(broker.open_positions()) == 0
assert storage.recent_trades(limit=10)
summary = storage.closed_trade_summary()
assert summary["trades"] == 1
assert summary["net_pnl"] == round(trade.net_pnl, 6)
def test_paper_broker_limits_fast_entries_per_minute(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
max_entries_per_minute=1,
max_open_positions=3,
max_positions_per_symbol=3,
max_total_exposure_usdt=90,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first"), ticker, instrument, {"BTCUSDT": 100})
second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second"), ticker, instrument, {"BTCUSDT": 100})
assert first is not None
assert second is None
assert len(broker.open_positions()) == 1
assert "лимит новых входов" in storage.recent_events(limit=1)[0]["message"]
def test_paper_broker_uses_signal_notional_and_pair_exposure(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
strategy_mode="torch_forecast",
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=6,
max_total_exposure_usdt=50,
max_open_positions=20,
max_positions_per_symbol=6,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
first = broker.buy(
Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}),
ticker,
instrument,
{"BTCUSDT": 100},
)
second = broker.buy(
Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}),
ticker,
instrument,
{"BTCUSDT": 100},
)
third = broker.buy(
Signal("BTCUSDT", "BUY", 0.8, "third", {"position_notional_usdt": 2}),
ticker,
instrument,
{"BTCUSDT": 100},
)
fourth = broker.buy(
Signal("BTCUSDT", "BUY", 0.8, "fourth", {"position_notional_usdt": 2}),
ticker,
instrument,
{"BTCUSDT": 100},
)
assert first is not None
assert second is not None
assert third is not None
assert fourth is None
assert len(broker.open_positions()) == 3
assert 5.5 <= broker.symbol_exposure("BTCUSDT") <= 6.0
def test_paper_broker_raises_small_signal_to_exchange_min_notional(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=20,
max_positions_per_symbol=20,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("XRPUSDT", 1.0, 0.999, 1.001, 10_000_000, 100, 0)
instrument = Instrument("XRPUSDT", "XRP", "USDT", "Trading", 0.0001, 0.01, 0.01, 5)
position = broker.buy(
Signal("XRPUSDT", "BUY", 0.8, "small rebound", {"position_notional_usdt": 1.5}),
ticker,
instrument,
{"XRPUSDT": 1.0},
)
assert position is not None
assert position.notional_usdt >= instrument.min_notional_value
assert position.notional_usdt <= settings.max_position_usdt
def test_paper_broker_rounds_small_order_up_to_exchange_qty_step(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=20,
max_positions_per_symbol=20,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("HYPEUSDT", 39.6, 39.59, 39.61, 10_000_000, 100, 0)
instrument = Instrument("HYPEUSDT", "HYPE", "USDT", "Trading", 0.001, 0.01, 0.01, 1)
position = broker.buy(
Signal("HYPEUSDT", "BUY", 0.8, "small torch edge", {"position_notional_usdt": 1.05}),
ticker,
instrument,
{"HYPEUSDT": 39.6},
)
assert position is not None
assert position.qty == 0.03
assert position.notional_usdt >= instrument.min_notional_value
assert position.notional_usdt <= settings.max_position_usdt
def test_paper_broker_respects_adaptive_exposure_target(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=20,
max_positions_per_symbol=20,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
capped_signal = Signal(
"BTCUSDT",
"BUY",
0.8,
"adaptive cap",
{
"position_notional_usdt": 10,
"adaptive_rules": {
"target_total_exposure_usdt": 0,
"target_symbol_exposure_usdt": 0,
},
},
)
position = broker.buy(capped_signal, ticker, instrument, {"BTCUSDT": 100})
assert position is None
assert broker.open_positions() == []
def test_trend_macd_broker_blocks_dca_for_same_symbol(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
strategy_mode="trend_macd",
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=3,
max_positions_per_symbol=20,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
assert first is not None
assert second is None
assert len(broker.open_positions()) == 1
def test_torch_forecast_broker_allows_dynamic_entries_until_total_limit(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
strategy_mode="torch_forecast",
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=3,
max_positions_per_symbol=20,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
third = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "third", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
fourth = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "fourth", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
assert first is not None
assert second is not None
assert third is not None
assert fourth is None
assert len(broker.open_positions()) == 3
def test_torch_forecast_broker_respects_configured_symbol_position_limit(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
strategy_mode="torch_forecast",
min_position_usdt=1,
max_position_usdt=20,
max_symbol_exposure_usdt=20,
max_total_exposure_usdt=80,
max_open_positions=20,
max_positions_per_symbol=2,
max_entries_per_minute=0,
)
storage = Storage(settings.database_path)
broker = PaperBroker(settings, storage)
ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
third = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "third", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
assert first is not None
assert second is not None
assert third is None
assert len(broker.open_positions()) == 2
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"]
def test_live_broker_records_exchange_fill_and_protective_stop(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
trading_mode="live",
enable_live_trading=True,
live_trading_confirm="I_ACCEPT_REAL_RISK",
bybit_api_key="key",
bybit_api_secret="secret",
live_protective_stop_enabled=True,
)
storage = Storage(settings.database_path)
class Client:
def place_spot_market_order(self, **kwargs):
return {"orderId": "buy-1"}
def wait_for_spot_order(self, **kwargs):
return {
"order": {"orderStatus": "Filled"},
"executions": [
{
"symbol": "BTCUSDT",
"execQty": "0.001",
"execValue": "10",
"execPrice": "10000",
"execFee": "0.01",
"feeCurrency": "USDT",
}
],
}
def place_spot_protective_stop(self, **kwargs):
return {"orderId": "stop-1"}
broker = LiveBroker(settings, storage, Client())
broker.reconciliation_state = {"status": "ok", "blocking": False, "discrepancies": []}
ticker = Ticker("BTCUSDT", 10000, 9999, 10001, 10_000_000, 1000, 0)
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
signal = Signal("BTCUSDT", "BUY", 0.8, "test", {"position_notional_usdt": 10})
position = broker.buy(signal, ticker, instrument, {"BTCUSDT": 10000})
assert position is not None
assert position.qty == 0.001
assert position.entry_price == 10000
assert position.protective_order_id == "stop-1"
assert storage.recent_orders()[0]["order_kind"] == "PROTECTIVE_STOP"
def test_live_broker_sell_uses_confirmed_exchange_fill(make_settings, tmp_path) -> None:
settings = make_settings(
tmp_path,
trading_mode="live",
enable_live_trading=True,
live_trading_confirm="I_ACCEPT_REAL_RISK",
bybit_api_key="key",
bybit_api_secret="secret",
live_protective_stop_enabled=False,
)
storage = Storage(settings.database_path)
class Client:
def place_spot_market_order(self, **kwargs):
return {"orderId": "buy-1" if kwargs["side"] == "Buy" else "sell-1"}
def wait_for_spot_order(self, **kwargs):
buying = kwargs["order_id"] == "buy-1"
return {
"order": {"orderStatus": "Filled"},
"executions": [
{
"symbol": "BTCUSDT",
"execQty": "0.001",
"execValue": "10" if buying else "11",
"execPrice": "10000" if buying else "11000",
"execFee": "0.01",
"feeCurrency": "USDT",
}
],
}
broker = LiveBroker(settings, storage, Client())
broker.reconciliation_state = {"status": "ok", "blocking": False, "discrepancies": []}
instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
entry_ticker = Ticker("BTCUSDT", 10000, 9999, 10001, 10_000_000, 1000, 0)
position = broker.buy(
Signal("BTCUSDT", "BUY", 0.8, "test", {"position_notional_usdt": 10}),
entry_ticker,
instrument,
{"BTCUSDT": 10000},
)
assert position is not None
trade = broker.sell(
position,
Ticker("BTCUSDT", 11000, 10999, 11001, 10_000_000, 1000, 0),
"test exit",
)
assert trade.exit_price == 11000
assert trade.qty == 0.001
assert broker.open_positions() == []
assert storage.recent_orders()[0]["status"] == "Filled"