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@ -1,10 +1,13 @@
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from unittest.mock import Mock, patch
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from django.test import TestCase
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from core.exchanges.convert import convert_trades
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from core.lib.schemas.oanda_s import parse_time
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from core.models import Account, ActiveManagementPolicy, Hook, Signal, User
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from core.tests.helpers import StrategyMixin, SymbolPriceMock
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from core.trading.active_management import ActiveManagement
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from core.models import User, Account, ActiveManagementPolicy, Hook, Signal
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from unittest.mock import Mock, patch
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from core.lib.schemas.oanda_s import parse_time
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class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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def setUp(self):
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@ -43,7 +46,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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"id": "20083",
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"symbol": "EUR_USD",
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"price": "1.06331",
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"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
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"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
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"initialUnits": "10",
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"initialMarginRequired": "0.2966",
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"state": "OPEN",
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@ -53,9 +56,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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"dividendAdjustment": "0.0000",
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"unrealizedPL": "-0.0008",
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"marginUsed": "0.2966",
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"takeProfitOrder": None,
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"stopLossOrder": None,
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"trailingStopLossOrder": None,
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"takeProfitOrder": {"price": "1.06331"},
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"stopLossOrder": {"price": "1.06331"},
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"trailingStopLossOrder": {"price": "1.06331"},
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"trailingStopValue": None,
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"side": "long",
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},
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@ -63,7 +66,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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"id": "20083",
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"symbol": "EUR_USD",
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"price": "1.06331",
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"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
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"openTime": "2023-02-13T11:38:06.302917985Z", # Monday at 11:38
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"initialUnits": "10",
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"initialMarginRequired": "0.2966",
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"state": "OPEN",
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@ -73,12 +76,12 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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"dividendAdjustment": "0.0000",
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"unrealizedPL": "-0.0008",
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"marginUsed": "0.2966",
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"takeProfitOrder": None,
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"stopLossOrder": None,
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"trailingStopLossOrder": None,
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"takeProfitOrder": {"price": "1.06331"},
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"stopLossOrder": {"price": "1.06331"},
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"trailingStopLossOrder": {"price": "1.06331"},
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"trailingStopValue": None,
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"side": "long",
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}
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},
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]
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# Run parse_time on all items in trades
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for trade in self.trades:
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@ -86,7 +89,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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self.ams.get_trades = self.fake_get_trades
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self.ams.get_balance = self.fake_get_balance
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# self.ams.trades = self.trades
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def fake_get_trades(self):
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self.ams.trades = self.trades
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return self.trades
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@ -105,7 +108,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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balance = self.ams.get_balance()
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self.assertEqual(balance, 10000)
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def check_violation(self, violation, calls, expected_action, expected_trades):
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def check_violation(
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self, violation, calls, expected_action, expected_trades, expected_args=None
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):
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"""
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Check that the violation was called with the expected action and trades.
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Matches the first argument of the call to the violation name.
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@ -113,6 +118,7 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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:param: calls: list of calls to the violation
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:param: expected_action: expected action to be called, close, notify, etc.
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:param: expected_trades: list of expected trades to be passed to the violation
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:param: expected_args: optional, expected args to be passed to the violation
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"""
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calls = list(calls)
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violation_calls = []
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@ -121,22 +127,28 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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violation_calls.append(call)
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self.assertEqual(len(violation_calls), len(expected_trades))
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expected_trades = convert_trades(expected_trades)
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for call in violation_calls:
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# Ensure the correct action has been called, like close
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self.assertEqual(call[0][1], expected_action)
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# Ensure the correct trade has been passed to the violation
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self.assertIn(call[0][2], expected_trades)
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if expected_args:
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self.assertEqual(call[0][3], expected_args)
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@patch("core.trading.active_management.ActiveManagement.handle_violation")
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def test_run_checks(self, handle_violation):
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self.ams.run_checks()
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print("handle_violation.call_count", handle_violation.call_args_list)
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self.assertEqual(handle_violation.call_count, 0)
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@patch("core.trading.active_management.ActiveManagement.handle_violation")
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def test_trading_time_violated(self, handle_violation):
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self.trades[0]["openTime"] = "2023-02-17T11:38:06.302917Z" # Friday
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self.trades[0]["openTime"] = "2023-02-17T11:38:06.302917Z" # Friday
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self.ams.run_checks()
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self.check_violation("trading_time", handle_violation.call_args_list, "close", [self.trades[0]])
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self.check_violation(
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"trading_time", handle_violation.call_args_list, "close", [self.trades[0]]
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)
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def create_hook_signal(self):
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hook = Hook.objects.create(
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@ -158,7 +170,9 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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self.strategy.trends = {"EUR_USD": "sell"}
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self.strategy.save()
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self.ams.run_checks()
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self.check_violation("trends", handle_violation.call_args_list, "close", self.trades)
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self.check_violation(
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"trends", handle_violation.call_args_list, "close", self.trades
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)
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@patch("core.trading.active_management.ActiveManagement.handle_violation")
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def test_trends_violated_none(self, handle_violation):
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@ -175,19 +189,27 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
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self.strategy.trend_signals.set([signal])
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self.strategy.trends = {"EUR_USD": "sell"}
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self.strategy.save()
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# Change the side of the first trade to match the trends
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self.trades[0]["side"] = "short"
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self.ams.run_checks()
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self.check_violation("trends", handle_violation.call_args_list, "close", [self.trades[1]])
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self.check_violation(
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"trends", handle_violation.call_args_list, "close", [self.trades[1]]
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)
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@patch("core.trading.active_management.ActiveManagement.handle_violation")
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def test_position_size_violated(self, handle_violation):
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self.trades[0]["currentUnits"] = "100000"
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self.ams.run_checks()
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self.check_violation("position_size", handle_violation.call_args_list, "close", [self.trades[0]])
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self.check_violation(
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"position_size",
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handle_violation.call_args_list,
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"close",
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[self.trades[0]],
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{"size": 50},
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)
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def test_protection_violated(self):
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pass
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