Start implementing active management actions

This commit is contained in:
2023-02-18 17:55:39 +00:00
parent 15a8bec105
commit ae104f446a
2 changed files with 242 additions and 2 deletions

View File

@@ -540,6 +540,157 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
[self.trades[2], self.trades[3]],
)
@patch(
"core.trading.active_management.ActiveManagement.add_action",
)
def test_handle_violation(self, add_action):
self.ams.handle_violation("max_loss", "close", "trade_id")
self.ams.handle_violation("position_size", "adjust", "trade_id2", size=1000)
self.assertEqual(add_action.call_count, 2)
add_action.assert_any_call("close", "max_loss", "trade_id")
add_action.assert_any_call("adjust", "position_size", "trade_id2", size=1000)
def test_add_action(self):
protection_args = {
"take_profit_price": D("1.07934"),
"stop_loss_price": D("1.05276"),
}
self.ams.add_action("close", "trading_time", "fake_trade_id")
self.ams.add_action("close", "protection", "fake_trade_id2", **protection_args)
self.assertEqual(
self.ams.actions,
{
"close": [
{"id": "fake_trade_id", "check": "trading_time", "extra": {}},
{
"id": "fake_trade_id2",
"check": "protection",
"extra": protection_args,
},
],
},
)
def test_reduce_actions(self):
pass
@patch("core.trading.active_management.ActiveManagement.bulk_close_trades")
@patch("core.trading.active_management.ActiveManagement.bulk_notify")
def test_run_actions(self, bulk_notify, bulk_close_trades):
protection_args = {
"take_profit_price": D("1.07934"),
"stop_loss_price": D("1.05276"),
}
self.ams.add_action("close", "trading_time", "fake_trade_id")
self.ams.add_action("close", "protection", "fake_trade_id2", **protection_args)
self.ams.run_actions()
expected_action_cast = [
{"id": "fake_trade_id", "check": "trading_time", "extra": {}},
{
"id": "fake_trade_id2",
"check": "protection",
"extra": {
**protection_args,
},
},
]
bulk_notify.assert_called_once_with(
"close",
expected_action_cast,
)
bulk_close_trades.assert_called_once_with(
["fake_trade_id", "fake_trade_id2"],
)
@patch("core.trading.active_management.ActiveManagement.bulk_close_trades")
@patch("core.trading.active_management.ActiveManagement.bulk_notify")
def test_run_actions_notify_only(self, bulk_notify, bulk_close_trades):
protection_args = {
"take_profit_price": D("1.07934"),
"stop_loss_price": D("1.05276"),
}
self.ams.add_action("notify", "trading_time", "fake_trade_id")
self.ams.add_action("notify", "protection", "fake_trade_id2", **protection_args)
self.ams.run_actions()
expected_action_cast = [
{"id": "fake_trade_id", "check": "trading_time", "extra": {}},
{
"id": "fake_trade_id2",
"check": "protection",
"extra": {
**protection_args,
},
},
]
bulk_notify.assert_called_once_with(
"notify",
expected_action_cast,
)
bulk_close_trades.assert_not_called()
@patch("core.trading.active_management.ActiveManagement.bulk_close_trades")
@patch("core.trading.active_management.ActiveManagement.bulk_adjust")
@patch("core.trading.active_management.ActiveManagement.bulk_notify")
def test_run_actions_notify_adjust_only(
self, bulk_notify, bulk_adjust, bulk_close_trades
):
protection_args = {
"take_profit_price": D("1.07934"),
"stop_loss_price": D("1.05276"),
}
self.ams.add_action("adjust", "position_size", "fake_trade_id", size=1000)
self.ams.add_action("adjust", "protection", "fake_trade_id2", **protection_args)
self.ams.run_actions()
expected_action_cast = [
{"id": "fake_trade_id", "check": "position_size", "extra": {"size": 1000}},
{
"id": "fake_trade_id2",
"check": "protection",
"extra": {
**protection_args,
},
},
]
bulk_notify.assert_called_once_with(
"adjust",
expected_action_cast,
)
bulk_adjust.assert_called_once_with(expected_action_cast)
bulk_close_trades.assert_not_called()
@patch("core.trading.active_management.ActiveManagement.adjust_position_size")
@patch("core.trading.active_management.ActiveManagement.adjust_protection")
def test_bulk_adjust(self, adjust_protection, adjust_position_size):
expected_protection = {"take_profit_price": 1.10, "stop_loss_price": 1.05}
cast_list = [
{"id": "id1", "check": "position_size", "extra": {"size": 1000}},
{"id": "id2", "check": "protection", "extra": expected_protection},
]
self.ams.bulk_adjust(cast_list)
adjust_position_size.assert_called_once_with("id1", 1000)
adjust_protection.assert_called_once_with("id2", expected_protection)
@patch("core.trading.active_management.ActiveManagement.close_trade")
def test_bulk_close_trades(self, close_trade):
self.ams.bulk_close_trades(["id1", "id2"])
self.assertEqual(close_trade.call_count, 2)
close_trade.assert_any_call("id1")
close_trade.assert_any_call("id2")
def test_bulk_notify(self):
pass
def test_max_risk_not_violated_after_adjusting_protection(self):
"""
Ensure the max risk check is not violated after adjusting the protection.
@@ -551,3 +702,12 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
Ensure the max risk check is not violated after adjusting the position size.
"""
pass
def test_position_size_reduced(self):
pass
def test_protection_added(self):
pass
def test_protection_amended(self):
pass