valentineus/overnight-trading-bot
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ninth version
Deploy / Test, build and deploy (push) Failing after 1m6s
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This commit is contained in:
Valentin Popov
2026-06-08 14:25:44 +00:00
parent e8b7d8e27c
commit 20cc8506ad
21 changed files with 847 additions and 148 deletions
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internal/execution/state_test.go
+67 -4
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@@ -3,6 +3,7 @@ package execution
import (
"context"
"errors"
"strings"
"testing"
"time"
@@ -110,6 +111,35 @@ func TestPlaceEntryReservesFreeOrderBudgetAtomically(t *testing.T) {
}
}
func TestRefreshPreservesLocalQuoteContext(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
gateway := tinvest.NewFakeGateway()
engine := NewEngine(domain.ModeSandbox, "account", gateway, repo)
instrument := domain.Instrument{
InstrumentUID: "uid",
Lot: 1,
MinPriceIncrement: decimal.NewFromInt(1),
}
book := domain.OrderBook{
InstrumentUID: "uid",
Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
ReceivedAt: time.Now().UTC(),
}
order, err := engine.PlaceEntry(ctx, "hash", instrument, time.Now().UTC(), 1, book, 1, 1)
if err != nil {
t.Fatal(err)
}
refreshed, err := engine.Refresh(ctx, order)
if err != nil {
t.Fatal(err)
}
if !strings.Contains(refreshed.RawStateJSON, "local_quote") || !strings.Contains(refreshed.RawStateJSON, `"mid":"100"`) {
t.Fatalf("raw state lost local quote context: %s", refreshed.RawStateJSON)
}
}
func TestMonitorOnceUsesInjectedClockForDeadline(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
@@ -160,10 +190,17 @@ func TestMonitorOnceUsesInjectedClockForDeadline(t *testing.T) {
}
}
func TestPaperPlaceEntryFillsAndCountsSubmittedOrder(t *testing.T) {
func TestPaperPlaceEntryFillsOnlyWhenOrderBookCrosses(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
engine := NewEngine(domain.ModePaper, "account", tinvest.NewFakeGateway(), repo)
paper := tinvest.NewPaperGateway(nil)
paper.Fake().OrderBooks["uid"] = domain.OrderBook{
InstrumentUID: "uid",
Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
ReceivedAt: time.Now().UTC(),
}
engine := NewEngine(domain.ModePaper, "account", paper, repo)
tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
order, err := engine.PlaceEntry(ctx, "hash", domain.Instrument{
InstrumentUID: "uid",
@@ -178,8 +215,34 @@ func TestPaperPlaceEntryFillsAndCountsSubmittedOrder(t *testing.T) {
if err != nil {
t.Fatal(err)
}
if order.Status != domain.OrderStatusFilled || order.FilledLots != 2 || order.BrokerOrderID == "" {
t.Fatalf("paper order=%+v, want filled broker-like order", order)
if order.Status != domain.OrderStatusSent || order.FilledLots != 0 || order.BrokerOrderID == "" {
t.Fatalf("paper order=%+v, want sent unfilled broker-like order", order)
}
paper.Fake().OrderBooks["uid"] = domain.OrderBook{
InstrumentUID: "uid",
Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(100), QuantityLots: 1}},
ReceivedAt: time.Now().UTC(),
}
partial, err := engine.MonitorOnce(ctx, order, MonitorConfig{})
if err != nil {
t.Fatal(err)
}
if partial.Status != domain.OrderStatusPartiallyFilled || partial.FilledLots != 1 {
t.Fatalf("paper partial order=%+v, want 1 lot partial fill", partial)
}
paper.Fake().OrderBooks["uid"] = domain.OrderBook{
InstrumentUID: "uid",
Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(100), QuantityLots: 10}},
ReceivedAt: time.Now().UTC(),
}
filled, err := engine.MonitorOnce(ctx, partial, MonitorConfig{})
if err != nil {
t.Fatal(err)
}
if filled.Status != domain.OrderStatusFilled || filled.FilledLots != 2 {
t.Fatalf("paper filled order=%+v, want full fill", filled)
}
sent, err := repo.GetFreeOrdersSent(ctx, tradeDate, "uid")
if err != nil {