ninth version

2026-06-08 14:25:44 +00:00
parent e8b7d8e27c
commit 20cc8506ad
21 changed files with 847 additions and 148 deletions
@@ -0,0 +1,62 @@
+package report
+
+import (
+	"strings"
+	"testing"
+	"time"
+
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+)
+
+func TestAverageAdverseSlippageBpsUsesLocalQuoteMid(t *testing.T) {
+	orders := []domain.Order{{
+		InstrumentUID: "uid",
+		Side:          domain.SideBuy,
+		LimitPrice:    decimal.NewFromInt(100),
+		FilledLots:    2,
+		AvgFillPrice:  decimal.NewFromFloat(100.5),
+		RawStateJSON:  `{"local":{"local_quote":{"mid":"100"}}}`,
+		UpdatedAt:     time.Now().UTC(),
+	}}
+	got := AverageAdverseSlippageBps(orders, 0)
+	if !got.Equal(decimal.NewFromInt(50)) {
+		t.Fatalf("slippage=%s, want 50", got)
+	}
+}
+
+func TestAverageAdverseSlippageBpsFallsBackToLimit(t *testing.T) {
+	orders := []domain.Order{{
+		InstrumentUID: "uid",
+		Side:          domain.SideSell,
+		LimitPrice:    decimal.NewFromInt(100),
+		FilledLots:    1,
+		AvgFillPrice:  decimal.NewFromFloat(99.5),
+		RawStateJSON:  `{}`,
+		UpdatedAt:     time.Now().UTC(),
+	}}
+	got := AverageAdverseSlippageBps(orders, 0)
+	if !got.Equal(decimal.NewFromInt(50)) {
+		t.Fatalf("slippage=%s, want 50", got)
+	}
+}
+
+func TestComposeDailyComputesSlippageWhenInputIsZero(t *testing.T) {
+	msg := ComposeDaily(DailyInput{
+		Date: time.Date(2026, 6, 8, 0, 0, 0, 0, time.UTC),
+		Mode: domain.ModePaper,
+		Orders: []domain.Order{{
+			Side:         domain.SideBuy,
+			LimitPrice:   decimal.NewFromInt(100),
+			FilledLots:   1,
+			AvgFillPrice: decimal.NewFromFloat(100.5),
+			RawStateJSON: `{"local":{"local_quote":{"mid":"100"}}}`,
+			UpdatedAt:    time.Now().UTC(),
+		}},
+		RiskStatus: "ok",
+	})
+	if !strings.Contains(msg, "Среднее проскальзывание: 50.00 bps") {
+		t.Fatalf("report did not include computed slippage:\n%s", msg)
+	}
+}