valentineus/overnight-trading-bot
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third version

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This commit is contained in:
Valentin Popov
2026-06-08 07:05:01 +00:00
parent 282c841e11
commit 52a935b8b4
20 changed files with 1371 additions and 151 deletions
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internal/statemachine/system.go
+7 -7
View File
@@ -96,20 +96,20 @@ func legalTransition(from, to domain.SystemState) bool {
return true
}
allowed := map[domain.SystemState][]domain.SystemState{
domain.StateInit: {domain.StateSyncInstruments, domain.StateWaitExitWindow},
domain.StateInit: {domain.StateSyncInstruments, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateGenerateSignals, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateReconcile, domain.StateSleep},
domain.StateSyncInstruments: {domain.StateSyncMarketData},
domain.StateSyncMarketData: {domain.StateGenerateSignals},
domain.StateGenerateSignals: {domain.StateWaitEntryWindow},
domain.StateGenerateSignals: {domain.StateWaitEntryWindow, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateSleep},
domain.StateWaitEntryWindow: {domain.StatePlaceEntryOrders, domain.StateSleep},
domain.StatePlaceEntryOrders: {domain.StateMonitorEntryOrders, domain.StateReconcile},
domain.StateMonitorEntryOrders: {domain.StateHoldOvernight, domain.StateReconcile},
domain.StateHoldOvernight: {domain.StateWaitExitWindow},
domain.StatePlaceEntryOrders: {domain.StateMonitorEntryOrders, domain.StateHoldOvernight, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
domain.StateMonitorEntryOrders: {domain.StateHoldOvernight, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
domain.StateHoldOvernight: {domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
domain.StateWaitExitWindow: {domain.StatePlaceExitOrders},
domain.StatePlaceExitOrders: {domain.StateMonitorExitOrders, domain.StateReconcile},
domain.StateMonitorExitOrders: {domain.StateReconcile},
domain.StateReconcile: {domain.StateReport, domain.StateHalted},
domain.StateReconcile: {domain.StateReport, domain.StateHalted, domain.StateGenerateSignals, domain.StateSleep},
domain.StateReport: {domain.StateSleep},
domain.StateSleep: {domain.StateInit, domain.StateWaitExitWindow, domain.StateGenerateSignals},
domain.StateSleep: {domain.StateInit, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateGenerateSignals, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateReconcile},
}
for _, candidate := range allowed[from] {
if candidate == to {
internal/statemachine/system_test.go
+15
View File
@@ -62,6 +62,21 @@ func TestUnhaltPreservesMode(t *testing.T) {
}
}
func TestCalendarRecoveryAllowsRestartInsideExitWindow(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()
system := New(repo, domain.ModePaper)
if err := system.Transition(ctx, domain.StateInit, domain.StatePlaceExitOrders); err != nil {
t.Fatalf("INIT -> PLACE_EXIT_ORDERS should be legal on restart: %v", err)
}
if err := repo.SaveSystemState(ctx, domain.StateHoldOvernight, domain.ModePaper, false, "", "{}"); err != nil {
t.Fatal(err)
}
if err := system.Transition(ctx, domain.StateHoldOvernight, domain.StatePlaceExitOrders); err != nil {
t.Fatalf("HOLD_OVERNIGHT -> PLACE_EXIT_ORDERS should be legal on restart: %v", err)
}
}
func TestRecoverFromMonitorEntryHaltsOnCriticalReconciliationDiff(t *testing.T) {
ctx := context.Background()
repo := testutil.NewMemoryRepository()