56 lines
1.9 KiB
Python
56 lines
1.9 KiB
Python
import pytest
|
|
|
|
from app.core.order_lifecycle import (
|
|
evaluate_limit_order,
|
|
order_distance_pct,
|
|
order_expires_at,
|
|
order_rr,
|
|
order_touched,
|
|
order_too_far,
|
|
)
|
|
|
|
|
|
def test_limit_order_touched_for_long_and_short():
|
|
assert order_touched({"side": "long", "target_price": 95}, 94.9) is True
|
|
assert order_touched({"side": "long", "target_price": 95}, 96) is False
|
|
assert order_touched({"side": "short", "target_price": 105}, 105.1) is True
|
|
assert order_touched({"side": "short", "target_price": 105}, 104.9) is False
|
|
|
|
|
|
def test_limit_order_cancel_when_expired():
|
|
decision = evaluate_limit_order(
|
|
order={"id": 1, "side": "long", "target_price": 95, "expires_at": "2026-05-16T10:00:00"},
|
|
current_price=100,
|
|
event_time="2026-05-16T10:01:00",
|
|
config={"order_cancel_far_from_entry_pct": 12},
|
|
).as_dict()
|
|
|
|
assert decision["action"] == "cancel"
|
|
assert decision["reason"] == "expired"
|
|
|
|
|
|
def test_limit_order_cancel_when_price_moves_too_far():
|
|
order = {"id": 1, "side": "long", "target_price": 95, "expires_at": "2026-05-17T10:00:00"}
|
|
|
|
assert order_too_far(order, 107, threshold_pct=12) is True
|
|
decision = evaluate_limit_order(
|
|
order=order,
|
|
current_price=107,
|
|
event_time="2026-05-16T10:01:00",
|
|
config={"order_cancel_far_from_entry_pct": 12},
|
|
).as_dict()
|
|
|
|
assert decision["action"] == "cancel"
|
|
assert decision["reason"] == "too_far_from_entry"
|
|
|
|
|
|
def test_order_rr_and_distance_are_side_aware():
|
|
assert order_rr("long", 95, 90, 105) == pytest.approx(2.0)
|
|
assert order_rr("short", 105, 110, 95) == pytest.approx(2.0)
|
|
assert order_distance_pct("long", 100, 95) == pytest.approx(5.2631578947)
|
|
assert order_distance_pct("short", 100, 105) == pytest.approx(5.0)
|
|
|
|
|
|
def test_order_expires_at_uses_minimum_quarter_hour():
|
|
assert order_expires_at("2026-05-16T10:00:00", expire_hours=0.1) == "2026-05-16T10:15:00"
|