112 lines
3.7 KiB
Python
112 lines
3.7 KiB
Python
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"""Tests for PositionManager."""
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import pytest
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from unittest.mock import Mock
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from nautilus_dolphin.nautilus.position_manager import PositionManager
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from nautilus_trader.model.enums import PositionSide
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class TestPositionManager:
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def test_on_position_opened_calculates_tp(self):
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"""Test TP price calculation on position open."""
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strategy = Mock()
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pm = PositionManager(strategy, tp_bps=99, max_hold_bars=120)
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position = Mock()
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position.id = "POS-001"
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position.instrument_id = "BTCUSDT.BINANCE"
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position.avg_px_open = 50000.0
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position.side = PositionSide.SHORT
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pm.on_position_opened(position)
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assert "BTCUSDT.BINANCE" in pm.positions
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metadata = pm.positions["BTCUSDT.BINANCE"]
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# TP should be entry * (1 - 99/10000) = 50000 * 0.9901
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expected_tp = 50000.0 * 0.9901
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assert abs(metadata['tp_price'] - expected_tp) < 0.01
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def test_on_bar_increments_bars_held(self):
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"""Test bars_held counter increments."""
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strategy = Mock()
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strategy.cache = Mock()
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pm = PositionManager(strategy)
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position = Mock()
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position.id = "POS-001"
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position.instrument_id = "BTCUSDT.BINANCE"
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position.avg_px_open = 50000.0
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position.side = PositionSide.SHORT
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position.is_closed = False
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pm.on_position_opened(position)
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strategy.cache.position.return_value = position
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bar = Mock()
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bar.instrument_id = "BTCUSDT.BINANCE"
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bar.close = 50000.0
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pm.on_bar(bar)
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assert pm.positions["BTCUSDT.BINANCE"]['bars_held'] == 1
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pm.on_bar(bar)
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assert pm.positions["BTCUSDT.BINANCE"]['bars_held'] == 2
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def test_tp_exit_triggered(self):
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"""Test TP exit when price hits target."""
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strategy = Mock()
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strategy.cache = Mock()
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strategy.order_factory = Mock()
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pm = PositionManager(strategy, tp_bps=99)
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position = Mock()
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position.id = "POS-001"
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position.instrument_id = "BTCUSDT.BINANCE"
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position.avg_px_open = 50000.0
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position.side = PositionSide.SHORT
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position.is_closed = False
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position.quantity = 1.0
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pm.on_position_opened(position)
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strategy.cache.position.return_value = position
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bar = Mock()
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bar.instrument_id = "BTCUSDT.BINANCE"
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bar.close = 49505.0 # Below TP
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pm.on_bar(bar)
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# Should have called order_factory.market
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strategy.order_factory.market.assert_called_once()
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def test_max_hold_exit_triggered(self):
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"""Test max hold exit after 120 bars."""
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strategy = Mock()
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strategy.cache = Mock()
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strategy.order_factory = Mock()
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pm = PositionManager(strategy, max_hold_bars=3)
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position = Mock()
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position.id = "POS-001"
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position.instrument_id = "BTCUSDT.BINANCE"
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position.avg_px_open = 50000.0
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position.side = PositionSide.SHORT
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position.is_closed = False
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position.quantity = 1.0
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pm.on_position_opened(position)
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strategy.cache.position.return_value = position
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bar = Mock()
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bar.instrument_id = "BTCUSDT.BINANCE"
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bar.close = 50100.0 # Above TP
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# Trigger max hold
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for _ in range(3):
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pm.on_bar(bar)
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# Should have called order_factory.market
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strategy.order_factory.market.assert_called_once()
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