initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
2026-04-21 16:58:38 +02:00
commit 01c19662cb
643 changed files with 260241 additions and 0 deletions
--- a/nautilus_dolphin/tests/test_position_manager.py
+++ b/nautilus_dolphin/tests/test_position_manager.py
@@ -0,0 +1,111 @@
+"""Tests for PositionManager."""
+
+import pytest
+from unittest.mock import Mock
+from nautilus_dolphin.nautilus.position_manager import PositionManager
+from nautilus_trader.model.enums import PositionSide
+
+
+class TestPositionManager:
+    
+    def test_on_position_opened_calculates_tp(self):
+        """Test TP price calculation on position open."""
+        strategy = Mock()
+        pm = PositionManager(strategy, tp_bps=99, max_hold_bars=120)
+        
+        position = Mock()
+        position.id = "POS-001"
+        position.instrument_id = "BTCUSDT.BINANCE"
+        position.avg_px_open = 50000.0
+        position.side = PositionSide.SHORT
+        
+        pm.on_position_opened(position)
+        
+        assert "BTCUSDT.BINANCE" in pm.positions
+        metadata = pm.positions["BTCUSDT.BINANCE"]
+        
+        # TP should be entry * (1 - 99/10000) = 50000 * 0.9901
+        expected_tp = 50000.0 * 0.9901
+        assert abs(metadata['tp_price'] - expected_tp) < 0.01
+        
+    def test_on_bar_increments_bars_held(self):
+        """Test bars_held counter increments."""
+        strategy = Mock()
+        strategy.cache = Mock()
+        pm = PositionManager(strategy)
+        
+        position = Mock()
+        position.id = "POS-001"
+        position.instrument_id = "BTCUSDT.BINANCE"
+        position.avg_px_open = 50000.0
+        position.side = PositionSide.SHORT
+        position.is_closed = False
+        
+        pm.on_position_opened(position)
+        strategy.cache.position.return_value = position
+        
+        bar = Mock()
+        bar.instrument_id = "BTCUSDT.BINANCE"
+        bar.close = 50000.0
+        
+        pm.on_bar(bar)
+        assert pm.positions["BTCUSDT.BINANCE"]['bars_held'] == 1
+        
+        pm.on_bar(bar)
+        assert pm.positions["BTCUSDT.BINANCE"]['bars_held'] == 2
+        
+    def test_tp_exit_triggered(self):
+        """Test TP exit when price hits target."""
+        strategy = Mock()
+        strategy.cache = Mock()
+        strategy.order_factory = Mock()
+        pm = PositionManager(strategy, tp_bps=99)
+        
+        position = Mock()
+        position.id = "POS-001"
+        position.instrument_id = "BTCUSDT.BINANCE"
+        position.avg_px_open = 50000.0
+        position.side = PositionSide.SHORT
+        position.is_closed = False
+        position.quantity = 1.0
+        
+        pm.on_position_opened(position)
+        strategy.cache.position.return_value = position
+        
+        bar = Mock()
+        bar.instrument_id = "BTCUSDT.BINANCE"
+        bar.close = 49505.0  # Below TP
+        
+        pm.on_bar(bar)
+        
+        # Should have called order_factory.market
+        strategy.order_factory.market.assert_called_once()
+        
+    def test_max_hold_exit_triggered(self):
+        """Test max hold exit after 120 bars."""
+        strategy = Mock()
+        strategy.cache = Mock()
+        strategy.order_factory = Mock()
+        pm = PositionManager(strategy, max_hold_bars=3)
+        
+        position = Mock()
+        position.id = "POS-001"
+        position.instrument_id = "BTCUSDT.BINANCE"
+        position.avg_px_open = 50000.0
+        position.side = PositionSide.SHORT
+        position.is_closed = False
+        position.quantity = 1.0
+        
+        pm.on_position_opened(position)
+        strategy.cache.position.return_value = position
+        
+        bar = Mock()
+        bar.instrument_id = "BTCUSDT.BINANCE"
+        bar.close = 50100.0  # Above TP
+        
+        # Trigger max hold
+        for _ in range(3):
+            pm.on_bar(bar)
+            
+        # Should have called order_factory.market
+        strategy.order_factory.market.assert_called_once()