mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-08-23 08:48:05 +00:00
v4.0.17 no-backtest
This commit is contained in:
Ichinga Samuel
@@ -23,7 +23,7 @@ from datetime import time, datetime, timedelta, UTC
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from unittest.mock import MagicMock, AsyncMock, patch
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import pytest
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from aiomql.lib.sessions import Session, Sessions, Duration, delta, backtest_sleep
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from aiomql.lib.sessions import Session, Sessions, Duration, delta
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from aiomql.core.config import Config
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from aiomql.core.models import TradePosition, OrderSendResult
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@@ -51,6 +51,20 @@ class TestDuration:
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d = Duration(hours=1, minutes=0, seconds=0)
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assert isinstance(d, tuple)
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def test_duration_zero(self):
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"""Test Duration with all zeros."""
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d = Duration(hours=0, minutes=0, seconds=0)
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assert d.hours == 0
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assert d.minutes == 0
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assert d.seconds == 0
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def test_duration_indexing(self):
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"""Test Duration can be accessed by index."""
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d = Duration(hours=5, minutes=10, seconds=20)
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assert d[0] == 5
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assert d[1] == 10
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assert d[2] == 20
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class TestDeltaFunction:
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"""Test delta helper function."""
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@@ -82,6 +96,12 @@ class TestDeltaFunction:
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expected = timedelta(hours=23, minutes=59, seconds=59)
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assert result == expected
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def test_delta_returns_timedelta(self):
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"""Test delta returns a timedelta object."""
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t = time(hour=12, minute=0)
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result = delta(t)
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assert isinstance(result, timedelta)
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class TestSessionInitialization:
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"""Test Session class initialization."""
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@@ -146,6 +166,34 @@ class TestSessionInitialization:
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session = Session(start=8, end=16)
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assert isinstance(session.config, Config)
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def test_init_default_on_start_none(self):
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"""Test Session defaults on_start to None."""
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session = Session(start=8, end=16)
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assert session.on_start is None
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def test_init_default_on_end_none(self):
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"""Test Session defaults on_end to None."""
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session = Session(start=8, end=16)
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assert session.on_end is None
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def test_init_default_custom_start_none(self):
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"""Test Session defaults custom_start to None."""
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session = Session(start=8, end=16)
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assert session.custom_start is None
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def test_init_default_custom_end_none(self):
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"""Test Session defaults custom_end to None."""
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session = Session(start=8, end=16)
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assert session.custom_end is None
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def test_init_start_gets_utc_timezone(self):
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"""Test Session start time gets UTC timezone added."""
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session = Session(start=time(8, 30, 15), end=16)
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assert session.start.tzinfo == UTC
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assert session.start.hour == 8
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assert session.start.minute == 30
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assert session.start.second == 15
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class TestSessionContains:
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"""Test Session __contains__ method."""
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@@ -180,6 +228,18 @@ class TestSessionContains:
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test_time = time(17, 0)
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assert test_time not in session
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def test_contains_time_just_inside_start(self):
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"""Test time just after start is in session."""
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session = Session(start=time(8, 0), end=time(16, 0))
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test_time = time(8, 0, 1)
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assert test_time in session
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def test_contains_time_just_before_start(self):
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"""Test time just before start is not in session."""
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session = Session(start=time(8, 0), end=time(16, 0))
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test_time = time(7, 59, 59)
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assert test_time not in session
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class TestSessionStringMethods:
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"""Test Session string representation methods."""
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@@ -196,6 +256,11 @@ class TestSessionStringMethods:
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result = repr(session)
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assert "<-->" in result
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def test_str_and_repr_match(self):
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"""Test __str__ and __repr__ return same value."""
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session = Session(start=8, end=16)
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assert str(session) == repr(session)
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class TestSessionLen:
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"""Test Session __len__ method."""
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@@ -212,6 +277,11 @@ class TestSessionLen:
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expected = 8 * 3600 + 15 * 60 # 8 hours 15 minutes
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assert len(session) == expected
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def test_len_one_hour(self):
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"""Test __len__ for a one-hour session."""
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session = Session(start=10, end=11)
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assert len(session) == 3600
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class TestSessionDuration:
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"""Test Session duration method."""
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@@ -242,18 +312,26 @@ class TestSessionDuration:
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class TestSessionInSession:
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"""Test Session in_session method."""
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@patch.object(Config, '__new__')
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def test_in_session_live_mode(self, mock_config):
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"""Test in_session in live mode."""
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config = MagicMock()
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config.mode = "live"
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mock_config.return_value = config
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# Test depends on current time, just verify it runs
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def test_in_session_returns_bool(self):
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"""Test in_session returns a boolean."""
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session = Session(start=0, end=23)
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result = session.in_session()
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assert isinstance(result, bool)
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def test_in_session_wide_window(self):
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"""Test in_session with nearly all-day window returns True."""
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# 0:00 to 23:00 covers almost the entire day
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session = Session(start=0, end=23)
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result = session.in_session()
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assert isinstance(result, bool)
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def test_in_session_uses_contains(self):
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"""Test in_session delegates to __contains__ with current time."""
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session = Session(start=0, end=23)
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now = datetime.now(tz=UTC).time()
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expected = now in session
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assert session.in_session() == expected
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class TestSessionActions:
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"""Test Session action methods."""
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@@ -318,6 +396,23 @@ class TestSessionActions:
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# Should not raise, just log warning
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await session.action(action="close_all")
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async def test_action_unknown_action_does_nothing(self, session):
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"""Test action with unknown string does nothing."""
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# Should not raise - falls through to default case
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await session.action(action="unknown_action")
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async def test_begin_with_no_on_start(self, session):
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"""Test begin does nothing when on_start is None."""
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session.on_start = None
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# Should not raise
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await session.begin()
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async def test_close_with_no_on_end(self, session):
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"""Test close does nothing when on_end is None."""
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session.on_end = None
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# Should not raise
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await session.close()
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class TestSessionClosePositions:
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"""Test Session position closing methods."""
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@@ -337,6 +432,45 @@ class TestSessionClosePositions:
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await session.close_positions(positions=(position,))
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session.positions_manager.close_position.assert_called_once_with(position=position)
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async def test_close_positions_counts_closed(self, session):
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"""Test close_positions correctly counts successful closes."""
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pos1 = MagicMock(spec=TradePosition)
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pos2 = MagicMock(spec=TradePosition)
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result_ok = MagicMock(spec=OrderSendResult)
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result_ok.retcode = 10009
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session.positions_manager.close_position = AsyncMock(return_value=result_ok)
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# Should not raise
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await session.close_positions(positions=(pos1, pos2))
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async def test_close_positions_counts_pending(self, session):
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"""Test close_positions counts pending (non-10009) results."""
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position = MagicMock(spec=TradePosition)
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result_fail = MagicMock(spec=OrderSendResult)
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result_fail.retcode = 10006 # Not 10009
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session.positions_manager.close_position = AsyncMock(return_value=result_fail)
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# Should not raise, logs warning about pending
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await session.close_positions(positions=(position,))
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async def test_close_positions_handles_exceptions_in_results(self, session):
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"""Test close_positions handles exceptions in gather results."""
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position = MagicMock(spec=TradePosition)
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session.positions_manager.close_position = AsyncMock(
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side_effect=Exception("Connection error")
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)
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# return_exceptions=True means exceptions are returned, not raised
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await session.close_positions(positions=(position,))
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async def test_close_positions_empty_tuple(self, session):
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"""Test close_positions with empty tuple."""
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session.positions_manager.close_position = AsyncMock()
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await session.close_positions(positions=())
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session.positions_manager.close_position.assert_not_called()
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async def test_close_all(self, session):
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"""Test close_all gets and closes all positions."""
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positions = (MagicMock(spec=TradePosition),)
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@@ -363,6 +497,21 @@ class TestSessionClosePositions:
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assert win_pos in closed_positions
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assert loss_pos not in closed_positions
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async def test_close_win_includes_zero_profit(self, session):
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"""Test close_win includes positions with zero profit (>= 0)."""
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zero_pos = MagicMock(spec=TradePosition)
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zero_pos.profit = 0
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loss_pos = MagicMock(spec=TradePosition)
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loss_pos.profit = -10
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session.positions_manager.get_positions = AsyncMock(return_value=(zero_pos, loss_pos))
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session.close_positions = AsyncMock()
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await session.close_win()
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closed_positions = session.close_positions.call_args[1]["positions"]
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assert zero_pos in closed_positions
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assert loss_pos not in closed_positions
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async def test_close_loss_filters_loss(self, session):
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"""Test close_loss only closes losing positions."""
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win_pos = MagicMock(spec=TradePosition)
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@@ -379,20 +528,35 @@ class TestSessionClosePositions:
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assert loss_pos in closed_positions
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assert win_pos not in closed_positions
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async def test_close_loss_excludes_zero_profit(self, session):
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"""Test close_loss excludes positions with zero profit (< 0 only)."""
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zero_pos = MagicMock(spec=TradePosition)
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zero_pos.profit = 0
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loss_pos = MagicMock(spec=TradePosition)
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loss_pos.profit = -10
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session.positions_manager.get_positions = AsyncMock(return_value=(zero_pos, loss_pos))
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session.close_positions = AsyncMock()
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await session.close_loss()
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closed_positions = session.close_positions.call_args[1]["positions"]
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assert loss_pos in closed_positions
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assert zero_pos not in closed_positions
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class TestSessionUntil:
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"""Test Session until method."""
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@patch.object(Config, '__new__')
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def test_until_returns_seconds(self, mock_config):
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"""Test until returns seconds until session start."""
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config = MagicMock()
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config.mode = "live"
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mock_config.return_value = config
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session = Session(start=23, end=0) # Future session
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def test_until_returns_int(self):
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"""Test until returns an integer."""
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session = Session(start=23, end=0)
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result = session.until()
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assert isinstance(result, int)
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def test_until_returns_nonnegative(self):
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"""Test until returns a non-negative value."""
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session = Session(start=23, end=0)
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result = session.until()
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assert result >= 0
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@@ -423,6 +587,37 @@ class TestSessionsInitialization:
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sessions = Sessions(sessions=[s1])
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assert isinstance(sessions.config, Config)
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def test_init_current_session_none(self):
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"""Test Sessions initializes current_session to None."""
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s1 = Session(start=8, end=12)
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sessions = Sessions(sessions=[s1])
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assert sessions.current_session is None
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def test_init_sorts_by_start_then_end(self):
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"""Test Sessions sorts by start hour then end hour."""
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s1 = Session(start=8, end=16)
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s2 = Session(start=8, end=12)
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sessions = Sessions(sessions=[s1, s2])
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# Both start at 8, sorted by end hour
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assert sessions.sessions[0].end.hour == 12
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assert sessions.sessions[1].end.hour == 16
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def test_init_accepts_iterable(self):
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"""Test Sessions accepts any iterable of sessions."""
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s1 = Session(start=8, end=12)
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s2 = Session(start=13, end=17)
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# Pass as tuple
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sessions = Sessions(sessions=(s1, s2))
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assert len(sessions.sessions) == 2
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def test_init_single_session(self):
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"""Test Sessions with a single session."""
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s1 = Session(start=8, end=16)
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sessions = Sessions(sessions=[s1])
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assert len(sessions.sessions) == 1
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class TestSessionsFind:
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"""Test Sessions find method."""
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@@ -451,6 +646,22 @@ class TestSessionsFind:
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assert result is not None
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assert result.start.hour == 13
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def test_find_at_boundary(self, sessions):
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"""Test find at session start boundary."""
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result = sessions.find(moment=time(8, 0))
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assert result is not None
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assert result.start.hour == 8
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def test_find_before_all_sessions(self, sessions):
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"""Test find before any session returns None."""
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result = sessions.find(moment=time(5, 0))
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assert result is None
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def test_find_after_all_sessions(self, sessions):
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"""Test find after all sessions returns None."""
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result = sessions.find(moment=time(20, 0))
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assert result is None
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class TestSessionsFindNext:
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"""Test Sessions find_next method."""
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@@ -477,6 +688,11 @@ class TestSessionsFindNext:
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result = sessions.find_next(moment=time(18, 0))
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assert result.start.hour == 8
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def test_find_next_at_midnight(self, sessions):
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"""Test find_next at midnight wraps correctly."""
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result = sessions.find_next(moment=time(0, 0))
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assert result.start.hour == 8
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class TestSessionsContains:
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"""Test Sessions __contains__ method."""
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@@ -500,6 +716,10 @@ class TestSessionsContains:
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"""Test time outside all sessions returns False."""
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assert time(18, 0) not in sessions
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def test_contains_time_in_second_session(self, sessions):
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"""Test time in second session returns True."""
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assert time(15, 0) in sessions
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class TestSessionsContextManager:
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"""Test Sessions async context manager."""
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@@ -527,6 +747,21 @@ class TestSessionsContextManager:
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mock_session.close.assert_called_once()
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async def test_aexit_no_current_session(self, sessions):
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"""Test __aexit__ does nothing when current_session is None."""
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sessions.check = AsyncMock()
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sessions.current_session = None
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# Should not raise
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async with sessions:
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pass
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async def test_aenter_returns_self(self, sessions):
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"""Test __aenter__ returns the Sessions instance."""
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sessions.check = AsyncMock()
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async with sessions as s:
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assert s is sessions
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class TestSessionsCheck:
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"""Test Sessions check method."""
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@@ -572,6 +807,58 @@ class TestSessionsCheck:
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old_session.close.assert_called_once()
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assert sessions.current_session == new_session
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async def test_check_sleeps_when_outside_sessions(self, sessions):
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"""Test check sleeps until next session when outside all sessions."""
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sessions.current_session = None
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sessions.find = MagicMock(return_value=None)
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next_session = MagicMock()
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next_session.until.return_value = 100
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next_session.begin = AsyncMock()
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sessions.find_next = MagicMock(return_value=next_session)
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with patch('asyncio.sleep', new_callable=AsyncMock) as mock_sleep:
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await sessions.check()
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mock_sleep.assert_called_once_with(110) # until() + 10
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assert sessions.current_session == next_session
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next_session.begin.assert_called_once()
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async def test_check_closes_old_session_before_sleeping(self, sessions):
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"""Test check closes current session before sleeping for next."""
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old_session = MagicMock()
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old_session.in_session.return_value = False
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old_session.close = AsyncMock()
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sessions.current_session = old_session
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sessions.find = MagicMock(return_value=None)
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next_session = MagicMock()
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next_session.until.return_value = 50
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next_session.begin = AsyncMock()
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sessions.find_next = MagicMock(return_value=next_session)
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with patch('asyncio.sleep', new_callable=AsyncMock):
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await sessions.check()
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old_session.close.assert_called_once()
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assert sessions.current_session == next_session
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async def test_check_begins_next_session_after_sleep(self, sessions):
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"""Test check calls begin on next session after sleeping."""
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sessions.current_session = None
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sessions.find = MagicMock(return_value=None)
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next_session = MagicMock()
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next_session.until.return_value = 0
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next_session.begin = AsyncMock()
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sessions.find_next = MagicMock(return_value=next_session)
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with patch('asyncio.sleep', new_callable=AsyncMock):
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await sessions.check()
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next_session.begin.assert_called_once()
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class TestIntegration:
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"""Integration tests for Sessions."""
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@@ -619,3 +906,41 @@ class TestIntegration:
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assert called["start"] is True
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assert called["end"] is True
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def test_find_navigates_across_sessions(self):
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"""Test finding sessions across the full day."""
|
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s1 = Session(start=8, end=12)
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s2 = Session(start=13, end=17)
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s3 = Session(start=18, end=22)
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sessions = Sessions(sessions=[s1, s2, s3])
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# Before any session
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assert sessions.find(moment=time(5, 0)) is None
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# In first session
|
||||
result = sessions.find(moment=time(10, 0))
|
||||
assert result.start.hour == 8
|
||||
|
||||
# Between sessions
|
||||
assert sessions.find(moment=time(12, 30)) is None
|
||||
|
||||
# In second session
|
||||
result = sessions.find(moment=time(15, 0))
|
||||
assert result.start.hour == 13
|
||||
|
||||
# In third session
|
||||
result = sessions.find(moment=time(20, 0))
|
||||
assert result.start.hour == 18
|
||||
|
||||
# After all sessions
|
||||
assert sessions.find(moment=time(23, 0)) is None
|
||||
|
||||
def test_session_actions_configuration(self):
|
||||
"""Test configuring different actions on sessions."""
|
||||
s1 = Session(start=8, end=12, on_start="close_all", on_end="close_loss")
|
||||
s2 = Session(start=13, end=17, on_end="close_win")
|
||||
|
||||
assert s1.on_start == "close_all"
|
||||
assert s1.on_end == "close_loss"
|
||||
assert s2.on_start is None
|
||||
assert s2.on_end == "close_win"
|
||||
|
||||
Reference in New Issue
Block a user