From b8c0cd1d57bfc93b3e9e8e9126aaf4e5c9407db3 Mon Sep 17 00:00:00 2001
From: KhizarImran <khzrimrn@gmail.com>
Date: Sun, 12 Jul 2026 21:20:41 +0100
Subject: [PATCH] test: add unit tests for broker PnL, commission, and SL/TP
 fills

Covers buy/sell close PnL, commission charged on open and close,
long SL fills at the stop price (not bar.close), positions staying
open when neither SL nor TP is hit, and unrealized equity.
---
 src/broker.rs | 79 +++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 79 insertions(+)

diff --git a/src/broker.rs b/src/broker.rs
index 0da0b5d..a34e181 100644
--- a/src/broker.rs
+++ b/src/broker.rs
@@ -246,3 +246,82 @@ impl Broker {
         self.cash + unrealized
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    fn test_broker(commission: f64, spread: f64) -> Broker {
+        Broker::new(10_000.0, commission, spread, 100_000.0, 1.0)
+    }
+
+    // f64 arithmetic isn't exact, so compare with a tolerance instead of assert_eq!
+    fn assert_close(a: f64, b: f64) {
+        assert!((a - b).abs() < 1e-6, "expected {b}, got {a}");
+    }
+
+    #[test]
+    fn buy_then_close_all_computes_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, None, None);
+        broker.close_all(1.1050, 1);
+
+        // (exit - entry) * lot_size * contract_size = (1.1050 - 1.1000) * 1.0 * 100_000 = 500.0
+        assert_close(broker.cash, 10_000.0 + 500.0);
+        assert_eq!(broker.trade_history.len(), 1);
+        assert_close(broker.trade_history[0].pnl, 500.0);
+    }
+
+    #[test]
+    fn sell_then_close_all_computes_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.sell(1.1000, 1.0, 0, None, None);
+        broker.close_all(1.0950, 1);
+
+        // short profits when price falls: (entry - exit) * lot_size * contract_size = 500.0
+        assert_close(broker.cash, 10_000.0 + 500.0);
+    }
+
+    #[test]
+    fn commission_deducted_on_open_and_close() {
+        let mut broker = test_broker(7.0, 0.0); // $7 per lot
+        broker.buy(1.1000, 1.0, 0, None, None);
+        assert_eq!(broker.cash, 10_000.0 - 7.0); // charged immediately on open
+
+        broker.close_all(1.1000, 1); // same price as entry, so zero price PnL
+        assert_eq!(broker.cash, 10_000.0 - 7.0 - 7.0); // commission charged again on close
+    }
+
+    #[test]
+    fn long_position_closes_at_stop_loss_not_bar_close() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, Some(1.0950), None);
+
+        // bar's low dips through the stop, but closes well above it
+        let bar = Bar::new(1, 1.1100, 1.1100, 1.0900, 1.1080, 0.0);
+        broker.check_sl_tp(&bar);
+
+        assert_eq!(broker.positions.len(), 0);
+        assert_eq!(broker.trade_history[0].exit_price, 1.0950); // filled at SL, not bar.close
+    }
+
+    #[test]
+    fn long_position_stays_open_when_sl_tp_not_hit() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, Some(1.0950), Some(1.1200));
+
+        let bar = Bar::new(1, 1.1020, 1.1050, 1.1010, 1.1030, 0.0); // stays inside range
+        broker.check_sl_tp(&bar);
+
+        assert_eq!(broker.positions.len(), 1);
+    }
+
+    #[test]
+    fn equity_includes_unrealized_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, None, None);
+
+        // price moved up 50 pips, position still open (not closed)
+        assert_close(broker.equity(1.1050), 10_000.0 + 500.0);
+    }
+}