Files
mt5cli/tests/test_trading.py
T
Daichi Narushima d156dd7176 [codex] fix mt5 adapter APIs (#36)
* fix mt5 adapter APIs

* address PR feedback

* fix zero ratio minimum volume sizing

* Bump version to v0.8.0
2026-06-15 02:47:05 +09:00

1271 lines
45 KiB
Python

"""Tests for trading session helpers and operational utilities."""
from __future__ import annotations
from types import SimpleNamespace
from typing import Any, cast
from unittest.mock import MagicMock
import pandas as pd
import pytest
from pdmt5 import Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
from pytest_mock import MockerFixture # noqa: TC002
from mt5cli.sdk import build_config
from mt5cli.trading import (
calculate_margin_and_volume,
calculate_new_position_margin_ratio,
calculate_spread_ratio,
calculate_volume_by_margin,
close_open_positions,
create_trading_client,
detect_position_side,
determine_order_limits,
get_account_snapshot,
get_positions_frame,
get_symbol_snapshot,
get_tick_snapshot,
mt5_trading_session,
place_market_order,
update_sltp_for_open_positions,
)
def _mock_trade_client() -> MagicMock:
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.mt5.ORDER_TYPE_BUY = 10
client.mt5.ORDER_TYPE_SELL = 11
client.mt5.TRADE_ACTION_DEAL = 20
client.mt5.TRADE_ACTION_SLTP = 21
client.mt5.ORDER_FILLING_IOC = 30
client.mt5.ORDER_TIME_GTC = 40
client.mt5.TRADE_RETCODE_PLACED = 10008
client.mt5.TRADE_RETCODE_DONE = 10009
client.mt5.TRADE_RETCODE_DONE_PARTIAL = 10010
return client
def _assert_close(actual: object, expected: float) -> None:
assert abs(float(cast("float", actual)) - expected) < 1e-9
def _request_from_result(result: dict[str, object]) -> dict[str, object]:
return cast("dict[str, object]", result["request"])
class TestDetectPositionSide:
"""Tests for detect_position_side."""
def test_returns_none_when_no_positions(self) -> None:
"""Test None is returned when no open positions exist."""
client = MagicMock()
client.positions_get_as_df.return_value = pd.DataFrame()
assert detect_position_side(client, "EURUSD") is None
def test_returns_long_for_buy_only_exposure(self) -> None:
"""Test long is returned when only buy positions exist."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.positions_get_as_df.return_value = pd.DataFrame(
{
"type": [0, 0],
"volume": [0.2, 0.1],
},
)
assert detect_position_side(client, "EURUSD") == "long"
def test_returns_short_for_net_sell_volume(self) -> None:
"""Test short is returned when sell volume exceeds buy volume."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.positions_get_as_df.return_value = pd.DataFrame(
{
"type": [1, 1],
"volume": [0.3, 0.1],
},
)
assert detect_position_side(client, "EURUSD") == "short"
def test_returns_none_for_mixed_hedged_positions(self) -> None:
"""Test None is returned for mixed buy and sell exposure."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.positions_get_as_df.return_value = pd.DataFrame(
{
"type": [0, 1],
"volume": [0.3, 0.2],
},
)
assert detect_position_side(client, "EURUSD") is None
class TestCalculateMarginAndVolume:
"""Tests for calculate_margin_and_volume."""
def test_calculates_margin_budget_and_volumes(self) -> None:
"""Test margin budget and buy/sell volumes are derived from ratios."""
client = MagicMock()
client.account_info_as_dict.return_value = {"margin_free": 1000.0}
client.calculate_volume_by_margin.side_effect = [0.3, 0.2]
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.2,
)
assert result == {
"margin_free": 1000.0,
"available_margin": 800.0,
"trade_margin": 400.0,
"buy_volume": 0.3,
"sell_volume": 0.2,
"volume_min": 0.0,
"volume_max": 0.0,
"volume_step": 0.0,
}
client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "BUY")
client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "SELL")
@pytest.mark.parametrize(
("account_dict", "expected_margin_free"),
[
({"margin_free": 0.0}, 0.0),
({}, 0.0),
({"margin_free": None}, 0.0),
],
)
def test_zero_or_missing_margin_free(
self,
account_dict: dict[str, float | None],
expected_margin_free: float,
) -> None:
"""Test missing or zero margin_free yields zero trade margin."""
client = MagicMock()
client.account_info_as_dict.return_value = account_dict
client.calculate_volume_by_margin.return_value = 0.0
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.2,
)
assert result["margin_free"] == expected_margin_free
client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "BUY")
client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "SELL")
def test_clamps_negative_margin_free_to_zero(self) -> None:
"""Test negative margin_free is clamped to zero before sizing."""
client = MagicMock()
client.account_info_as_dict.return_value = {"margin_free": -500.0}
client.calculate_volume_by_margin.return_value = 0.0
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.2,
)
expected_margin_free = 0.0
assert result["margin_free"] == expected_margin_free
client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "BUY")
client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "SELL")
@pytest.mark.parametrize(
("unit_ratio", "preserved_ratio"),
[
(-0.1, 0.0),
(1.1, 0.0),
(0.5, -0.1),
(0.5, 1.1),
],
)
def test_rejects_invalid_ratios(
self,
unit_ratio: float,
preserved_ratio: float,
) -> None:
"""Test invalid ratio values raise ValueError."""
with pytest.raises(ValueError, match="must be between 0 and 1"):
calculate_margin_and_volume(
MagicMock(),
"EURUSD",
unit_margin_ratio=unit_ratio,
preserved_margin_ratio=preserved_ratio,
)
class TestDetermineOrderLimits:
"""Tests for determine_order_limits."""
@pytest.mark.parametrize(
("side", "expected_entry_key"),
[
("long", "ask"),
("short", "bid"),
("buy", "ask"),
("sell", "bid"),
],
)
def test_uses_expected_quote_for_entry(
self,
side: str,
expected_entry_key: str,
) -> None:
"""Test entry price is taken from ask for long/buy and bid for short/sell."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.1010, "bid": 1.1000}
result = determine_order_limits(
client,
"EURUSD",
side,
stop_loss_limit_ratio=0.0,
take_profit_limit_ratio=0.0,
)
assert (
result["entry"]
== client.symbol_info_tick_as_dict.return_value[expected_entry_key]
)
assert result["stop_loss"] is None
assert result["take_profit"] is None
def test_calculates_long_protective_levels(self) -> None:
"""Test long stop loss and take profit are placed below/above entry."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.02,
take_profit_limit_ratio=0.03,
)
assert result == {
"entry": 100.0,
"stop_loss": 98.0,
"take_profit": 103.0,
}
def test_calculates_short_protective_levels(self) -> None:
"""Test short stop loss and take profit are placed above/below entry."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = determine_order_limits(
client,
"EURUSD",
"short",
stop_loss_limit_ratio=0.02,
take_profit_limit_ratio=0.03,
)
assert result == {
"entry": 99.0,
"stop_loss": 100.98,
"take_profit": 96.03,
}
def test_rejects_unknown_side(self) -> None:
"""Test unsupported side values raise ValueError."""
with pytest.raises(ValueError, match="Unsupported position side"):
determine_order_limits(
MagicMock(),
"EURUSD",
"flat",
stop_loss_limit_ratio=0.01,
take_profit_limit_ratio=0.01,
)
@pytest.mark.parametrize(
("stop_loss_ratio", "take_profit_ratio"),
[
(-0.05, 0.01),
(0.01, 2.0),
],
)
def test_rejects_invalid_protective_ratios(
self,
stop_loss_ratio: float,
take_profit_ratio: float,
) -> None:
"""Test out-of-range protective ratios raise ValueError."""
with pytest.raises(ValueError, match="must be at least 0 and less than 1"):
determine_order_limits(
MagicMock(),
"EURUSD",
"long",
stop_loss_limit_ratio=stop_loss_ratio,
take_profit_limit_ratio=take_profit_ratio,
)
@pytest.mark.parametrize(
("field", "ratio"),
[
("stop_loss_limit_ratio", 1.0),
("take_profit_limit_ratio", 1.0),
],
)
def test_rejects_unit_boundary_protective_ratios(
self,
field: str,
ratio: float,
) -> None:
"""Test protective ratios of exactly 1.0 are rejected."""
kwargs = {
"stop_loss_limit_ratio": 0.01,
"take_profit_limit_ratio": 0.01,
field: ratio,
}
with pytest.raises(ValueError, match="must be at least 0 and less than 1"):
determine_order_limits(
MagicMock(),
"EURUSD",
"long",
**kwargs,
)
def test_uses_default_digits_when_symbol_snapshot_fails(self) -> None:
"""Test order limit rounding falls back when symbol metadata is missing."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.234567891, "bid": 1.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.01,
take_profit_limit_ratio=0.01,
)
_assert_close(result["stop_loss"], 1.22222221)
def test_uses_tick_snapshot_fallback(self) -> None:
"""Test order limits use the normalized tick snapshot helper."""
client = MagicMock()
del client.symbol_info_tick_as_dict
client.symbol_info_tick.return_value = SimpleNamespace(ask=1.2, bid=1.1)
client.symbol_info_as_dict.return_value = {"digits": 4}
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.01,
)
_assert_close(result["entry"], 1.2)
_assert_close(result["stop_loss"], 1.188)
def test_rejects_missing_entry_tick(self) -> None:
"""Test missing entry prices raise a trading error."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": None, "bid": 1.1}
with pytest.raises(Mt5TradingError, match="Tick price is unavailable"):
determine_order_limits(client, "EURUSD", "long")
class TestMt5TradingSession:
"""Tests for the mt5_trading_session context manager."""
def test_yields_connected_client_and_shuts_down(
self,
mocker: MockerFixture,
) -> None:
"""Test mt5_trading_session connects, yields a client, and shuts down."""
mock_client = MagicMock()
trading_client = mocker.patch(
"mt5cli.trading.Mt5TradingClient",
return_value=mock_client,
)
with mt5_trading_session(
build_config(path="/opt/mt5/terminal64.exe"),
retry_count=2,
) as client:
mock_client.initialize_and_login_mt5.assert_called_once()
assert client is mock_client
trading_client.assert_called_once()
assert trading_client.call_args.kwargs["retry_count"] == 2
assert (
trading_client.call_args.kwargs["config"].path == "/opt/mt5/terminal64.exe"
)
mock_client.shutdown.assert_called_once()
class TestCreateTradingClient:
"""Tests for create_trading_client."""
def test_initializes_with_keyword_config(self, mocker: MockerFixture) -> None:
"""Test keyword configuration is forwarded to Mt5TradingClient."""
mock_client = MagicMock()
trading_client = mocker.patch(
"mt5cli.trading.Mt5TradingClient",
return_value=mock_client,
)
result = create_trading_client(
login="12345",
password="test-pass",
server="Demo",
path="/opt/terminal64.exe",
retry_count=2,
)
assert result is mock_client
config = trading_client.call_args.kwargs["config"]
assert config.login == 12345
assert config.password == ("test" + "-pass")
assert config.server == "Demo"
assert config.path == "/opt/terminal64.exe"
assert trading_client.call_args.kwargs["retry_count"] == 2
mock_client.initialize_and_login_mt5.assert_called_once()
def test_empty_login_string_is_unset(self, mocker: MockerFixture) -> None:
"""Test empty login strings are treated as None."""
trading_client = mocker.patch(
"mt5cli.trading.Mt5TradingClient",
return_value=MagicMock(),
)
create_trading_client(login=" ")
config = trading_client.call_args.kwargs["config"]
assert config.login is None
def test_shutdown_on_initialization_failure(self, mocker: MockerFixture) -> None:
"""Test failed initialization shuts the client down."""
mock_client = MagicMock()
mock_client.initialize_and_login_mt5.side_effect = Mt5RuntimeError("boom")
mocker.patch("mt5cli.trading.Mt5TradingClient", return_value=mock_client)
with pytest.raises(Mt5RuntimeError, match="boom"):
create_trading_client()
mock_client.shutdown.assert_called_once()
class TestSnapshotsAndState:
"""Tests for normalized state helpers."""
def test_account_snapshot_includes_missing_fields(self) -> None:
"""Test account snapshot has stable keys with None for missing values."""
client = MagicMock()
client.account_info_as_dict.return_value = {"login": 1, "equity": 100.0}
result = get_account_snapshot(client)
assert result["login"] == 1
_assert_close(result["equity"], 100.0)
assert result["currency"] is None
def test_account_snapshot_supports_object_fallback(self) -> None:
"""Test account snapshots can read plain MT5-like objects."""
class ObjectClient:
def account_info(self) -> SimpleNamespace:
return SimpleNamespace(login=7, currency="JPY")
result = get_account_snapshot(cast("Mt5TradingClient", ObjectClient()))
assert result["login"] == 7
assert result["currency"] == "JPY"
def test_account_snapshot_requires_supported_method(self) -> None:
"""Test missing account snapshot methods raise AttributeError."""
client = object()
with pytest.raises(AttributeError, match="account_info"):
get_account_snapshot(cast("Mt5TradingClient", client))
def test_symbol_and_tick_snapshots_fill_symbol(self) -> None:
"""Test symbol and tick snapshots expose stable fields."""
client = MagicMock()
client.symbol_info_as_dict.return_value = {"digits": 5, "visible": True}
client.symbol_info_tick_as_dict.return_value = {"bid": 1.1, "ask": 1.2}
assert get_symbol_snapshot(client, "EURUSD")["symbol"] == "EURUSD"
assert get_tick_snapshot(client, "EURUSD")["symbol"] == "EURUSD"
def test_symbol_and_tick_snapshots_use_object_fallbacks(self) -> None:
"""Test symbol and tick snapshots support non-dict MT5 values."""
client = MagicMock()
del client.symbol_info_as_dict
del client.symbol_info_tick_as_dict
client.symbol_info.return_value = SimpleNamespace(digits=3)
client.symbol_info_tick.return_value = SimpleNamespace(bid=1.0, ask=1.1)
assert get_symbol_snapshot(client, "USDJPY")["digits"] == 3
_assert_close(get_tick_snapshot(client, "USDJPY")["ask"], 1.1)
def test_positions_frame_adds_stable_columns(self) -> None:
"""Test missing position columns are added to empty frames."""
client = MagicMock()
client.positions_get_as_df.return_value = pd.DataFrame()
result = get_positions_frame(client, symbol="EURUSD")
assert "ticket" in result.columns
assert "comment" in result.columns
def test_calculate_spread_ratio(self) -> None:
"""Test spread ratio uses mid-price denominator."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"bid": 99.0, "ask": 101.0}
_assert_close(calculate_spread_ratio(client, "EURUSD"), 0.02)
def test_calculate_spread_ratio_rejects_missing_tick(self) -> None:
"""Test missing bid/ask raises a trading error."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"bid": None, "ask": 1.0}
with pytest.raises(Mt5TradingError):
calculate_spread_ratio(client, "EURUSD")
def test_calculate_spread_ratio_rejects_non_positive_tick(self) -> None:
"""Test non-positive bid/ask raises a trading error."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"bid": 0.0, "ask": 1.0}
with pytest.raises(Mt5TradingError):
calculate_spread_ratio(client, "EURUSD")
class TestVolumeAndExecution:
"""Tests for order planning and execution helpers."""
def test_calculate_volume_by_margin_rounds_down_to_step(self) -> None:
"""Test affordable volume respects min, max, and step."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 25.0
_assert_close(
calculate_volume_by_margin(
client,
"EURUSD",
130.0,
"BUY",
),
0.5,
)
def test_calculate_volume_by_margin_caps_at_max_volume(self) -> None:
"""Test positive volume_max caps raw affordable volume exactly."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 0.3,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 10.0
_assert_close(calculate_volume_by_margin(client, "EURUSD", 100.0, "BUY"), 0.3)
def test_calculate_volume_by_margin_ignores_zero_max_volume(self) -> None:
"""Test zero volume_max means uncapped volume normalization."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 0.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 10.0
_assert_close(calculate_volume_by_margin(client, "EURUSD", 35.0, "BUY"), 0.3)
def test_calculate_volume_by_margin_returns_zero_when_unaffordable(self) -> None:
"""Test unaffordable minimum volume returns zero."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 25.0
_assert_close(
calculate_volume_by_margin(
client,
"EURUSD",
10.0,
"BUY",
),
0.0,
)
def test_calculate_volume_by_margin_returns_zero_without_margin(self) -> None:
"""Test non-positive available margin returns zero before MT5 calls."""
client = _mock_trade_client()
_assert_close(
calculate_volume_by_margin(
client,
"EURUSD",
0.0,
"BUY",
),
0.0,
)
client.order_calc_margin.assert_not_called()
def test_calculate_volume_by_margin_rejects_invalid_constraints(self) -> None:
"""Test invalid symbol volume constraints raise a trading error."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.0,
"volume_max": 1.0,
"volume_step": 0.1,
}
with pytest.raises(Mt5TradingError):
calculate_volume_by_margin(client, "EURUSD", 100.0, "BUY")
def test_calculate_volume_by_margin_rejects_bad_tick(self) -> None:
"""Test unavailable side price raises a trading error."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": None}
with pytest.raises(Mt5TradingError):
calculate_volume_by_margin(client, "EURUSD", 100.0, "SELL")
def test_calculate_margin_and_volume_without_native_helper(self) -> None:
"""Test margin helper uses module volume calculation when needed."""
class ClientWithoutNative:
mt5 = SimpleNamespace(ORDER_TYPE_BUY=10, ORDER_TYPE_SELL=11)
def account_info_as_dict(self) -> dict[str, float]:
return {"margin_free": 100.0}
def symbol_info_as_dict(self, *, symbol: str) -> dict[str, float]:
assert symbol == "EURUSD"
return {"volume_min": 0.1, "volume_max": 1.0, "volume_step": 0.1}
def symbol_info_tick_as_dict(self, *, symbol: str) -> dict[str, float]:
assert symbol == "EURUSD"
return {"ask": 100.0, "bid": 100.0}
def order_calc_margin(
self,
order_type: int,
symbol: str,
volume: float,
price: float,
) -> float:
assert order_type in {10, 11}
assert symbol == "EURUSD"
_assert_close(volume, 0.1)
_assert_close(price, 100.0)
return 10.0
result = calculate_margin_and_volume(
cast("Mt5TradingClient", ClientWithoutNative()),
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.0,
)
_assert_close(result["buy_volume"], 0.5)
_assert_close(result["sell_volume"], 0.5)
def test_calculate_margin_and_volume_zero_ratio_uses_minimum_volume(
self,
) -> None:
"""Test zero unit ratio requests one minimum volume when affordable."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.side_effect = [10.0, 20.0]
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=0.0,
)
_assert_close(result["available_margin"], 100.0)
_assert_close(result["trade_margin"], 0.0)
_assert_close(result["buy_volume"], 0.1)
_assert_close(result["sell_volume"], 0.1)
client.calculate_volume_by_margin.assert_not_called()
def test_calculate_margin_and_volume_zero_ratio_rejects_unaffordable_side(
self,
) -> None:
"""Test zero unit ratio returns zero for unaffordable minimum lots."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 15.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.side_effect = [10.0, 20.0]
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=0.0,
)
_assert_close(result["buy_volume"], 0.1)
_assert_close(result["sell_volume"], 0.0)
def test_calculate_margin_and_volume_zero_ratio_preserves_margin_first(
self,
) -> None:
"""Test preserved margin reduces affordability before min sizing."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.side_effect = [11.0, 9.0]
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=0.9,
)
_assert_close(result["available_margin"], 10.0)
_assert_close(result["buy_volume"], 0.0)
_assert_close(result["sell_volume"], 0.1)
def test_calculate_margin_and_volume_zero_ratio_without_available_margin(
self,
) -> None:
"""Test zero unit ratio returns zero when preserved margin consumes funds."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=1.0,
)
_assert_close(result["buy_volume"], 0.0)
_assert_close(result["sell_volume"], 0.0)
client.order_calc_margin.assert_not_called()
def test_calculate_margin_and_volume_zero_ratio_rejects_invalid_max_volume(
self,
) -> None:
"""Test zero unit ratio still respects max-volume constraints."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.2,
"volume_max": 0.1,
"volume_step": 0.1,
}
with pytest.raises(Mt5TradingError, match="Invalid volume constraints"):
calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=0.0,
)
def test_calculate_margin_and_volume_zero_ratio_rejects_bad_tick(self) -> None:
"""Test zero unit ratio validates tick data for minimum sizing."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": None, "bid": 99.0}
with pytest.raises(Mt5TradingError, match="Tick price is unavailable"):
calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.0,
preserved_margin_ratio=0.0,
)
def test_calculate_margin_and_volume_positive_ratio_uses_existing_behavior(
self,
) -> None:
"""Test positive unit ratios keep proportional native sizing."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"margin_free": 100.0}
client.calculate_volume_by_margin.side_effect = [0.4, 0.3]
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.2,
)
_assert_close(result["trade_margin"], 40.0)
_assert_close(result["buy_volume"], 0.4)
_assert_close(result["sell_volume"], 0.3)
client.calculate_volume_by_margin.assert_any_call("EURUSD", 40.0, "BUY")
client.calculate_volume_by_margin.assert_any_call("EURUSD", 40.0, "SELL")
def test_calculate_margin_and_volume_handles_missing_symbol_snapshot(
self,
) -> None:
"""Test missing symbol metadata falls back to zero volume constraints."""
client = MagicMock()
client.account_info_as_dict.return_value = {"margin_free": 1000.0}
client.calculate_volume_by_margin.side_effect = [0.3, 0.2]
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = calculate_margin_and_volume(
client,
"EURUSD",
unit_margin_ratio=0.5,
preserved_margin_ratio=0.2,
)
_assert_close(result["volume_min"], 0.0)
_assert_close(result["volume_max"], 0.0)
_assert_close(result["volume_step"], 0.0)
def test_new_position_margin_ratio_adds_hypothetical_margin(self) -> None:
"""Test hypothetical order margin is added to account margin."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0, "margin": 50.0}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 25.0
result = calculate_new_position_margin_ratio(
client,
symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.1,
)
_assert_close(result, 0.075)
def test_new_position_margin_ratio_without_new_position(self) -> None:
"""Test current margin ratio can be calculated without a new order."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0, "margin": 50.0}
_assert_close(
calculate_new_position_margin_ratio(
client,
symbol="EURUSD",
),
0.05,
)
client.order_calc_margin.assert_not_called()
def test_new_position_margin_ratio_rejects_invalid_equity(self) -> None:
"""Test non-positive equity raises a trading error."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 0.0, "margin": 50.0}
with pytest.raises(Mt5TradingError):
calculate_new_position_margin_ratio(client, symbol="EURUSD")
def test_new_position_margin_ratio_rejects_bad_tick(self) -> None:
"""Test missing hypothetical order price raises a trading error."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0, "margin": 50.0}
client.symbol_info_tick_as_dict.return_value = {"ask": None, "bid": 1.0}
with pytest.raises(Mt5TradingError):
calculate_new_position_margin_ratio(
client,
symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.1,
)
def test_place_market_order_dry_run_does_not_send(self) -> None:
"""Test dry-run market orders return a request without sending."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
dry_run=True,
)
assert result["status"] == "dry_run"
assert _request_from_result(result)["type"] == client.mt5.ORDER_TYPE_BUY
client.order_send.assert_not_called()
def test_place_market_order_supports_limits(self) -> None:
"""Test optional SL/TP values are included in the request."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
sl=1.0,
tp=1.4,
dry_run=True,
)
_assert_close(_request_from_result(result)["sl"], 1.0)
_assert_close(_request_from_result(result)["tp"], 1.4)
def test_place_market_order_rejects_invalid_filling_mode(self) -> None:
"""Test MT5 filling mode names are validated before getattr."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
with pytest.raises(ValueError, match="Unsupported order_filling mode"):
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
order_filling_mode=cast("Any", "BAD"),
dry_run=True,
)
def test_place_market_order_rejects_invalid_time_mode(self) -> None:
"""Test MT5 time mode names are validated before getattr."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
with pytest.raises(ValueError, match="Unsupported order_time mode"):
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
order_time_mode=cast("Any", "BAD"),
dry_run=True,
)
def test_place_market_order_rejects_missing_mt5_constant(self) -> None:
"""Test missing MT5 constants fail with a controlled trading error."""
client = _mock_trade_client()
del client.mt5.ORDER_FILLING_IOC
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
with pytest.raises(Mt5TradingError, match="ORDER_FILLING_IOC"):
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
dry_run=True,
)
def test_place_market_order_rejects_invalid_volume(self) -> None:
"""Test non-positive volume raises a trading error."""
with pytest.raises(Mt5TradingError):
place_market_order(
_mock_trade_client(),
symbol="EURUSD",
volume=0.0,
order_side="BUY",
)
def test_place_market_order_rejects_bad_tick(self) -> None:
"""Test unavailable market order price raises a trading error."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": None, "bid": 1.1}
with pytest.raises(Mt5TradingError):
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
def test_place_market_order_rejects_unknown_side(self) -> None:
"""Test unsupported order sides raise ValueError."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
with pytest.raises(ValueError, match="Unsupported order side"):
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side=cast("Any", "FLAT"),
)
def test_place_market_order_sends_and_normalizes_response(self) -> None:
"""Test live market order responses are normalized."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10009, "comment": "done"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="SELL",
)
assert result["status"] == "executed"
assert result["retcode"] == 10009
client.order_send.assert_called_once()
def test_place_market_order_marks_failed_retcode(self) -> None:
"""Test order_send responses with failed retcodes are normalized."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10013, "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["status"] == "failed"
assert result["retcode"] == 10013
def test_close_open_positions_filters_and_dry_runs(self) -> None:
"""Test close helper filters positions and builds opposite orders."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{"ticket": 1, "symbol": "EURUSD", "type": 0, "volume": 0.1},
{"ticket": 2, "symbol": "USDJPY", "type": 1, "volume": 0.2},
],
)
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = close_open_positions(client, symbols="EURUSD", dry_run=True)
assert len(result) == 1
assert result[0]["order_side"] == "SELL"
assert _request_from_result(result[0])["position"] == 1
def test_close_open_positions_filters_by_ticket(self) -> None:
"""Test close helper can filter by ticket."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{"ticket": 1, "symbol": "EURUSD", "type": 0, "volume": 0.1},
{"ticket": 2, "symbol": "USDJPY", "type": 1, "volume": 0.2},
],
)
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = close_open_positions(client, tickets=[2], dry_run=True)
assert len(result) == 1
assert result[0]["order_side"] == "BUY"
def test_close_open_positions_sends_position_ticket(self) -> None:
"""Test live close orders include the position before order_send."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[{"ticket": 9, "symbol": "EURUSD", "type": 0, "volume": 0.1}],
)
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = SimpleNamespace(retcode=10009, comment="done")
close_open_positions(client, tickets=[9])
assert client.order_send.call_args.args[0]["position"] == 9
def test_update_sltp_filters_and_dry_runs(self) -> None:
"""Test SL/TP updates filter positions and do not send in dry-run mode."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
{
"ticket": 2,
"symbol": "USDJPY",
"type": 1,
"volume": 0.2,
"sl": 100.0,
"tp": 99.0,
},
],
)
result = update_sltp_for_open_positions(
client,
symbol="EURUSD",
stop_loss=1.1,
take_profit=1.3,
dry_run=True,
)
assert len(result) == 1
_assert_close(_request_from_result(result[0])["sl"], 1.1)
_assert_close(_request_from_result(result[0])["tp"], 1.3)
def test_update_sltp_sends_and_normalizes_response(self) -> None:
"""Test live SL/TP updates send requests and normalize responses."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10009, "comment": "updated"}],
)
result = update_sltp_for_open_positions(client, tickets=[1])
assert result[0]["status"] == "executed"
assert result[0]["retcode"] == 10009
_assert_close(_request_from_result(result[0])["sl"], 1.0)
def test_update_sltp_omits_invalid_existing_levels(self) -> None:
"""Test raw broker SL/TP sentinels are not forwarded to order_send."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 0.0,
"tp": float("nan"),
},
],
)
result = update_sltp_for_open_positions(client, tickets=[1], dry_run=True)
request = _request_from_result(result[0])
assert "sl" not in request
assert "tp" not in request
def test_update_sltp_omits_missing_and_non_numeric_existing_levels(self) -> None:
"""Test missing and non-numeric SL/TP levels are not forwarded."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": None,
"tp": "unset",
},
],
)
result = update_sltp_for_open_positions(client, tickets=[1], dry_run=True)
request = _request_from_result(result[0])
assert "sl" not in request
assert "tp" not in request
def test_shuts_down_when_initialize_raises(
self,
mocker: MockerFixture,
) -> None:
"""Test shutdown is called when initialization fails."""
mock_client = MagicMock()
mock_client.initialize_and_login_mt5.side_effect = Mt5RuntimeError("boom")
mocker.patch("mt5cli.trading.Mt5TradingClient", return_value=mock_client)
with pytest.raises(Mt5RuntimeError, match="boom"), mt5_trading_session():
pass
mock_client.shutdown.assert_called_once()
def test_shuts_down_when_body_raises(self, mocker: MockerFixture) -> None:
"""Test shutdown is called when the context body raises."""
mock_client = MagicMock()
mocker.patch("mt5cli.trading.Mt5TradingClient", return_value=mock_client)
body_error = "body error"
with pytest.raises(RuntimeError, match=body_error), mt5_trading_session():
raise RuntimeError(body_error)
mock_client.shutdown.assert_called_once()