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jaxperro
105 lines
3.3 KiB
Python
105 lines
3.3 KiB
Python
"""Stub tests for the paper FAK no-match model (HANDOFF 2026-07-15):
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PaperExecutor.buy rejects when no ask sits inside the live protected band,
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reuses the depth gate's book snapshot, fails open on a dead book fetch, and
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LedgerPaperExecutor records no fill row for a rejection. Run:
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python3 tests/test_paper_fak.py — needs no network, no config.
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"""
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import os
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import sys
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sys.path.insert(0, os.path.join(os.path.dirname(os.path.abspath(__file__)), ".."))
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import copytrade # noqa: E402
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import copybot # noqa: E402
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fails = []
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def case(name):
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def deco(fn):
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bd0 = copytrade.book_depth
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try:
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fn()
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print(f"PASS {name}")
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except AssertionError as e:
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print(f"FAIL {name}: {e}")
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fails.append(name)
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finally:
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copytrade.book_depth = bd0
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return deco
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def boom(token_id):
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raise AssertionError("book_depth called — meta['book'] should be reused")
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@case("ask inside the band -> fills, and the meta book is reused (no refetch)")
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def t1():
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copytrade.book_depth = boom
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": 0.82, "ask5c": 200.0}})
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assert r["ok"] and r["filled_shares"] == 10.0 and r["price"] == 0.80
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@case("best ask above quote*(1+5%) -> FAK no-match rejection")
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def t2():
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copytrade.book_depth = boom
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": 0.90, "ask5c": 200.0}})
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assert not r["ok"] and r["filled_shares"] == 0.0
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assert "no orders found to match" in r["resp"], r["resp"]
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@case("no asks at all -> FAK no-match rejection")
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def t3():
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copytrade.book_depth = boom
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": None, "ask5c": None}})
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assert not r["ok"] and "no asks" in r["resp"], r["resp"]
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@case("boundary: ask exactly at the cap still fills")
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def t4():
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copytrade.book_depth = boom
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": 0.84, "ask5c": 200.0}})
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assert r["ok"], r
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@case("no meta book + dead book fetch -> fail OPEN (fills, today's behavior)")
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def t5():
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copytrade.book_depth = lambda token_id: None
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"title": "x", "book": None})
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assert r["ok"] and r["filled_shares"] == 10.0
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@case("no meta book -> fetches its own and applies the band")
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def t6():
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copytrade.book_depth = lambda token_id: {"ba": 0.95, "ask5c": 200.0}
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ex = copytrade.PaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"title": "x"})
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assert not r["ok"] and "no orders found to match" in r["resp"]
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@case("SELLs stay optimistic-fill (unchanged)")
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def t7():
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copytrade.book_depth = boom
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ex = copytrade.PaperExecutor()
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r = ex.sell("T", 10.0, 0.80, {"book": {"ba": None}})
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assert r["ok"] and r["filled_shares"] == 10.0
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@case("LedgerPaperExecutor: rejection appends NO fill row; success appends")
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def t8():
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copytrade.book_depth = boom
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ex = copybot.LedgerPaperExecutor()
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": 0.95, "ask5c": 200.0}})
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assert not r["ok"] and ex.fills == [], ex.fills
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r = ex.buy("T", 10.0, 0.80, {"book": {"ba": 0.81, "ask5c": 200.0}})
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assert r["ok"] and len(ex.fills) == 1 and ex.fills[0]["shares"] == 10.0
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print()
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print("FAILURES:", fails or "none")
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sys.exit(1 if fails else 0)
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