feat: integration tests, seed data, and smoke test script
Add integration tests for the news pipeline (test_news_pipeline.py) and trading flow (test_trading_flow.py) using real Redis with mocked FinBERT and Alpaca. Add seed_strategies.py to insert default strategies (momentum, mean_reversion, news_driven) with equal weights. Add smoke_test.sh for end-to-end stack validation. Update pyproject.toml with integration marker and scripts package discovery.
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399
tests/integration/test_trading_flow.py
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399
tests/integration/test_trading_flow.py
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"""Integration test: signal generator -> trade executor flow.
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Publishes a mock TradeSignal to the ``signals:generated`` Redis stream
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and verifies that a TradeExecution appears on ``trades:executed``.
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Requires a running Redis instance (from docker-compose).
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The Alpaca broker is mocked.
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Run with:
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pytest tests/integration/test_trading_flow.py -v -m integration
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"""
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from __future__ import annotations
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import json
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import uuid
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from datetime import datetime, timezone
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from unittest.mock import AsyncMock, patch
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import pytest
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from redis.asyncio import Redis
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from shared.redis_streams import StreamPublisher
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from shared.schemas.trading import (
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AccountInfo,
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OrderResult,
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OrderSide,
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OrderStatus,
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PositionInfo,
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SignalDirection,
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TradeExecution,
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TradeSignal,
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)
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from services.trade_executor.config import TradeExecutorConfig
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from services.trade_executor.main import process_signal
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from services.trade_executor.risk_manager import RiskManager
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# ---------------------------------------------------------------------------
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# Fixtures
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# ---------------------------------------------------------------------------
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REDIS_URL = "redis://localhost:6379/1" # Use DB 1 to avoid conflicts
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SIGNALS_STREAM = "test:signals:generated"
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TRADES_STREAM = "test:trades:executed"
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@pytest.fixture
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async def redis_client():
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"""Provide a clean Redis connection on DB 1 and clean up streams after."""
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client = Redis.from_url(REDIS_URL, decode_responses=False)
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await client.delete(SIGNALS_STREAM, TRADES_STREAM)
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yield client
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await client.delete(SIGNALS_STREAM, TRADES_STREAM)
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await client.aclose()
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@pytest.fixture
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def sample_signal() -> TradeSignal:
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"""Return a sample trade signal for AAPL."""
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return TradeSignal(
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ticker="AAPL",
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direction=SignalDirection.LONG,
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strength=0.8,
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strategy_sources=["momentum", "news_driven"],
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sentiment_context={"avg_score": 0.85, "current_price": 190.50},
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timestamp=datetime.now(timezone.utc),
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)
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@pytest.fixture
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def mock_account() -> AccountInfo:
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"""Return a mock account with 100k equity."""
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return AccountInfo(
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equity=100_000.0,
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cash=50_000.0,
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buying_power=100_000.0,
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portfolio_value=100_000.0,
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)
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@pytest.fixture
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def mock_order_result() -> OrderResult:
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"""Return a mock filled order result."""
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return OrderResult(
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order_id="test-order-001",
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ticker="AAPL",
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side=OrderSide.BUY,
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qty=20.0,
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filled_price=190.50,
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status=OrderStatus.FILLED,
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timestamp=datetime.now(timezone.utc),
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)
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# ---------------------------------------------------------------------------
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# Mock counters
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# ---------------------------------------------------------------------------
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class _FakeCounter:
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def __init__(self):
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self.total = 0
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self.attrs: list[dict] = []
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def add(self, amount: int = 1, attributes: dict | None = None):
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self.total += amount
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if attributes:
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self.attrs.append(attributes)
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class _FakeHistogram:
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def __init__(self):
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self.values: list[float] = []
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def record(self, value: float, attributes: dict | None = None):
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self.values.append(value)
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def _make_counters() -> dict:
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return {
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"trades_executed": _FakeCounter(),
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"rejections": _FakeCounter(),
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"fill_latency": _FakeHistogram(),
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}
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# ---------------------------------------------------------------------------
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# Tests
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# ---------------------------------------------------------------------------
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@pytest.mark.integration
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@pytest.mark.asyncio
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async def test_signal_produces_trade_execution(
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redis_client: Redis,
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sample_signal: TradeSignal,
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mock_account: AccountInfo,
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mock_order_result: OrderResult,
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):
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"""Process a trade signal through the executor and verify a
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TradeExecution is published to the trades:executed stream.
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"""
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publisher = StreamPublisher(redis_client, TRADES_STREAM)
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counters = _make_counters()
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# Create mock broker
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mock_broker = AsyncMock()
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mock_broker.get_account = AsyncMock(return_value=mock_account)
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mock_broker.get_positions = AsyncMock(return_value=[])
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mock_broker.submit_order = AsyncMock(return_value=mock_order_result)
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# Create risk manager with the mock broker, patching market hours check
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config = TradeExecutorConfig()
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risk_manager = RiskManager(config, mock_broker)
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# Patch _is_market_hours to always return True
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with patch.object(RiskManager, "_is_market_hours", return_value=True):
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await process_signal(
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sample_signal,
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risk_manager,
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mock_broker,
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publisher,
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counters,
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)
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# Verify the broker was called
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mock_broker.submit_order.assert_called_once()
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order_arg = mock_broker.submit_order.call_args[0][0]
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assert order_arg.ticker == "AAPL"
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assert order_arg.side == OrderSide.BUY
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# Verify a TradeExecution was published
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messages = await redis_client.xrange(TRADES_STREAM)
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assert len(messages) == 1
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_msg_id, fields = messages[0]
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data = json.loads(fields[b"data"])
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execution = TradeExecution.model_validate(data)
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assert execution.ticker == "AAPL"
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assert execution.side == OrderSide.BUY
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assert execution.qty == 20.0
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assert execution.price == 190.50
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assert execution.status == OrderStatus.FILLED
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# Counter checks
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assert counters["trades_executed"].total == 1
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assert len(counters["fill_latency"].values) == 1
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@pytest.mark.integration
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@pytest.mark.asyncio
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async def test_short_signal_produces_sell_execution(
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redis_client: Redis,
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mock_account: AccountInfo,
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):
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"""A SHORT signal should produce a SELL order."""
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short_signal = TradeSignal(
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ticker="TSLA",
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direction=SignalDirection.SHORT,
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strength=0.7,
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strategy_sources=["mean_reversion"],
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sentiment_context={"avg_score": -0.6, "current_price": 250.00},
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timestamp=datetime.now(timezone.utc),
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)
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sell_result = OrderResult(
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order_id="test-order-002",
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ticker="TSLA",
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side=OrderSide.SELL,
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qty=14.0,
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filled_price=250.00,
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status=OrderStatus.FILLED,
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timestamp=datetime.now(timezone.utc),
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)
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publisher = StreamPublisher(redis_client, TRADES_STREAM)
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counters = _make_counters()
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mock_broker = AsyncMock()
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mock_broker.get_account = AsyncMock(return_value=mock_account)
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mock_broker.get_positions = AsyncMock(return_value=[])
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mock_broker.submit_order = AsyncMock(return_value=sell_result)
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config = TradeExecutorConfig()
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risk_manager = RiskManager(config, mock_broker)
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with patch.object(RiskManager, "_is_market_hours", return_value=True):
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await process_signal(
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short_signal,
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risk_manager,
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mock_broker,
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publisher,
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counters,
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)
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messages = await redis_client.xrange(TRADES_STREAM)
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assert len(messages) == 1
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_msg_id, fields = messages[0]
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data = json.loads(fields[b"data"])
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execution = TradeExecution.model_validate(data)
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assert execution.ticker == "TSLA"
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assert execution.side == OrderSide.SELL
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assert execution.status == OrderStatus.FILLED
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@pytest.mark.integration
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@pytest.mark.asyncio
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async def test_risk_rejection_does_not_publish(
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redis_client: Redis,
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sample_signal: TradeSignal,
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mock_account: AccountInfo,
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):
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"""When risk checks fail (outside market hours), no TradeExecution
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should be published.
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"""
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publisher = StreamPublisher(redis_client, TRADES_STREAM)
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counters = _make_counters()
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mock_broker = AsyncMock()
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mock_broker.get_account = AsyncMock(return_value=mock_account)
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mock_broker.get_positions = AsyncMock(return_value=[])
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config = TradeExecutorConfig()
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risk_manager = RiskManager(config, mock_broker)
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# Market is closed -> risk check fails
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with patch.object(RiskManager, "_is_market_hours", return_value=False):
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await process_signal(
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sample_signal,
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risk_manager,
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mock_broker,
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publisher,
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counters,
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)
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# No order should have been submitted
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mock_broker.submit_order.assert_not_called()
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# No messages on the trades stream
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messages = await redis_client.xrange(TRADES_STREAM)
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assert len(messages) == 0
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# Rejection counter should be incremented
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assert counters["rejections"].total == 1
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@pytest.mark.integration
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@pytest.mark.asyncio
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async def test_max_positions_rejection(
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redis_client: Redis,
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sample_signal: TradeSignal,
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mock_account: AccountInfo,
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):
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"""When the maximum number of positions is reached, the signal
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should be rejected.
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"""
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publisher = StreamPublisher(redis_client, TRADES_STREAM)
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counters = _make_counters()
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# Create enough mock positions to exceed the limit
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existing_positions = [
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PositionInfo(
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ticker=f"STOCK{i}",
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qty=10.0,
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avg_entry=100.0,
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current_price=105.0,
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unrealized_pnl=50.0,
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market_value=1050.0,
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)
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for i in range(25) # Default max is 20
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]
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mock_broker = AsyncMock()
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mock_broker.get_account = AsyncMock(return_value=mock_account)
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mock_broker.get_positions = AsyncMock(return_value=existing_positions)
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config = TradeExecutorConfig()
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risk_manager = RiskManager(config, mock_broker)
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with patch.object(RiskManager, "_is_market_hours", return_value=True):
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await process_signal(
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sample_signal,
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risk_manager,
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mock_broker,
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publisher,
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counters,
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)
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mock_broker.submit_order.assert_not_called()
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messages = await redis_client.xrange(TRADES_STREAM)
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assert len(messages) == 0
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assert counters["rejections"].total == 1
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@pytest.mark.integration
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@pytest.mark.asyncio
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async def test_publish_signal_and_consume_execution_roundtrip(
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redis_client: Redis,
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sample_signal: TradeSignal,
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mock_account: AccountInfo,
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mock_order_result: OrderResult,
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):
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"""End-to-end: publish a signal to the signals stream, process it,
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and verify the execution can be read back from the trades stream.
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"""
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# Publish the signal to the signals stream
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signal_publisher = StreamPublisher(redis_client, SIGNALS_STREAM)
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await signal_publisher.publish(sample_signal.model_dump(mode="json"))
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# Verify the signal is on the stream
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signal_messages = await redis_client.xrange(SIGNALS_STREAM)
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assert len(signal_messages) == 1
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# Parse it back to verify serialization
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_msg_id, fields = signal_messages[0]
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data = json.loads(fields[b"data"])
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parsed_signal = TradeSignal.model_validate(data)
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assert parsed_signal.ticker == "AAPL"
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assert parsed_signal.direction == SignalDirection.LONG
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# Process the signal through the executor
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trades_publisher = StreamPublisher(redis_client, TRADES_STREAM)
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counters = _make_counters()
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mock_broker = AsyncMock()
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mock_broker.get_account = AsyncMock(return_value=mock_account)
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mock_broker.get_positions = AsyncMock(return_value=[])
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mock_broker.submit_order = AsyncMock(return_value=mock_order_result)
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config = TradeExecutorConfig()
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risk_manager = RiskManager(config, mock_broker)
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with patch.object(RiskManager, "_is_market_hours", return_value=True):
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await process_signal(
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parsed_signal,
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risk_manager,
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mock_broker,
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trades_publisher,
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counters,
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)
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# Read the execution from the trades stream
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trade_messages = await redis_client.xrange(TRADES_STREAM)
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assert len(trade_messages) == 1
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_msg_id, fields = trade_messages[0]
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data = json.loads(fields[b"data"])
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execution = TradeExecution.model_validate(data)
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assert execution.ticker == "AAPL"
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assert execution.side == OrderSide.BUY
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assert execution.status == OrderStatus.FILLED
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assert execution.price == 190.50
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