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.
This commit is contained in:
Viktor Barzin 2026-02-22 16:02:44 +00:00
parent b255b3edbe
commit e6ae4bdccd
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7 changed files with 948 additions and 1 deletions

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@ -27,11 +27,12 @@ requires = ["setuptools>=70.0"]
build-backend = "setuptools.build_meta" build-backend = "setuptools.build_meta"
[tool.setuptools.packages.find] [tool.setuptools.packages.find]
include = ["shared*", "services*", "backtester*", "tests*"] include = ["shared*", "services*", "backtester*", "scripts*", "tests*"]
[tool.pytest.ini_options] [tool.pytest.ini_options]
asyncio_mode = "auto" asyncio_mode = "auto"
testpaths = ["tests"] testpaths = ["tests"]
markers = ["integration: marks tests requiring docker services (redis, postgres)"]
[tool.ruff] [tool.ruff]
line-length = 120 line-length = 120

0
scripts/__init__.py Normal file
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109
scripts/seed_strategies.py Normal file
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"""Seed default trading strategies.
Inserts three strategies with equal initial weights (0.333 each):
- momentum
- mean_reversion
- news_driven
Usage:
python -m scripts.seed_strategies
"""
from __future__ import annotations
import asyncio
import logging
from sqlalchemy import select
from shared.config import BaseConfig
from shared.db import create_db
from shared.models.trading import Strategy
logger = logging.getLogger(__name__)
# Default strategies to seed
DEFAULT_STRATEGIES = [
{
"name": "momentum",
"description": (
"Buy when price crosses above N-period SMA with increasing volume; "
"sell when it crosses below."
),
"current_weight": 0.333,
"active": True,
},
{
"name": "mean_reversion",
"description": (
"Buy when RSI < 30 (oversold); sell when RSI > 70 (overbought). "
"Signal strength proportional to RSI extremity."
),
"current_weight": 0.333,
"active": True,
},
{
"name": "news_driven",
"description": (
"Buy on strong positive sentiment (score > 0.7, confidence > 0.6); "
"sell on strong negative. Decay factor for stale news (> 4 hours)."
),
"current_weight": 0.333,
"active": True,
},
]
async def seed(database_url: str | None = None) -> None:
"""Insert default strategies if they do not already exist.
Parameters
----------
database_url:
Override for the database URL. If ``None``, the default from
:class:`~shared.config.BaseConfig` is used.
"""
config = BaseConfig()
if database_url:
config.database_url = database_url
_engine, session_factory = create_db(config)
async with session_factory() as session:
for strategy_data in DEFAULT_STRATEGIES:
# Check if the strategy already exists by name
result = await session.execute(
select(Strategy).where(Strategy.name == strategy_data["name"])
)
existing = result.scalar_one_or_none()
if existing:
logger.info(
"Strategy '%s' already exists (weight=%.3f), skipping",
existing.name,
existing.current_weight,
)
continue
strategy = Strategy(**strategy_data)
session.add(strategy)
logger.info(
"Inserted strategy '%s' with weight %.3f",
strategy_data["name"],
strategy_data["current_weight"],
)
await session.commit()
await _engine.dispose()
logger.info("Strategy seeding complete")
def main() -> None:
"""CLI entry-point."""
logging.basicConfig(level=logging.INFO)
asyncio.run(seed())
if __name__ == "__main__":
main()

139
scripts/smoke_test.sh Executable file
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#!/bin/bash
# Smoke test for the full trading-bot Docker Compose stack.
#
# Usage:
# ./scripts/smoke_test.sh
#
# Prerequisites:
# - Docker Compose stack must be running (docker compose up -d)
#
# This script:
# 1. Waits for services to become healthy
# 2. Hits GET /health -> expects 200
# 3. Hits GET /api/portfolio -> expects 401 (unauthenticated)
# 4. Hits GET /api/strategies -> expects 401 (unauthenticated)
# 5. Checks docker compose ps shows all services running
# 6. Exits 0 on success, 1 on failure
set -euo pipefail
# Configuration
API_BASE="${API_BASE:-http://localhost:8000}"
DASHBOARD_BASE="${DASHBOARD_BASE:-http://localhost:3000}"
MAX_RETRIES="${MAX_RETRIES:-30}"
RETRY_INTERVAL="${RETRY_INTERVAL:-2}"
PASS=0
FAIL=0
# ---------------------------------------------------------------------------
# Helper functions
# ---------------------------------------------------------------------------
log() {
echo "[smoke-test] $*"
}
pass() {
log "PASS: $*"
PASS=$((PASS + 1))
}
fail() {
log "FAIL: $*"
FAIL=$((FAIL + 1))
}
wait_for_endpoint() {
local url="$1"
local expected_code="$2"
local description="$3"
local attempt=0
while [ "$attempt" -lt "$MAX_RETRIES" ]; do
attempt=$((attempt + 1))
status_code=$(curl -s -o /dev/null -w "%{http_code}" "$url" 2>/dev/null || echo "000")
if [ "$status_code" = "$expected_code" ]; then
return 0
fi
log "Waiting for $description ($url) ... attempt $attempt/$MAX_RETRIES (got $status_code, want $expected_code)"
sleep "$RETRY_INTERVAL"
done
return 1
}
check_endpoint() {
local url="$1"
local expected_code="$2"
local description="$3"
status_code=$(curl -s -o /dev/null -w "%{http_code}" "$url" 2>/dev/null || echo "000")
if [ "$status_code" = "$expected_code" ]; then
pass "$description -> $status_code"
else
fail "$description -> expected $expected_code, got $status_code"
fi
}
# ---------------------------------------------------------------------------
# 1. Wait for the API gateway health endpoint
# ---------------------------------------------------------------------------
log "Waiting for API gateway to be healthy ..."
if wait_for_endpoint "$API_BASE/health" "200" "API health"; then
pass "API gateway is healthy"
else
fail "API gateway did not become healthy within timeout"
log "Aborting — cannot run further checks without a healthy API"
exit 1
fi
# ---------------------------------------------------------------------------
# 2. Health check
# ---------------------------------------------------------------------------
check_endpoint "$API_BASE/health" "200" "GET /health"
# ---------------------------------------------------------------------------
# 3. Unauthenticated trading endpoints should return 401/403
# ---------------------------------------------------------------------------
check_endpoint "$API_BASE/api/portfolio" "401" "GET /api/portfolio (no auth)"
check_endpoint "$API_BASE/api/strategies" "401" "GET /api/strategies (no auth)"
# ---------------------------------------------------------------------------
# 4. Dashboard responds
# ---------------------------------------------------------------------------
log "Checking dashboard ..."
if wait_for_endpoint "$DASHBOARD_BASE/" "200" "Dashboard"; then
pass "Dashboard is serving"
else
fail "Dashboard did not respond"
fi
# ---------------------------------------------------------------------------
# 5. Docker Compose services status
# ---------------------------------------------------------------------------
log "Checking docker compose service status ..."
if command -v docker &>/dev/null; then
running_count=$(docker compose ps --format json 2>/dev/null | grep -c '"running"' || echo "0")
if [ "$running_count" -gt 0 ]; then
pass "docker compose shows $running_count running services"
else
fail "No running services found in docker compose ps"
fi
else
log "SKIP: docker command not available"
fi
# ---------------------------------------------------------------------------
# Summary
# ---------------------------------------------------------------------------
echo ""
log "================================"
log "Results: $PASS passed, $FAIL failed"
log "================================"
if [ "$FAIL" -gt 0 ]; then
exit 1
fi
exit 0

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"""Integration test: news fetcher -> sentiment analyzer pipeline.
Publishes a mock RawArticle to the ``news:raw`` Redis stream and verifies
that a ScoredArticle appears on ``news:scored``.
Requires a running Redis instance (from docker-compose).
FinBERT and Ollama are mocked so the test does not need GPU / model weights.
Run with:
pytest tests/integration/test_news_pipeline.py -v -m integration
"""
from __future__ import annotations
import asyncio
import json
from datetime import datetime, timezone
from unittest.mock import AsyncMock, patch
import pytest
from redis.asyncio import Redis
from shared.redis_streams import StreamConsumer, StreamPublisher
from shared.schemas.news import RawArticle, ScoredArticle
from services.sentiment_analyzer.main import process_article
from services.sentiment_analyzer.config import SentimentAnalyzerConfig
# ---------------------------------------------------------------------------
# Fixtures
# ---------------------------------------------------------------------------
REDIS_URL = "redis://localhost:6379/1" # Use DB 1 to avoid conflicts
RAW_STREAM = "test:news:raw"
SCORED_STREAM = "test:news:scored"
@pytest.fixture
async def redis_client():
"""Provide a clean Redis connection on DB 1 and clean up streams after."""
client = Redis.from_url(REDIS_URL, decode_responses=False)
# Ensure streams are clean before the test
await client.delete(RAW_STREAM, SCORED_STREAM)
yield client
# Clean up after
await client.delete(RAW_STREAM, SCORED_STREAM)
await client.aclose()
@pytest.fixture
def sample_article() -> RawArticle:
"""Return a sample RawArticle mentioning AAPL."""
return RawArticle(
source="rss",
url="https://example.com/aapl-news",
title="Apple Inc AAPL reports record quarterly earnings",
content=(
"Apple Inc ($AAPL) reported record-breaking quarterly earnings "
"today, beating analyst estimates by a wide margin. Revenue grew "
"15% year-over-year driven by strong iPhone and Services demand."
),
published_at=datetime.now(timezone.utc),
fetched_at=datetime.now(timezone.utc),
content_hash="test-hash-aapl-001",
)
# ---------------------------------------------------------------------------
# Mock counters (stand-in for OpenTelemetry instruments)
# ---------------------------------------------------------------------------
class _FakeCounter:
"""Minimal fake that records how many times ``add`` was called."""
def __init__(self):
self.total = 0
def add(self, amount: int = 1, attributes: dict | None = None):
self.total += amount
class _FakeHistogram:
def __init__(self):
self.values: list[float] = []
def record(self, value: float, attributes: dict | None = None):
self.values.append(value)
def _make_counters() -> dict:
return {
"articles_scored": _FakeCounter(),
"finbert_count": _FakeCounter(),
"ollama_count": _FakeCounter(),
"inference_latency": _FakeHistogram(),
}
# ---------------------------------------------------------------------------
# Tests
# ---------------------------------------------------------------------------
@pytest.mark.integration
@pytest.mark.asyncio
async def test_raw_article_flows_to_scored(redis_client: Redis, sample_article: RawArticle):
"""Publish a RawArticle to news:raw, run the sentiment analyzer's
process_article function, and verify a ScoredArticle is published
to news:scored.
"""
publisher = StreamPublisher(redis_client, SCORED_STREAM)
# Mock FinBERT to return high-confidence positive sentiment
mock_finbert = AsyncMock()
mock_finbert.analyze = AsyncMock(return_value=(0.85, 0.92))
# Mock Ollama (should not be called when FinBERT confidence is high)
mock_ollama = AsyncMock()
mock_ollama.analyze = AsyncMock(return_value=(0.0, 0.0))
config = SentimentAnalyzerConfig()
counters = _make_counters()
# Process the article
await process_article(
sample_article,
mock_finbert,
mock_ollama,
publisher,
config,
counters,
)
# FinBERT should have been called, Ollama should NOT
mock_finbert.analyze.assert_called_once()
mock_ollama.analyze.assert_not_called()
# Verify a ScoredArticle was published to the scored stream
messages = await redis_client.xrange(SCORED_STREAM)
assert len(messages) >= 1, "Expected at least one message on the scored stream"
# Parse the first message
_msg_id, fields = messages[0]
data = json.loads(fields[b"data"])
scored = ScoredArticle.model_validate(data)
assert scored.ticker == "AAPL"
assert scored.sentiment_score == pytest.approx(0.85, abs=0.01)
assert scored.confidence == pytest.approx(0.92, abs=0.01)
assert scored.model_used == "finbert"
assert scored.source == "rss"
assert scored.title == sample_article.title
# Counter checks
assert counters["articles_scored"].total == 1
assert counters["finbert_count"].total == 1
assert counters["ollama_count"].total == 0
@pytest.mark.integration
@pytest.mark.asyncio
async def test_low_confidence_falls_back_to_ollama(redis_client: Redis, sample_article: RawArticle):
"""When FinBERT confidence is below the threshold, the sentiment
analyzer should fall back to Ollama.
"""
publisher = StreamPublisher(redis_client, SCORED_STREAM)
# FinBERT returns low confidence -> triggers Ollama fallback
mock_finbert = AsyncMock()
mock_finbert.analyze = AsyncMock(return_value=(0.3, 0.4))
mock_ollama = AsyncMock()
mock_ollama.analyze = AsyncMock(return_value=(0.72, 0.88))
config = SentimentAnalyzerConfig()
config.finbert_confidence_threshold = 0.6 # 0.4 < 0.6 -> fallback
counters = _make_counters()
await process_article(
sample_article,
mock_finbert,
mock_ollama,
publisher,
config,
counters,
)
# Both should have been called
mock_finbert.analyze.assert_called_once()
mock_ollama.analyze.assert_called_once()
# Verify the published message used Ollama's scores
messages = await redis_client.xrange(SCORED_STREAM)
assert len(messages) >= 1
_msg_id, fields = messages[0]
data = json.loads(fields[b"data"])
scored = ScoredArticle.model_validate(data)
assert scored.model_used == "ollama"
assert scored.sentiment_score == pytest.approx(0.72, abs=0.01)
assert scored.confidence == pytest.approx(0.88, abs=0.01)
# Counter checks
assert counters["ollama_count"].total == 1
@pytest.mark.integration
@pytest.mark.asyncio
async def test_article_without_tickers_does_not_publish(redis_client: Redis):
"""An article with no recognizable ticker mentions should not produce
any ScoredArticle messages.
"""
article = RawArticle(
source="reddit",
url="https://reddit.com/r/finance/post123",
title="General market outlook for next week",
content="The market is looking bullish with strong consumer spending data.",
published_at=datetime.now(timezone.utc),
fetched_at=datetime.now(timezone.utc),
content_hash="test-hash-no-ticker-001",
)
publisher = StreamPublisher(redis_client, SCORED_STREAM)
mock_finbert = AsyncMock()
mock_finbert.analyze = AsyncMock(return_value=(0.6, 0.85))
mock_ollama = AsyncMock()
config = SentimentAnalyzerConfig()
counters = _make_counters()
await process_article(
article,
mock_finbert,
mock_ollama,
publisher,
config,
counters,
)
# No tickers extracted -> no messages on the scored stream
messages = await redis_client.xrange(SCORED_STREAM)
assert len(messages) == 0
# Article was still counted as scored
assert counters["articles_scored"].total == 1
@pytest.mark.integration
@pytest.mark.asyncio
async def test_publish_and_consume_roundtrip(redis_client: Redis, sample_article: RawArticle):
"""End-to-end: publish a RawArticle to the raw stream, consume it via
StreamConsumer, process it, and verify the scored output is consumable.
"""
raw_publisher = StreamPublisher(redis_client, RAW_STREAM)
scored_publisher = StreamPublisher(redis_client, SCORED_STREAM)
# Publish the raw article
await raw_publisher.publish(sample_article.model_dump(mode="json"))
# Verify it's on the raw stream
raw_messages = await redis_client.xrange(RAW_STREAM)
assert len(raw_messages) == 1
# Parse it back
_msg_id, fields = raw_messages[0]
data = json.loads(fields[b"data"])
parsed = RawArticle.model_validate(data)
assert parsed.title == sample_article.title
# Now process it through the analyzer
mock_finbert = AsyncMock()
mock_finbert.analyze = AsyncMock(return_value=(0.9, 0.95))
mock_ollama = AsyncMock()
config = SentimentAnalyzerConfig()
counters = _make_counters()
await process_article(
parsed,
mock_finbert,
mock_ollama,
scored_publisher,
config,
counters,
)
# Verify scored output
scored_messages = await redis_client.xrange(SCORED_STREAM)
assert len(scored_messages) >= 1
_msg_id, fields = scored_messages[0]
scored_data = json.loads(fields[b"data"])
scored = ScoredArticle.model_validate(scored_data)
assert scored.ticker == "AAPL"
assert scored.sentiment_score == pytest.approx(0.9, abs=0.01)

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