52b3c76482
- executor: EXIT/SELL signals close the FULL held broker position (not a target_dollars-sized fresh order) and skip when flat - executor: book realized P&L on the closing trade ((fill - avg_entry)*qty) so the dashboard P&L + win-rate populate; entries leave pnl=None - exit scanner: wired into the bridge run loop on kevin_bridge_exit_scan_cron (daily ET gate; croniter intentionally not a dependency) plus an offsetting-SELL guard so it only emits exits for currently-held tickers [ci skip] Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
279 lines
9.2 KiB
Python
279 lines
9.2 KiB
Python
"""Smoke-level orchestrator tests for the Kevin signal bridge."""
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from datetime import date, datetime
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from decimal import Decimal
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from unittest.mock import AsyncMock, MagicMock
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from zoneinfo import ZoneInfo
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from services.kevin_signal_bridge.main import KevinBridge, should_run_exit_scan
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_ET = ZoneInfo("America/New_York")
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async def test_bridge_dry_run_writes_audit_does_not_publish():
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"""When TRADING_KEVIN_ENABLE_TRADING=false the bridge writes an audit row
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and never calls publisher.publish."""
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config = MagicMock(kevin_enable_trading=False, kevin_stop_loss_pct=0.08, kevin_take_profit_pct=0.20, kevin_avoid_blocks_days=7)
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cursor = AsyncMock()
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cursor.last_seen_id.return_value = 0
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publisher = AsyncMock()
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aggregator = AsyncMock()
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aggregator.fetch_pending.return_value = [
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MagicMock(
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id=1,
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symbol="NVDA",
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action=MagicMock(value="buy"),
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conviction=Decimal("0.8"),
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time_horizon=MagicMock(value="weeks"),
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),
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]
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strategy = AsyncMock()
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strategy.evaluate_mention.return_value = MagicMock(
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decision=MagicMock(value="open_long", name="OPEN_LONG"),
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symbol="NVDA",
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target_dollars=Decimal("3000"),
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holding_days=10,
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effective_conviction=Decimal("0.8"),
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rationale="ok",
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)
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# Make the .decision attribute compare against KevinDecisionType.OPEN_LONG
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from shared.schemas.kevin import KevinDecisionType
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strategy.evaluate_mention.return_value.decision = KevinDecisionType.OPEN_LONG
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audit_writer = AsyncMock()
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broker = AsyncMock()
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broker.is_asset_tradable.return_value = True
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broker.get_latest_price.return_value = Decimal("100")
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broker.get_account.return_value = MagicMock(
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equity=Decimal("100000"), cash=Decimal("100000")
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)
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broker.get_positions.return_value = []
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bridge = KevinBridge(
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config=config,
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cursor=cursor,
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publisher=publisher,
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aggregator=aggregator,
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strategy=strategy,
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audit_writer=audit_writer,
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broker=broker,
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)
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await bridge.process_one_pass()
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publisher.publish.assert_not_called()
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audit_writer.write.assert_awaited()
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args = audit_writer.write.call_args
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assert "dry_run" in str(args).lower()
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async def test_bridge_kill_switch_on_publishes_to_stream():
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config = MagicMock(
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kevin_enable_trading=True,
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kevin_stop_loss_pct=0.08,
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kevin_take_profit_pct=0.20,
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kevin_avoid_blocks_days=7,
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)
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cursor = AsyncMock()
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cursor.last_seen_id.return_value = 0
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publisher = AsyncMock()
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publisher.publish.return_value = "1234-0"
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aggregator = AsyncMock()
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aggregator.fetch_pending.return_value = [
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MagicMock(
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id=1,
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symbol="NVDA",
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action=MagicMock(value="buy"),
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conviction=Decimal("0.8"),
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effective_conviction=Decimal("0.8"),
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time_horizon=MagicMock(value="weeks"),
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),
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]
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strategy = AsyncMock()
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from shared.schemas.kevin import KevinDecisionType
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strategy.evaluate_mention.return_value = MagicMock(
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decision=KevinDecisionType.OPEN_LONG,
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symbol="NVDA",
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target_dollars=Decimal("3000"),
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holding_days=10,
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effective_conviction=Decimal("0.8"),
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rationale="ok",
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)
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audit_writer = AsyncMock()
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broker = AsyncMock()
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broker.is_asset_tradable.return_value = True
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broker.get_latest_price.return_value = Decimal("100")
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broker.get_account.return_value = MagicMock(
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equity=Decimal("100000"), cash=Decimal("100000")
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)
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broker.get_positions.return_value = []
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bridge = KevinBridge(
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config=config,
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cursor=cursor,
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publisher=publisher,
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aggregator=aggregator,
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strategy=strategy,
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audit_writer=audit_writer,
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broker=broker,
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)
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await bridge.process_one_pass()
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publisher.publish.assert_awaited_once()
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cursor.advance.assert_awaited_with(1)
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async def test_bridge_attaches_current_price_to_signal():
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"""The bridge must propagate broker.get_latest_price onto the published
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TradeSignal so the executor can size the position."""
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config = MagicMock(
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kevin_enable_trading=True,
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kevin_stop_loss_pct=0.08,
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kevin_take_profit_pct=0.20,
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kevin_avoid_blocks_days=7,
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)
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cursor = AsyncMock()
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cursor.last_seen_id.return_value = 0
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publisher = AsyncMock()
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publisher.publish.return_value = "1234-0"
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aggregator = AsyncMock()
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aggregator.fetch_pending.return_value = [
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MagicMock(
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id=1,
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symbol="NVDA",
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action=MagicMock(value="buy"),
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conviction=Decimal("0.8"),
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effective_conviction=Decimal("0.8"),
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time_horizon=MagicMock(value="weeks"),
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),
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]
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strategy = AsyncMock()
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from shared.schemas.kevin import KevinDecisionType
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strategy.evaluate_mention.return_value = MagicMock(
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decision=KevinDecisionType.OPEN_LONG,
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symbol="NVDA",
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target_dollars=Decimal("3000"),
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holding_days=10,
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effective_conviction=Decimal("0.8"),
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rationale="ok",
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)
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audit_writer = AsyncMock()
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broker = AsyncMock()
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broker.is_asset_tradable.return_value = True
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broker.get_latest_price.return_value = Decimal("123.45")
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broker.get_account.return_value = MagicMock(
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equity=Decimal("100000"), cash=Decimal("100000")
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)
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broker.get_positions.return_value = []
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bridge = KevinBridge(
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config=config,
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cursor=cursor,
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publisher=publisher,
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aggregator=aggregator,
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strategy=strategy,
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audit_writer=audit_writer,
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broker=broker,
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)
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await bridge.process_one_pass()
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publisher.publish.assert_awaited_once()
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published_signal = publisher.publish.call_args[0][0]
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assert published_signal.current_price == Decimal("123.45")
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async def test_bridge_advances_cursor_only_after_publish():
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"""Race-condition guard: cursor must NOT advance if publish raises."""
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config = MagicMock(
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kevin_enable_trading=True,
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kevin_stop_loss_pct=0.08,
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kevin_take_profit_pct=0.20,
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kevin_avoid_blocks_days=7,
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)
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cursor = AsyncMock()
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cursor.last_seen_id.return_value = 0
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publisher = AsyncMock()
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publisher.publish.side_effect = RuntimeError("XADD failed")
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aggregator = AsyncMock()
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aggregator.fetch_pending.return_value = [
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MagicMock(
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id=1,
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symbol="NVDA",
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action=MagicMock(value="buy"),
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conviction=Decimal("0.8"),
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effective_conviction=Decimal("0.8"),
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time_horizon=MagicMock(value="weeks"),
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),
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]
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strategy = AsyncMock()
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from shared.schemas.kevin import KevinDecisionType
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strategy.evaluate_mention.return_value = MagicMock(
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decision=KevinDecisionType.OPEN_LONG,
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symbol="NVDA",
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target_dollars=Decimal("3000"),
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holding_days=10,
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effective_conviction=Decimal("0.8"),
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rationale="ok",
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)
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audit_writer = AsyncMock()
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broker = AsyncMock()
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broker.is_asset_tradable.return_value = True
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broker.get_latest_price.return_value = Decimal("100")
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broker.get_account.return_value = MagicMock(
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equity=Decimal("100000"), cash=Decimal("100000")
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)
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broker.get_positions.return_value = []
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bridge = KevinBridge(
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config=config,
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cursor=cursor,
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publisher=publisher,
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aggregator=aggregator,
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strategy=strategy,
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audit_writer=audit_writer,
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broker=broker,
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)
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await bridge.process_one_pass()
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# cursor.advance must NOT have been called for mention 1
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cursor.advance.assert_not_called()
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# ---------------------------------------------------------------------------
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# Exit-scan cron gate (croniter unavailable → simple daily ET-weekday gate)
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# ---------------------------------------------------------------------------
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_CRON = "35 9 * * 1-5" # 09:35 ET, Mon-Fri
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def test_exit_scan_gate_fires_at_or_after_time_on_weekday():
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"""Wed 09:36 ET, not yet run today → fire."""
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now = datetime(2026, 6, 3, 9, 36, tzinfo=_ET) # Wednesday
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assert should_run_exit_scan(_CRON, now, last_run_date=None) is True
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def test_exit_scan_gate_does_not_fire_before_time():
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"""Wed 09:34 ET (one minute early) → do not fire."""
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now = datetime(2026, 6, 3, 9, 34, tzinfo=_ET)
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assert should_run_exit_scan(_CRON, now, last_run_date=None) is False
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def test_exit_scan_gate_does_not_fire_on_weekend():
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"""Saturday 10:00 ET → do not fire (cron DOW is 1-5)."""
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now = datetime(2026, 6, 6, 10, 0, tzinfo=_ET) # Saturday
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assert should_run_exit_scan(_CRON, now, last_run_date=None) is False
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def test_exit_scan_gate_runs_once_per_day():
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"""Already ran today → do not fire again the same ET day."""
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now = datetime(2026, 6, 3, 11, 0, tzinfo=_ET) # Wednesday, well past 09:35
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assert (
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should_run_exit_scan(_CRON, now, last_run_date=date(2026, 6, 3)) is False
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)
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def test_exit_scan_gate_fires_next_day_after_prior_run():
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"""Ran yesterday → fire again today once past the cron time."""
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now = datetime(2026, 6, 4, 9, 40, tzinfo=_ET) # Thursday
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assert (
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should_run_exit_scan(_CRON, now, last_run_date=date(2026, 6, 3)) is True
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)
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