69 lines
3.1 KiB
Java
69 lines
3.1 KiB
Java
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package com.quantai.trader.replay;
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import com.quantai.trader.artifact.TraderArtifactLoader;
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import com.quantai.trader.domain.TraderActionFactory;
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import com.quantai.trader.enums.TraderActionType;
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import com.quantai.trader.evidence.EvidenceAppender;
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import com.quantai.trader.model.DeterministicTraderModelService;
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import com.quantai.trader.outbox.InMemoryOutboxRepository;
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import com.quantai.trader.position.TraderPositionManager;
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import com.quantai.trader.risk.TraderRiskGate;
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import org.junit.jupiter.api.Test;
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import java.math.BigDecimal;
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import static com.quantai.trader.TestFixtures.T0;
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import static com.quantai.trader.TestFixtures.properties;
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import static org.assertj.core.api.Assertions.assertThat;
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class TraderP0CycleRunnerTest {
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@Test
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void runsReplayShadowCycleThroughModelPmRiskActionOutboxAndEvidence() {
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EvidenceAppender evidenceAppender = new EvidenceAppender();
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InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
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TraderP0CycleRunner runner = new TraderP0CycleRunner(
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properties(),
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new TraderArtifactLoader(properties()),
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new DeterministicTraderModelService(),
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new TraderPositionManager(),
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new TraderRiskGate(),
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new TraderActionFactory(),
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evidenceAppender,
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outboxRepository);
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TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
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"run-1", "BTC-USDT-PERP", T0, new BigDecimal("100"), new BigDecimal("99.5"),
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new BigDecimal("1.2"), new BigDecimal("1000")));
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assertThat(result.action().actionType()).isEqualTo(TraderActionType.OPEN_LONG);
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assertThat(result.action().reduceOnly()).isFalse();
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assertThat(outboxRepository.all()).hasSize(1);
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assertThat(outboxRepository.all().getFirst().destination()).isEqualTo("SHADOW_RECORDER");
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assertThat(evidenceAppender.all()).extracting("stage")
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.containsExactly("MARKET_SNAPSHOT", "MODEL_OUTPUT", "PM_DECISION", "RISK_DECISION");
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}
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@Test
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void recordsWaitActionWhenReplaySnapshotHasNoLiquidity() {
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EvidenceAppender evidenceAppender = new EvidenceAppender();
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InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
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TraderP0CycleRunner runner = new TraderP0CycleRunner(
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properties(),
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new TraderArtifactLoader(properties()),
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new DeterministicTraderModelService(),
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new TraderPositionManager(),
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new TraderRiskGate(),
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new TraderActionFactory(),
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evidenceAppender,
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outboxRepository);
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TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
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"run-1", "BTC-USDT-PERP", T0.plusSeconds(60), new BigDecimal("100"), new BigDecimal("99.5"),
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new BigDecimal("1.2"), BigDecimal.ZERO));
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assertThat(result.action().actionType()).isEqualTo(TraderActionType.WAIT);
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assertThat(result.action().pricePlanId()).isNull();
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assertThat(outboxRepository.all()).hasSize(1);
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}
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}
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