Add take profit tests

Author: MDUYN

tests/domain/models/backtesting/test_backtest.py

@@ -1580,7 +1580,6 @@ def test_add_permutation_metrics_after_backtest_has_been_save(self):
 
         # Save the backtest
         backtest.save(self.dir_path)
-
         loaded_backtest = Backtest.open(self.dir_path)
 
         self.assertEqual(

tests/domain/models/trades/test_trade_stop_loss.py

@@ -6,22 +6,22 @@ class TestTradeStopLoss(TestCase):
     def test_model_creation(self):
         stop_loss = TradeStopLoss(
             trade_id=1,
-            trade_risk_type="fixed",
+            trailing=False,
             percentage=10,
             open_price=20,
             sell_percentage=50,
             total_amount_trade=100
         )
         self.assertEqual(stop_loss.trade_id, 1)
-        self.assertEqual(stop_loss.trade_risk_type, "FIXED")
+        self.assertFalse(stop_loss.trailing)
         self.assertEqual(stop_loss.percentage, 10)
         self.assertEqual(stop_loss.sell_percentage, 50)
         self.assertEqual(stop_loss.high_water_mark, 20)
 
     def test_is_triggered_default(self):
         stop_loss = TradeStopLoss(
             trade_id=1,
-            trade_risk_type="fixed",
+            trailing=False,
             percentage=10,
             open_price=20,
             sell_percentage=50,
@@ -36,7 +36,7 @@ def test_is_triggered_default(self):
     def test_is_triggered_trailing(self):
         stop_loss = TradeStopLoss(
             trade_id=1,
-            trade_risk_type="trailing",
+            trailing=True,
             percentage=10,
             open_price=20,
             sell_percentage=50,
@@ -49,7 +49,7 @@ def test_is_triggered_trailing(self):
         self.assertTrue(stop_loss.has_triggered(18))
         self.assertTrue(stop_loss.has_triggered(17))
 
-        # Increase the high water mark, setting the stop loss price to 22.5
+        # Increase the high watermark, setting the stop loss price to 22.5
         self.assertFalse(stop_loss.has_triggered(25))
         self.assertEqual(stop_loss.stop_loss_price, 22.5)
         self.assertFalse(stop_loss.has_triggered(24))

tests/domain/models/trades/test_trade_take_profit.py

@@ -6,38 +6,38 @@ class TestTradeStopLoss(TestCase):
     def test_model_creation(self):
         stop_loss = TradeTakeProfit(
             trade_id=1,
-            trade_risk_type="fixed",
+            trailing=False,
             percentage=10,
             open_price=20,
             sell_percentage=50,
             total_amount_trade=100
         )
         self.assertEqual(stop_loss.trade_id, 1)
-        self.assertEqual(stop_loss.trade_risk_type, "FIXED")
+        self.assertFalse(stop_loss.trailing)
         self.assertEqual(stop_loss.percentage, 10)
         self.assertEqual(stop_loss.sell_percentage, 50)
         self.assertEqual(stop_loss.high_water_mark, None)
         self.assertEqual(stop_loss.take_profit_price, 22)
 
-        stop_loss = TradeTakeProfit(
+        take_profit = TradeTakeProfit(
             trade_id=1,
-            trade_risk_type="trailing",
+            trailing=True,
             percentage=10,
             open_price=20,
             sell_percentage=50,
             total_amount_trade=100
         )
-        self.assertEqual(stop_loss.trade_id, 1)
-        self.assertEqual(stop_loss.trade_risk_type, "TRAILING")
-        self.assertEqual(stop_loss.percentage, 10)
-        self.assertEqual(stop_loss.sell_percentage, 50)
-        self.assertEqual(stop_loss.high_water_mark, None)
-        self.assertEqual(stop_loss.take_profit_price, 22)
+        self.assertEqual(take_profit.trade_id, 1)
+        self.assertTrue(take_profit.trailing)
+        self.assertEqual(take_profit.percentage, 10)
+        self.assertEqual(take_profit.sell_percentage, 50)
+        self.assertEqual(take_profit.high_water_mark, None)
+        self.assertEqual(take_profit.take_profit_price, None)
 
     def test_is_triggered_default(self):
         take_profit = TradeTakeProfit(
             trade_id=1,
-            trade_risk_type="fixed",
+            trailing=False,
             percentage=10,
             open_price=20,
             sell_percentage=50,
@@ -64,29 +64,29 @@ def test_is_triggered_trailing(self):
         """
         take_profit = TradeTakeProfit(
             trade_id=1,
-            trade_risk_type="trailing",
+            trailing=True,
             percentage=10,
             open_price=20,
             sell_percentage=50,
             total_amount_trade=100
         )
 
-        self.assertEqual(take_profit.take_profit_price, 22)
+        self.assertEqual(take_profit.take_profit_price, None)
         self.assertEqual(take_profit.high_water_mark, None)
         self.assertFalse(take_profit.has_triggered(20))
         self.assertFalse(take_profit.has_triggered(19))
         self.assertFalse(take_profit.has_triggered(18))
         self.assertFalse(take_profit.has_triggered(17))
 
-        # Increase the high water mark, setting the stop loss price to 22.5
+        # Increase the high watermark, setting the stop loss price to 22.5
         self.assertFalse(take_profit.has_triggered(25))
         self.assertEqual(take_profit.high_water_mark, 25)
         self.assertAlmostEqual(take_profit.take_profit_price, 22.5, 2)
         self.assertFalse(take_profit.has_triggered(24))
         self.assertFalse(take_profit.has_triggered(23))
         self.assertTrue(take_profit.has_triggered(22))
 
-        # Increase the high water mark, setting the stop loss price
+        # Increase the high watermark, setting the stop loss price
         # to 27.0
         self.assertFalse(take_profit.has_triggered(30))
         self.assertAlmostEqual(take_profit.take_profit_price, 27.0, 2)

tests/infrastructure/repositories/trades/test_sql_trade_take_profit_repository.py

@@ -0,0 +1,51 @@
+from investing_algorithm_framework import PortfolioConfiguration, \
+    MarketCredential, TradeStatus
+from tests.resources import TestBase
+
+
+class Test(TestBase):
+    market_credentials = [
+        MarketCredential(
+            market="BINANCE",
+            api_key="api_key",
+            secret_key="secret_key"
+        )
+    ]
+    portfolio_configurations = [
+        PortfolioConfiguration(
+            market="BINANCE",
+            trading_symbol="EUR"
+        )
+    ]
+    external_balances = {
+        "EUR": 1000,
+    }
+
+    def test_get_all_with_status(self):
+        order_service = self.app.container.order_service()
+        trade_service = self.app.container.trade_service()
+        order = order_service.create(
+            {
+                "portfolio_id": 1,
+                "target_symbol": "BTC",
+                "amount": 1,
+                "trading_symbol": "EUR",
+                "price": 10,
+                "order_side": "BUY",
+                "order_type": "LIMIT",
+                "status": "OPEN",
+            }
+        )
+        trades = trade_service.get_all({"status": TradeStatus.CREATED.value})
+        self.assertEqual(1, len(trades))
+
+        trade_service
+        trades = trade_service.get_all({"status": TradeStatus.OPEN.value})
+        self.assertEqual(0, len(trades))
+        order_service.update(order.id, {"filled": 10})
+        trades = trade_service.get_all({"status": TradeStatus.CREATED.value})
+        self.assertEqual(0, len(trades))
+        trades = trade_service.get_all({"status": TradeStatus.OPEN.value})
+        self.assertEqual(1, len(trades))
+        trades = trade_service.get_all({"status": TradeStatus.CLOSED.value})
+        self.assertEqual(0, len(trades))

tests/resources/backtest_report/id.json

@@ -1,3 +1,3 @@
 {
-    "id": "1ac24fdd-625d-4334-8ce3-04f8464c4379"
+    "id": "f59096a6-a1ad-4055-a8f5-b34f5471e16c"
 }

tests/resources/backtest_report/runs/backtest_EUR_20230807_20231201/run.json

@@ -1 +1 @@
-{"backtest_start_date": "2023-08-07 05:00:00", "backtest_date_range_name": "Test Backtest Date Range", "backtest_end_date": "2023-12-01 23:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000, "number_of_runs": 1000, "portfolio_snapshots": [{"metadata": {}, "portfolio_id": "", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 0.0, "created_at": "2023-08-07T07:00:00+00:00", "total_value": 1000}, {"metadata": {}, "portfolio_id": "", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 200, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 0.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1200}], "trades": [], "orders": [], "positions": [], "created_at": "2025-11-22 21:55:18", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}}
+{"backtest_start_date": "2023-08-07 05:00:00", "backtest_date_range_name": "Test Backtest Date Range", "backtest_end_date": "2023-12-01 23:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000, "number_of_runs": 1000, "portfolio_snapshots": [{"metadata": {}, "portfolio_id": "", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 0.0, "created_at": "2023-08-07T07:00:00+00:00", "total_value": 1000}, {"metadata": {}, "portfolio_id": "", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 200, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 0.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1200}], "trades": [], "orders": [], "positions": [], "created_at": "2025-11-30 18:47:06", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}}

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/id.json

@@ -1,3 +1,3 @@
 {
-    "id": "fc9d3f47-f296-478d-9d18-43f7daffabe0"
+    "id": "f0e5c774-4652-44d1-834b-1554b84e0a76"
 }

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231201_20231202/run.json

@@ -1 +1 @@
-{"backtest_start_date": "2023-12-01 23:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 23:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T23:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T23:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2025-11-22 21:54:56", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}}
+{"backtest_start_date": "2023-12-01 23:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 23:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T23:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T23:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2025-11-30 18:46:48", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}}