|
| 1 | +from investing_algorithm_framework import PortfolioConfiguration, \ |
| 2 | + MarketCredential, OrderSide, DataSource |
| 3 | +from investing_algorithm_framework.domain import OperationalException |
| 4 | +from tests.resources import TestBase |
| 5 | +from tests.resources.strategies_for_testing import StrategyOne |
| 6 | + |
| 7 | + |
| 8 | +class TestValidateSymbol(TestBase): |
| 9 | + """Tests for opt-in symbol validation on order creation (issue #247).""" |
| 10 | + portfolio_configurations = [ |
| 11 | + PortfolioConfiguration( |
| 12 | + market="BITVAVO", |
| 13 | + trading_symbol="EUR" |
| 14 | + ) |
| 15 | + ] |
| 16 | + market_credentials = [ |
| 17 | + MarketCredential( |
| 18 | + market="BITVAVO", |
| 19 | + api_key="api_key", |
| 20 | + secret_key="secret_key" |
| 21 | + ) |
| 22 | + ] |
| 23 | + external_balances = { |
| 24 | + "EUR": 1000 |
| 25 | + } |
| 26 | + |
| 27 | + def _register_data_source(self, symbol): |
| 28 | + """Register a data source symbol in the data provider index.""" |
| 29 | + data_source = DataSource( |
| 30 | + identifier=f"{symbol}_ohlcv", |
| 31 | + symbol=symbol, |
| 32 | + data_type="OHLCV", |
| 33 | + time_frame="1d", |
| 34 | + market="BITVAVO", |
| 35 | + ) |
| 36 | + data_provider_service = self.app.container.data_provider_service() |
| 37 | + data_provider_service.data_provider_index\ |
| 38 | + .data_providers_lookup[data_source] = None |
| 39 | + |
| 40 | + def test_default_allows_unknown_symbol(self): |
| 41 | + """Default behavior: no symbol validation, any symbol is accepted.""" |
| 42 | + self.app.add_strategy(StrategyOne) |
| 43 | + self.app.context.create_limit_order( |
| 44 | + target_symbol="UNKNOWN_TOKEN", |
| 45 | + amount=1, |
| 46 | + price=10, |
| 47 | + order_side=OrderSide.BUY, |
| 48 | + ) |
| 49 | + order_repository = self.app.container.order_repository() |
| 50 | + order = order_repository.find({"target_symbol": "UNKNOWN_TOKEN"}) |
| 51 | + self.assertIsNotNone(order) |
| 52 | + |
| 53 | + def test_validate_symbol_false_allows_unknown_symbol(self): |
| 54 | + """Explicit validate_symbol=False allows any symbol.""" |
| 55 | + self.app.add_strategy(StrategyOne) |
| 56 | + self.app.context.create_limit_order( |
| 57 | + target_symbol="UNKNOWN_TOKEN", |
| 58 | + amount=1, |
| 59 | + price=10, |
| 60 | + order_side=OrderSide.BUY, |
| 61 | + validate_symbol=False, |
| 62 | + ) |
| 63 | + order_repository = self.app.container.order_repository() |
| 64 | + order = order_repository.find({"target_symbol": "UNKNOWN_TOKEN"}) |
| 65 | + self.assertIsNotNone(order) |
| 66 | + |
| 67 | + def test_validate_symbol_true_rejects_unknown_symbol(self): |
| 68 | + """validate_symbol=True raises for a symbol not in data sources.""" |
| 69 | + self.app.add_strategy(StrategyOne) |
| 70 | + self._register_data_source("BTC/EUR") |
| 71 | + |
| 72 | + with self.assertRaises(OperationalException) as cm: |
| 73 | + self.app.context.create_limit_order( |
| 74 | + target_symbol="BT/EUR", |
| 75 | + amount=1, |
| 76 | + price=10, |
| 77 | + order_side=OrderSide.BUY, |
| 78 | + validate_symbol=True, |
| 79 | + ) |
| 80 | + |
| 81 | + self.assertIn("BT/EUR", str(cm.exception)) |
| 82 | + self.assertIn("not a known asset", str(cm.exception)) |
| 83 | + self.assertIn("BTC/EUR", str(cm.exception)) |
| 84 | + |
| 85 | + def test_validate_symbol_true_accepts_known_symbol(self): |
| 86 | + """validate_symbol=True passes for a symbol in data sources.""" |
| 87 | + self.app.add_strategy(StrategyOne) |
| 88 | + self._register_data_source("BTC/EUR") |
| 89 | + |
| 90 | + self.app.context.create_limit_order( |
| 91 | + target_symbol="BTC", |
| 92 | + amount=1, |
| 93 | + price=10, |
| 94 | + order_side=OrderSide.BUY, |
| 95 | + validate_symbol=True, |
| 96 | + ) |
| 97 | + order_repository = self.app.container.order_repository() |
| 98 | + order = order_repository.find({"target_symbol": "BTC"}) |
| 99 | + self.assertIsNotNone(order) |
| 100 | + |
| 101 | + def test_validate_symbol_true_multiple_data_sources(self): |
| 102 | + """validate_symbol=True checks across all registered data sources.""" |
| 103 | + self.app.add_strategy(StrategyOne) |
| 104 | + self._register_data_source("BTC/EUR") |
| 105 | + self._register_data_source("ETH/EUR") |
| 106 | + |
| 107 | + # ETH should pass |
| 108 | + self.app.context.create_limit_order( |
| 109 | + target_symbol="ETH", |
| 110 | + amount=1, |
| 111 | + price=10, |
| 112 | + order_side=OrderSide.BUY, |
| 113 | + validate_symbol=True, |
| 114 | + ) |
| 115 | + order_repository = self.app.container.order_repository() |
| 116 | + order = order_repository.find({"target_symbol": "ETH"}) |
| 117 | + self.assertIsNotNone(order) |
| 118 | + |
| 119 | + # SOL should fail |
| 120 | + with self.assertRaises(OperationalException): |
| 121 | + self.app.context.create_limit_order( |
| 122 | + target_symbol="SOL", |
| 123 | + amount=1, |
| 124 | + price=10, |
| 125 | + order_side=OrderSide.BUY, |
| 126 | + validate_symbol=True, |
| 127 | + ) |
| 128 | + |
| 129 | + def test_validate_symbol_error_message_contains_known_symbols(self): |
| 130 | + """Error message lists known symbols for user reference.""" |
| 131 | + self.app.add_strategy(StrategyOne) |
| 132 | + self._register_data_source("BTC/EUR") |
| 133 | + self._register_data_source("ETH/EUR") |
| 134 | + |
| 135 | + with self.assertRaises(OperationalException) as cm: |
| 136 | + self.app.context.create_limit_order( |
| 137 | + target_symbol="TYPO", |
| 138 | + amount=1, |
| 139 | + price=10, |
| 140 | + order_side=OrderSide.BUY, |
| 141 | + validate_symbol=True, |
| 142 | + ) |
| 143 | + |
| 144 | + error_msg = str(cm.exception) |
| 145 | + self.assertIn("BTC/EUR", error_msg) |
| 146 | + self.assertIn("ETH/EUR", error_msg) |
| 147 | + self.assertIn("validate_symbol=False", error_msg) |
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