Initial public release

tests/test_backtest_broker.py

@@ -0,0 +1,56 @@
+# tests/test_backtest_broker.py
+import pytest
+from hydra.backtest.broker import BacktestBroker
+from hydra.backtest.result import Trade
+from hydra.data.models import Candle
+from hydra.strategy.signal import Signal
+
+
+def _make_candle(close: float, ts: int = 1000) -> Candle:
+    return Candle(
+        market="binance", symbol="BTC/USDT", timeframe="1h",
+        open_time=ts, open=close, high=close, low=close,
+        close=close, volume=1.0, close_time=ts + 3600000,
+    )
+
+
+def _make_signal(sig: str, price: float, reason: str = "test") -> Signal:
+    return Signal(signal=sig, reason=reason, price=price, ts=1000)
+
+
+def test_buy_opens_position():
+    broker = BacktestBroker(initial_capital=10000.0, trade_amount_usd=100.0,
+                            commission_pct=0.0)
+    broker.on_signal(_make_signal("BUY", 100.0), _make_candle(100.0, ts=1000))
+    assert len(broker.trades) == 0  # trade recorded only on close
+    assert broker.equity == pytest.approx(10000.0, abs=0.01)
+
+
+def test_sell_closes_position_and_records_trade():
+    broker = BacktestBroker(initial_capital=10000.0, trade_amount_usd=100.0,
+                            commission_pct=0.0)
+    broker.on_signal(_make_signal("BUY", 100.0), _make_candle(100.0, ts=1000))
+    broker.on_signal(_make_signal("SELL", 110.0), _make_candle(110.0, ts=2000))
+    assert len(broker.trades) == 1
+    trade = broker.trades[0]
+    assert trade.entry_price == 100.0
+    assert trade.exit_price == 110.0
+    assert trade.pnl_usd == pytest.approx(10.0, abs=0.01)   # 1.0 qty * 10 price diff
+    assert broker.equity == pytest.approx(10010.0, abs=0.01)
+
+
+def test_sell_without_position_is_ignored():
+    broker = BacktestBroker(initial_capital=10000.0, trade_amount_usd=100.0)
+    broker.on_signal(_make_signal("SELL", 110.0), _make_candle(110.0))
+    assert len(broker.trades) == 0
+    assert broker.equity == pytest.approx(10000.0, abs=0.01)
+
+
+def test_force_close_records_trade():
+    broker = BacktestBroker(initial_capital=10000.0, trade_amount_usd=100.0,
+                            commission_pct=0.0)
+    broker.on_signal(_make_signal("BUY", 100.0), _make_candle(100.0, ts=1000))
+    broker.close_open_position(price=120.0, ts=9000, reason="backtest_end")
+    assert len(broker.trades) == 1
+    assert broker.trades[0].exit_price == 120.0
+    assert broker.trades[0].pnl_usd == pytest.approx(20.0, abs=0.01)