mirror of
https://github.com/OpenByteInc/QuantDinger.git
synced 2026-09-28 23:32:55 +08:00
114 lines
3.3 KiB
Python
114 lines
3.3 KiB
Python
from __future__ import annotations
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import pytest
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from flask import g
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from app.routes.agent_v1.backtests import _validate_request
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from app.routes.agent_v1.quick_trade import _paper_fill_outcome
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from app.utils import agent_auth
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STATIC_CODE = """
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def initialize(context):
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context.set_universe(["USStock:AAPL"])
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context.set_benchmark("USStock:SPY")
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context.subscribe(frequency="1d")
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def handle_data(context, data):
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pass
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"""
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DYNAMIC_CODE = """
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def initialize(context):
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context.set_universe(pool="sp500")
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context.subscribe(frequency="1d")
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run_weekly(rebalance)
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def rebalance(context, data):
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pass
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"""
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def _payload(code: str) -> dict:
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return {
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"code": code,
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"startDate": "2025-01-01",
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"endDate": "2025-12-31",
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"params": {},
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}
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def test_backtest_rejects_missing_dates(app):
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with app.test_request_context("/"):
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g.agent_token = {"markets": "*", "instruments": "*"}
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_, err = _validate_request({"code": STATIC_CODE})
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assert err[1] == 400
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assert err[0].get_json()["message"].startswith("startDate and endDate")
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def test_backtest_checks_benchmark_against_instrument_allowlist(app):
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with app.test_request_context("/"):
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g.agent_token = {"markets": "USStock", "instruments": "AAPL"}
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_, err = _validate_request(_payload(STATIC_CODE))
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assert err[1] == 403
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assert err[0].get_json()["message"] == "Instrument not allowed: SPY"
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def test_backtest_rejects_dynamic_universe_for_restricted_token(app):
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with app.test_request_context("/"):
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g.agent_token = {"markets": "*", "instruments": "AAPL"}
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_, err = _validate_request(_payload(DYNAMIC_CODE))
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assert err[1] == 403
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assert "Dynamic universes" in err[0].get_json()["message"]
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@pytest.fixture(autouse=True)
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def _reset_agent_auth():
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agent_auth._rate_state.clear()
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yield
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agent_auth._rate_state.clear()
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def test_live_capable_token_never_silently_falls_back_to_paper(client, monkeypatch):
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token = {
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"id": 9,
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"user_id": 1,
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"name": "live-agent",
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"scopes": "R,T",
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"markets": "*",
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"instruments": "*",
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"paper_only": False,
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"rate_limit_per_min": 60,
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"status": "active",
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"expires_at": None,
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}
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agent_auth._schema_ready = True
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monkeypatch.setattr(agent_auth, "_lookup_token", lambda _: token)
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monkeypatch.setattr(agent_auth, "_touch_token_last_used", lambda *_: None)
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monkeypatch.setattr(agent_auth, "_audit", lambda *args, **kwargs: None)
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monkeypatch.delenv("AGENT_LIVE_TRADING_ENABLED", raising=False)
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response = client.post(
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"/api/agent/v1/quick-trade/orders",
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headers={"Authorization": "Bearer qd_agent_TESTTOKEN12345"},
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json={"market": "Crypto", "symbol": "BTC/USDT", "side": "buy", "qty": 0.01},
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)
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assert response.status_code == 501
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assert "AGENT_LIVE_TRADING_ENABLED" in response.get_json()["message"]
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def test_paper_limit_order_only_fills_when_marketable():
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waiting = _paper_fill_outcome(
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{"side": "buy", "order_type": "limit", "limit_price": 90},
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100,
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)
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assert waiting[0] is None
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assert waiting[1] == "submitted"
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filled = _paper_fill_outcome(
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{"side": "buy", "order_type": "limit", "limit_price": 110},
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100,
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)
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assert filled == (100.0, "filled", "")
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