| """
|
| tests/test_order_manager.py — Order routing and management tests.
|
|
|
| Covers:
|
| - Fractional → 3-step flow
|
| - Whole → bracket order routing
|
| - DRY_RUN simulation
|
| - Spread check threshold
|
| - Limit price computation
|
| """
|
| from __future__ import annotations
|
|
|
| import datetime
|
| from unittest.mock import patch, MagicMock
|
|
|
| import pytest
|
|
|
| from contracts import OrderRequest
|
| from execution.order_manager import (
|
| submit_order,
|
| check_spread,
|
| compute_limit_price,
|
| )
|
|
|
|
|
| @pytest.fixture
|
| def buy_order():
|
| return OrderRequest(
|
| symbol="AAPL",
|
| side="buy",
|
| qty=10.0,
|
| limit_price=150.50,
|
| stop_price=148.00,
|
| tp_price=155.00,
|
| is_fractional=False,
|
| dry_run=True,
|
| )
|
|
|
|
|
| @pytest.fixture
|
| def fractional_order():
|
| return OrderRequest(
|
| symbol="AAPL",
|
| side="buy",
|
| qty=0.5,
|
| limit_price=150.50,
|
| stop_price=148.00,
|
| tp_price=155.00,
|
| is_fractional=True,
|
| dry_run=True,
|
| )
|
|
|
|
|
| class TestOrderRouting:
|
| def test_dry_run_whole_order(self, buy_order):
|
| """DRY_RUN whole-share order should return a simulated fill."""
|
| result = submit_order(buy_order, alert_callback=lambda *a, **kw: None)
|
| assert result is not None
|
|
|
| def test_dry_run_fractional_order(self, fractional_order):
|
| """DRY_RUN fractional order should return a simulated fill."""
|
| result = submit_order(fractional_order, alert_callback=lambda *a, **kw: None)
|
| assert result is not None
|
|
|
|
|
| class TestSpreadCheck:
|
| def test_dry_run_spread_always_passes(self):
|
| """In DRY_RUN, spread check always passes."""
|
| ok, bid, ask, spread_pct = check_spread("AAPL")
|
| assert ok
|
|
|
| @patch("execution.order_manager.config.DRY_RUN", False)
|
| @patch("execution.order_manager.broker.get_latest_quote")
|
| def test_acceptable_spread(self, mock_quote):
|
| mock_quote.return_value = {"bp": 150.00, "ap": 150.10}
|
| ok, bid, ask, spread_pct = check_spread("AAPL")
|
| assert ok
|
| assert spread_pct < 0.5
|
|
|
| @patch("execution.order_manager.config.DRY_RUN", False)
|
| @patch("execution.order_manager.broker.get_latest_quote")
|
| def test_wide_spread_rejected(self, mock_quote):
|
| mock_quote.return_value = {"bp": 150.00, "ap": 155.00}
|
| ok, bid, ask, spread_pct = check_spread("AAPL")
|
| assert not ok
|
| assert spread_pct > 0.5
|
|
|
|
|
| class TestLimitPrice:
|
| def test_buy_limit_within_spread(self):
|
| price = compute_limit_price("buy", bid=150.00, ask=150.10)
|
| assert price >= 150.00
|
| assert price <= 150.10
|
|
|
| def test_sell_limit_within_spread(self):
|
| price = compute_limit_price("sell", bid=150.00, ask=150.10)
|
| assert price >= 150.00
|
| assert price <= 150.10
|
|
|
|
|
| class TestDryRunSimulation:
|
| def test_dry_run_returns_fill(self, buy_order):
|
| buy_order.dry_run = True
|
| result = submit_order(buy_order, alert_callback=lambda *a, **kw: None)
|
| assert result is not None
|
|
|
