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Fix test for trading metrics

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This commit is contained in:
cryptooda
2025-11-14 03:04:09 +07:00
parent 460a7bd559
commit b712cf8fc3
6 changed files with 303 additions and 157 deletions
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77
src/Managing.Domain.Tests/ProfitLossTests.cs
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@@ -1,14 +1,5 @@
using FluentAssertions;
using Managing.Common;
using Managing.Domain.Accounts;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Statistics;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Trades;
using Xunit;
using static Managing.Common.Enums;
@@ -63,7 +54,7 @@ public class ProfitLossTests : TradingBoxTests
// Arrange
var validPosition = CreateTestPosition();
var invalidPosition = CreateTestPosition();
invalidPosition.Status = Enums.PositionStatus.New; // Invalid for metrics
invalidPosition.Status = PositionStatus.New; // Invalid for metrics
validPosition.ProfitAndLoss = new ProfitAndLoss { Realized = 100m };
invalidPosition.ProfitAndLoss = new ProfitAndLoss { Realized = -50m };
@@ -156,19 +147,23 @@ public class ProfitLossTests : TradingBoxTests
[Fact]
public void GetWinRate_WithMixedResults_CalculatesCorrectPercentage()
{
// Arrange
var winningPosition1 = CreateTestPosition();
var winningPosition2 = CreateTestPosition();
var losingPosition1 = CreateTestPosition();
var losingPosition2 = CreateTestPosition();
var invalidPosition = CreateTestPosition();
invalidPosition.Status = Enums.PositionStatus.New; // Invalid for metrics
// Arrange - Win rate only considers Finished positions (closed trades)
var winningPosition1 = CreateFinishedPosition();
var winningPosition2 = CreateFinishedPosition();
var losingPosition1 = CreateFinishedPosition();
var losingPosition2 = CreateFinishedPosition();
var openFilledPosition = CreateFilledPosition(); // Open position (Filled status) - should NOT count towards win rate
openFilledPosition.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = 100m, Net = 100m }; // Has unrealized P&L but should not count
winningPosition1.ProfitAndLoss = new ProfitAndLoss { Realized = 50m };
winningPosition2.ProfitAndLoss = new ProfitAndLoss { Realized = 25m };
losingPosition1.ProfitAndLoss = new ProfitAndLoss { Realized = -30m };
losingPosition2.ProfitAndLoss = new ProfitAndLoss { Realized = -10m };
invalidPosition.ProfitAndLoss = new ProfitAndLoss { Realized = 100m };
winningPosition1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = 50m, Net = 50m };
winningPosition2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = 25m, Net = 25m };
losingPosition1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = -30m, Net = -30m };
losingPosition2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = -10m, Net = -10m };
var positions = new Dictionary<Guid, Position>
{
@@ -176,25 +171,27 @@ public class ProfitLossTests : TradingBoxTests
{ winningPosition2.Identifier, winningPosition2 },
{ losingPosition1.Identifier, losingPosition1 },
{ losingPosition2.Identifier, losingPosition2 },
{ invalidPosition.Identifier, invalidPosition }
{ openFilledPosition.Identifier, openFilledPosition } // Open position excluded from win rate
};
// Act
var result = TradingBox.GetWinRate(positions);
// Assert
result.Should().Be(50); // 2 wins out of 4 valid positions = 50%
result.Should().Be(50); // 2 wins out of 4 finished positions = 50% (open Filled position excluded)
}
[Fact]
public void GetWinRate_WithAllWinningPositions_Returns100()
{
// Arrange
var position1 = CreateTestPosition();
var position2 = CreateTestPosition();
// Arrange - Win rate only considers Finished positions (closed trades)
var position1 = CreateFinishedPosition();
var position2 = CreateFinishedPosition();
position1.ProfitAndLoss = new ProfitAndLoss { Realized = 50m };
position2.ProfitAndLoss = new ProfitAndLoss { Realized = 25m };
position1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = 50m, Net = 50m };
position2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = 25m, Net = 25m };
var positions = new Dictionary<Guid, Position>
{
@@ -206,18 +203,20 @@ public class ProfitLossTests : TradingBoxTests
var result = TradingBox.GetWinRate(positions);
// Assert
result.Should().Be(100);
result.Should().Be(100); // 2 wins out of 2 finished positions = 100%
}
[Fact]
public void GetWinRate_WithAllLosingPositions_Returns0()
{
// Arrange
var position1 = CreateTestPosition();
var position2 = CreateTestPosition();
// Arrange - Win rate only considers Finished positions (closed trades)
var position1 = CreateFinishedPosition();
var position2 = CreateFinishedPosition();
position1.ProfitAndLoss = new ProfitAndLoss { Realized = -50m };
position2.ProfitAndLoss = new ProfitAndLoss { Realized = -25m };
position1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = -50m, Net = -50m };
position2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Realized = -25m, Net = -25m };
var positions = new Dictionary<Guid, Position>
{
@@ -229,7 +228,7 @@ public class ProfitLossTests : TradingBoxTests
var result = TradingBox.GetWinRate(positions);
// Assert
result.Should().Be(0);
result.Should().Be(0); // 0 wins out of 2 finished positions = 0%
}
[Fact]
@@ -309,7 +308,7 @@ public class ProfitLossTests : TradingBoxTests
public void GetProfitAndLoss_CalculatesLongPositionCorrectly()
{
// Arrange
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Long,
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Long,
leverage: 1m);
var quantity = 1m;
var closePrice = 110m; // 10% profit
@@ -328,7 +327,7 @@ public class ProfitLossTests : TradingBoxTests
public void GetProfitAndLoss_CalculatesShortPositionCorrectly()
{
// Arrange
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Short,
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Short,
leverage: 1m);
var quantity = 1m;
var closePrice = 90m; // 10% profit
@@ -347,7 +346,7 @@ public class ProfitLossTests : TradingBoxTests
public void GetProfitAndLoss_WithLeverage_AppliesLeverageMultiplier()
{
// Arrange
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Long,
var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Long,
leverage: 1m);
var quantity = 1m;
var closePrice = 105m; // 5% profit

24
src/Managing.Domain.Tests/TradingMetricsTests.cs
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@@ -1,14 +1,7 @@
using FluentAssertions;
using Managing.Common;
using Managing.Domain.Accounts;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Statistics;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Trades;
using Xunit;
using static Managing.Common.Enums;
@@ -513,6 +506,7 @@ public class TradingMetricsTests : TradingBoxTests
public void GetTotalVolumeTraded_WithMixedPositionStatuses_IncludesOnlyValidPositions()
{
// Arrange - Mix of different position statuses
// IsValidForMetrics() returns true for: Filled (open), Finished (closed), and Flipped positions
var finishedPosition = CreateFinishedPosition(openPrice: 50000m, quantity: 0.001m, leverage: 1m);
var filledPosition = CreateFilledPosition(openPrice: 60000m, quantity: 0.002m, leverage: 1m);
var newPosition = CreateNewPosition(openPrice: 40000m, quantity: 0.001m, leverage: 1m);
@@ -523,13 +517,13 @@ public class TradingMetricsTests : TradingBoxTests
// Act
var result = TradingBox.GetTotalVolumeTraded(positions);
// Assert - Should include finished + filled positions, exclude new + canceled
// Finished: 50000 * 0.001 * 1 + 52000 * 0.001 * 1 = 102
// Filled: 60000 * 0.002 * 1 = 120
// New: excluded
// Canceled: excluded
// Assert - GetTotalVolumeTraded only includes valid positions (uses IsValidForMetrics)
// Finished (valid): 50000 * 0.001 * 1 (open) + 52000 * 0.001 * 1 (TP1) = 102
// Filled (valid): 60000 * 0.002 * 1 = 120
// New (EXCLUDED - not valid for metrics): excluded
// Canceled (EXCLUDED - not valid for metrics): excluded
// Total: 102 + 120 = 222
result.Should().Be(317m); // Actual calculation gives 317
result.Should().Be(222m);
}
[Fact]
@@ -568,11 +562,11 @@ public class TradingMetricsTests : TradingBoxTests
// Arrange - Mix of positions with different statuses and outcomes
var winningFinished = CreateFinishedPosition();
winningFinished.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Net = 100m };
{ Net = 100m };
var losingFinished = CreateFinishedPosition();
losingFinished.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
{ Net = -50m };
{ Net = -50m };
var openFilled = CreateFilledPosition(); // Open position - should not count towards win rate
var newPosition = CreateNewPosition(); // Not valid for metrics

7
src/Managing.Domain/Shared/Helpers/TradingBox.cs
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@@ -487,6 +487,7 @@ public static class TradingBox
/// <summary>
/// Calculates the total volume traded across all positions
/// Only includes valid positions (Filled, Finished, Flipped) - excludes New, Canceled, Rejected
/// </summary>
/// <param name="positions">List of positions to analyze</param>
/// <returns>The total volume traded in decimal</returns>
@@ -496,6 +497,12 @@ public static class TradingBox
foreach (var position in positions)
{
// Only count volume for valid positions (Filled, Finished, Flipped)
if (!position.IsValidForMetrics())
{
continue;
}
// Add entry volume
totalVolume += position.Open.Quantity * position.Open.Price * position.Open.Leverage;