Add test for executor
This commit is contained in:
180
src/Managing.Workers.Tests/BacktestExecutorTests.cs
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180
src/Managing.Workers.Tests/BacktestExecutorTests.cs
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Threading.Tasks;
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Backtests;
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using Managing.Application.Bots;
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using Managing.Application.Tests;
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using Managing.Core;
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using Managing.Domain.Accounts;
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.Candles;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Strategies;
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using Managing.Domain.Users;
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using Microsoft.Extensions.DependencyInjection;
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using Microsoft.Extensions.Logging;
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using Moq;
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using Newtonsoft.Json;
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using Xunit;
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using static Managing.Common.Enums;
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namespace Managing.Workers.Tests;
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public class BacktestExecutorTests : BaseTests
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{
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private readonly BacktestExecutor _backtestExecutor;
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private readonly Mock<IServiceScopeFactory> _scopeFactory;
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private readonly Mock<IBacktestRepository> _backtestRepository;
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private readonly Mock<IScenarioService> _scenarioService;
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private readonly Mock<IMessengerService> _messengerService;
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private readonly User _testUser;
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public BacktestExecutorTests() : base()
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{
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// Setup mock dependencies
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_backtestRepository = new Mock<IBacktestRepository>();
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_scenarioService = new Mock<IScenarioService>();
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_messengerService = new Mock<IMessengerService>();
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// Setup service scope factory
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_scopeFactory = new Mock<IServiceScopeFactory>();
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var mockScope = new Mock<IServiceScope>();
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var mockServiceProvider = new Mock<IServiceProvider>();
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// Setup TradingBotBase logger
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var tradingBotLogger = TradingBaseTests.CreateTradingBotLogger();
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mockServiceProvider.Setup(x => x.GetService(typeof(ILogger<TradingBotBase>)))
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.Returns(tradingBotLogger);
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// Setup all services that TradingBotBase might need
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mockServiceProvider.Setup(x => x.GetService(typeof(IExchangeService)))
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.Returns(_exchangeService);
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mockServiceProvider.Setup(x => x.GetService(typeof(IAccountService)))
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.Returns(_accountService.Object);
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mockServiceProvider.Setup(x => x.GetService(typeof(ITradingService)))
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.Returns(_tradingService.Object);
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mockServiceProvider.Setup(x => x.GetService(typeof(IMoneyManagementService)))
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.Returns(_moneyManagementService.Object);
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mockServiceProvider.Setup(x => x.GetService(typeof(IBotService)))
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.Returns(new Mock<IBotService>().Object);
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mockServiceProvider.Setup(x => x.GetService(typeof(IMessengerService)))
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.Returns(_messengerService.Object);
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mockScope.Setup(x => x.ServiceProvider).Returns(mockServiceProvider.Object);
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_scopeFactory.Setup(x => x.CreateScope()).Returns(mockScope.Object);
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// Create test user with account
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_testUser = new User
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{
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Id = 1,
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Name = "Test User",
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Accounts = new List<Account> { _account }
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};
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// Create BacktestExecutor instance
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var logger = new Mock<ILogger<BacktestExecutor>>().Object;
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_backtestExecutor = new BacktestExecutor(
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logger,
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_scopeFactory.Object,
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_backtestRepository.Object,
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_scenarioService.Object,
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_accountService.Object,
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_messengerService.Object);
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}
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[Fact]
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public async Task ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest()
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{
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// Arrange
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var candles = FileHelpers.ReadJson<List<Candle>>("Data/ETH-FifteenMinutes-candles.json");
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Assert.NotNull(candles);
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Assert.NotEmpty(candles);
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var scenario = new Scenario("ETH_BacktestScenario");
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var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
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scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
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scenario.LoopbackPeriod = 15;
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var config = new TradingBotConfig
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{
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AccountName = _account.Name,
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MoneyManagement = MoneyManagement,
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Ticker = Ticker.ETH,
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Scenario = LightScenario.FromScenario(scenario),
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Timeframe = Timeframe.FifteenMinutes,
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IsForWatchingOnly = false,
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BotTradingBalance = 1000,
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IsForBacktest = true,
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CooldownPeriod = 1,
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MaxLossStreak = 0,
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FlipPosition = false,
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Name = "ETH_FifteenMinutes_Test",
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FlipOnlyWhenInProfit = true,
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MaxPositionTimeHours = null,
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CloseEarlyWhenProfitable = false
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};
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// Act
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var result = await _backtestExecutor.ExecuteAsync(
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config,
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candles.ToHashSet(),
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_testUser,
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save: false,
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withCandles: false,
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requestId: null,
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bundleRequestId: null,
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metadata: null,
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progressCallback: null);
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// Output the result to console for review
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var json = JsonConvert.SerializeObject(new
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{
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result.FinalPnl,
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result.WinRate,
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result.GrowthPercentage,
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result.HodlPercentage,
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result.Fees,
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result.NetPnl,
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result.MaxDrawdown,
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result.SharpeRatio,
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result.Score,
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result.InitialBalance,
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StartDate = result.StartDate.ToString("yyyy-MM-dd HH:mm:ss"),
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EndDate = result.EndDate.ToString("yyyy-MM-dd HH:mm:ss")
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}, Formatting.Indented);
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Console.WriteLine("BacktestExecutor Results:");
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Console.WriteLine(json);
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// Assert - Validate specific backtest results
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Assert.NotNull(result);
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Assert.IsType<LightBacktest>(result);
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// Validate key metrics
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Assert.Equal(1000.0m, result.InitialBalance);
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Assert.Equal(-59.882047336208884979534923000m, result.FinalPnl);
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Assert.Equal(31, result.WinRate);
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Assert.Equal(-5.9882047336208884979534923m, result.GrowthPercentage);
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Assert.Equal(-0.67091284426766023865867781m, result.HodlPercentage);
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Assert.Equal(56.951749553070862317498561018m, result.Fees);
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Assert.Equal(-116.83379688927974729703348402m, result.NetPnl);
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Assert.Equal(109.9278709774429014669107321m, result.MaxDrawdown);
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Assert.Equal((double?)-0.014233294246603566m, result.SharpeRatio);
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Assert.Equal((double)0.0m, result.Score);
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// Validate dates
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Assert.Equal(new DateTime(2025, 10, 14, 12, 0, 0), result.StartDate);
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Assert.Equal(new DateTime(2025, 10, 24, 11, 45, 0), result.EndDate);
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Assert.True(result.StartDate < result.EndDate);
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}
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}
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Load Diff
11522
src/Managing.Workers.Tests/Data/ETH-FifteenMinutes-candles.json
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11522
src/Managing.Workers.Tests/Data/ETH-FifteenMinutes-candles.json
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File diff suppressed because it is too large
Load Diff
29
src/Managing.Workers.Tests/Managing.Workers.Tests.csproj
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29
src/Managing.Workers.Tests/Managing.Workers.Tests.csproj
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@@ -0,0 +1,29 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net8.0</TargetFramework>
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<ImplicitUsings>disable</ImplicitUsings>
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<Nullable>enable</Nullable>
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</PropertyGroup>
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<ItemGroup>
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<None Update="Data\ETH-FifteenMinutes-candles.json">
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<CopyToOutputDirectory>Always</CopyToOutputDirectory>
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</None>
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\Managing.Application.Tests\Managing.Application.Tests.csproj"/>
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</ItemGroup>
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<ItemGroup>
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"/>
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<PackageReference Include="Moq" Version="4.20.72"/>
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<PackageReference Include="xunit" Version="2.8.0"/>
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<PackageReference Include="xunit.runner.visualstudio" Version="2.8.0">
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<PrivateAssets>all</PrivateAssets>
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<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
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</PackageReference>
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</ItemGroup>
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</Project>
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