"""Reconcile degli ordini RESTING (2026-06-12): TP/DSL attesi dai libri vs ordini in book + fill non bookati (caso MR02_BTC: TP resting fillato di notte e disaster-SL sparito, scoperti solo al close sim ore dopo). Nessuna rete: client stubbato, PAPER puntato su tmp_path.""" import json import sys from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[2])) from src.live import books class _Client: def __init__(self, open_orders=None, trades=None): self._oo = open_orders or [] self._tr = trades or [] def get_open_orders(self, currency="USDC", type="all"): # merge 'all'+'trigger_all' nel chiamante: qui si ritorna tutto due volte return self._oo def get_trade_history(self, limit=100, instrument_name=None): return [t for t in self._tr if not instrument_name or t["instrument"] == instrument_name] def _mk_worker(root: Path, wid: str, st: dict): d = root / wid d.mkdir(parents=True) (d / "status.json").write_text(json.dumps(st)) def _setup(tmp_path, monkeypatch, statuses: dict): root = tmp_path / "portfolio_paper" for wid, st in statuses.items(): _mk_worker(root, wid, st) monkeypatch.setattr(books, "PAPER", root) import importlib ra = importlib.import_module("scripts.analysis.reconcile_account") monkeypatch.setattr(ra, "PAPER", root) return ra IN_POS = {"real_in_position": True, "real_tp_order_id": "TP-1", "real_dsl_order_id": "DSL-1"} def test_expected_resting_reads_single_leg(tmp_path, monkeypatch): _setup(tmp_path, monkeypatch, { "MR01_bollinger_fade__ETH__1h": IN_POS, # pairs e worker flat: NESSUN resting atteso "PR01_pairs_reversion__ETH_BTC__1h": {"real_in_position": True, "real_amount_a": 0.1}, "MR02_donchian_fade__BTC__1h": {"real_in_position": False, "real_tp_order_id": "TP-9"}, }) exp = books.expected_resting() assert {(e["order_id"], e["kind"]) for e in exp} == {("TP-1", "tp"), ("DSL-1", "dsl")} assert all(e["instrument"] == "ETH_USDC-PERPETUAL" for e in exp) def test_resting_ok_when_on_book(tmp_path, monkeypatch): ra = _setup(tmp_path, monkeypatch, {"MR01_bollinger_fade__ETH__1h": IN_POS}) cl = _Client(open_orders=[{"order_id": "TP-1", "label": "MR01_bollinger_fade__ETH__1h"}, {"order_id": "DSL-1", "label": "MR01_bollinger_fade__ETH__1h"}]) rows = ra.compute_resting_drift(cl) assert [r["status"] for r in rows] == ["OK", "OK"] def test_resting_filled_unbooked_vs_missing(tmp_path, monkeypatch): # TP sparito dal book MA con fill nel trade history -> FILLED_UNBOOKED (caso MR02); # DSL sparito senza fill (trigger genera order_id nuovo) -> MISSING ra = _setup(tmp_path, monkeypatch, {"MR01_bollinger_fade__ETH__1h": IN_POS}) cl = _Client(open_orders=[], trades=[{"instrument": "ETH_USDC-PERPETUAL", "order_id": "TP-1", "amount": 0.103, "price": 1640.6}]) by_kind = {r["kind"]: r for r in ra.compute_resting_drift(cl)} assert by_kind["tp"]["status"] == "FILLED_UNBOOKED" assert abs(by_kind["tp"]["filled"] - 0.103) < 1e-9 assert by_kind["dsl"]["status"] == "MISSING" def test_resting_stale_order_from_flat_worker(tmp_path, monkeypatch): # ordine in book con label di un NOSTRO worker flat -> STALE (fillerebbe a sorpresa); # ordini di altri bot (label sconosciuta) ignorati ra = _setup(tmp_path, monkeypatch, { "MR01_bollinger_fade__ETH__1h": {"real_in_position": False}}) cl = _Client(open_orders=[ {"order_id": "OLD-7", "label": "MR01_bollinger_fade__ETH__1h", "instrument": "ETH_USDC-PERPETUAL", "order_type": "limit"}, {"order_id": "X-1", "label": "altro_bot", "instrument": "ETH_USDC-PERPETUAL"}, ]) rows = ra.compute_resting_drift(cl) assert len(rows) == 1 assert rows[0]["status"] == "STALE" and rows[0]["order_id"] == "OLD-7" def _age(root: Path, wid: str, minutes: float): """Invecchia lo status.json di un worker di `minutes` minuti (mtime).""" import os p = root / wid / "status.json" t = p.stat().st_mtime - minutes * 60 os.utime(p, (t, t)) def test_stale_real_position_flagged(tmp_path, monkeypatch): # worker con posizione reale ma status.json vecchio = non gestito (caso # MR02_BTC 1h ritirato dallo swap a 15m mentre short reale) ra = _setup(tmp_path, monkeypatch, { "MR02_donchian_fade__BTC__1h": {"real_in_position": True, "real_amount": 0.0028, "real_side": "sell"}}) _age(ra.PAPER, "MR02_donchian_fade__BTC__1h", 800) stale = ra.compute_stale_real_positions(max_age_min=15) assert len(stale) == 1 assert stale[0]["worker"] == "MR02_donchian_fade__BTC__1h" assert stale[0]["real_amount"] == 0.0028 def test_fresh_real_position_not_flagged(tmp_path, monkeypatch): # worker vivo (status.json appena scritto) NON e' stantio anche se in posizione ra = _setup(tmp_path, monkeypatch, { "SH01_shape_ml__ETH__1h": {"real_in_position": True, "real_amount": 0.053, "real_side": "sell"}}) assert ra.compute_stale_real_positions(max_age_min=15) == [] def test_flat_stale_worker_not_flagged(tmp_path, monkeypatch): # worker vecchio MA flat: niente posizione reale -> non e' un orfano ra = _setup(tmp_path, monkeypatch, { "MR01_bollinger_fade__BTC__1h": {"real_in_position": False, "real_amount": 0.0}}) _age(ra.PAPER, "MR01_bollinger_fade__BTC__1h", 800) assert ra.compute_stale_real_positions(max_age_min=15) == []