""" Unit tests for dashboard_writer pure helpers: realized-events accounting, asset_stats day filter, and the daily roll-up that feeds the chart. Run: cd ~/apex_v16 python -m pytest tests/test_dashboard_writer.py -q """ from __future__ import annotations import sys from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parent.parent)) from dashboard_writer import DashboardWriter # Synthetic realized-event log: # 2026-05-13 full 6E bal 100_000 (baseline, no point emitted) # 2026-05-13 full 6E bal 100_120 -> +120 gross # 2026-05-14 partial 6E partial_pnl_usd=40 -> +40 gross # 2026-05-14 full 6B bal 100_080 -> -80 gross (loss) # # 6E commission round-trip @ 1 contract = $6.48; 6B @ 1 = $6.48. EVENTS = [ {"ts": "2026-05-13T15:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1}, {"ts": "2026-05-13T17:30:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_120.0, "partial_pnl_usd": None, "contracts": 1}, {"ts": "2026-05-14T09:30:00+00:00", "symbol": "6E", "kind": "partial", "balance_post": None, "partial_pnl_usd": 40.0, "contracts": 1}, {"ts": "2026-05-14T10:15:00+00:00", "symbol": "6B", "kind": "full", "balance_post": 100_080.0, "partial_pnl_usd": None, "contracts": 1}, ] def test_trade_history_fuses_partial_with_full_close(): # Per-trade output: the 6E partial (+40) on 14-may rolls into the # 6B full on the same day? No — different symbol. The 6E partial # is in-flight (no matching full), so it must NOT appear as a row. # Only the two completed full closes (one per symbol) emit rows. rows = DashboardWriter._trade_history(EVENTS) assert [r["symbol"] for r in rows] == ["6E", "6B"] # 6E completed at 13/05 17:30 with +120 gross (full only, no partial). assert rows[0]["pnl_usd"] == 120.0 assert rows[0]["kind"] == "win" assert rows[0]["has_partial"] is False # 6B completed at 14/05 10:15 with -80 gross (full only). assert rows[1]["pnl_usd"] == -80.0 assert rows[1]["kind"] == "loss" assert rows[1]["has_partial"] is False # Cumulative threads through: 120, 40. assert [r["cumulative_pnl"] for r in rows] == [120.0, 40.0] print("trade_history emits one row per completed trade (in-flight partials excluded)") def test_asset_stats_today_filters_by_full_close_ts(): # Cumulative view: every symbol whose full close completed # appears. The 6E partial on 14/05 has no matching full close, so # 6E aggregates contain only the 13-may completed trade. all_stats = DashboardWriter._asset_stats(EVENTS) assert set(all_stats) == {"6E", "6B"} assert all_stats["6E"]["trades"] == 1 # 13/05 full close assert all_stats["6E"]["wins"] == 1 assert all_stats["6E"]["losses"] == 0 assert all_stats["6E"]["pnl"] == 120.0 assert all_stats["6B"]["trades"] == 1 assert all_stats["6B"]["losses"] == 1 assert all_stats["6B"]["pnl"] == -80.0 # Today-only view: only the 6B trade completed on 14-may; 6E # partial is in-flight so 6E is absent. today = DashboardWriter._asset_stats(EVENTS, ts_prefix="2026-05-14") assert set(today) == {"6B"} assert today["6B"]["trades"] == 1 assert today["6B"]["losses"] == 1 assert today["6B"]["pnl"] == -80.0 # Day with no completed trades: empty dict, no crash. empty = DashboardWriter._asset_stats(EVENTS, ts_prefix="2026-05-15") assert empty == {} print("asset_stats filters on the trade's full-close ts (in-flight trades omitted)") def test_trade_history_daily_buckets_by_utc_date(): rows = DashboardWriter._trade_history(EVENTS) daily = DashboardWriter._trade_history_daily(rows) # One entry per UTC calendar day in ascending order. assert [d["date"] for d in daily] == ["2026-05-13", "2026-05-14"] # 2026-05-13: single +120 gross row (the 6E full close). assert daily[0]["pnl_day"] == 120.0 assert daily[0]["cumulative_pnl"] == 120.0 # 2026-05-14: single -80 gross row (the 6B full close); the 6E # partial is in-flight and contributes nothing here. assert daily[1]["pnl_day"] == -80.0 assert daily[1]["cumulative_pnl"] == 40.0 # Net cumulative threads through commissions deducted on each row. assert daily[1]["cumulative_pnl_net"] < daily[1]["cumulative_pnl"] print("trade_history_daily rolls up per-trade rows into per-day points") def test_trade_history_daily_empty_when_no_rows(): assert DashboardWriter._trade_history_daily([]) == [] print("trade_history_daily on empty input returns []") def test_asset_stats_ts_prefix_respects_utc_midnight_boundary(): # Events that bracket UTC midnight: the 23:59 trade closes # "yesterday", the 00:00 trade closes "today". The filter must # split them exactly on the full-close ts and not bleed cross-day. events = [ {"ts": "2026-05-13T15:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1}, {"ts": "2026-05-13T23:59:59+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_050.0, "partial_pnl_usd": None, "contracts": 1}, {"ts": "2026-05-14T00:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_070.0, "partial_pnl_usd": None, "contracts": 1}, ] yesterday = DashboardWriter._asset_stats(events, ts_prefix="2026-05-13") today = DashboardWriter._asset_stats(events, ts_prefix="2026-05-14") # 13/05: only the 23:59 trade (the 15:00 row was the baseline). assert yesterday["6E"]["trades"] == 1 assert yesterday["6E"]["pnl"] == 50.0 # 14/05: only the 00:00 trade (+20 gross from the 23:59 cursor). assert today["6E"]["trades"] == 1 assert today["6E"]["pnl"] == 20.0 assert today["6E"]["wins"] == 1 print("ts_prefix splits cleanly on the UTC-midnight boundary") def test_partial_plus_be_residual_counts_as_one_win(): # A trade that takes a +$50 partial then closes its residual at BE # ($0 delta on the broker balance) must aggregate to one WIN, # not 1W + 1S. This is the load-bearing behavior driving the # accounting refactor — keeps a profitable trade from being # mis-counted by W/L statistics. events = [ # Baseline. {"ts": "2026-05-14T08:00:00+00:00", "symbol": "MGC", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1}, # Partial: +$50. {"ts": "2026-05-14T09:00:00+00:00", "symbol": "MGC", "kind": "partial", "balance_post": None, "partial_pnl_usd": 50.0, "contracts": 1}, # Residual closes at BE (balance unchanged from post-partial). {"ts": "2026-05-14T10:00:00+00:00", "symbol": "MGC", "kind": "full", "balance_post": 100_050.0, "partial_pnl_usd": None, "contracts": 1}, ] stats = DashboardWriter._asset_stats(events, ts_prefix="2026-05-14") assert stats["MGC"]["trades"] == 1, "partial+BE must collapse into 1 trade" assert stats["MGC"]["wins"] == 1, "partial+BE total +$50 → WIN" assert stats["MGC"]["losses"] == 0 assert stats["MGC"]["pnl"] == 50.0 # And the trade_history reflects the same outcome. rows = DashboardWriter._trade_history(events) assert len(rows) == 1 assert rows[0]["kind"] == "win" assert rows[0]["pnl_usd"] == 50.0 assert rows[0]["has_partial"] is True print("partial profit + BE residual aggregates to one WIN, not 1W+1S") def test_broker_pnl_overrides_stale_balance_delta(): # When orchestrator emits a pnl_discrepancy with pnl_source="broker" # next to a balance_confirmed, the balance delta is known stale # (the 0.5s settle window after EXTERNAL_CLOSE wasn't enough). The # writer must prefer the broker-reported pnl. Otherwise the chart # and asset_stats lie about the trade outcome. events = [ # Baseline. {"ts": "2026-05-14T08:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": None, "pnl_source": ""}, # EXTERNAL_CLOSE: balance delta collapses to 0 (stale post-fill # snapshot), but broker.recent_trades reports +$75. {"ts": "2026-05-14T10:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": 75.0, "pnl_source": "broker"}, ] rows = DashboardWriter._trade_history(events) assert len(rows) == 1 assert rows[0]["pnl_usd"] == 75.0, "broker value must win over the stale delta" assert rows[0]["kind"] == "win" stats = DashboardWriter._asset_stats(events, ts_prefix="2026-05-14") assert stats["6E"]["pnl"] == 75.0 assert stats["6E"]["wins"] == 1 print("broker_pnl (pnl_source=broker) overrides the stale balance delta") def test_broker_pnl_overrides_partial_tick_math(): # Partial close: the closer's tick math (partial_pnl_usd) uses # tech_now.price, not the real broker fill, so it diverges from # TopstepX. Orchestrator now logs broker_pnl on partials too — # writer must prefer it when pnl_source="broker". events = [ {"ts": "2026-05-14T08:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": None, "pnl_source": ""}, # Partial: closer tick math says +$43.75, broker says +$75. {"ts": "2026-05-14T09:00:00+00:00", "symbol": "6E", "kind": "partial", "balance_post": None, "partial_pnl_usd": 43.75, "contracts": 1, "broker_pnl": 75.0, "pnl_source": "broker"}, # Residual closes BE. {"ts": "2026-05-14T10:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_075.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": None, "pnl_source": ""}, ] rows = DashboardWriter._trade_history(events) assert len(rows) == 1 assert rows[0]["pnl_usd"] == 75.0, "broker $75 must override tick-math $43.75" assert rows[0]["kind"] == "win" assert rows[0]["has_partial"] is True print("broker_pnl on partial overrides the closer's tick math") def test_broker_pnl_ignored_when_source_is_tick_math(): # When pnl_discrepancy fires for a bot-driven exit (_handle_exit), # `estimated_pnl` is the closer's tick math, not the broker — and # `pnl_source` is unset. Tick math on the exit_price=tech_now.price # is no better than the balance delta on these paths, so we leave # the original delta logic in place. events = [ {"ts": "2026-05-14T08:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": None, "pnl_source": ""}, # Bot-driven exit with non-zero balance delta and a tick-math # discrepancy attached (pnl_source != "broker"). Prefer the # balance delta. {"ts": "2026-05-14T10:00:00+00:00", "symbol": "6E", "kind": "full", "balance_post": 100_040.0, "partial_pnl_usd": None, "contracts": 1, "broker_pnl": -12.5, "pnl_source": ""}, ] rows = DashboardWriter._trade_history(events) assert len(rows) == 1 assert rows[0]["pnl_usd"] == 40.0, "tick-math discrepancy must NOT override the balance delta" print("non-broker pnl_discrepancy does not override the balance delta") def test_in_flight_partial_without_full_close_is_excluded(): # A partial that has not yet been followed by a full close is # in-flight: its P&L lives on the open position card, not in the # closed-trade stats. The writer must NOT count it. events = [ {"ts": "2026-05-14T08:00:00+00:00", "symbol": "MGC", "kind": "full", "balance_post": 100_000.0, "partial_pnl_usd": None, "contracts": 1}, {"ts": "2026-05-14T09:00:00+00:00", "symbol": "MGC", "kind": "partial", "balance_post": None, "partial_pnl_usd": 30.0, "contracts": 1}, # No matching full close — trade is in-flight. ] stats = DashboardWriter._asset_stats(events, ts_prefix="2026-05-14") assert stats == {}, "in-flight partial must not appear in closed stats" rows = DashboardWriter._trade_history(events) assert rows == [], "in-flight partial must not appear in trade_history" print("in-flight partial without full close is excluded from completed stats") if __name__ == "__main__": test_trade_history_fuses_partial_with_full_close() test_asset_stats_today_filters_by_full_close_ts() test_trade_history_daily_buckets_by_utc_date() test_trade_history_daily_empty_when_no_rows() test_asset_stats_ts_prefix_respects_utc_midnight_boundary() test_partial_plus_be_residual_counts_as_one_win() test_broker_pnl_overrides_stale_balance_delta() test_broker_pnl_overrides_partial_tick_math() test_broker_pnl_ignored_when_source_is_tick_math() test_in_flight_partial_without_full_close_is_excluded() print("ALL DASHBOARD_WRITER TESTS PASSED")