feat: Add integration test suite for Position Manager
- Added Jest + ts-jest configuration (jest.config.js) - Added global test setup with mocks (tests/setup.ts) - Added trade factory helpers (tests/helpers/trade-factory.ts) - Added 7 test suites covering Position Manager logic: - tp1-detection.test.ts (13 tests) - breakeven-sl.test.ts (9 tests) - adx-runner-sl.test.ts (18 tests) - trailing-stop.test.ts (14 tests) - edge-cases.test.ts (18 tests) - price-verification.test.ts (13 tests) - decision-helpers.test.ts (28 tests) - Added test documentation (tests/README.md) - Updated package.json with Jest dependencies and scripts - All 113 tests pass Co-authored-by: mindesbunister <32161838+mindesbunister@users.noreply.github.com>
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copilot-swe-agent[bot]
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tests/helpers/trade-factory.ts
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247
tests/helpers/trade-factory.ts
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/**
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* Trade Factory - Test Helpers
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*
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* Factory functions to create mock trades for Position Manager testing.
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* Uses realistic values based on actual trading data documented in:
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* - Problem statement test data
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* - Common Pitfalls documentation
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*/
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import { ActiveTrade } from '../../lib/trading/position-manager'
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/**
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* Default test values based on problem statement:
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* - LONG: entry $140, TP1 $141.20 (+0.86%), TP2 $142.41 (+1.72%), SL $138.71 (-0.92%)
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* - SHORT: entry $140, TP1 $138.80 (-0.86%), TP2 $137.59 (-1.72%), SL $141.29 (+0.92%)
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* - ATR: 0.43, ADX: 26.9, Quality Score: 95, Position Size: $8000
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*/
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export const TEST_DEFAULTS = {
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entry: 140.00,
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atr: 0.43,
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adx: 26.9,
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qualityScore: 95,
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positionSize: 8000,
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leverage: 15,
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// Calculated targets for LONG (entry + %)
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long: {
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tp1: 141.20, // +0.86%
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tp2: 142.41, // +1.72%
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sl: 138.71, // -0.92%
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emergencySl: 137.20, // -2%
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},
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// Calculated targets for SHORT (entry - %)
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short: {
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tp1: 138.80, // -0.86%
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tp2: 137.59, // -1.72%
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sl: 141.29, // +0.92%
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emergencySl: 142.80, // +2%
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},
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}
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/**
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* Options for creating a mock trade
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*/
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export interface CreateMockTradeOptions {
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id?: string
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positionId?: string
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symbol?: string
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direction?: 'long' | 'short'
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entryPrice?: number
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positionSize?: number
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leverage?: number
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atr?: number
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adx?: number
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qualityScore?: number
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// Targets
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tp1Price?: number
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tp2Price?: number
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stopLossPrice?: number
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emergencyStopPrice?: number
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// State overrides
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currentSize?: number
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tp1Hit?: boolean
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tp2Hit?: boolean
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slMovedToBreakeven?: boolean
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slMovedToProfit?: boolean
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trailingStopActive?: boolean
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peakPrice?: number
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// P&L tracking
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realizedPnL?: number
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unrealizedPnL?: number
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maxFavorableExcursion?: number
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maxAdverseExcursion?: number
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}
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/**
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* Generate a unique trade ID for testing
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*/
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let tradeCounter = 0
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export function generateTradeId(): string {
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return `test-trade-${++tradeCounter}-${Date.now()}`
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}
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/**
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* Create a mock ActiveTrade object with sensible defaults
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*/
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export function createMockTrade(options: CreateMockTradeOptions = {}): ActiveTrade {
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const direction = options.direction || 'long'
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const entryPrice = options.entryPrice || TEST_DEFAULTS.entry
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const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
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const targets = direction === 'long' ? TEST_DEFAULTS.long : TEST_DEFAULTS.short
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return {
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id: options.id || generateTradeId(),
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positionId: options.positionId || `tx-${Date.now()}`,
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symbol: options.symbol || 'SOL-PERP',
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direction,
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// Entry details
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entryPrice,
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entryTime: Date.now() - 60000, // Started 1 minute ago
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positionSize,
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leverage: options.leverage || TEST_DEFAULTS.leverage,
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atrAtEntry: options.atr ?? TEST_DEFAULTS.atr,
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adxAtEntry: options.adx ?? TEST_DEFAULTS.adx,
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signalQualityScore: options.qualityScore ?? TEST_DEFAULTS.qualityScore,
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signalSource: 'tradingview',
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// Targets - use provided or calculate from direction
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stopLossPrice: options.stopLossPrice ?? targets.sl,
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tp1Price: options.tp1Price ?? targets.tp1,
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tp2Price: options.tp2Price ?? targets.tp2,
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emergencyStopPrice: options.emergencyStopPrice ?? targets.emergencySl,
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// State
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currentSize: options.currentSize ?? positionSize,
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originalPositionSize: positionSize,
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takeProfitPrice1: options.tp1Price ?? targets.tp1,
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takeProfitPrice2: options.tp2Price ?? targets.tp2,
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tp1Hit: options.tp1Hit ?? false,
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tp2Hit: options.tp2Hit ?? false,
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slMovedToBreakeven: options.slMovedToBreakeven ?? false,
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slMovedToProfit: options.slMovedToProfit ?? false,
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trailingStopActive: options.trailingStopActive ?? false,
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// P&L tracking
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realizedPnL: options.realizedPnL ?? 0,
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unrealizedPnL: options.unrealizedPnL ?? 0,
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peakPnL: 0,
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peakPrice: options.peakPrice ?? entryPrice,
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// MAE/MFE tracking (as percentages per Pitfall #54)
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maxFavorableExcursion: options.maxFavorableExcursion ?? 0,
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maxAdverseExcursion: options.maxAdverseExcursion ?? 0,
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maxFavorablePrice: entryPrice,
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maxAdversePrice: entryPrice,
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// Monitoring
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priceCheckCount: 0,
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lastPrice: entryPrice,
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lastUpdateTime: Date.now(),
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}
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}
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/**
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* Create a LONG position with standard test defaults
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*/
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export function createLongTrade(options: Omit<CreateMockTradeOptions, 'direction'> = {}): ActiveTrade {
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return createMockTrade({
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...options,
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direction: 'long',
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})
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}
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/**
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* Create a SHORT position with standard test defaults
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*/
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export function createShortTrade(options: Omit<CreateMockTradeOptions, 'direction'> = {}): ActiveTrade {
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return createMockTrade({
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...options,
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direction: 'short',
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})
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}
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/**
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* Create a trade that has already hit TP1
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*/
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export function createTradeAfterTP1(
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direction: 'long' | 'short',
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options: Omit<CreateMockTradeOptions, 'direction' | 'tp1Hit'> = {}
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): ActiveTrade {
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const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
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const tp1SizePercent = 60 // Default TP1 closes 60%
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const remainingSize = positionSize * ((100 - tp1SizePercent) / 100)
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return createMockTrade({
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...options,
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direction,
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tp1Hit: true,
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slMovedToBreakeven: true,
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currentSize: remainingSize,
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// SL moves to entry (breakeven) after TP1 for weak ADX, or adjusted for strong ADX
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stopLossPrice: options.entryPrice || TEST_DEFAULTS.entry,
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})
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}
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/**
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* Create a trade that has hit TP2 with trailing stop active
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*/
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export function createTradeAfterTP2(
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direction: 'long' | 'short',
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options: Omit<CreateMockTradeOptions, 'direction' | 'tp1Hit' | 'tp2Hit' | 'trailingStopActive'> = {}
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): ActiveTrade {
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const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
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const tp1SizePercent = 60
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const tp2SizePercent = 0 // TP2 as runner - no close at TP2
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const remainingSize = positionSize * ((100 - tp1SizePercent) / 100)
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const entryPrice = options.entryPrice || TEST_DEFAULTS.entry
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const targets = direction === 'long' ? TEST_DEFAULTS.long : TEST_DEFAULTS.short
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return createMockTrade({
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...options,
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direction,
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tp1Hit: true,
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tp2Hit: true,
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slMovedToBreakeven: true,
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trailingStopActive: true,
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currentSize: remainingSize,
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peakPrice: targets.tp2, // Peak is at TP2 level
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stopLossPrice: entryPrice, // Breakeven as starting point for trailing
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})
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}
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/**
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* Helper to calculate expected profit percent
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*/
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export function calculateExpectedProfitPercent(
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entryPrice: number,
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currentPrice: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return ((currentPrice - entryPrice) / entryPrice) * 100
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} else {
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return ((entryPrice - currentPrice) / entryPrice) * 100
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}
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}
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/**
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* Helper to calculate expected target price
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*/
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export function calculateTargetPrice(
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entryPrice: number,
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percentChange: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return entryPrice * (1 + percentChange / 100)
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} else {
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return entryPrice * (1 - percentChange / 100)
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}
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}
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