trading_bot_v4/tests/integration/position-manager/tp1-detection.test.ts

/**
 * TP1 Detection Tests
 * 
 * Tests for Take Profit 1 detection in Position Manager.
 * TP1 is calculated as ATR × 2.0 (typically ~0.86% at ATR 0.43)
 * 
 * Key behaviors tested:
 * - LONG: TP1 triggers when price >= tp1Price
 * - SHORT: TP1 triggers when price <= tp1Price
 * - Must NOT trigger below threshold
 * - Must NOT trigger when price moves against position
 */

import { 
  createLongTrade, 
  createShortTrade, 
  TEST_DEFAULTS,
  calculateExpectedProfitPercent 
} from '../../helpers/trade-factory'

describe('TP1 Detection', () => {
  // Test the shouldTakeProfit1 logic extracted from Position Manager
  // We test the pure calculation logic rather than the full Position Manager
  
  function shouldTakeProfit1(price: number, trade: { direction: 'long' | 'short', tp1Price: number }): boolean {
    if (trade.direction === 'long') {
      return price >= trade.tp1Price
    } else {
      return price <= trade.tp1Price
    }
  }
  
  describe('LONG positions', () => {
    it('should detect TP1 when price reaches +0.86% (ATR 0.43 × 2.0)', () => {
      // Test data: entry $140, TP1 at $141.20 (+0.86%)
      const trade = createLongTrade()
      
      expect(trade.tp1Price).toBe(TEST_DEFAULTS.long.tp1)
      
      // Price at TP1 should trigger
      const result = shouldTakeProfit1(141.20, trade)
      expect(result).toBe(true)
      
      // Verify profit calculation
      const profitPercent = calculateExpectedProfitPercent(140, 141.20, 'long')
      expect(profitPercent).toBeCloseTo(0.857, 1) // ~0.86%
    })
    
    it('should detect TP1 when price exceeds tp1Price', () => {
      const trade = createLongTrade()
      
      // Price above TP1 should also trigger
      const result = shouldTakeProfit1(142.00, trade)
      expect(result).toBe(true)
    })
    
    it('should NOT detect TP1 when price is below threshold (+0.5%)', () => {
      const trade = createLongTrade()
      
      // Price at +0.5% ($140.70) should NOT trigger TP1
      const result = shouldTakeProfit1(140.70, trade)
      expect(result).toBe(false)
      
      // Verify profit percent is below TP1 threshold
      const profitPercent = calculateExpectedProfitPercent(140, 140.70, 'long')
      expect(profitPercent).toBeCloseTo(0.5, 2)
      expect(profitPercent).toBeLessThan(0.86)
    })
    
    it('should NOT detect TP1 when price moves against position (negative)', () => {
      const trade = createLongTrade()
      
      // Price drop for LONG should NOT trigger TP1
      const result = shouldTakeProfit1(139.00, trade)
      expect(result).toBe(false)
      
      // Verify this is a loss
      const profitPercent = calculateExpectedProfitPercent(140, 139.00, 'long')
      expect(profitPercent).toBeLessThan(0)
    })
    
    it('should NOT detect TP1 at entry price', () => {
      const trade = createLongTrade()
      
      const result = shouldTakeProfit1(140.00, trade)
      expect(result).toBe(false)
    })
  })
  
  describe('SHORT positions', () => {
    it('should detect TP1 when price reaches -0.86% (ATR 0.43 × 2.0)', () => {
      // Test data: entry $140, TP1 at $138.80 (-0.86%)
      const trade = createShortTrade()
      
      expect(trade.tp1Price).toBe(TEST_DEFAULTS.short.tp1)
      
      // Price at TP1 should trigger
      const result = shouldTakeProfit1(138.80, trade)
      expect(result).toBe(true)
      
      // Verify profit calculation (SHORT profits when price drops)
      const profitPercent = calculateExpectedProfitPercent(140, 138.80, 'short')
      expect(profitPercent).toBeCloseTo(0.857, 1) // ~0.86%
    })
    
    it('should detect TP1 when price is below tp1Price', () => {
      const trade = createShortTrade()
      
      // Price below TP1 should also trigger (better for short)
      const result = shouldTakeProfit1(138.00, trade)
      expect(result).toBe(true)
    })
    
    it('should NOT detect TP1 when price is above threshold (-0.5%)', () => {
      const trade = createShortTrade()
      
      // Price at -0.5% ($139.30) should NOT trigger TP1
      const result = shouldTakeProfit1(139.30, trade)
      expect(result).toBe(false)
      
      // Verify profit percent is below TP1 threshold
      const profitPercent = calculateExpectedProfitPercent(140, 139.30, 'short')
      expect(profitPercent).toBeCloseTo(0.5, 2)
      expect(profitPercent).toBeLessThan(0.86)
    })
    
    it('should NOT detect TP1 when price moves against position (rises)', () => {
      const trade = createShortTrade()
      
      // Price rise for SHORT should NOT trigger TP1
      const result = shouldTakeProfit1(141.00, trade)
      expect(result).toBe(false)
      
      // Verify this is a loss for SHORT
      const profitPercent = calculateExpectedProfitPercent(140, 141.00, 'short')
      expect(profitPercent).toBeLessThan(0)
    })
    
    it('should NOT detect TP1 at entry price', () => {
      const trade = createShortTrade()
      
      const result = shouldTakeProfit1(140.00, trade)
      expect(result).toBe(false)
    })
  })
  
  describe('Edge cases', () => {
    it('should handle exact TP1 price (boundary condition)', () => {
      const longTrade = createLongTrade()
      const shortTrade = createShortTrade()
      
      // Exact TP1 price should trigger
      expect(shouldTakeProfit1(longTrade.tp1Price, longTrade)).toBe(true)
      expect(shouldTakeProfit1(shortTrade.tp1Price, shortTrade)).toBe(true)
    })
    
    it('should handle custom TP1 prices', () => {
      const trade = createLongTrade({ tp1Price: 145.00 })
      
      expect(trade.tp1Price).toBe(145.00)
      expect(shouldTakeProfit1(144.99, trade)).toBe(false)
      expect(shouldTakeProfit1(145.00, trade)).toBe(true)
      expect(shouldTakeProfit1(145.01, trade)).toBe(true)
    })
    
    it('should work with different entry prices', () => {
      // ETH-PERP style entry at $3500
      const trade = createLongTrade({ 
        entryPrice: 3500,
        tp1Price: 3530, // +0.86%
      })
      
      expect(shouldTakeProfit1(3529, trade)).toBe(false)
      expect(shouldTakeProfit1(3530, trade)).toBe(true)
    })
  })
})