trading_bot_v4/tests/helpers/trade-factory.ts

/**
 * Trade Factory - Test Helpers
 * 
 * Factory functions to create mock trades for Position Manager testing.
 * Uses realistic values based on actual trading data documented in:
 * - Problem statement test data
 * - Common Pitfalls documentation
 */

import { ActiveTrade } from '../../lib/trading/position-manager'

/**
 * Default test values based on problem statement:
 * - LONG: entry $140, TP1 $141.20 (+0.86%), TP2 $142.41 (+1.72%), SL $138.71 (-0.92%)
 * - SHORT: entry $140, TP1 $138.80 (-0.86%), TP2 $137.59 (-1.72%), SL $141.29 (+0.92%)
 * - ATR: 0.43, ADX: 26.9, Quality Score: 95, Position Size: $8000
 */
export const TEST_DEFAULTS = {
  entry: 140.00,
  atr: 0.43,
  adx: 26.9,
  qualityScore: 95,
  positionSize: 8000,
  leverage: 15,
  
  // Calculated targets for LONG (entry + %)
  long: {
    tp1: 141.20,  // +0.86%
    tp2: 142.41,  // +1.72%
    sl: 138.71,   // -0.92%
    emergencySl: 137.20,  // -2%
  },
  
  // Calculated targets for SHORT (entry - %)
  short: {
    tp1: 138.80,  // -0.86%
    tp2: 137.59,  // -1.72%
    sl: 141.29,   // +0.92%
    emergencySl: 142.80,  // +2%
  },
}

/**
 * Options for creating a mock trade
 */
export interface CreateMockTradeOptions {
  id?: string
  positionId?: string
  symbol?: string
  direction?: 'long' | 'short'
  entryPrice?: number
  positionSize?: number
  leverage?: number
  atr?: number
  adx?: number
  qualityScore?: number
  
  // Targets
  tp1Price?: number
  tp2Price?: number
  stopLossPrice?: number
  emergencyStopPrice?: number
  
  // State overrides
  currentSize?: number
  tp1Hit?: boolean
  tp2Hit?: boolean
  slMovedToBreakeven?: boolean
  slMovedToProfit?: boolean
  trailingStopActive?: boolean
  peakPrice?: number
  
  // P&L tracking
  realizedPnL?: number
  unrealizedPnL?: number
  maxFavorableExcursion?: number
  maxAdverseExcursion?: number
}

/**
 * Generate a unique trade ID for testing
 */
let tradeCounter = 0
export function generateTradeId(): string {
  return `test-trade-${++tradeCounter}-${Date.now()}`
}

/**
 * Create a mock ActiveTrade object with sensible defaults
 */
export function createMockTrade(options: CreateMockTradeOptions = {}): ActiveTrade {
  const direction = options.direction || 'long'
  const entryPrice = options.entryPrice || TEST_DEFAULTS.entry
  const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
  const targets = direction === 'long' ? TEST_DEFAULTS.long : TEST_DEFAULTS.short
  
  return {
    id: options.id || generateTradeId(),
    positionId: options.positionId || `tx-${Date.now()}`,
    symbol: options.symbol || 'SOL-PERP',
    direction,
    
    // Entry details
    entryPrice,
    entryTime: Date.now() - 60000, // Started 1 minute ago
    positionSize,
    leverage: options.leverage || TEST_DEFAULTS.leverage,
    atrAtEntry: options.atr ?? TEST_DEFAULTS.atr,
    adxAtEntry: options.adx ?? TEST_DEFAULTS.adx,
    signalQualityScore: options.qualityScore ?? TEST_DEFAULTS.qualityScore,
    signalSource: 'tradingview',
    
    // Targets - use provided or calculate from direction
    stopLossPrice: options.stopLossPrice ?? targets.sl,
    tp1Price: options.tp1Price ?? targets.tp1,
    tp2Price: options.tp2Price ?? targets.tp2,
    emergencyStopPrice: options.emergencyStopPrice ?? targets.emergencySl,
    
    // State
    currentSize: options.currentSize ?? positionSize,
    originalPositionSize: positionSize,
    takeProfitPrice1: options.tp1Price ?? targets.tp1,
    takeProfitPrice2: options.tp2Price ?? targets.tp2,
    tp1Hit: options.tp1Hit ?? false,
    tp2Hit: options.tp2Hit ?? false,
    slMovedToBreakeven: options.slMovedToBreakeven ?? false,
    slMovedToProfit: options.slMovedToProfit ?? false,
    trailingStopActive: options.trailingStopActive ?? false,
    
    // P&L tracking
    realizedPnL: options.realizedPnL ?? 0,
    unrealizedPnL: options.unrealizedPnL ?? 0,
    peakPnL: 0,
    peakPrice: options.peakPrice ?? entryPrice,
    
    // MAE/MFE tracking (as percentages per Pitfall #54)
    maxFavorableExcursion: options.maxFavorableExcursion ?? 0,
    maxAdverseExcursion: options.maxAdverseExcursion ?? 0,
    maxFavorablePrice: entryPrice,
    maxAdversePrice: entryPrice,
    
    // Monitoring
    priceCheckCount: 0,
    lastPrice: entryPrice,
    lastUpdateTime: Date.now(),
  }
}

/**
 * Create a LONG position with standard test defaults
 */
export function createLongTrade(options: Omit<CreateMockTradeOptions, 'direction'> = {}): ActiveTrade {
  return createMockTrade({
    ...options,
    direction: 'long',
  })
}

/**
 * Create a SHORT position with standard test defaults
 */
export function createShortTrade(options: Omit<CreateMockTradeOptions, 'direction'> = {}): ActiveTrade {
  return createMockTrade({
    ...options,
    direction: 'short',
  })
}

/**
 * Create a trade that has already hit TP1
 */
export function createTradeAfterTP1(
  direction: 'long' | 'short',
  options: Omit<CreateMockTradeOptions, 'direction' | 'tp1Hit'> = {}
): ActiveTrade {
  const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
  const tp1SizePercent = 60 // Default TP1 closes 60%
  const remainingSize = positionSize * ((100 - tp1SizePercent) / 100)
  
  return createMockTrade({
    ...options,
    direction,
    tp1Hit: true,
    slMovedToBreakeven: true,
    currentSize: remainingSize,
    // SL moves to entry (breakeven) after TP1 for weak ADX, or adjusted for strong ADX
    stopLossPrice: options.entryPrice || TEST_DEFAULTS.entry,
  })
}

/**
 * Create a trade that has hit TP2 with trailing stop active
 */
export function createTradeAfterTP2(
  direction: 'long' | 'short',
  options: Omit<CreateMockTradeOptions, 'direction' | 'tp1Hit' | 'tp2Hit' | 'trailingStopActive'> = {}
): ActiveTrade {
  const positionSize = options.positionSize || TEST_DEFAULTS.positionSize
  const tp1SizePercent = 60
  const tp2SizePercent = 0 // TP2 as runner - no close at TP2
  const remainingSize = positionSize * ((100 - tp1SizePercent) / 100)
  
  const entryPrice = options.entryPrice || TEST_DEFAULTS.entry
  const targets = direction === 'long' ? TEST_DEFAULTS.long : TEST_DEFAULTS.short
  
  return createMockTrade({
    ...options,
    direction,
    tp1Hit: true,
    tp2Hit: true,
    slMovedToBreakeven: true,
    trailingStopActive: true,
    currentSize: remainingSize,
    peakPrice: targets.tp2, // Peak is at TP2 level
    stopLossPrice: entryPrice, // Breakeven as starting point for trailing
  })
}

/**
 * Helper to calculate expected profit percent
 */
export function calculateExpectedProfitPercent(
  entryPrice: number,
  currentPrice: number,
  direction: 'long' | 'short'
): number {
  if (direction === 'long') {
    return ((currentPrice - entryPrice) / entryPrice) * 100
  } else {
    return ((entryPrice - currentPrice) / entryPrice) * 100
  }
}

/**
 * Helper to calculate expected target price
 */
export function calculateTargetPrice(
  entryPrice: number,
  percentChange: number,
  direction: 'long' | 'short'
): number {
  if (direction === 'long') {
    return entryPrice * (1 + percentChange / 100)
  } else {
    return entryPrice * (1 - percentChange / 100)
  }
}