aiaa-notification-server/internal/subscriber/tradesignal/transform_test.go

package tradesignal

import (
	"math"
	"testing"

	"aiaa-notification-service/internal/config"
)

func TestApplyQuantityMultiplierAndLeverage(t *testing.T) {
	leverage := 20
	override := &config.StrategyOverride{
		QuantityMultipliers: config.QuantityMultipliers{
			Open:   2,
			Add:    1.5,
			Reduce: 0.5,
			Close:  3,
		},
		Leverage: &leverage,
	}

	tests := []struct {
		action   string
		quantity float64
		wantQty  float64
	}{
		{"OPEN", 1, 2},
		{"ADD", 2, 3},
		{"REDUCE", 4, 2},
		{"CLOSE", 1, 3},
	}

	for _, tt := range tests {
		signal := &Signal{
			Action:   tt.action,
			Quantity: ptr(tt.quantity),
			Leverage: 10,
		}
		out := Apply(signal, override)
		if out.Quantity == nil || *out.Quantity != tt.wantQty {
			t.Fatalf("action=%s quantity=%v want %v", tt.action, out.Quantity, tt.wantQty)
		}
		if out.Leverage != 20 {
			t.Fatalf("action=%s leverage=%d want 20", tt.action, out.Leverage)
		}
	}
}

func TestApplyKeepsOriginalWhenNoOverride(t *testing.T) {
	signal := &Signal{
		Action:   "OPEN",
		Quantity: ptr(1.5),
		Leverage: 8,
	}
	out := Apply(signal, nil)
	if out != signal {
		t.Fatalf("expected same signal pointer when override is nil")
	}
}

func TestApplyDoesNotChangeMarginRatioOnlySignals(t *testing.T) {
	marginRatio := 0.2
	signal := &Signal{
		Action:            "OPEN",
		AmountMarginRatio: &marginRatio,
		Leverage:          5,
	}
	override := &config.StrategyOverride{
		QuantityMultipliers: config.QuantityMultipliers{Open: 2},
	}
	out := Apply(signal, override)
	if out.Quantity != nil {
		t.Fatalf("expected quantity unchanged when only margin ratio is set")
	}
	if out.Leverage != 5 {
		t.Fatalf("expected leverage unchanged, got %d", out.Leverage)
	}
}

func TestAvgPriceOpenAndAdd(t *testing.T) {
	tr := NewTracker()

	open := &Signal{
		SignalID:     "s1",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "OPEN",
		Quantity:     ptr(2),
		Price:        100,
	}
	snap := tr.Apply(open)
	if !snap.HasAvg || snap.AvgPrice != 100 {
		t.Fatalf("open avg=%v has=%v", snap.AvgPrice, snap.HasAvg)
	}

	add := &Signal{
		SignalID:     "s2",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "ADD",
		Quantity:     ptr(2),
		Price:        200,
	}
	snap = tr.Apply(add)
	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
		t.Fatalf("expected avg 150, got %v", snap.AvgPrice)
	}
}

func TestAvgPriceWithMarginRatio(t *testing.T) {
	tr := NewTracker()

	open := &Signal{
		SignalID:          "r1",
		StrategyCode:      "BLONG",
		Symbol:            "ETHUSDT",
		Side:              "LONG",
		Action:            "OPEN",
		AmountMarginRatio: ptr(0.1),
		Price:             100,
	}
	tr.Apply(open)

	add := &Signal{
		SignalID:          "r2",
		StrategyCode:      "BLONG",
		Symbol:            "ETHUSDT",
		Side:              "LONG",
		Action:            "ADD",
		AmountMarginRatio: ptr(0.1),
		Price:             200,
	}
	snap := tr.Apply(add)
	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
		t.Fatalf("expected weighted avg 150, got %v", snap.AvgPrice)
	}
}

func TestCloseKeepsEntryAvgInSnapshot(t *testing.T) {
	tr := NewTracker()
	tr.Apply(&Signal{
		SignalID:     "c1",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "OPEN",
		Quantity:     ptr(1),
		Price:        64000,
	})

	snap := tr.Apply(&Signal{
		SignalID:     "c2",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "CLOSE",
		Price:        65000,
	})
	if !snap.HasAvg || snap.AvgPrice != 64000 {
		t.Fatalf("close should report entry avg 64000, got %v", snap.AvgPrice)
	}

	snap = tr.Apply(&Signal{
		SignalID:     "c3",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "ADD",
		Quantity:     ptr(1),
		Price:        70000,
	})
	if !snap.HasAvg || snap.AvgPrice != 70000 {
		t.Fatalf("after close, add should reopen at 70000, got %v", snap.AvgPrice)
	}
}

func TestSignalIDIdempotent(t *testing.T) {
	tr := NewTracker()
	sig := &Signal{
		SignalID:     "dup",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "OPEN",
		Quantity:     ptr(1),
		Price:        100,
	}
	tr.Apply(sig)
	tr.Apply(sig)

	snap := tr.Apply(&Signal{
		SignalID:     "dup2",
		StrategyCode: "BLONG",
		Symbol:       "BTCUSDT",
		Side:         "LONG",
		Action:       "ADD",
		Quantity:     ptr(1),
		Price:        200,
	})
	if math.Abs(snap.AvgPrice-150) > 1e-9 {
		t.Fatalf("duplicate open should not double size, avg=%v", snap.AvgPrice)
	}
}

func TestDifferentSideIsolated(t *testing.T) {
	tr := NewTracker()
	tr.Apply(&Signal{
		SignalID: "l1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "LONG",
		Action: "OPEN", Quantity: ptr(1), Price: 100,
	})
	snap := tr.Apply(&Signal{
		SignalID: "s1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "SHORT",
		Action: "OPEN", Quantity: ptr(1), Price: 200,
	})
	if snap.AvgPrice != 200 {
		t.Fatalf("short should be isolated, got %v", snap.AvgPrice)
	}
}