import pytest
from unittest.mock import MagicMock, patch
import sys
import math
sys.modules.setdefault("MetaTrader5", MagicMock())
from src.mtdata.core.trading import _place_market_order, _place_pending_order
@pytest.fixture
def mock_mt5():
prev_mt5 = sys.modules.get("MetaTrader5")
mock_mt5 = MagicMock()
sys.modules["MetaTrader5"] = mock_mt5
# Defaults
mock_mt5.symbol_info.return_value = MagicMock(
visible=True,
point=0.00001,
digits=5,
trade_calc_mode=0, # Forex
volume_min=0.01,
volume_max=100.0,
volume_step=0.01,
)
mock_mt5.symbol_info_tick.return_value = MagicMock(
bid=1.05000,
ask=1.05010,
)
mock_mt5.symbol_select.return_value = True
# Order constants
mock_mt5.ORDER_TYPE_BUY = 0
mock_mt5.ORDER_TYPE_SELL = 1
mock_mt5.ORDER_TYPE_BUY_LIMIT = 2
mock_mt5.ORDER_TYPE_SELL_LIMIT = 3
mock_mt5.ORDER_TYPE_BUY_STOP = 4
mock_mt5.ORDER_TYPE_SELL_STOP = 5
mock_mt5.TRADE_ACTION_DEAL = 1
mock_mt5.TRADE_ACTION_PENDING = 5
mock_mt5.TRADE_RETCODE_DONE = 10009
# Default success
mock_mt5.order_send.return_value = MagicMock(
retcode=10009,
deal=123,
order=456,
volume=0.1,
price=1.05010,
bid=1.05000,
ask=1.05010,
comment="",
request_id=789,
)
mock_mt5.positions_get.return_value = [MagicMock(symbol="EURUSD", sl=0.0, tp=0.0)]
# Guard
with patch("src.mtdata.core.trading._auto_connect_wrapper", lambda f: f):
yield mock_mt5
if prev_mt5 is not None:
sys.modules["MetaTrader5"] = prev_mt5
def test_place_market_order_success(mock_mt5):
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY",
stop_loss=1.04000,
take_profit=1.06000,
comment="Test Buy",
deviation=10
)
assert "error" not in res
assert res["retcode"] == mock_mt5.TRADE_RETCODE_DONE
assert res["sl_tp_modified"] is True
# Check that order_send was called twice (once for deal, once for modifying SL/TP since TRADE_ACTION_DEAL doesn't take SL/TP natively)
assert mock_mt5.order_send.call_count == 2
deal_req = mock_mt5.order_send.call_args_list[0].args[0]
assert deal_req["action"] == mock_mt5.TRADE_ACTION_DEAL
assert deal_req["symbol"] == "EURUSD"
assert deal_req["type"] == mock_mt5.ORDER_TYPE_BUY
assert deal_req["volume"] == 0.1
sltp_req = mock_mt5.order_send.call_args_list[1].args[0]
assert sltp_req["action"] == mock_mt5.TRADE_ACTION_SLTP
assert math.isclose(sltp_req["sl"], 1.04000)
assert math.isclose(sltp_req["tp"], 1.06000)
assert sltp_req["position"] == 456 # Matching the 'order' ticket from the mock result
def test_place_market_order_invalid_type(mock_mt5):
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY_LIMIT", # Invalid for market order
)
assert "error" in res
assert "Use BUY or SELL for market orders" in res["error"]
def test_place_market_order_sl_tp_logic_violations(mock_mt5):
# BUY with SL above price (invalid)
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY",
stop_loss=1.06000, # Ask is 1.05010
)
assert "error" in res
assert "stop_loss must be below entry" in res["error"]
# SELL with SL below price (invalid)
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="SELL",
stop_loss=1.04000, # Bid is 1.05000
)
assert "error" in res
assert "stop_loss must be above entry" in res["error"]
# BUY with TP below price (invalid)
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY",
take_profit=1.04000, # Ask is 1.05010
)
assert "error" in res
assert "take_profit must be above entry" in res["error"]
# SELL with TP above price (invalid)
res = _place_market_order(
symbol="EURUSD",
volume=0.1,
order_type="SELL",
take_profit=1.06000, # Bid is 1.05000
)
assert "error" in res
assert "take_profit must be below entry" in res["error"]
def test_place_market_order_volume_validation(mock_mt5):
res = _place_market_order(
symbol="EURUSD",
volume=0.001, # Below min 0.01
order_type="BUY",
)
assert "error" in res
assert "volume must be >=" in res["error"]
res = _place_market_order(
symbol="EURUSD",
volume=0.015, # Not aligned with step 0.01
order_type="BUY",
)
assert "error" in res
assert "volume must align to step" in res["error"]
def test_place_pending_order_success(mock_mt5):
res = _place_pending_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY_LIMIT",
price=1.04000, # Below ask 1.05010 (valid)
stop_loss=1.03000,
take_profit=1.06000,
)
assert "error" not in res
assert res["success"] is True
assert mock_mt5.order_send.call_count >= 1
req = mock_mt5.order_send.call_args[0][0]
assert req["action"] == mock_mt5.TRADE_ACTION_PENDING
assert req["type"] == mock_mt5.ORDER_TYPE_BUY_LIMIT
assert math.isclose(req["price"], 1.04000)
assert math.isclose(req["sl"], 1.03000)
assert math.isclose(req["tp"], 1.06000)
def test_place_pending_order_bad_side(mock_mt5):
# BUY_LIMIT above ask
res = _place_pending_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY_LIMIT",
price=1.06000, # Ask is 1.05010
)
assert "error" in res
assert "Price must be below ask for BUY_LIMIT" in res["error"]
# SELL_STOP above bid
res = _place_pending_order(
symbol="EURUSD",
volume=0.1,
order_type="SELL_STOP",
price=1.06000, # Bid is 1.05000
)
assert "error" in res
assert "Price must be below bid for SELL_STOP" in res["error"]
def test_place_pending_order_sl_tp_violations(mock_mt5):
# Pending BUY with SL > Entry
res = _place_pending_order(
symbol="EURUSD",
volume=0.1,
order_type="BUY_LIMIT",
price=1.04000,
stop_loss=1.04500, # Invalid
)
assert "error" in res
assert "stop_loss must be below entry" in res["error"]
# Pending SELL with TP > Entry
res = _place_pending_order(
symbol="EURUSD",
volume=0.1,
order_type="SELL_LIMIT",
price=1.06000,
take_profit=1.07000, # Invalid
)
assert "error" in res
assert "take_profit must be below entry" in res["error"]
def test_place_pending_order_implicit_types(mock_mt5):
# Passing 'BUY' with a price below ask should yield a BUY_LIMIT
res = _place_pending_order(
symbol="EURUSD", volume=0.1, order_type="BUY", price=1.04000
)
assert "error" not in res
req = mock_mt5.order_send.call_args[0][0]
assert req["type"] == mock_mt5.ORDER_TYPE_BUY_LIMIT
# Passing 'BUY' with a price above ask should yield a BUY_STOP
res = _place_pending_order(
symbol="EURUSD", volume=0.1, order_type="BUY", price=1.06000
)
assert "error" not in res
req = mock_mt5.order_send.call_args[0][0]
assert req["type"] == mock_mt5.ORDER_TYPE_BUY_STOP
# Passing 'SELL' with a price above bid should yield a SELL_LIMIT
res = _place_pending_order(
symbol="EURUSD", volume=0.1, order_type="SELL", price=1.06000
)
assert "error" not in res
req = mock_mt5.order_send.call_args[0][0]
assert req["type"] == mock_mt5.ORDER_TYPE_SELL_LIMIT
# Passing 'SELL' with a price below bid should yield a SELL_STOP
res = _place_pending_order(
symbol="EURUSD", volume=0.1, order_type="SELL", price=1.04000
)
assert "error" not in res
req = mock_mt5.order_send.call_args[0][0]
assert req["type"] == mock_mt5.ORDER_TYPE_SELL_STOP
