@

R1: Umbau auf Multi-Projekt-Struktur (Vorbild PolytraderSharp) Kurskorrektur: Vorbild ist PolytraderSharp (C#), nicht die veraltete Python-Version. Reiner Strukturumbau, Verhalten unveraendert. - src/IBKRTrader.Core (classlib): Core-Code + UI-Contract (ModuleFormBase, WindowManager) - src/IBKRTrader.Modules.CongressTrading (classlib, referenziert nur Core) - Root: IBKRTrader.App (WinExe) referenziert Core + Modul - tests/IBKRTrader.Tests: Referenzen auf Core + Modul - Neue .slnx; ungenutztes HtmlAgilityPack entfernt - docs/ARCHITECTURE.md: korrigierter Ziel-Stand + R-Phasenplan - Build + 38/38 Tests gruen; App startet Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> @
2026-07-27 20:26:25 +02:00
parent 2ad4b55db1
commit c20538c8d8
61 changed files with 171 additions and 129 deletions
@@ -0,0 +1,125 @@
+using FluentAssertions;
+using IBKRTrader.Core.Logging;
+using IBKRTrader.Core.Settings;
+using IBKRTrader.Core.Trading;
+using NSubstitute;
+
+namespace IBKRTrader.Tests.Trading;
+
+[Trait("cat", "unit")]
+public class ExecutionServiceTests
+{
+    private readonly IBrokerClient     _broker    = Substitute.For<IBrokerClient>();
+    private readonly IRiskService      _risk      = Substitute.For<IRiskService>();
+    private readonly IPortfolioService _portfolio = Substitute.For<IPortfolioService>();
+    private readonly SettingsService   _settings  = new();
+
+    private ExecutionService CreateSut() =>
+        new(_broker, _risk, _portfolio, _settings, new LoggingService());
+
+    private static readonly TradeSignal BuySignal = new()
+    {
+        Symbol = "AAPL", Side = TradeSide.Buy, SourceModule = "CT"
+    };
+
+    private void EnableTrading() => _settings.Settings.Trading.TradingEnabled = true;
+
+    private void ArrangeHappyPath()
+    {
+        EnableTrading();
+        _broker.GetQuoteAsync(Arg.Any<string>(), Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult<Quote?>(new Quote("AAPL", 100m, 99m, 101m)));
+        _broker.GetAccountStateAsync(Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult(new AccountState(10_000m, 10_000m)));
+        _portfolio.GetModuleExposureAsync(Arg.Any<string>(), Arg.Any<CancellationToken>())
+                  .Returns(Task.FromResult(0m));
+        _portfolio.GetPositionQuantityAsync(Arg.Any<string>(), Arg.Any<string>(), Arg.Any<CancellationToken>())
+                  .Returns(Task.FromResult(0));
+        _risk.Evaluate(Arg.Any<TradeSignal>(), Arg.Any<RiskContext>(), Arg.Any<RiskParameters>())
+             .Returns(RiskDecision.Approve(5));
+        _broker.PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult(OrderResult.Filled("O1", 5, 100m)));
+    }
+
+    [Fact]
+    public async Task TradingDisabled_Skips_WithoutTouchingBroker()
+    {
+        // TradingEnabled ist standardmäßig false
+        var result = await CreateSut().ExecuteAsync(BuySignal);
+
+        result.Action.Should().Be("SKIP");
+        await _broker.DidNotReceive().PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task NoQuote_Skips()
+    {
+        EnableTrading();
+        _broker.GetQuoteAsync(Arg.Any<string>(), Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult<Quote?>(null));
+
+        var result = await CreateSut().ExecuteAsync(BuySignal);
+
+        result.Action.Should().Be("SKIP");
+        await _broker.DidNotReceive().PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task RiskRejects_Skips_WithReason()
+    {
+        EnableTrading();
+        _broker.GetQuoteAsync(Arg.Any<string>(), Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult<Quote?>(new Quote("AAPL", 100m, 99m, 101m)));
+        _broker.GetAccountStateAsync(Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult(new AccountState(10_000m, 10_000m)));
+        _risk.Evaluate(Arg.Any<TradeSignal>(), Arg.Any<RiskContext>(), Arg.Any<RiskParameters>())
+             .Returns(RiskDecision.Reject("Modul-Limit überschritten."));
+
+        var result = await CreateSut().ExecuteAsync(BuySignal);
+
+        result.Action.Should().Be("SKIP");
+        result.Reason.Should().Contain("Modul-Limit");
+        await _broker.DidNotReceive().PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task HappyPath_PlacesOrder_AndBooksFill()
+    {
+        ArrangeHappyPath();
+
+        var result = await CreateSut().ExecuteAsync(BuySignal);
+
+        result.Executed.Should().BeTrue();
+        result.Order!.OrderId.Should().Be("O1");
+        await _portfolio.Received(1).RecordFillAsync(
+            "CT", "AAPL", TradeSide.Buy, 5, 100m, "O1", Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task HappyPath_MarketOrder_WhenNoLimitPrice()
+    {
+        ArrangeHappyPath();
+
+        await CreateSut().ExecuteAsync(BuySignal);
+
+        await _broker.Received(1).PlaceOrderAsync(
+            Arg.Is<OrderRequest>(o => o.Type == OrderType.Market && o.Quantity == 5),
+            Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task OrderFails_ReturnsError_AndDoesNotBook()
+    {
+        ArrangeHappyPath();
+        _broker.PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>())
+               .Returns(Task.FromResult(OrderResult.Fail("Broker abgelehnt")));
+
+        var result = await CreateSut().ExecuteAsync(BuySignal);
+
+        result.Action.Should().Be("ERROR");
+        result.Reason.Should().Contain("Broker abgelehnt");
+        await _portfolio.DidNotReceive().RecordFillAsync(
+            Arg.Any<string>(), Arg.Any<string>(), Arg.Any<TradeSide>(),
+            Arg.Any<int>(), Arg.Any<decimal>(), Arg.Any<string>(), Arg.Any<CancellationToken>());
+    }
+}