IBKRTrader/tests/IBKRTrader.Tests/Trading/ExecutionServiceTests.cs

using FluentAssertions;
using IBKRTrader.Core.Capital;
using IBKRTrader.Core.Logging;
using IBKRTrader.Core.Persistence;
using IBKRTrader.Core.Persistence.Entities;
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 readonly IDecisionJournal  _journal   = Substitute.For<IDecisionJournal>();
    private readonly IOrderEventLog    _orderLog  = Substitute.For<IOrderEventLog>();
    private readonly ICapitalService   _capital   = Substitute.For<ICapitalService>();

    private static readonly BookId Book = BookId.ForModule("CT");

    private ExecutionService CreateSut() =>
        new(_broker, _risk, _portfolio, _settings, new LoggingService(), _journal, _orderLog, _capital);

    private static readonly TradeSignal BuySignal = new()
    {
        Symbol = "AAPL", Side = TradeSide.Buy, SourceModule = "CT"
    };

    private void EnableTrading() => _settings.Settings.Trading.TradingEnabled = true;

    /// <summary>
    /// Kapital-Seam im Normalfall: Buch bekannt, Kontext leer, Bindung geht durch. Die Regeln des
    /// Kapitalmodells werden einzeln in CapitalTests geprueft – hier geht es nur darum, dass der
    /// Ausfuehrungspfad sie an der richtigen Stelle aufruft.
    /// </summary>
    private void ArrangeCapital(long reservationId = 1)
    {
        _capital.ResolveBook("CT").Returns(Book);
        _capital.BuildContextAsync(Arg.Any<BookId>(), Arg.Any<InstrumentRef>(), Arg.Any<decimal>(),
                                   Arg.Any<AccountState>(), Arg.Any<CancellationToken>())
                .Returns(ci => Task.FromResult(new RiskContext
                {
                    Price          = ci.ArgAt<decimal>(2),
                    NetLiquidation = ci.ArgAt<AccountState>(3).NetLiquidation
                }));
        _capital.ReserveAsync(Arg.Any<BookId>(), Arg.Any<TradeSignal>(), Arg.Any<InstrumentRef>(),
                              Arg.Any<TradeSide>(), Arg.Any<int>(), Arg.Any<int>(), Arg.Any<decimal>(),
                              Arg.Any<OrderType>(), Arg.Any<AccountState>(), Arg.Any<string>(),
                              Arg.Any<CancellationToken>())
                .Returns(Task.FromResult(new ReservationService.ReserveResult(
                    new CoreReservation { Id = reservationId }, null, false)));
    }

    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<InstrumentRef>(), Arg.Any<CancellationToken>())
                  .Returns(Task.FromResult(0));
        ArrangeCapital();
        _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)));
        ArrangeCapital();
        _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", InstrumentRef.ForStock("AAPL"), TradeSide.Buy, 5, 100m, "O1", Arg.Any<string?>(), 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 TradingDisabled_WritesSkippedDecision()
    {
        await CreateSut().ExecuteAsync(BuySignal);

        _journal.Received().Write(Arg.Is<IBKRTrader.Core.Persistence.Entities.CoreDecisionRecord>(
            d => d.Decision == IBKRTrader.Core.Persistence.Entities.TradeDecision.Skipped &&
                 d.Reason == IBKRTrader.Core.Persistence.Entities.DecisionReason.TradingDisabled));
    }

    [Fact]
    public async Task HappyPath_PropagatesSignalId_AndJournalsExecuted()
    {
        ArrangeHappyPath();
        var signal = new TradeSignal { Symbol = "AAPL", Side = TradeSide.Buy, SourceModule = "CT", SignalId = "sig-abc" };

        await CreateSut().ExecuteAsync(signal);

        await _portfolio.Received(1).RecordFillAsync(
            "CT", InstrumentRef.ForStock("AAPL"), TradeSide.Buy, 5, 100m, "O1", "sig-abc", Arg.Any<CancellationToken>());
        _journal.Received().Write(Arg.Is<IBKRTrader.Core.Persistence.Entities.CoreDecisionRecord>(
            d => d.SignalId == "sig-abc" &&
                 d.Decision == IBKRTrader.Core.Persistence.Entities.TradeDecision.Executed));
        _orderLog.Received().Write(Arg.Is<IBKRTrader.Core.Persistence.Entities.CoreOrderEvent>(
            e => e.SignalId == "sig-abc" &&
                 e.EventType == IBKRTrader.Core.Persistence.Entities.OrderEventType.Filled));
    }

    [Fact]
    public async Task UnknownBook_IsRejected_BeforeAnyOrder()
    {
        // SourceModule kommt aus dem Modul und ist kein Ausweis: ein nicht registrierter Name
        // wuerde ein Buch ohne Cap erzeugen - also ein unbegrenztes.
        ArrangeHappyPath();
        _capital.ResolveBook("CT").Returns((BookId?)null);

        var result = await CreateSut().ExecuteAsync(BuySignal);

        result.Action.Should().Be("SKIP");
        result.Reason.Should().Contain("Unbekanntes Buch");
        await _broker.DidNotReceive().PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>());
    }

    [Fact]
    public async Task CapitalRejects_NoOrderIsPlaced()
    {
        ArrangeHappyPath();
        _capital.ReserveAsync(Arg.Any<BookId>(), Arg.Any<TradeSignal>(), Arg.Any<InstrumentRef>(),
                              Arg.Any<TradeSide>(), Arg.Any<int>(), Arg.Any<int>(), Arg.Any<decimal>(),
                              Arg.Any<OrderType>(), Arg.Any<AccountState>(), Arg.Any<string>(),
                              Arg.Any<CancellationToken>())
                .Returns(Task.FromResult(new ReservationService.ReserveResult(
                    null,
                    new LimitBreach(LimitKind.CashAvailable, "AAPL", 5000m, 1000m, 10, 1000m),
                    false)));

        var result = await CreateSut().ExecuteAsync(BuySignal);

        result.Action.Should().Be("SKIP");
        result.Reason.Should().Contain("Freies Bargeld");
        await _broker.DidNotReceive().PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>());
    }

    [Fact]
    public async Task ExistingReservationForTheSameSignal_DoesNotPlaceASecondOrder()
    {
        // Der Fall, gegen den die Idempotenz gebaut ist: ein Reconnect schickt dasselbe Signal
        // erneut. Ohne diese Sperre laege dieselbe Order zweimal beim Broker.
        ArrangeHappyPath();
        _capital.ReserveAsync(Arg.Any<BookId>(), Arg.Any<TradeSignal>(), Arg.Any<InstrumentRef>(),
                              Arg.Any<TradeSide>(), Arg.Any<int>(), Arg.Any<int>(), Arg.Any<decimal>(),
                              Arg.Any<OrderType>(), Arg.Any<AccountState>(), Arg.Any<string>(),
                              Arg.Any<CancellationToken>())
                .Returns(Task.FromResult(new ReservationService.ReserveResult(
                    new CoreReservation { Id = 7 }, null, WasExisting: true)));

        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 FailedOrder_ReleasesTheReservation()
    {
        // Sonst bliebe das Geld bis zum Fristablauf gebunden, obwohl gar keine Order existiert.
        ArrangeHappyPath();
        _broker.PlaceOrderAsync(Arg.Any<OrderRequest>(), Arg.Any<CancellationToken>())
               .Returns(Task.FromResult(OrderResult.Fail("Broker abgelehnt")));

        await CreateSut().ExecuteAsync(BuySignal);

        await _capital.Received(1).CancelReservationAsync(1, Arg.Any<string>(), Arg.Any<CancellationToken>());
    }

    [Fact]
    public async Task FilledOrder_SettlesTheReservation()
    {
        ArrangeHappyPath();

        await CreateSut().ExecuteAsync(BuySignal);

        // Reserviert wurde mit Puffer, ausgefuehrt zum echten Preis: 5 x 100 = 500 fliessen als
        // tatsaechlicher Bedarf zurueck, der Rest wird freigegeben.
        await _capital.Received(1).SettleReservationAsync(1, 5, 500m, 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<InstrumentRef>(), Arg.Any<TradeSide>(),
            Arg.Any<int>(), Arg.Any<decimal>(), Arg.Any<string>(), Arg.Any<string?>(), Arg.Any<CancellationToken>());
    }
}