IBKRTrader/IBKRTrader.Tests/Trading/ExecutionServiceTests.cs

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>());
    }
}