using PolyTrader.Modules.CopyTrading.Logic; using Xunit; using static PolyTrader.Modules.CopyTrading.Logic.SellLogic; namespace PolyTrader.Tests { /// /// Sicherheitsnetz für die SELL-Logik: Proportionalität (aktuelles Verhalten, Phase-2-Umbau) /// und die Eskalationsleiter (Phase 0.1 – Preis-Stufen, Floor-Clamping). /// public class SellLogicTests { // ---------------- SellProportion ---------------- [Fact] public void SellProportion_is_share_over_total_before_sell() { // Master hält noch 300, verkauft 200 -> 200/500 = 0.40 Assert.Equal(0.40m, SellProportion(masterSharesRemaining: 300m, signalSize: 200m)); } [Fact] public void SellProportion_small_partial_is_below_threshold() { // 498 Rest, 2 verkauft -> 0.004 < 0.30 var ratio = SellProportion(498m, 2m); Assert.True(ratio < MinSignificantSellRatio); } [Fact] public void SellProportion_full_exit_is_one() { Assert.Equal(1.0m, SellProportion(0m, 10m)); } [Theory] [InlineData(0, 0)] // gar nichts [InlineData(-5, 5)] // Denominator 0 [InlineData(-10, 5)] // Denominator negativ public void SellProportion_guards_non_positive_denominator(double remaining, double signal) { Assert.Equal(0m, SellProportion((decimal)remaining, (decimal)signal)); } // ---------------- Eskalationsleiter ---------------- [Fact] public void FirstLimit_normal_trader_applies_percentage_discount() { // 0.99 * (1 - 2%) = 0.9702 Assert.Equal(0.9702m, FirstLimit(0.99m, isHf: false, maxPriceDifferencePct: 2m)); } [Fact] public void FirstLimit_hf_trader_applies_fixed_half_cent_discount() { Assert.Equal(0.985m, FirstLimit(0.99m, isHf: true, maxPriceDifferencePct: 99m)); } [Fact] public void Floor_is_reference_minus_floor_pct() { // 0.99 * (1 - 15%) = 0.8415 Assert.Equal(0.8415m, Floor(0.99m, 15m)); } [Fact] public void NextPrice_steps_down_relative_when_above_floor() { // 0.90 * (1 - 3%) = 0.873, über Floor 0.80 Assert.Equal(0.873m, NextPrice(0.90m, stepPct: 3m, floor: 0.80m)); } [Fact] public void NextPrice_clamps_to_floor() { // 0.82 * 0.97 = 0.7954 -> unter Floor -> 0.80 Assert.Equal(0.80m, NextPrice(0.82m, 3m, 0.80m)); } [Fact] public void IsAtFloor_is_inclusive() { Assert.True(IsAtFloor(0.80m, 0.80m)); Assert.True(IsAtFloor(0.79m, 0.80m)); Assert.False(IsAtFloor(0.81m, 0.80m)); } [Theory] [InlineData(true, 20)] // HF-Trader: schnelles Nachpreisen [InlineData(false, 120)] // Standard public void LadderIntervalSeconds_hf_is_faster(bool isHf, int expected) { Assert.Equal(expected, LadderIntervalSeconds(isHf)); } [Theory] [InlineData(0.50, 0.55, 10, true)] // genau an der Schwelle (entry*1.10) [InlineData(0.50, 0.60, 10, true)] // darüber [InlineData(0.50, 0.54, 10, false)] // darunter [InlineData(0.50, 0.99, 9999, false)] // Default 9999 -> nie erreicht (inaktiv) [InlineData(0.50, 0.99, 0, false)] // 0 -> deaktiviert public void IsProfitTargetReached_threshold(double entry, double current, double pct, bool expected) { Assert.Equal(expected, IsProfitTargetReached((decimal)current, (decimal)entry, (decimal)pct)); } [Fact] public void IsProfitTargetReached_zero_entry_is_false() { Assert.False(IsProfitTargetReached(0.9m, 0m, 10m)); } // ---------------- SharesToSell (Phase 2) ---------------- [Fact] public void SharesToSell_mirrors_partial_ratio() { // 40 % von 100, Rest 60 -> Teilverkauf 40 Assert.Equal(40m, SharesToSell(ourShares: 100m, sellRatio: 0.40m, minShares: 5.5m, minSellRatioPct: 10m)); } [Fact] public void SharesToSell_ignores_noise_below_min_ratio() { Assert.Equal(0m, SharesToSell(100m, 0.05m, 5.5m, 10m)); } [Fact] public void SharesToSell_full_exit_when_master_fully_out() { Assert.Equal(100m, SharesToSell(100m, 1.0m, 5.5m, 10m)); } [Fact] public void SharesToSell_full_exit_when_partial_would_be_dust() { // 30 % von 10 = 3 Shares < Minimum -> Voll-Exit Assert.Equal(10m, SharesToSell(10m, 0.30m, 5.5m, 10m)); } [Fact] public void SharesToSell_full_exit_when_remainder_would_be_dust() { // 98 % von 100 -> Rest 2 < Minimum -> Voll-Exit Assert.Equal(100m, SharesToSell(100m, 0.98m, 5.5m, 10m)); } [Fact] public void SharesToSell_zero_position_is_zero() { Assert.Equal(0m, SharesToSell(0m, 0.5m, 5.5m, 10m)); } [Fact] public void SharesToSell_exactly_at_min_ratio_is_not_ignored() { Assert.Equal(10m, SharesToSell(100m, 0.10m, 5.5m, 10m)); } [Fact] public void Ladder_walks_down_in_steps_until_floor() { // Simuliert den Service: von Startlimit in 3%-Schritten bis zum Floor, dann Stopp. decimal reference = 0.99m; decimal price = FirstLimit(reference, isHf: false, maxPriceDifferencePct: 2m); // 0.9702 decimal floor = Floor(reference, 15m); // 0.8415 int steps = 0; while (!IsAtFloor(price, floor) && steps < 100) { price = NextPrice(price, LadderStepPct, floor); steps++; } Assert.True(IsAtFloor(price, floor)); Assert.Equal(floor, price); // endet exakt auf dem Floor (geclamped) Assert.InRange(steps, 1, 20); // terminiert in wenigen Schritten } // ----- RoundToTick (H4) ----- [Theory] [InlineData(0.9702, 0.970)] // typischer Startlimit-Wert -> 3 Dezimalen [InlineData(0.84150, 0.842)] // AwayFromZero an der Hälfte [InlineData(0.5, 0.500)] [InlineData(0.123456, 0.123)] public void RoundToTick_rounds_to_three_decimals(double input, double expected) { Assert.Equal((decimal)expected, RoundToTick((decimal)input)); } [Fact] public void RoundToTick_makes_usdc_over_price_yield_exact_size() { // Kern von H4: mit gerundetem Preis geht size = usdc / price exakt auf. decimal size = 100m; decimal price = RoundToTick(NextPrice(0.9702m, LadderStepPct, 0.80m)); decimal usdc = size * price; Assert.Equal(size, usdc / price); } } }