Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar

2026-02-24 15:00:41 -05:00
parent 0e36fe5d23
commit a87152effb
50 changed files with 12849 additions and 752 deletions
--- a/tests/NT8.Core.Tests/Execution/TrailingStopManagerFixedTests.cs
+++ b/tests/NT8.Core.Tests/Execution/TrailingStopManagerFixedTests.cs
@@ -0,0 +1,57 @@
+using System;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using NT8.Core.Execution;
+using NT8.Core.OMS;
+using NT8.Core.Tests.Mocks;
+using ExecutionTrailingStopConfig = NT8.Core.Execution.TrailingStopConfig;
+
+namespace NT8.Core.Tests.Execution
+{
+    [TestClass]
+    public class TrailingStopManagerFixedTests
+    {
+        private TrailingStopManager _manager;
+
+        [TestInitialize]
+        public void TestInitialize()
+        {
+            _manager = new TrailingStopManager(new MockLogger<TrailingStopManager>());
+        }
+
+        [TestMethod]
+        public void CalculateNewStopPrice_FixedTrailing_LongAt5100With8Ticks_Returns5098()
+        {
+            var position = CreatePosition(OrderSide.Buy, 5000m);
+            var config = new ExecutionTrailingStopConfig(StopType.FixedTrailing, 8, 2m, true);
+
+            var stop = _manager.CalculateNewStopPrice(StopType.FixedTrailing, position, 5100m, config);
+
+            Assert.AreEqual(5098.0m, stop);
+        }
+
+        [TestMethod]
+        public void CalculateNewStopPrice_FixedTrailing_ShortAt5100With8Ticks_Returns5102()
+        {
+            var position = CreatePosition(OrderSide.Sell, 5000m);
+            var config = new ExecutionTrailingStopConfig(StopType.FixedTrailing, 8, 2m, true);
+
+            var stop = _manager.CalculateNewStopPrice(StopType.FixedTrailing, position, 5100m, config);
+
+            Assert.AreEqual(5102.0m, stop);
+        }
+
+        private static OrderStatus CreatePosition(OrderSide side, decimal averageFillPrice)
+        {
+            var position = new OrderStatus();
+            position.OrderId = Guid.NewGuid().ToString();
+            position.Symbol = "ES";
+            position.Side = side;
+            position.Quantity = 1;
+            position.AverageFillPrice = averageFillPrice;
+            position.State = OrderState.Working;
+            position.FilledQuantity = 1;
+            position.CreatedTime = DateTime.UtcNow;
+            return position;
+        }
+    }
+}