dash closed trades history
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Dobromir Popov
384
test_mexc_trading_integration.py
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384
test_mexc_trading_integration.py
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"""
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Test MEXC Trading Integration
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This script tests the integration between the enhanced orchestrator and MEXC trading executor.
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It verifies that trading signals can be executed through the MEXC API with proper risk management.
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"""
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import asyncio
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import logging
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import os
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import sys
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import time
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from datetime import datetime
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# Add core directory to path
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sys.path.append(os.path.join(os.path.dirname(__file__), 'core'))
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from core.trading_executor import TradingExecutor, Position, TradeRecord
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from core.enhanced_orchestrator import EnhancedTradingOrchestrator
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from core.data_provider import DataProvider
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from core.config import get_config
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# Configure logging
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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handlers=[
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logging.FileHandler("test_mexc_trading.log"),
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logging.StreamHandler()
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]
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)
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logger = logging.getLogger("mexc_trading_test")
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class TradingIntegrationTest:
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"""Test class for MEXC trading integration"""
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def __init__(self):
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"""Initialize the test environment"""
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self.config = get_config()
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self.data_provider = DataProvider()
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self.orchestrator = EnhancedTradingOrchestrator(self.data_provider)
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self.trading_executor = TradingExecutor()
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# Test configuration
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self.test_symbol = 'ETH/USDT'
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self.test_confidence = 0.75
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def test_trading_executor_initialization(self):
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"""Test that the trading executor initializes correctly"""
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logger.info("Testing trading executor initialization...")
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try:
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# Check configuration
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assert self.trading_executor.mexc_config is not None
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logger.info("✅ MEXC configuration loaded")
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# Check dry run mode
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assert self.trading_executor.dry_run == True
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logger.info("✅ Dry run mode enabled for safety")
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# Check position limits
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max_position_value = self.trading_executor.mexc_config.get('max_position_value_usd', 1.0)
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assert max_position_value == 1.0
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logger.info(f"✅ Max position value set to ${max_position_value}")
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# Check safety features
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assert self.trading_executor.mexc_config.get('emergency_stop', False) == False
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logger.info("✅ Emergency stop not active")
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return True
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except Exception as e:
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logger.error(f"❌ Trading executor initialization test failed: {e}")
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return False
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def test_exchange_connection(self):
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"""Test connection to MEXC exchange"""
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logger.info("Testing MEXC exchange connection...")
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try:
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# Test ticker retrieval
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ticker = self.trading_executor.exchange.get_ticker(self.test_symbol)
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if ticker:
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logger.info(f"✅ Successfully retrieved ticker for {self.test_symbol}")
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logger.info(f" Current price: ${ticker['last']:.2f}")
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logger.info(f" Bid: ${ticker['bid']:.2f}, Ask: ${ticker['ask']:.2f}")
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return True
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else:
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logger.error(f"❌ Failed to retrieve ticker for {self.test_symbol}")
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return False
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except Exception as e:
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logger.error(f"❌ Exchange connection test failed: {e}")
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return False
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def test_position_size_calculation(self):
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"""Test position size calculation with different confidence levels"""
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logger.info("Testing position size calculation...")
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try:
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test_price = 2500.0
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test_cases = [
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(0.5, "Medium confidence"),
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(0.75, "High confidence"),
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(0.9, "Very high confidence"),
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(0.3, "Low confidence")
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]
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for confidence, description in test_cases:
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position_value = self.trading_executor._calculate_position_size(confidence, test_price)
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quantity = position_value / test_price
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logger.info(f" {description} ({confidence:.1f}): ${position_value:.2f} = {quantity:.6f} ETH")
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# Verify position value is within limits
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max_value = self.trading_executor.mexc_config.get('max_position_value_usd', 1.0)
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min_value = self.trading_executor.mexc_config.get('min_position_value_usd', 0.1)
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assert min_value <= position_value <= max_value
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logger.info("✅ Position size calculation working correctly")
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return True
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except Exception as e:
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logger.error(f"❌ Position size calculation test failed: {e}")
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return False
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def test_dry_run_trading(self):
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"""Test dry run trading execution"""
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logger.info("Testing dry run trading execution...")
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try:
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# Get current price
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ticker = self.trading_executor.exchange.get_ticker(self.test_symbol)
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if not ticker:
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logger.error("Cannot get current price for testing")
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return False
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current_price = ticker['last']
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# Test BUY signal
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logger.info(f"Testing BUY signal for {self.test_symbol} at ${current_price:.2f}")
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buy_success = self.trading_executor.execute_signal(
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symbol=self.test_symbol,
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action='BUY',
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confidence=self.test_confidence,
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current_price=current_price
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)
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if buy_success:
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logger.info("✅ BUY signal executed successfully in dry run mode")
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# Check position was created
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positions = self.trading_executor.get_positions()
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assert self.test_symbol in positions
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position = positions[self.test_symbol]
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logger.info(f" Position created: {position.side} {position.quantity:.6f} @ ${position.entry_price:.2f}")
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else:
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logger.error("❌ BUY signal execution failed")
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return False
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# Wait a moment
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time.sleep(1)
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# Test SELL signal
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logger.info(f"Testing SELL signal for {self.test_symbol}")
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sell_success = self.trading_executor.execute_signal(
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symbol=self.test_symbol,
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action='SELL',
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confidence=self.test_confidence,
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current_price=current_price * 1.01 # Simulate 1% price increase
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)
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if sell_success:
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logger.info("✅ SELL signal executed successfully in dry run mode")
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# Check position was closed
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positions = self.trading_executor.get_positions()
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assert self.test_symbol not in positions
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# Check trade history
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trade_history = self.trading_executor.get_trade_history()
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assert len(trade_history) > 0
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last_trade = trade_history[-1]
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logger.info(f" Trade completed: P&L ${last_trade.pnl:.2f}")
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else:
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logger.error("❌ SELL signal execution failed")
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return False
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logger.info("✅ Dry run trading test completed successfully")
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return True
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except Exception as e:
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logger.error(f"❌ Dry run trading test failed: {e}")
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return False
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def test_safety_conditions(self):
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"""Test safety condition checks"""
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logger.info("Testing safety condition checks...")
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try:
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# Test symbol allowlist
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disallowed_symbol = 'DOGE/USDT'
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result = self.trading_executor._check_safety_conditions(disallowed_symbol, 'BUY')
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if disallowed_symbol not in self.trading_executor.mexc_config.get('allowed_symbols', []):
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assert result == False
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logger.info("✅ Symbol allowlist check working")
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# Test trade interval
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# First trade should succeed
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current_price = 2500.0
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self.trading_executor.execute_signal(self.test_symbol, 'BUY', 0.7, current_price)
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# Immediate second trade should fail due to interval
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result = self.trading_executor._check_safety_conditions(self.test_symbol, 'BUY')
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# Note: This might pass if interval is very short, which is fine for testing
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logger.info("✅ Safety condition checks working")
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return True
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except Exception as e:
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logger.error(f"❌ Safety condition test failed: {e}")
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return False
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def test_daily_statistics(self):
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"""Test daily statistics tracking"""
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logger.info("Testing daily statistics tracking...")
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try:
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stats = self.trading_executor.get_daily_stats()
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required_keys = ['daily_trades', 'daily_loss', 'total_pnl', 'winning_trades',
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'losing_trades', 'win_rate', 'positions_count']
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for key in required_keys:
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assert key in stats
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logger.info("✅ Daily statistics structure correct")
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logger.info(f" Daily trades: {stats['daily_trades']}")
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logger.info(f" Total P&L: ${stats['total_pnl']:.2f}")
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logger.info(f" Win rate: {stats['win_rate']:.1%}")
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return True
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except Exception as e:
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logger.error(f"❌ Daily statistics test failed: {e}")
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return False
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async def test_orchestrator_integration(self):
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"""Test integration with enhanced orchestrator"""
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logger.info("Testing orchestrator integration...")
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try:
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# Test that orchestrator can make decisions
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decisions = await self.orchestrator.make_coordinated_decisions()
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logger.info(f"✅ Orchestrator made decisions for {len(decisions)} symbols")
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for symbol, decision in decisions.items():
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if decision:
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logger.info(f" {symbol}: {decision.action} (confidence: {decision.confidence:.3f})")
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# Test executing the decision through trading executor
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if decision.action != 'HOLD':
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success = self.trading_executor.execute_signal(
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symbol=symbol,
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action=decision.action,
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confidence=decision.confidence,
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current_price=decision.price
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)
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if success:
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logger.info(f" ✅ Successfully executed {decision.action} for {symbol}")
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else:
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logger.info(f" ⚠️ Trade execution blocked by safety conditions for {symbol}")
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return True
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except Exception as e:
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logger.error(f"❌ Orchestrator integration test failed: {e}")
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return False
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def test_emergency_stop(self):
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"""Test emergency stop functionality"""
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logger.info("Testing emergency stop functionality...")
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try:
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# Create a test position first
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current_price = 2500.0
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self.trading_executor.execute_signal(self.test_symbol, 'BUY', 0.7, current_price)
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# Verify position exists
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positions_before = self.trading_executor.get_positions()
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logger.info(f" Positions before emergency stop: {len(positions_before)}")
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# Trigger emergency stop
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self.trading_executor.emergency_stop()
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# Verify trading is disabled
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assert self.trading_executor.trading_enabled == False
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logger.info("✅ Trading disabled after emergency stop")
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# In dry run mode, positions should still be closed
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positions_after = self.trading_executor.get_positions()
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logger.info(f" Positions after emergency stop: {len(positions_after)}")
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return True
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except Exception as e:
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logger.error(f"❌ Emergency stop test failed: {e}")
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return False
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async def run_all_tests(self):
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"""Run all integration tests"""
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logger.info("🚀 Starting MEXC Trading Integration Tests")
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logger.info("=" * 60)
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tests = [
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("Trading Executor Initialization", self.test_trading_executor_initialization),
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("Exchange Connection", self.test_exchange_connection),
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("Position Size Calculation", self.test_position_size_calculation),
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("Dry Run Trading", self.test_dry_run_trading),
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("Safety Conditions", self.test_safety_conditions),
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("Daily Statistics", self.test_daily_statistics),
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("Orchestrator Integration", self.test_orchestrator_integration),
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("Emergency Stop", self.test_emergency_stop),
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]
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passed = 0
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failed = 0
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for test_name, test_func in tests:
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logger.info(f"\n📋 Running test: {test_name}")
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logger.info("-" * 40)
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try:
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if asyncio.iscoroutinefunction(test_func):
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result = await test_func()
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else:
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result = test_func()
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if result:
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passed += 1
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logger.info(f"✅ {test_name} PASSED")
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else:
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failed += 1
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logger.error(f"❌ {test_name} FAILED")
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except Exception as e:
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failed += 1
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logger.error(f"❌ {test_name} FAILED with exception: {e}")
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logger.info("\n" + "=" * 60)
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logger.info("🏁 Test Results Summary")
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logger.info(f"✅ Passed: {passed}")
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logger.info(f"❌ Failed: {failed}")
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logger.info(f"📊 Success Rate: {passed/(passed+failed)*100:.1f}%")
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if failed == 0:
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logger.info("🎉 All tests passed! MEXC trading integration is ready.")
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else:
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logger.warning(f"⚠️ {failed} test(s) failed. Please review and fix issues before live trading.")
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return failed == 0
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async def main():
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"""Main test function"""
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test_runner = TradingIntegrationTest()
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success = await test_runner.run_all_tests()
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if success:
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logger.info("\n🔧 Next Steps:")
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logger.info("1. Set up your MEXC API keys in .env file")
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logger.info("2. Update config.yaml to enable trading (mexc_trading.enabled: true)")
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logger.info("3. Consider disabling dry_run_mode for live trading")
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logger.info("4. Start with small position sizes for initial live testing")
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logger.info("5. Monitor the system closely during initial live trading")
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return success
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if __name__ == "__main__":
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asyncio.run(main())
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