Files
nofx/trader/trader_test_suite.go
WquGuru ae09647468 test(trader): add comprehensive unit tests and CI coverage reporting (#823)
* chore(config): add Python and uv support to project

- Add comprehensive Python .gitignore rules (pycache, venv, pytest, etc.)
- Add uv package manager specific ignores (.uv/, uv.lock)
- Initialize pyproject.toml for Python tooling

Co-authored-by: tinkle-community <tinklefund@gmail.com>

* chore(deps): add testing dependencies

- Add github.com/stretchr/testify v1.11.1 for test assertions
- Add github.com/agiledragon/gomonkey/v2 v2.13.0 for mocking
- Promote github.com/rs/zerolog to direct dependency

Co-authored-by: tinkle-community <tinklefund@gmail.com>

* ci(workflow): add PR test coverage reporting

Add GitHub Actions workflow to run unit tests and report coverage on PRs:
- Run Go tests with race detection and coverage profiling
- Calculate coverage statistics and generate detailed reports
- Post coverage results as PR comments with visual indicators
- Fix Go version to 1.23 (was incorrectly set to 1.25.0)

Coverage guidelines:
- Green (>=80%): excellent
- Yellow (>=60%): good
- Orange (>=40%): fair
- Red (<40%): needs improvement

This workflow is advisory only and does not block PR merging.

Co-authored-by: tinkle-community <tinklefund@gmail.com>

* test(trader): add comprehensive unit tests for trader modules

Add unit test suites for multiple trader implementations:
- aster_trader_test.go: AsterTrader functionality tests
- auto_trader_test.go: AutoTrader lifecycle and operations tests
- binance_futures_test.go: Binance futures trader tests
- hyperliquid_trader_test.go: Hyperliquid trader tests
- trader_test_suite.go: Common test suite utilities and helpers

Also fix minor formatting issue in auto_trader.go (trailing whitespace)

Co-authored-by: tinkle-community <tinklefund@gmail.com>

* test(trader): preserve existing calculatePnLPercentage unit tests

Merge existing calculatePnLPercentage tests with incoming comprehensive test suite:
- Preserve TestCalculatePnLPercentage with 9 test cases covering edge cases
- Preserve TestCalculatePnLPercentage_RealWorldScenarios with 3 trading scenarios
- Add math package import for floating-point precision comparison
- All tests validate PnL percentage calculation with different leverage scenarios

Co-authored-by: tinkle-community <tinklefund@gmail.com>

---------

Co-authored-by: tinkle-community <tinklefund@gmail.com>
2025-11-09 17:43:28 +08:00

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package trader
import (
"testing"
"github.com/agiledragon/gomonkey/v2"
"github.com/stretchr/testify/assert"
)
// TraderTestSuite 通用的 Trader 接口测试套件(基础套件)
// 用于黑盒测试任何实现了 Trader 接口的交易器
//
// 使用方式:
// 1. 创建具体的测试套件结构体,嵌入 TraderTestSuite
// 2. 实现 SetupMocks() 方法来配置 gomonkey mock
// 3. 调用 RunAllTests() 运行所有通用测试
type TraderTestSuite struct {
T *testing.T
Trader Trader
Patches *gomonkey.Patches
}
// NewTraderTestSuite 创建新的基础测试套件
func NewTraderTestSuite(t *testing.T, trader Trader) *TraderTestSuite {
return &TraderTestSuite{
T: t,
Trader: trader,
Patches: gomonkey.NewPatches(),
}
}
// Cleanup 清理 mock patches
func (s *TraderTestSuite) Cleanup() {
if s.Patches != nil {
s.Patches.Reset()
}
}
// RunAllTests 运行所有通用接口测试
// 注意:调用此方法前,请先通过 SetupMocks 设置好所需的 mock
func (s *TraderTestSuite) RunAllTests() {
// 基础查询方法
s.T.Run("GetBalance", func(t *testing.T) { s.TestGetBalance() })
s.T.Run("GetPositions", func(t *testing.T) { s.TestGetPositions() })
s.T.Run("GetMarketPrice", func(t *testing.T) { s.TestGetMarketPrice() })
// 配置方法
s.T.Run("SetLeverage", func(t *testing.T) { s.TestSetLeverage() })
s.T.Run("SetMarginMode", func(t *testing.T) { s.TestSetMarginMode() })
s.T.Run("FormatQuantity", func(t *testing.T) { s.TestFormatQuantity() })
// 核心交易方法
s.T.Run("OpenLong", func(t *testing.T) { s.TestOpenLong() })
s.T.Run("OpenShort", func(t *testing.T) { s.TestOpenShort() })
s.T.Run("CloseLong", func(t *testing.T) { s.TestCloseLong() })
s.T.Run("CloseShort", func(t *testing.T) { s.TestCloseShort() })
// 止损止盈
s.T.Run("SetStopLoss", func(t *testing.T) { s.TestSetStopLoss() })
s.T.Run("SetTakeProfit", func(t *testing.T) { s.TestSetTakeProfit() })
// 订单管理
s.T.Run("CancelAllOrders", func(t *testing.T) { s.TestCancelAllOrders() })
s.T.Run("CancelStopOrders", func(t *testing.T) { s.TestCancelStopOrders() })
s.T.Run("CancelStopLossOrders", func(t *testing.T) { s.TestCancelStopLossOrders() })
s.T.Run("CancelTakeProfitOrders", func(t *testing.T) { s.TestCancelTakeProfitOrders() })
}
// TestGetBalance 测试获取账户余额
func (s *TraderTestSuite) TestGetBalance() {
tests := []struct {
name string
wantError bool
validate func(*testing.T, map[string]interface{})
}{
{
name: "成功获取余额",
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
assert.Contains(t, result, "totalWalletBalance")
assert.Contains(t, result, "availableBalance")
},
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.GetBalance()
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestGetPositions 测试获取持仓
func (s *TraderTestSuite) TestGetPositions() {
tests := []struct {
name string
wantError bool
validate func(*testing.T, []map[string]interface{})
}{
{
name: "成功获取持仓列表",
wantError: false,
validate: func(t *testing.T, positions []map[string]interface{}) {
assert.NotNil(t, positions)
// 持仓可以为空数组
for _, pos := range positions {
assert.Contains(t, pos, "symbol")
assert.Contains(t, pos, "side")
assert.Contains(t, pos, "positionAmt")
}
},
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.GetPositions()
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestGetMarketPrice 测试获取市场价格
func (s *TraderTestSuite) TestGetMarketPrice() {
tests := []struct {
name string
symbol string
wantError bool
validate func(*testing.T, float64)
}{
{
name: "成功获取BTC价格",
symbol: "BTCUSDT",
wantError: false,
validate: func(t *testing.T, price float64) {
assert.Greater(t, price, 0.0)
},
},
{
name: "无效交易对返回错误",
symbol: "INVALIDUSDT",
wantError: true,
validate: nil,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
price, err := s.Trader.GetMarketPrice(tt.symbol)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, price)
}
}
})
}
}
// TestSetLeverage 测试设置杠杆
func (s *TraderTestSuite) TestSetLeverage() {
tests := []struct {
name string
symbol string
leverage int
wantError bool
}{
{
name: "设置10倍杠杆",
symbol: "BTCUSDT",
leverage: 10,
wantError: false,
},
{
name: "设置1倍杠杆",
symbol: "ETHUSDT",
leverage: 1,
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.SetLeverage(tt.symbol, tt.leverage)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestSetMarginMode 测试设置仓位模式
func (s *TraderTestSuite) TestSetMarginMode() {
tests := []struct {
name string
symbol string
isCrossMargin bool
wantError bool
}{
{
name: "设置全仓模式",
symbol: "BTCUSDT",
isCrossMargin: true,
wantError: false,
},
{
name: "设置逐仓模式",
symbol: "ETHUSDT",
isCrossMargin: false,
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.SetMarginMode(tt.symbol, tt.isCrossMargin)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestFormatQuantity 测试数量格式化
func (s *TraderTestSuite) TestFormatQuantity() {
tests := []struct {
name string
symbol string
quantity float64
wantError bool
validate func(*testing.T, string)
}{
{
name: "格式化BTC数量",
symbol: "BTCUSDT",
quantity: 1.23456789,
wantError: false,
validate: func(t *testing.T, result string) {
assert.NotEmpty(t, result)
},
},
{
name: "格式化小数量",
symbol: "ETHUSDT",
quantity: 0.001,
wantError: false,
validate: func(t *testing.T, result string) {
assert.NotEmpty(t, result)
},
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.FormatQuantity(tt.symbol, tt.quantity)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestCancelAllOrders 测试取消所有订单
func (s *TraderTestSuite) TestCancelAllOrders() {
tests := []struct {
name string
symbol string
wantError bool
}{
{
name: "取消BTC所有订单",
symbol: "BTCUSDT",
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.CancelAllOrders(tt.symbol)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// ============================================================
// 核心交易方法测试
// ============================================================
// TestOpenLong 测试开多仓
func (s *TraderTestSuite) TestOpenLong() {
tests := []struct {
name string
symbol string
quantity float64
leverage int
wantError bool
validate func(*testing.T, map[string]interface{})
}{
{
name: "成功开多仓",
symbol: "BTCUSDT",
quantity: 0.01,
leverage: 10,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
assert.Contains(t, result, "symbol")
assert.Equal(t, "BTCUSDT", result["symbol"])
},
},
{
name: "小数量开仓",
symbol: "ETHUSDT",
quantity: 0.004, // 增加到 0.004 以满足 Binance Futures 的 10 USDT 最小订单金额要求 (0.004 * 3000 = 12 USDT)
leverage: 5,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
},
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.OpenLong(tt.symbol, tt.quantity, tt.leverage)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestOpenShort 测试开空仓
func (s *TraderTestSuite) TestOpenShort() {
tests := []struct {
name string
symbol string
quantity float64
leverage int
wantError bool
validate func(*testing.T, map[string]interface{})
}{
{
name: "成功开空仓",
symbol: "BTCUSDT",
quantity: 0.01,
leverage: 10,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
assert.Contains(t, result, "symbol")
assert.Equal(t, "BTCUSDT", result["symbol"])
},
},
{
name: "小数量开空仓",
symbol: "ETHUSDT",
quantity: 0.004, // 增加到 0.004 以满足 Binance Futures 的 10 USDT 最小订单金额要求 (0.004 * 3000 = 12 USDT)
leverage: 5,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
},
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.OpenShort(tt.symbol, tt.quantity, tt.leverage)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestCloseLong 测试平多仓
func (s *TraderTestSuite) TestCloseLong() {
tests := []struct {
name string
symbol string
quantity float64
wantError bool
validate func(*testing.T, map[string]interface{})
}{
{
name: "平指定数量",
symbol: "BTCUSDT",
quantity: 0.01,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
assert.Contains(t, result, "symbol")
},
},
{
name: "全部平仓_quantity为0_无持仓返回错误",
symbol: "ETHUSDT",
quantity: 0,
wantError: true, // 当没有持仓时quantity=0 应该返回错误
validate: nil,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.CloseLong(tt.symbol, tt.quantity)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// TestCloseShort 测试平空仓
func (s *TraderTestSuite) TestCloseShort() {
tests := []struct {
name string
symbol string
quantity float64
wantError bool
validate func(*testing.T, map[string]interface{})
}{
{
name: "平指定数量",
symbol: "BTCUSDT",
quantity: 0.01,
wantError: false,
validate: func(t *testing.T, result map[string]interface{}) {
assert.NotNil(t, result)
assert.Contains(t, result, "symbol")
},
},
{
name: "全部平仓_quantity为0_无持仓返回错误",
symbol: "ETHUSDT",
quantity: 0,
wantError: true, // 当没有持仓时quantity=0 应该返回错误
validate: nil,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
result, err := s.Trader.CloseShort(tt.symbol, tt.quantity)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
if tt.validate != nil {
tt.validate(t, result)
}
}
})
}
}
// ============================================================
// 止损止盈测试
// ============================================================
// TestSetStopLoss 测试设置止损
func (s *TraderTestSuite) TestSetStopLoss() {
tests := []struct {
name string
symbol string
positionSide string
quantity float64
stopPrice float64
wantError bool
}{
{
name: "多头止损",
symbol: "BTCUSDT",
positionSide: "LONG",
quantity: 0.01,
stopPrice: 45000.0,
wantError: false,
},
{
name: "空头止损",
symbol: "ETHUSDT",
positionSide: "SHORT",
quantity: 0.1,
stopPrice: 3200.0,
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.SetStopLoss(tt.symbol, tt.positionSide, tt.quantity, tt.stopPrice)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestSetTakeProfit 测试设置止盈
func (s *TraderTestSuite) TestSetTakeProfit() {
tests := []struct {
name string
symbol string
positionSide string
quantity float64
takeProfitPrice float64
wantError bool
}{
{
name: "多头止盈",
symbol: "BTCUSDT",
positionSide: "LONG",
quantity: 0.01,
takeProfitPrice: 55000.0,
wantError: false,
},
{
name: "空头止盈",
symbol: "ETHUSDT",
positionSide: "SHORT",
quantity: 0.1,
takeProfitPrice: 2800.0,
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.SetTakeProfit(tt.symbol, tt.positionSide, tt.quantity, tt.takeProfitPrice)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestCancelStopOrders 测试取消止盈止损单
func (s *TraderTestSuite) TestCancelStopOrders() {
tests := []struct {
name string
symbol string
wantError bool
}{
{
name: "取消BTC止盈止损单",
symbol: "BTCUSDT",
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.CancelStopOrders(tt.symbol)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestCancelStopLossOrders 测试取消止损单
func (s *TraderTestSuite) TestCancelStopLossOrders() {
tests := []struct {
name string
symbol string
wantError bool
}{
{
name: "取消BTC止损单",
symbol: "BTCUSDT",
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.CancelStopLossOrders(tt.symbol)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}
// TestCancelTakeProfitOrders 测试取消止盈单
func (s *TraderTestSuite) TestCancelTakeProfitOrders() {
tests := []struct {
name string
symbol string
wantError bool
}{
{
name: "取消BTC止盈单",
symbol: "BTCUSDT",
wantError: false,
},
}
for _, tt := range tests {
s.T.Run(tt.name, func(t *testing.T) {
err := s.Trader.CancelTakeProfitOrders(tt.symbol)
if tt.wantError {
assert.Error(t, err)
} else {
assert.NoError(t, err)
}
})
}
}