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import pytest
import time
from unittest.mock import patch, MagicMock
from agentic_ai_system.execution_agent import ExecutionAgent
class TestExecutionAgent:
"""Test cases for ExecutionAgent"""
@pytest.fixture
def config(self):
"""Sample configuration for testing"""
return {
'execution': {
'broker_api': 'paper',
'order_size': 10,
'delay_ms': 50,
'success_rate': 0.95
},
'trading': {
'symbol': 'AAPL',
'timeframe': '1min',
'capital': 100000
},
'risk': {
'max_position': 100,
'max_drawdown': 0.05
}
}
@pytest.fixture
def execution_agent(self, config):
"""Create an ExecutionAgent instance"""
return ExecutionAgent(config)
@pytest.fixture
def valid_signal(self):
"""Create a valid trading signal"""
return {
'action': 'buy',
'symbol': 'AAPL',
'quantity': 10,
'price': 150.0,
'confidence': 0.8
}
def test_initialization(self, execution_agent, config):
"""Test agent initialization"""
assert execution_agent.broker_api == config['execution']['broker_api']
assert execution_agent.order_size == config['execution']['order_size']
assert execution_agent.execution_delay == config['execution']['delay_ms']
assert execution_agent.success_rate == config['execution']['success_rate']
def test_act_with_valid_signal(self, execution_agent, valid_signal):
"""Test order execution with valid signal"""
result = execution_agent.act(valid_signal)
# Check result structure
assert isinstance(result, dict)
assert 'order_id' in result
assert 'status' in result
assert 'action' in result
assert 'symbol' in result
assert 'quantity' in result
assert 'price' in result
assert 'execution_time' in result
assert 'commission' in result
assert 'total_value' in result
assert 'success' in result
assert 'error' in result
# Check values
assert result['action'] == valid_signal['action']
assert result['symbol'] == valid_signal['symbol']
assert result['quantity'] == valid_signal['quantity']
assert result['price'] > 0
assert result['execution_time'] > 0
assert result['commission'] >= 0
assert result['total_value'] >= 0
def test_act_with_hold_signal(self, execution_agent):
"""Test order execution with hold signal"""
hold_signal = {
'action': 'hold',
'symbol': 'AAPL',
'quantity': 0,
'price': 0,
'confidence': 0.0
}
result = execution_agent.act(hold_signal)
assert result['action'] == 'hold'
assert result['quantity'] == 0
assert result['success'] == True # Hold should always succeed
def test_validate_signal_valid(self, execution_agent, valid_signal):
"""Test signal validation with valid signal"""
assert execution_agent._validate_signal(valid_signal) == True
def test_validate_signal_missing_fields(self, execution_agent):
"""Test signal validation with missing fields"""
invalid_signal = {'action': 'buy'} # Missing symbol and quantity
assert execution_agent._validate_signal(invalid_signal) == False
def test_validate_signal_invalid_action(self, execution_agent):
"""Test signal validation with invalid action"""
invalid_signal = {
'action': 'invalid_action',
'symbol': 'AAPL',
'quantity': 10
}
assert execution_agent._validate_signal(invalid_signal) == False
def test_validate_signal_invalid_quantity(self, execution_agent):
"""Test signal validation with invalid quantity"""
invalid_signal = {
'action': 'buy',
'symbol': 'AAPL',
'quantity': -5 # Negative quantity
}
assert execution_agent._validate_signal(invalid_signal) == False
def test_validate_signal_invalid_symbol(self, execution_agent):
"""Test signal validation with invalid symbol"""
invalid_signal = {
'action': 'buy',
'symbol': '', # Empty symbol
'quantity': 10
}
assert execution_agent._validate_signal(invalid_signal) == False
def test_calculate_commission(self, execution_agent):
"""Test commission calculation"""
# Test buy order
buy_signal = {'action': 'buy', 'quantity': 10}
commission_buy = execution_agent._calculate_commission(buy_signal)
# Base commission ($1) + per share commission ($0.01 * 10) = $1.10
expected_commission = 1.0 + (10 * 0.01)
assert commission_buy == expected_commission
# Test sell order
sell_signal = {'action': 'sell', 'quantity': 5}
commission_sell = execution_agent._calculate_commission(sell_signal)
expected_commission = 1.0 + (5 * 0.01)
assert commission_sell == expected_commission
# Test hold order (no commission)
hold_signal = {'action': 'hold', 'quantity': 0}
commission_hold = execution_agent._calculate_commission(hold_signal)
assert commission_hold == 0.0
def test_generate_order_id(self, execution_agent):
"""Test order ID generation"""
order_id = execution_agent._generate_order_id()
assert isinstance(order_id, str)
assert order_id.startswith('ORD_')
assert len(order_id) == 12 # 'ORD_' + 8 hex characters
def test_simulate_successful_execution(self, execution_agent, valid_signal):
"""Test successful execution simulation"""
result = execution_agent._simulate_successful_execution(valid_signal)
assert result['status'] == 'filled'
assert result['success'] == True
assert result['error'] is None
assert result['order_id'] is not None
assert result['price'] > 0
assert result['total_value'] > 0
def test_simulate_failed_execution(self, execution_agent, valid_signal):
"""Test failed execution simulation"""
result = execution_agent._simulate_failed_execution(valid_signal)
assert result['status'] == 'rejected'
assert result['success'] == False
assert result['error'] is not None
assert result['order_id'] is None
assert result['price'] == 0
assert result['total_value'] == 0
def test_generate_execution_result(self, execution_agent, valid_signal):
"""Test execution result generation"""
# Test successful result
success_result = execution_agent._generate_execution_result(valid_signal, True)
assert success_result['status'] == 'filled'
assert success_result['success'] == True
assert success_result['order_id'] is not None
# Test failed result
failed_result = execution_agent._generate_execution_result(valid_signal, False, "Test error")
assert failed_result['status'] == 'rejected'
assert failed_result['success'] == False
assert failed_result['error'] == "Test error"
assert failed_result['order_id'] is None
def test_execution_delay(self, execution_agent, valid_signal):
"""Test that execution delay is applied"""
start_time = time.time()
with patch('time.sleep') as mock_sleep:
execution_agent._execute_order(valid_signal)
mock_sleep.assert_called_once()
# Check that sleep was called with the correct delay
call_args = mock_sleep.call_args[0][0]
expected_delay = execution_agent.execution_delay / 1000.0
assert abs(call_args - expected_delay) < 0.001
def test_success_rate_simulation(self, execution_agent, valid_signal):
"""Test success rate simulation"""
# Set success rate to 0.0 (should always fail)
execution_agent.success_rate = 0.0
with patch('random.random', return_value=0.5): # Always above 0.0
result = execution_agent._execute_order(valid_signal)
assert result['success'] == False
# Set success rate to 1.0 (should always succeed)
execution_agent.success_rate = 1.0
with patch('random.random', return_value=0.5): # Always below 1.0
result = execution_agent._execute_order(valid_signal)
assert result['success'] == True
def test_error_handling_in_execution(self, execution_agent, valid_signal):
"""Test error handling during execution"""
# Mock _simulate_successful_execution to raise an exception
with patch.object(execution_agent, '_simulate_successful_execution', side_effect=Exception("Test error")):
result = execution_agent._execute_order(valid_signal)
assert result['success'] == False
assert "Test error" in result['error']
def test_get_execution_statistics(self, execution_agent):
"""Test execution statistics retrieval"""
stats = execution_agent.get_execution_statistics()
expected_keys = [
'total_orders', 'successful_orders', 'failed_orders',
'success_rate', 'average_execution_time', 'total_commission'
]
for key in expected_keys:
assert key in stats
# Check default values
assert stats['total_orders'] == 0
assert stats['successful_orders'] == 0
assert stats['failed_orders'] == 0
assert stats['success_rate'] == 0.0
assert stats['average_execution_time'] == 0.0
assert stats['total_commission'] == 0.0
def test_price_slippage_simulation(self, execution_agent, valid_signal):
"""Test price slippage simulation"""
# Mock random.uniform to return a known slippage value
with patch('random.uniform', return_value=0.001): # 0.1% slippage
result = execution_agent._simulate_successful_execution(valid_signal)
# Price should be slightly different from original
original_price = valid_signal['price']
executed_price = result['price']
# Should be within 0.2% of original price
price_diff = abs(executed_price - original_price) / original_price
assert price_diff <= 0.002
def test_commission_calculation_edge_cases(self, execution_agent):
"""Test commission calculation edge cases"""
# Test with zero quantity
zero_signal = {'action': 'buy', 'quantity': 0}
commission_zero = execution_agent._calculate_commission(zero_signal)
assert commission_zero == 1.0 # Only base commission
# Test with very large quantity
large_signal = {'action': 'sell', 'quantity': 10000}
commission_large = execution_agent._calculate_commission(large_signal)
expected_large = 1.0 + (10000 * 0.01)
assert commission_large == expected_large
def test_order_id_uniqueness(self, execution_agent):
"""Test that order IDs are unique"""
order_ids = set()
for _ in range(100):
order_id = execution_agent._generate_order_id()
order_ids.add(order_id)
# All order IDs should be unique
assert len(order_ids) == 100 |