Initial commit: Mantle AI Trading Bot
Features: - AI-powered signal generation with multi-factor analysis - Fundamental news aggregation from multiple sources - Technical analysis with 6+ indicators - VectorDB integration for semantic search - Backtesting engine with performance metrics - Demo/paper trading mode - Real-time WebSocket updates - Comprehensive dashboard UI Built for Mantle Turing Test Hackathon - AI Trading track - AI Alpha & Data track
This commit is contained in:
Mantle AI Trader
184
tests/unit/demo-trader.test.ts
Normal file
184
tests/unit/demo-trader.test.ts
Normal file
@@ -0,0 +1,184 @@
|
||||
/**
|
||||
* Unit Tests for Demo Trader
|
||||
*/
|
||||
|
||||
import { describe, test, expect, beforeEach } from 'bun:test';
|
||||
import { DemoTrader } from '../../src/lib/trading/demo/demo-trader';
|
||||
import { TradeAction, OrderType } from '../../src/lib/trading/core/types';
|
||||
|
||||
describe('DemoTrader', () => {
|
||||
let demoTrader: DemoTrader;
|
||||
|
||||
beforeEach(() => {
|
||||
demoTrader = new DemoTrader(10000);
|
||||
});
|
||||
|
||||
describe('initialization', () => {
|
||||
test('should initialize with correct portfolio', () => {
|
||||
const portfolio = demoTrader.getPortfolio();
|
||||
|
||||
expect(portfolio.totalValue).toBe(10000);
|
||||
expect(portfolio.cashBalance).toBe(10000);
|
||||
expect(portfolio.realizedPnL).toBe(0);
|
||||
expect(portfolio.unrealizedPnL).toBe(0);
|
||||
});
|
||||
|
||||
test('should have no positions initially', () => {
|
||||
const positions = demoTrader.getPositions();
|
||||
expect(positions.length).toBe(0);
|
||||
});
|
||||
});
|
||||
|
||||
describe('placeOrder', () => {
|
||||
test('should place a market buy order', () => {
|
||||
// Set price first
|
||||
demoTrader.updatePrice('BTCUSDT', 45000);
|
||||
|
||||
const order = demoTrader.placeOrder({
|
||||
symbol: 'BTCUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 0.1
|
||||
});
|
||||
|
||||
expect(order).toBeDefined();
|
||||
expect(order.status).toBe('FILLED');
|
||||
expect(order.symbol).toBe('BTCUSDT');
|
||||
expect(order.side).toBe(TradeAction.BUY);
|
||||
});
|
||||
|
||||
test('should update cash balance after buy order', () => {
|
||||
demoTrader.updatePrice('ETHUSDT', 2500);
|
||||
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'ETHUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 2
|
||||
});
|
||||
|
||||
const portfolio = demoTrader.getPortfolio();
|
||||
expect(portfolio.cashBalance).toBe(10000 - (2500 * 2));
|
||||
});
|
||||
|
||||
test('should create a position after buy order', () => {
|
||||
demoTrader.updatePrice('SOLUSDT', 100);
|
||||
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'SOLUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 10
|
||||
});
|
||||
|
||||
const positions = demoTrader.getPositions();
|
||||
expect(positions.length).toBe(1);
|
||||
expect(positions[0].symbol).toBe('SOLUSDT');
|
||||
expect(positions[0].side).toBe('LONG');
|
||||
expect(positions[0].quantity).toBe(10);
|
||||
});
|
||||
|
||||
test('should throw error for insufficient capital', () => {
|
||||
demoTrader.updatePrice('BTCUSDT', 45000);
|
||||
|
||||
expect(() => {
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'BTCUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 1 // Would cost 45000, but we only have 10000
|
||||
});
|
||||
}).toThrow('Insufficient capital');
|
||||
});
|
||||
});
|
||||
|
||||
describe('closePosition', () => {
|
||||
test('should close an existing position', () => {
|
||||
demoTrader.updatePrice('BTCUSDT', 45000);
|
||||
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'BTCUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 0.1
|
||||
});
|
||||
|
||||
const closeOrder = demoTrader.closePosition('BTCUSDT');
|
||||
|
||||
expect(closeOrder).toBeDefined();
|
||||
expect(closeOrder?.side).toBe(TradeAction.SELL);
|
||||
|
||||
const positions = demoTrader.getPositions();
|
||||
expect(positions.length).toBe(0);
|
||||
});
|
||||
|
||||
test('should return null when closing non-existent position', () => {
|
||||
const result = demoTrader.closePosition('NONEXISTENT');
|
||||
expect(result).toBeNull();
|
||||
});
|
||||
});
|
||||
|
||||
describe('updatePrice', () => {
|
||||
test('should update position PnL when price changes', () => {
|
||||
demoTrader.updatePrice('ETHUSDT', 2500);
|
||||
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'ETHUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 2
|
||||
});
|
||||
|
||||
// Price goes up
|
||||
demoTrader.updatePrice('ETHUSDT', 2600);
|
||||
|
||||
const positions = demoTrader.getPositions();
|
||||
expect(positions[0].unrealizedPnL).toBeGreaterThan(0);
|
||||
expect(positions[0].currentPrice).toBe(2600);
|
||||
});
|
||||
});
|
||||
|
||||
describe('reset', () => {
|
||||
test('should reset portfolio to initial state', () => {
|
||||
demoTrader.updatePrice('BTCUSDT', 45000);
|
||||
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'BTCUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 0.1
|
||||
});
|
||||
|
||||
demoTrader.reset(15000);
|
||||
|
||||
const portfolio = demoTrader.getPortfolio();
|
||||
expect(portfolio.totalValue).toBe(15000);
|
||||
expect(portfolio.cashBalance).toBe(15000);
|
||||
|
||||
const positions = demoTrader.getPositions();
|
||||
expect(positions.length).toBe(0);
|
||||
});
|
||||
});
|
||||
|
||||
describe('getStatistics', () => {
|
||||
test('should return correct trade statistics', () => {
|
||||
demoTrader.updatePrice('BTCUSDT', 45000);
|
||||
|
||||
// Open and close a position
|
||||
demoTrader.placeOrder({
|
||||
symbol: 'BTCUSDT',
|
||||
side: TradeAction.BUY,
|
||||
type: OrderType.MARKET,
|
||||
quantity: 0.1
|
||||
});
|
||||
|
||||
demoTrader.updatePrice('BTCUSDT', 46000); // Price up
|
||||
demoTrader.closePosition('BTCUSDT');
|
||||
|
||||
const stats = demoTrader.getStatistics();
|
||||
|
||||
expect(stats.totalTrades).toBe(2); // Open and close
|
||||
expect(stats.winningTrades + stats.losingTrades).toBe(stats.totalTrades);
|
||||
});
|
||||
});
|
||||
});
|
||||
114
tests/unit/signal-engine.test.ts
Normal file
114
tests/unit/signal-engine.test.ts
Normal file
@@ -0,0 +1,114 @@
|
||||
/**
|
||||
* Unit Tests for Signal Engine
|
||||
*/
|
||||
|
||||
import { describe, test, expect, beforeEach } from 'bun:test';
|
||||
import { SignalEngine } from '../../src/lib/trading/signals/signal-engine';
|
||||
import { TimeFrame, TradeAction, MarketDataPoint } from '../../src/lib/trading/core/types';
|
||||
|
||||
describe('SignalEngine', () => {
|
||||
let signalEngine: SignalEngine;
|
||||
|
||||
beforeEach(() => {
|
||||
signalEngine = new SignalEngine();
|
||||
});
|
||||
|
||||
describe('generateSignal', () => {
|
||||
test('should generate a signal with required fields', async () => {
|
||||
const marketData = generateTestMarketData('BTCUSDT', 100);
|
||||
|
||||
const result = await signalEngine.generateSignal({
|
||||
symbol: 'BTCUSDT',
|
||||
timeframe: TimeFrame.ONE_HOUR,
|
||||
marketData,
|
||||
newsArticles: []
|
||||
});
|
||||
|
||||
expect(result).toBeDefined();
|
||||
expect(result.signal).toBeDefined();
|
||||
expect(result.signal.symbol).toBe('BTCUSDT');
|
||||
expect(result.signal.action).toBeDefined();
|
||||
expect([TradeAction.BUY, TradeAction.SELL, TradeAction.HOLD]).toContain(result.signal.action);
|
||||
expect(result.signal.confidence).toBeGreaterThanOrEqual(0);
|
||||
expect(result.signal.confidence).toBeLessThanOrEqual(1);
|
||||
});
|
||||
|
||||
test('should include technical analysis', async () => {
|
||||
const marketData = generateTestMarketData('ETHUSDT', 200);
|
||||
|
||||
const result = await signalEngine.generateSignal({
|
||||
symbol: 'ETHUSDT',
|
||||
timeframe: TimeFrame.ONE_HOUR,
|
||||
marketData,
|
||||
newsArticles: []
|
||||
});
|
||||
|
||||
expect(result.analysis.technicalAnalysis).toBeDefined();
|
||||
expect(result.analysis.technicalAnalysis.trend).toBeDefined();
|
||||
expect(['BULLISH', 'BEARISH', 'SIDEWAYS']).toContain(result.analysis.technicalAnalysis.trend);
|
||||
expect(result.analysis.technicalAnalysis.indicators).toBeDefined();
|
||||
});
|
||||
|
||||
test('should include risk assessment', async () => {
|
||||
const marketData = generateTestMarketData('SOLUSDT', 150);
|
||||
|
||||
const result = await signalEngine.generateSignal({
|
||||
symbol: 'SOLUSDT',
|
||||
timeframe: TimeFrame.ONE_HOUR,
|
||||
marketData,
|
||||
newsArticles: []
|
||||
});
|
||||
|
||||
expect(result.riskAssessment).toBeDefined();
|
||||
expect(result.riskAssessment.riskScore).toBeGreaterThanOrEqual(0);
|
||||
expect(result.riskAssessment.riskScore).toBeLessThanOrEqual(1);
|
||||
expect(result.riskAssessment.riskLevel).toBeDefined();
|
||||
});
|
||||
|
||||
test('should handle insufficient data gracefully', async () => {
|
||||
const marketData = generateTestMarketData('BTCUSDT', 10);
|
||||
|
||||
const result = await signalEngine.generateSignal({
|
||||
symbol: 'BTCUSDT',
|
||||
timeframe: TimeFrame.ONE_HOUR,
|
||||
marketData,
|
||||
newsArticles: []
|
||||
});
|
||||
|
||||
expect(result).toBeDefined();
|
||||
expect(result.analysis.technicalAnalysis.score).toBe(0.5); // Default for insufficient data
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
// Helper function to generate test market data
|
||||
function generateTestMarketData(symbol: string, count: number): MarketDataPoint[] {
|
||||
const data: MarketDataPoint[] = [];
|
||||
let price = 40000 + Math.random() * 5000;
|
||||
const now = Date.now();
|
||||
const hourMs = 60 * 60 * 1000;
|
||||
|
||||
for (let i = count; i >= 0; i--) {
|
||||
const change = (Math.random() - 0.5) * price * 0.02;
|
||||
const open = price;
|
||||
const close = price + change;
|
||||
const high = Math.max(open, close) + Math.random() * Math.abs(change) * 0.5;
|
||||
const low = Math.min(open, close) - Math.random() * Math.abs(change) * 0.5;
|
||||
const volume = 1000 + Math.random() * 5000;
|
||||
|
||||
data.push({
|
||||
symbol,
|
||||
timeframe: TimeFrame.ONE_HOUR,
|
||||
timestamp: new Date(now - i * hourMs),
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
volume
|
||||
});
|
||||
|
||||
price = close;
|
||||
}
|
||||
|
||||
return data;
|
||||
}
|
||||
Reference in New Issue
Block a user