Write tests for trailing-stop.

supervisor/core/trailing_orders.py

@@ -20,7 +20,7 @@ class TrailingShell:
     # Don't grow a table larger than this amount. Helps cap memory usage.
     MAX_TABLE_LEN = 200
 
-    def __init__(self, order, offset: int, tick_size: float, test=True):
+    def __init__(self, order, offset: int, tick_size: float, test=True, init_ws=True):
         self.tick_size = tick_size
         self.exited = False
         self.test = test
@@ -39,7 +39,8 @@ def __init__(self, order, offset: int, tick_size: float, test=True):
 
         self.__reset()
 
-        self.connect()
+        if init_ws:
+            self.connect()
 
     def __del__(self):
         self.exit()

tests/unit/test_trailing.py

@@ -1,17 +1,50 @@
 import unittest
+from unittest.mock import Mock, patch
 
 from supervisor.core.orders import Order
 from supervisor.core.trailing_orders import TrailingShell
 from supervisor.core.utils.math import to_nearest
 
 
-class Tests(unittest.TestCase):
+class TrailingShellMethodsTests(unittest.TestCase):
     def setUp(self) -> None:
         self.order = Order(order_type='Stop', qty=228, stop_px=900, side='Sell')
-        self.trailing_order = TrailingShell(order=self.order, offset=10, tick_size=0.5, test=True)
+        self.trailing_order = TrailingShell(order=self.order, offset=10, tick_size=0.5, test=True, init_ws=False)
 
     def tearDown(self):
-        pass
+        self.trailing_order.exit()
+
+    def test_calculate_new_price_for_sale_order(self):
+        """
+        expected price:
+        15000 * (1 - (10 / 100))
+        = 13500
+        """
+
+        new_price = self.trailing_order.calculate_new_price(15000)
+        self.assertEqual(13500, new_price)
+
+    def test_calculate_new_price_for_buy_order(self):
+        """
+        expected price:
+        15000 * (1 + (10 / 100))
+        = 16500
+        """
+
+        self.order.side = 'Buy'
+        new_price = self.trailing_order.calculate_new_price(15000)
+        self.assertEqual(16500, new_price)
+
+    def test_calculate_new_price_with_rounding(self):
+        """
+        expected price:
+        1234 * (1 - (10 / 100))
+        = 1110.6000000000001
+        correct price after rounding is 1110.5
+        """
+
+        new_price = self.trailing_order.calculate_new_price(1234)
+        self.assertEqual(1110.5, new_price)
 
     def test_update_max_price(self):
         self.trailing_order.initial_price = 1000