o j% @sdZddlZddlmmZddlZddlZddl Z ddl Z ddl Z ddl m Z m Z mZejdejejejeGdddZGdddeZGdd d ZGd d d e jZed krie dSdS) aQ test_wash_trade_exit_bugfix.py [BUGFIX 2026-09-02] Regression coverage for two related fixes made after reviewing 2026-09-02's live session logs: 1. exit_position()'s wash-trade handler used to adopt ANY existing_order_id Alpaca handed back in a wash-trade rejection as if it were a resting close (SELL) order, with no check that it actually was one. Live logs showed the rejection can instead name the position's own still- unsettled entry (BUY) order -- adopting that meant _poll_pending_exit() later saw the BUY fill and _finalize_exit() recorded it as the exit, marking the position "closed" locally (with a fabricated exit price) while the real shares stayed open, unmanaged, at the broker indefinitely (confirmed live for OWL and NVAX on 2026-09-02: RECONCILE flagged both as broker-side orphans from shortly after entry through market close). 2. reconcile_with_broker() previously had no interval throttle of its own and fired on every 5s main-loop cycle. No real Alpaca calls are made anywhere in this file -- self.client is a fake with hand-scripted responses. N)datetime timedeltatimezonec@seZdZdddZdS) _FakeOrderNcCs"||_||_||_||_||_dSN)idsymbolsidestatusfilled_avg_price)selfrrr r r r @/var/www/screener/premarket/tests/test_wash_trade_exit_bugfix.py__init__$  z_FakeOrder.__init__r)__name__ __module__ __qualname__rr r r rr#srcseZdZfddZZS)_WashTradeErrorcstd|dS)Nz{"code":40310000,"existing_order_id":"%s","message":"potential wash trade detected. use complex orders","reject_reason":"opposite side market/stop order exists"})superr)r existing_order_id __class__r rr-s z_WashTradeError.__init__)rrrr __classcell__r r rrr,src@s0eZdZdZddZddZddZdd Zd S) _FakeClientz6Hand-scripted stand-in for alpaca_client.AlpacaClient.cCs"i|_d|_d|_g|_d|_dS)Nr) orders_by_idclose_position_callsclose_position_side_effectopen_positionsget_open_positions_callsr r r rr9rz_FakeClient.__init__cCs&|jd7_|jdur|jtd)Nz(test must set close_position_side_effect)rrAssertionError)r rr r rclose_position@s z_FakeClient.close_positioncCs |j|Sr)rget)r order_idr r r get_orderFs z_FakeClient.get_ordercCs|jd7_|jS)Nr!)rrr r r rget_open_positionsIsz_FakeClient.get_open_positionsN)rrr__doc__rr#r&r'r r r rr6s  rc@s4eZdZddZddZddZddZd d Zd S) WashTradeExitBugfixTestsc s4t_t_ttjtjtj t ddl }|j ddladdlatj_fdd}|t_ttjdd_dj_t_jj_iddd d d ttjd d dddddddddddddddddddddd d!d"d#dd$ddddd%jjd<dS)&NrcsFddlm}j}i}dD]}|||}|jddd|||<q |S)Nr)Path) premarketintradaytradesstateT)parentsexist_ok)pathlibr*tmpdirmkdir)r*baseoutnamepr r r fake_dirs]s   z1WashTradeExitBugfixTests.setUp..fake_dirsT) simulationFrOWL entry_priceL'@ entry_time initial_stopgGz'@ current_stopGz.'@ highest_pricegzGa'@ current_pricetrailing_distanceg)\(?shares current_plmfegQ@ exit_price exit_reasonr openr% ENTRY-OWL-1 entry_reasontestfade_grace_activer!)grace_extensions_used exit_pending exit_order_idexit_reason_pendingexit_retry_after)tempfilemkdtempr2osgetcwd _orig_cwdchdirpathdirnameabspath__file__ config_loader get_config cache_clear data_storeposition_manager_dirs _orig_dirs ensure_dirsPositionManagerpmr9r fake_clientclientrnowrutc isoformat positions)r r_r8r r rsetUpOsl  "    zWashTradeExitBugfixTests.setUpcCs(tj|jdd|jt_t|jdS)NT) ignore_errors) shutilrmtreer2rerbrdrWrZrYr r r rtearDown~sz!WashTradeExitBugfixTests.tearDowncCsddlm}|jjd}td|j_tdd|jddd|jj d<|j ddd }| || |d d d | |d | |dddddS)a5The exact 2026-09-02 OWL/NVAX failure: the wash-trade rejection names the position's own still-open BUY order. That must NOT be adopted as the exit -- the position should stay 'open' (so the next cycle retries a clean close) rather than being marked 'closed' off of a buy fill.r OrderSider:rLfilledr<r r@ TRAILING_STOPr rKzCposition must NOT be marked closed/closing off an adopted BUY orderrRrFrGgQz0must not fabricate the historical bad exit priceN)alpaca.trading.enumsrurhrnrrirrBUYr exit_position assertIsNone assertEqualassertNotEqualr$r rur7resultr r r5test_wash_trade_naming_own_entry_order_is_not_adopteds      zNWashTradeExitBugfixTests.test_wash_trade_naming_own_entry_order_is_not_adoptedcCsddlm}|jjd}td|j_tdd|jddd|jj d<|j ddd }| || |d d | |d d| |d ddS)zSanity check the fix doesn't break the legitimate case the 2026-08-18 bugfix was written for: a genuine resting close/SELL order should still be adopted and polled to completion.rrtr:z REAL-CLOSE-1rvg333333'@rwr@rxr closedrRrIN) ryrurhrnrrirrSELLrr{assertIsNotNoner}rr r r;test_wash_trade_naming_a_real_resting_sell_is_still_adopteds     zTWashTradeExitBugfixTests.test_wash_trade_naming_a_real_resting_sell_is_still_adoptedcCspg|j_|j|j|j||jjddttj t dd|j_ |j||jjddS)z{reconcile_with_broker() must not hit the broker on every call -- only once per schedule.reconcile_interval_seconds.r!zs"&  t