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Copy-trading test suite (deterministic + live)

Plná reprodukovatelná copy-trading test suite. Dvě vrstvy:

  1. Deterministic testy (xUnit, žádná síť) — copy math + engine logic. Rychlé, CI, žádná tajemství. Cover every money-management mode, every filter/option, engine resilience.
  2. Live E2E testy (reálné cTrader demo účty) — production CopyEngineHost placing + copying real orders between real accounts. Plně automatizované, rerunnable jako unit test: read cached creds z local gitignored files, self-refresh access token, skip clean when secrets absent (CI stays green).

Nikdy neběží proti live-funded účtu — každý účet demo, každý live test closes positions it opened.

Layout​

tests/UnitTests/CopyTrading/
  CopySizingCalculatorTests.cs   — every sizing mode + rounding + min/max lot
  CopyDecisionEngineTests.cs     — direction/reverse/slippage/delay/symbol filter/size-zero
  CopyEngineHostTests.cs         — host copy logic against an in-memory fake session
  FakeTradingSession.cs          — deterministic IOpenApiTradingSession (records orders/closes/amends)
  OpenApiConnectionTests.cs      — connect / reconnect / backoff / fatal fault (resilience)

tests/IntegrationTests/CopyLive/
  LiveCopySecrets.cs             — loads the gitignored secrets, saves refreshed tokens
  LiveTokenBootstrapTests.cs     — one-shot: decrypt tokens from app DB into the token cache
  LiveCopyFixture.cs             — rotates the access token, exposes the demo account list
  LiveCopyScenario.cs            — runs one real copy scenario end to end (open → copy → verify → clean up)
  CopyTradingLiveTests.cs        — the live scenarios (1:1, 1:many, reverse, …)

Tajemství (lokální, gitignored — nikdy necommitovaná)​

All creds under <repo>/secrets/ (already in .gitignore). Dev writes první dva soubory pouze; třetí (tokens) auto-produced by onboarding.

secrets/openapi-test-app.local.json — Open API app:

{ "ClientId": "2175_…", "ClientSecret": "…" }

secrets/openapi-cids.local.json — cID login creds to authorize (one or many):

{ "Cids": [
  { "Cid": "amusleh",  "Username": "amusleh",  "Password": "…" },
  { "Cid": "afhacker", "Username": "afhacker", "Password": "…" }
] }

secrets/openapi-tokens.local.json — written by onboarding, multi-cID, refreshed every run:

{ "Cids": [
  { "Cid": "amusleh", "RefreshToken": "…", "AccessToken": "…", "IsLive": false,
    "Accounts": [ { "CtidTraderAccountId": 25172589, "TraderLogin": 3635817, "IsLive": false }, … ] }
] }

Refresh token nikdy nevyprší, takže after one-time onboarding live tests work indefinitely: each run exchanges each cID's refresh token for fresh access token (rotation) — no browser, no prompts.

One-time onboarding (plně automatizovaný — žádná dev interakce kromě ukládání creds)​

Onboarding drives real cTrader ID login in headless browser from saved cID creds, captures OAuth callback on local HTTPS listener at app's registered redirect (https://localhost:7080/openapi/callback), exchanges code for tokens, loads account list, writes multi-cID token cache. Run once per machine (or when adding cID):

CMIND_ONBOARD=1 dotnet test tests/E2ETests --filter FullyQualifiedName~OnboardingTests

Authorizes every cID in openapi-cids.local.json, writes openapi-tokens.local.json. Po tom live copy testy nepotřebují nic jiného. (cID's cTrader ID účet musí mít žádné 2FA/captcha na login pro dokončení automatizace.)

Alternativní bootstrap (pokud účty už autorizovány v běžící app): decrypt stored tokens straight out of app's Postgres volume instead of re-authorizing:

docker run -d --name cmind-pg-extract -e POSTGRES_PASSWORD=appdev \
  -v app-pg-data:/var/lib/postgresql/data -p 5544:5432 postgres:17-alpine
CMIND_VOLUME_CONN="Host=127.0.0.1;Port=5544;Database=appdb;Username=postgres;Password=appdev" \
  dotnet test tests/IntegrationTests --filter FullyQualifiedName~LiveTokenBootstrapTests
docker rm -f cmind-pg-extract

Bezpečnost — pouze demo​

Live testy tradují pouze demo účty: fixture filtruje token cache na účty s IsLive == false a connectuje to demo gateway, takže order can never land on live/funded account even if live account authorized. Každá pozice kterou test otevře se v cleanup uzavře.

Spuštění​

# Deterministic copy tests only (fast, no secrets, CI-safe)
dotnet test tests/UnitTests --filter FullyQualifiedName~CopyTrading

# Live copy tests against real demo accounts (potřebuje dva secrets files)
dotnet test tests/IntegrationTests --filter FullyQualifiedName~CopyTradingLiveTests

# Všechno
dotnet test

Bez secrets files live testy print skip reason + pass as no-ops, takže suite safe to run anywhere.

Pokrytí​

Money management / sizing (deterministic — CopySizingCalculatorTests)​

FixedLot · LotMultiplier · NotionalMultiplier (contract-size / currency) · ProportionalBalance · ProportionalEquity · ProportionalFreeMargin · AutoProportional · FixedRiskPercent · FixedLeverage · scale up and down for balance/leverage/capacity mismatch (the "golden rule") · lot-step rounding · min-lot skip vs force-to-min · max-lot cap · tighter-of bound-vs-spec min & max · zero master balance skip.

Decision filtry (deterministic — CopyDecisionEngineTests)​

Symbol whitelist / blacklist / allow · LongOnly / ShortOnly · reverse flips the effective side · slippage over limit skip + exactly-at-limit allowed · stale-signal (max delay) skip · size-zero skip · reconnect reconciliation (open-missing dedup, close-orphaned).

Copy engine host (deterministic — CopyEngineHostTests, in-memory session)​

Open mirrors a market order (side / volume / label) · reverse flips side and swaps SL/TP · symbol mapping resolves the destination symbol · order-failure on one slave still copies to the others · source close closes the mirrored copy · reconnect resync closes orphaned copies.

Connection resilience (deterministic — OpenApiConnectionTests)​

Reaches Connected after app auth · dropped connection reconnects and re-auths · fatal auth error faults · exponential backoff.

Live, real cTrader demo účty (CopyTradingLiveTests)​

Token refresh + account listing · 1:1 copy executes · 1:many copy mirrors to every slave · reverse turns master buy into slave sell · cross-cID copy (master under one cID mirrors to slave under another, each authenticating with own token). Each opens real min-lot position on master, waits for engine to mirror it (matched by source-position-id label on slave), asserts, closes everything. Closed market reported Inconclusive, not failing.

Logging & auditovatelnost​

Every copy trading operation logged via source-generated structured events (Core/Logging/LogMessages.cs, event IDs 1043–1055), full trail auditable:

UdálostIdVýznam
CopyHostStarted1046a profile's engine came up (source + destination count)
CopySourceOpen1047master opened a position (symbol / side / lots)
CopyOrderPlaced1048copy order sent to a slave (symbol / side / volume / source id)
CopySkipped1049a copy was skipped and why (slippage / direction / symbol_filter / size_zero / …)
CopyProtectionApplied1050SL/TP applied to a slave copy
CopyOpenFailed1051a slave copy-open failed (isolated — other slaves continue)
CopySourceClose / CopyPositionClosed1052 / 1053master closed → slave copy closed
CopyCloseFailed1054a slave copy-close failed
CopyResync1055reconnect reconciliation (source open count, orphans closed)
CopyPartialClose1056master partial close mirrored — proportional slice closed on a slave
CopyScaleIn1057master scale-in mirrored (opt-in) — added volume copied to a slave
CopyPendingOrderPlaced1058pending limit/stop mirrored to a slave (opt-in)
CopyPendingOrderCancelled1059source pending cancelled → slave pending cancelled
CopyTrailingApplied1060trailing stop applied to a slave copy (opt-in)
CopyStopLossAmended1061a source SL move re-amended the slave copy
CopyHostTokenRotated1062supervisor restarted a running host after its access token rotated

Logy emitted as Serilog compact JSON (structured props: ProfileId, DestinationCtid, SourcePositionId, Symbol, Side, Volume, …), shipped to OTLP when OTEL_EXPORTER_OTLP_ENDPOINT set. Fully configurable per category via standard config — e.g. raise/lower copy-engine verbosity without touching code:

// appsettings.json — Serilog level overrides
"Serilog": { "MinimumLevel": { "Override": {
  "CopyEngine": "Information",              // the CopyEngineHost audit trail
  "Nodes.CopyTrading": "Information"        // supervisor / token refresh
} } }

Audit_log_records_every_trading_operation host test asserts trail fires for open, order, protection, close.

Edge cases (validované proti tomu jak reálné copy/MAM platformy selhávají)​

Slippage & latency, symbol suffix/mismatch, duplicate trades on reconnect, leverage mismatch & margin-safe sizing, deposit-currency/contract-size differences, min/max lot & rounding, rejected orders, direction filters, orphan cleanup after disconnect — all covered above. Zdroje: leverage mismatch · cross-broker copying · copier pitfalls · slippage & latency · why copy trading fails · risk parameters.

Advanced mirroring pokrytí (partial close · pending orders · SL-trailing)​

Host mirrors more than market open/close. Each behaviour = per-destination opt-in flag on CopyDestination (MirrorPartialClose default on, MirrorScaleIn/CopyPendingOrders/CopyTrailingStop default off), guarded by intention methods, jsonb-persisted (migration CopyAdvancedMirroringAndNodeAffinity).

BehaviourDeterministic test (CopyEngineHostTests)Live test
Partial close → proportional slicePartial_close_mirrors_a_proportional_slice_on_the_slave (1.0→0.4 closes 60%) + disabled pathPartial_close_shrinks_the_slave_copy_proportionally ✅
Scale-inScale_in_is_ignored_by_default_and_mirrored_when_enabled—
Pending limit/stop placedPending_order_is_placed_on_the_slave_when_enabled (Theory: Limit+Stop) + disabled pathPending_limit_order_is_mirrored_and_cancel_propagates ✅
Pending cancelSource_pending_cancel_cancels_the_slave_pending(same live test — cancels on master, asserts slave cancels) ✅
Filled pending no double-openFilled_pending_does_not_double_open (order-id → position-id dedupe)—
Trailing stopTrailing_stop_is_applied_to_the_copy_when_enabledTrailing_stop_is_mirrored_onto_the_slave_copy ✅
Source SL move re-amendSource_stop_loss_move_re_amends_the_copy—
Audit events fireAdvanced_mirroring_audit_events_fire (1056/1058/1059)—

All live tests above verified green against real cTrader demo účty (1:1, 1:many, reverse, cross-cID, partial close, pending+cancel, trailing).

Wire additions in OpenApiTradingSession: SendPendingOrderAsync, CancelOrderAsync, ReconcilePendingOrdersAsync, trailing flag on AmendPositionSltpAsync, order/pending fields on ExecutionEvent, LoadSpotPriceAsync (spot subscribe → bid/ask, used by live pending/trailing tests to place resting orders away from market), StopLoss/TrailingStopLoss on OpenPositionSnapshot (copy's trailing state observable via reconcile). Destination copies stay labelled by source position id (pending copies by source order id) so reconnect reconcile stays id-based, never duplicates trade.

cTrader event gotcha (verified live): resting pending order's ORDER_ACCEPTED/ORDER_CANCELLED execution event carries non-open Position placeholder plus the Order. Stream must classify it as order event before position branch (gated on position not OPEN), else pending placement mis-read as position close. SourceExecutionsAsync does this; missing it silently drops all pending mirroring.

Token rotation + node affinity​

  • Rotation into running hosts. CopyEngineSupervisor records token signature on each running host and, every reconcile, rebuilds plan from DB (freshly rotated by OpenApiTokenRefreshService). Changed signature restarts host (CopyHostTokenRotated, 1062); new host's ResyncAsync rebuilds state without duplicating trades. Force rotation mid-run via IOpenApiTokenClient.RefreshAsync to verify live host keeps copying.
  • Node affinity (no double-copy). Both Web local node and CopyAgent worker run a supervisor. Each running profile claimed by exactly one node (CopyProfile.AssignedNode, atomic ExecuteUpdate claim keyed off CopyOptions.NodeName, default machine name). Supervisor hosts only profiles it owns; stop/pause releases claim. Pokrytí:
    • Domain (unit): AssignToNode_makes_profile_hosted_by_only_that_node, Stopping_a_profile_releases_its_node_assignment, NodeIdentity_rejects_blank.
    • Integration (real Postgres, Testcontainers): CopyNodeAffinityTests drives supervisor's real ClaimUnassignedProfilesAsync — asserts first node claims all 3 running profiles, second claims 0 (no double-host), pause→restart frees claim for another node.
    • Rotation detection (TokenRotationSignatureTests): supervisor's TokenSignature changes when source or destination token rotates, stable otherwise (running host restarts only on real rotation).

Single-use refresh tokeny (důležité)​

cTrader refresh tokeny jsou single-use — each refresh returns new refresh token, invalidates old. Live fixture refreshes on start, persists rotated token to secrets/openapi-tokens.local.json. Důsledky:

  • If run refreshes but cannot persist new token (e.g. read-only mount), cached token dead, next run fails ACCESS_DENIED. Regenerate with headless onboarding: CMIND_ONBOARD=1 dotnet test tests/E2ETests --filter FullyQualifiedName~OnboardingTests.
  • LiveCopySecrets.SaveTokens swallows write failures so read-only cache doesn't crash run, but live in-cluster suite still needs writable cache (K8s Job copies Secret into emptyDir — see deployment doc).

Spuštění suite v Kubernetes clusteru​

Whole suite runs in-cluster against Helm-deployed app, takže regression caught in-cluster same as locally. Viz docs/deployment/kubernetes.md.

scripts/k8s-e2e.sh                                   # kind cluster, deterministic suite (no secrets)
TEST_FILTER='FullyQualifiedName~CopyTradingLiveTests' COPY_SECRET=cmind-copy-secrets scripts/k8s-e2e.sh  # live

Dockerfile.tests builds runner image; Helm tests-job.yaml (gated tests.enabled=false) runs it against in-cluster Postgres + Web. Default = deterministic copy suite (no secrets, no rotating tokens). Pro live suite, set tests.copySecret to Secret holding gitignored openapi-*.local.json; init-container copies it into writable emptyDir at /app/secrets (required — single-use refresh tokeny must be persistable). Copy testy potřebují pouze Web + Postgres + token cache — žádné privilegované node agenty. Script asserts Job exits 0 and logs contain Passed!.

Verified here (Docker, no cluster): test image runs deterministic suite (101 passed) and, with writable secrets/ mount, full live suite (8 passed) — exact Job path minus Kubernetes. kind/kubectl/helm unavailable in authoring env, takže full k8s-e2e.sh cluster run is the one step not executed here.

Live option matrix + chaos (LiveCopyMatrix / LiveCopyChaos)​

Two data-driven live suites build on LiveCopyScenario / LiveCopyFixture, live counterpart to deterministic DST stress suite:

  • LiveCopyMatrix — [Theory]/[MemberData] option matrix: one real master open per row against demo accounts, each with differently-configured destination, asserting golden outcome. Rows: one_to_one, half_multiplier, reverse (opposite side), manage_only (opens nothing), trading_hours_closed (window excludes now → no copy), source_label_block (label filter → no copy), lot_sanity_block (ceiling → no copy).
  • LiveCopyChaos — copy engine against hostile start: master already holds position before host starts, so convergence can only come from start-up resync (Sync-Open-on-Start), plus negative case with toggle off. Deterministic socket-flap / token-rotation / rejection chaos covered exhaustively by DST suite; this asserts live resync path.

Both skip cleanly without creds, report Inconclusive on closed market, every row cleans up positions it opened (demo accounts only).

Fixture robustness: LiveCopyFixture now degrades to clean skip when cached tokens can't refresh (cTrader refresh tokeny single-use — stale cache or offline run no longer faults whole live collection; re-run OAuth onboarding to refresh cache).

Spuštění live + cluster suites samostatně (ŽÁDNÉ výmluvy — všechno je self-serviceable)​

Všechno níže dostupné v tomto prostředí. Neclaimujte "creds unavailable", "token stale", nebo "kind/helm not installed" — nastavte je a spusťte.

1. Získejte fresh Open API token (headless OAuth, žádná interakce prohlížeče)​

cTrader refresh tokeny single-use, takže cached token WILL go stale. Re-mint it yourself from saved cID username/password (secrets/openapi-cids.local.json + secrets/openapi-test-app.local.json, or unified secrets/dev-credentials.local.json). Onboarding test drives headless Edge OAuth via Playwright, writes secrets/openapi-tokens.local.json:

CMIND_ONBOARD=1 dotnet test tests/E2ETests --filter FullyQualifiedName~OnboardingTests

~13s; authorizes every cID, caches fresh tokens. Re-run whenever live suite reports fixture unavailable due to refresh failure.

2. Spusťte live copy suites (reálné cTrader demo účty)​

dotnet test tests/IntegrationTests --filter FullyQualifiedName~CopyTradingLiveTests   # core mirroring (8)
dotnet test tests/IntegrationTests --filter FullyQualifiedName~LiveCopyMatrix          # option matrix (7)
dotnet test tests/IntegrationTests --filter FullyQualifiedName~LiveCopyChaos           # resync chaos (2)

Place + clean up real DEMO orders (nikdy live accounts), report Inconclusive on closed market. Verified green end to end.

3. Bootstrap tokeny z běžícího app volume (alternativa)​

If app run + cID linked in-app, extract app's latest refresh token straight from app-pg-data Postgres volume instead of re-authorizing — viz LiveTokenBootstrapTests, set CMIND_VOLUME_CONN.

4. Kubernetes cluster E2E​

kind, helm, Docker available (install kind/helm via go install/release binaries or choco install kind kubernetes-helm if not on PATH). One-shot script builds+loads images, deploys chart, runs in-cluster test Job, asserts exit 0:

scripts/k8s-e2e.sh                                 # deterministic copy suite (no secrets)
TEST_FILTER='FullyQualifiedName~CopyTradingLiveTests' COPY_SECRET=cmind-copy-secrets scripts/k8s-e2e.sh   # live in-cluster

Viz ../deployment/kubernetes.md.