
    %j                     L    d dl mZ d dlmZmZ d dlmZ d dlmZ d Z	d Z
d ZdS )	    )Decimal)	CostModelTradeCostInput)PaperExecutor)OrderIntentc                      t          di ddddddddd	d
dddddt          d          dd dd dt          d          dd dddddt          d          dt          d          S )Nstrategy_id)candidate_v76_hl_confirmed_squeeze_hybridsymbolzBTC/USDC:USDCcoinBTCsidebuyreduce_onlyF
order_typemarkettifIocsizez0.001pricetrigger_price	stop_loss99000take_profitclient_order_idzv76-BTC-cost-1reason
cost_modelrisk_usdz1.25estimated_notional_usd100 )r   r   r!       tests/test_paper_cost_model.py_intentr$      s       ?? U U	
 E 8 E W d d '""" D )( |    'u~~~! r"   c                     t          t          d          t          d                    } |                     t          t          d          t          d          t          d          t          d          t          d          	                    }|j        d
u sJ |j        dk    sJ |j        t          d          k    sJ d S )Nz0.000450.02)taker_fee_ratemin_slippage_pctr    z0.10z0.03z0.010)notional_usdexpected_move_pcthalf_spread_pctdepth_penalty_pct
hold_hoursF%expected_move_below_3x_roundtrip_cost)r   r   estimater   allowedr   roundtrip_cost_pct)modeldecisions     r#   <test_cost_model_blocks_expected_move_below_3x_roundtrip_costr5      s    WY%7%7'RX//ZZZE~~ %foo#FOO%foos||	
 	
 	
 H u$$$$?EEEEE&555555r"   c                  T   t          t                                } |                     t                      t	          d          t	          d          t	          d                    }|j        dk    sJ |j        dk    sJ |j        dk    sJ |j        dk    sJ |j	        du sJ d S )N)r   100000r&   z1.0)
mark_pricer,   r+   r   F)
r   r   executer$   r   entry_fee_usdspread_cost_usdslippage_cost_usdestimated_roundtrip_cost_pctblocked_by_cost)executorfills     r#   1test_paper_executor_reports_realistic_cost_fieldsrA   .   s    	444HGII'(2C2CU\]cUdUdx  AF  yG  yG  H  HD!!!!!####!A%%%%,q00005((((((r"   N)decimalr   src.execution.cost_modelr   r   src.execution.paper_executorr   src.execution.order_intentr   r$   r5   rA   r!   r"   r#   <module>rF      s          > > > > > > > > 6 6 6 6 6 6 2 2 2 2 2 2  *6 6 6"	) 	) 	) 	) 	)r"   