удалить лимиты

This commit is contained in:
Azimkin
2026-09-22 11:43:32 +02:00
parent 316eefe58a
commit 599dbb0455
13 changed files with 59 additions and 242 deletions

View File

@@ -5,14 +5,13 @@ from zoneinfo import ZoneInfo
import pytest
from llm_trade_bot.agent import AgentTools, _has_existing_idea
from llm_trade_bot.agent import AgentTools
from llm_trade_bot.config import (
AppConfig,
BraveConfig,
BybitConfig,
ZaiConfig,
PromptsConfig,
RiskConfig,
ScannerConfig,
ScheduleConfig,
StorageConfig,
@@ -55,28 +54,27 @@ def make_config(database_path: Path) -> AppConfig:
PromptsConfig(database_path.parent / "prompts.md"),
ScheduleConfig(ZoneInfo("Europe/Warsaw"), (time(9), time(21))),
ScannerConfig(),
RiskConfig(),
StorageConfig(database_path),
)
async def test_open_trade_is_risk_sized_and_deduplicated_within_run(tmp_path):
async def test_open_trade_uses_all_available_buying_power_and_allows_repeated_entries(tmp_path):
database = Database(tmp_path / "state.db")
await database.open()
bybit = FakeBybit()
tools = AgentTools(make_config(database.path), database, bybit) # type: ignore[arg-type]
run_id = await database.start_run("test")
context = {"run_id": run_id, "candidate_keys": {"linear:BTCUSDT"}}
context = {"run_id": run_id}
try:
first = await tools.open_trade(
"linear", "BTCUSDT", "Buy", "Market", 90, 2, "test", take_profit=120, leverage=3, context=context
"linear", "BTCUSDT", "Buy", "Market", 90, "test", take_profit=120, leverage=3, context=context
)
second = await tools.open_trade(
"linear", "BTCUSDT", "Buy", "Market", 90, 2, "test", take_profit=120, leverage=3, context=context
"linear", "BTCUSDT", "Buy", "Market", 90, "test", take_profit=120, leverage=3, context=context
)
assert first["quantity"] == "20"
assert second["deduplicated"] is True
assert len(bybit.orders) == 1
assert first["quantity"] == "300"
assert second["quantity"] == "300"
assert len(bybit.orders) == 2
assert bybit.orders[0]["stopLoss"] == "90"
finally:
await database.close()
@@ -95,29 +93,9 @@ async def test_pause_blocks_entry_from_running_session(tmp_path):
"Buy",
"Market",
90,
2,
"test",
take_profit=120,
context={"run_id": 1, "candidate_keys": {"linear:BTCUSDT"}},
context={"run_id": 1},
)
finally:
await database.close()
def test_seeded_spot_balance_does_not_block_new_agent_entry():
state = {
"wallets": {"spot": {"balances": [{"asset": "SOL", "free": "4", "locked": "0"}]}},
"positions": [],
"open_orders": [],
}
assert _has_existing_idea(state, "spot", "SOLUSDT") is False
state["open_orders"] = [
{
"category": "spot",
"symbol": "SOLUSDT",
"protective": True,
"client_id": "ltb-12-abcd-tp",
}
]
assert _has_existing_idea(state, "spot", "SOLUSDT") is True

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@@ -73,7 +73,6 @@ def request(category: Category, **changes: Any) -> OpenTradeRequest:
"stop_loss": Decimal(90),
"take_profit": Decimal(120),
"trailing_distance": None,
"risk_pct": Decimal(2),
"leverage": Decimal(3),
"rationale": "test",
}

View File

@@ -24,11 +24,6 @@ timezone = "Europe/Warsaw"
times = ["09:00", "21:00"]
[scanner]
categories = ["spot", "linear"]
[risk]
max_risk_per_trade_pct = 2
max_total_exposure_pct = 40
max_positions = 5
max_leverage = 3
[storage]
database_path = "state.db"
"""
@@ -57,12 +52,6 @@ def test_loads_and_resolves_database_path(tmp_path: Path):
assert config.prompts.file_path == tmp_path / "prompts.md"
def test_rejects_risk_above_hard_limit(tmp_path: Path):
path = write_config(tmp_path, CONFIG.replace("max_leverage = 3", "max_leverage = 4"))
with pytest.raises(ConfigError, match="max_leverage"):
load_config(path)
def test_rejects_non_official_zai_endpoint(tmp_path: Path):
changed = CONFIG.replace("api_key = \"zai-key\"", 'api_key = "zai-key"\nbase_url = "https://example.com"', 1)
path = write_config(tmp_path, changed)

View File

@@ -2,7 +2,6 @@ from decimal import Decimal
import pytest
from llm_trade_bot.config import RiskConfig
from llm_trade_bot.models import (
AccountSnapshot,
Category,
@@ -11,12 +10,12 @@ from llm_trade_bot.models import (
OrderType,
Side,
)
from llm_trade_bot.risk import RiskEngine, RiskRejected
from llm_trade_bot.risk import OrderRejected, OrderValidator
@pytest.fixture
def engine() -> RiskEngine:
return RiskEngine(RiskConfig())
def engine() -> OrderValidator:
return OrderValidator()
@pytest.fixture
@@ -40,7 +39,6 @@ def request(**overrides) -> OpenTradeRequest:
"stop_loss": Decimal(90),
"take_profit": Decimal(120),
"trailing_distance": None,
"risk_pct": Decimal(2),
"leverage": Decimal(3),
"rationale": "test",
}
@@ -48,36 +46,28 @@ def request(**overrides) -> OpenTradeRequest:
return OpenTradeRequest(**values)
def test_sizes_by_risk_and_exposure(engine, account, rules):
def test_uses_all_available_buying_power(engine, account, rules):
result = engine.validate_open(request(), account, rules)
assert result.quantity == Decimal(20)
assert result.notional == Decimal(2000)
assert result.quantity == Decimal(300)
assert result.notional == Decimal(30000)
def test_remaining_exposure_caps_position(engine, rules):
def test_existing_exposure_does_not_cap_position(engine, rules):
account = AccountSnapshot(Decimal(10000), Decimal(10000), Decimal(3900), 2)
result = engine.validate_open(request(), account, rules)
assert result.quantity == Decimal(1)
assert result.notional == Decimal(100)
assert result.quantity == Decimal(300)
assert result.notional == Decimal(30000)
@pytest.mark.parametrize(
"overrides, message",
[
({"risk_pct": Decimal("2.1")}, "risk_pct"),
({"leverage": Decimal(4)}, "Leverage"),
({"leverage": Decimal(101)}, "Leverage"),
({"stop_loss": Decimal(101)}, "stop-loss"),
({"take_profit": None, "trailing_distance": None}, "take-profit or trailing"),
({"category": Category.SPOT, "order_type": OrderType.MARKET}, "Spot entries"),
({"category": Category.SPOT, "order_type": OrderType.LIMIT, "limit_price": Decimal(100), "take_profit": None}, "Spot entry requires"),
],
)
def test_rejects_unsafe_requests(engine, account, rules, overrides, message):
with pytest.raises(RiskRejected, match=message):
with pytest.raises(OrderRejected, match=message):
engine.validate_open(request(**overrides), account, rules)
def test_rejects_max_positions(engine, rules):
account = AccountSnapshot(Decimal(10000), Decimal(10000), Decimal(0), 5)
with pytest.raises(RiskRejected, match="Maximum"):
engine.validate_open(request(), account, rules)

View File

@@ -13,10 +13,10 @@ def test_serializes_glm_tool_round_in_chat_completions_format():
]
)
messages = ZaiLLM._serialize_conversation(conversation, "Follow the risk limits.")
messages = ZaiLLM._serialize_conversation(conversation, "Use the available buying power.")
assert messages == [
{"role": "system", "content": "Follow the risk limits."},
{"role": "system", "content": "Use the available buying power."},
{"role": "user", "content": "analyse BTC"},
{
"role": "assistant",