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

@@ -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)