84 lines
2.6 KiB
Python
84 lines
2.6 KiB
Python
from decimal import Decimal
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import pytest
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from llm_trade_bot.config import RiskConfig
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from llm_trade_bot.models import (
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AccountSnapshot,
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Category,
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InstrumentRules,
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OpenTradeRequest,
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OrderType,
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Side,
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)
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from llm_trade_bot.risk import RiskEngine, RiskRejected
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@pytest.fixture
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def engine() -> RiskEngine:
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return RiskEngine(RiskConfig())
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@pytest.fixture
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def account() -> AccountSnapshot:
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return AccountSnapshot(Decimal(10000), Decimal(10000), Decimal(0), 0)
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@pytest.fixture
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def rules() -> InstrumentRules:
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return InstrumentRules(Decimal("0.1"), Decimal("0.001"), Decimal("0.001"), Decimal(5), Decimal(100))
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def request(**overrides) -> OpenTradeRequest:
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values = {
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"category": Category.LINEAR,
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"symbol": "BTCUSDT",
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"side": Side.BUY,
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"order_type": OrderType.MARKET,
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"reference_price": Decimal(100),
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"limit_price": None,
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"stop_loss": Decimal(90),
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"take_profit": Decimal(120),
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"trailing_distance": None,
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"risk_pct": Decimal(2),
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"leverage": Decimal(3),
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"rationale": "test",
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}
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values.update(overrides)
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return OpenTradeRequest(**values)
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def test_sizes_by_risk_and_exposure(engine, account, rules):
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result = engine.validate_open(request(), account, rules)
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assert result.quantity == Decimal(20)
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assert result.notional == Decimal(2000)
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def test_remaining_exposure_caps_position(engine, rules):
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account = AccountSnapshot(Decimal(10000), Decimal(10000), Decimal(3900), 2)
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result = engine.validate_open(request(), account, rules)
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assert result.quantity == Decimal(1)
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assert result.notional == Decimal(100)
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@pytest.mark.parametrize(
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"overrides, message",
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[
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({"risk_pct": Decimal("2.1")}, "risk_pct"),
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({"leverage": Decimal(4)}, "Leverage"),
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({"stop_loss": Decimal(101)}, "stop-loss"),
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({"take_profit": None, "trailing_distance": None}, "take-profit or trailing"),
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({"category": Category.SPOT, "order_type": OrderType.MARKET}, "Spot entries"),
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({"category": Category.SPOT, "order_type": OrderType.LIMIT, "limit_price": Decimal(100), "take_profit": None}, "Spot entry requires"),
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],
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)
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def test_rejects_unsafe_requests(engine, account, rules, overrides, message):
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with pytest.raises(RiskRejected, match=message):
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engine.validate_open(request(**overrides), account, rules)
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def test_rejects_max_positions(engine, rules):
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account = AccountSnapshot(Decimal(10000), Decimal(10000), Decimal(0), 5)
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with pytest.raises(RiskRejected, match="Maximum"):
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engine.validate_open(request(), account, rules)
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