| """
|
| tests/test_risk.py — Risk check pipeline tests.
|
|
|
| Covers:
|
| - Safe mode blocking
|
| - Daily loss limit
|
| - Max positions limit
|
| - 3 consecutive losses → pause + half size
|
| - Profit lock after daily target
|
| - Position sizing with ATR
|
| """
|
| from __future__ import annotations
|
|
|
| import datetime
|
| from unittest.mock import patch
|
|
|
| import pytest
|
|
|
| import config
|
| from contracts import FinalScore
|
| from execution import risk as risk_module
|
|
|
|
|
| @pytest.fixture(autouse=True)
|
| def reset_risk_state():
|
| """Reset risk module state before each test."""
|
| risk_module._last_reset_date = None
|
| risk_module.reset_daily_state(equity=100_000.0)
|
| yield
|
|
|
|
|
| def _make_final(symbol: str, decision: str = "BUY", score: float = 0.7) -> FinalScore:
|
| return FinalScore(
|
| symbol=symbol,
|
| timestamp=datetime.datetime.now(datetime.timezone.utc),
|
| technical=score,
|
| sentiment=0.5,
|
| final=score,
|
| decision=decision,
|
| )
|
|
|
|
|
| class TestDailyLossLimit:
|
| @patch("execution.broker.safe_mode_active", False)
|
| @patch("execution.broker.cancel_all_orders")
|
| @patch("execution.broker.close_all_positions")
|
| def test_blocks_after_max_loss(self, mock_close, mock_cancel):
|
| """After exceeding daily loss limit, all trades should be blocked."""
|
| risk_module.update_pnl(realized=-(config.MAX_DAILY_LOSS_USD + 5.0), unrealized=0.0)
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert not allowed
|
| assert "daily_loss" in reason.lower() or "loss" in reason.lower()
|
|
|
| @patch("execution.broker.safe_mode_active", False)
|
| def test_allows_within_limit(self):
|
| risk_module.update_pnl(realized=-10.0, unrealized=0.0)
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert allowed
|
|
|
|
|
| class TestMaxPositions:
|
| @patch("execution.broker.safe_mode_active", False)
|
| def test_blocks_at_max(self):
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=config.MAX_OPEN_POSITIONS,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert not allowed
|
|
|
| @patch("execution.broker.safe_mode_active", False)
|
| def test_allows_below_max(self):
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=2,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert allowed
|
|
|
|
|
| class TestConsecutiveLosses:
|
| @patch("execution.broker.safe_mode_active", False)
|
| def test_pause_after_3_losses(self):
|
| """3 consecutive losses → 30 min pause."""
|
| for _ in range(3):
|
| risk_module.record_trade_result(-100.0)
|
|
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert not allowed
|
|
|
| def test_half_size_after_3_losses(self):
|
| """After 3 losses, half_size_mode should be True."""
|
| for _ in range(3):
|
| risk_module.record_trade_result(-100.0)
|
|
|
| with patch("execution.broker.safe_mode_active", False):
|
| risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert risk_module.half_size_mode
|
|
|
|
|
| class TestProfitLock:
|
| @patch("execution.broker.safe_mode_active", False)
|
| def test_locks_after_target(self):
|
| """After hitting the configured daily target, lock profits."""
|
| risk_module.update_pnl(realized=config.TARGET_DAILY_PROFIT_USD + 5.0, unrealized=0.0)
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert not allowed
|
| assert "profit" in reason.lower() or "target" in reason.lower()
|
|
|
|
|
| class TestPositionSizing:
|
| @patch("execution.broker.is_fractionable", return_value=True)
|
| def test_size_within_risk_budget(self, mock_frac):
|
| qty, stop_dist, is_frac = risk_module.compute_position_size(
|
| equity=100_000.0,
|
| atr_value=2.0,
|
| symbol="AAPL",
|
| )
|
|
|
|
|
|
|
| assert qty > 0
|
| assert stop_dist > 0
|
|
|
| @patch("execution.broker.is_fractionable", return_value=True)
|
| def test_fractional_flag(self, mock_frac):
|
| qty, _, is_frac = risk_module.compute_position_size(
|
| equity=100.0,
|
| atr_value=2.0,
|
| symbol="AAPL",
|
| )
|
| if qty > 0 and qty < 1:
|
| assert is_frac
|
|
|
|
|
| class TestSafeMode:
|
| @patch("execution.broker.safe_mode_active", True)
|
| def test_safe_mode_blocks(self):
|
| allowed, reason = risk_module.run_risk_checks(
|
| symbol="AAPL",
|
| final_score=_make_final("AAPL"),
|
| open_position_count=0,
|
| open_positions={},
|
| alert_callback=lambda *a, **kw: None,
|
| )
|
| assert not allowed
|
| assert "safe" in reason.lower()
|
|
|
