deploy: 2026-03-20 07:49

tests/test_risk_manager.py

@@ -0,0 +1,70 @@
+"""Tests for the risk management engine."""
+
+import pytest
+from risk.risk_manager import RiskManager
+
+
+class TestRiskManager:
+    """Tests for RiskManager."""
+
+    def setup_method(self):
+        self.rm = RiskManager(
+            max_risk_per_trade=0.02,
+            max_daily_loss=0.05,
+            max_concurrent_positions=3,
+            max_leverage=3,
+            max_drawdown=0.15,
+        )
+
+    def test_calculate_position_size(self):
+        size = self.rm.calculate_position_size(
+            balance=1000, entry_price=50000, stop_loss=49000, risk_pct=0.02
+        )
+        # risk = 1000 * 0.02 = 20, price_risk = 1000
+        # size = 20 / 1000 = 0.02
+        assert size == 0.02
+
+    def test_position_size_zero_risk(self):
+        size = self.rm.calculate_position_size(
+            balance=1000, entry_price=50000, stop_loss=50000
+        )
+        assert size == 0.0
+
+    def test_approve_trade_success(self):
+        approval = self.rm.approve_trade(
+            entry_price=50000, stop_loss=49000, balance=1000
+        )
+        assert approval.approved
+        assert approval.position_size > 0
+
+    def test_approve_trade_max_positions(self):
+        for _ in range(3):
+            self.rm.on_position_opened()
+        approval = self.rm.approve_trade(
+            entry_price=50000, stop_loss=49000, balance=1000
+        )
+        assert not approval.approved
+        assert "concurrent" in approval.reason.lower()
+
+    def test_emergency_stop(self):
+        self.rm.emergency_stop()
+        assert self.rm.is_stopped
+        approval = self.rm.approve_trade(
+            entry_price=50000, stop_loss=49000, balance=1000
+        )
+        assert not approval.approved
+
+    def test_reset_emergency(self):
+        self.rm.emergency_stop()
+        self.rm.reset_emergency()
+        assert not self.rm.is_stopped
+
+    def test_daily_pnl_tracking(self):
+        self.rm.update_daily_pnl(50)
+        self.rm.update_daily_pnl(-30)
+        assert self.rm.get_daily_pnl() == 20
+
+    def test_drawdown_check(self):
+        self.rm._peak_equity = 1000
+        assert not self.rm.check_drawdown(900)  # 10% < 15%
+        assert self.rm.check_drawdown(800)       # 20% >= 15%