feat: 리스크 매니저 구현 (일일 손실 한도, 포지션 수 제한)

Made-with: Cursor

tests/test_risk_manager.py

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+import pytest
+import os
+from src.risk_manager import RiskManager
+from src.config import Config
+
+
+@pytest.fixture
+def config():
+    os.environ.update({
+        "BINANCE_API_KEY": "k",
+        "BINANCE_API_SECRET": "s",
+        "SYMBOL": "XRPUSDT",
+        "LEVERAGE": "10",
+        "RISK_PER_TRADE": "0.02",
+    })
+    return Config()
+
+
+def test_max_drawdown_check(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.daily_pnl = -60.0
+    rm.initial_balance = 1000.0
+    assert rm.is_trading_allowed() is False
+
+
+def test_trading_allowed_normal(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.daily_pnl = -10.0
+    rm.initial_balance = 1000.0
+    assert rm.is_trading_allowed() is True
+
+
+def test_position_size_capped(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.open_positions = ["pos1", "pos2", "pos3"]
+    assert rm.can_open_new_position() is False