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", }) 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 # --- 동적 증거금 비율 테스트 --- @pytest.fixture def dynamic_config(): c = Config() c.margin_max_ratio = 0.50 c.margin_min_ratio = 0.20 c.margin_decay_rate = 0.0006 return c @pytest.fixture def risk(dynamic_config): r = RiskManager(dynamic_config) r.set_base_balance(22.0) return r def test_set_base_balance(risk): assert risk.initial_balance == 22.0 def test_ratio_at_base_balance(risk): """기준 잔고에서 최대 비율(50%) 반환""" ratio = risk.get_dynamic_margin_ratio(22.0) assert ratio == pytest.approx(0.50, abs=1e-6) def test_ratio_decreases_as_balance_grows(risk): """잔고가 늘수록 비율 감소""" ratio_100 = risk.get_dynamic_margin_ratio(100.0) ratio_300 = risk.get_dynamic_margin_ratio(300.0) assert ratio_100 < 0.50 assert ratio_300 < ratio_100 def test_ratio_clamped_at_min(risk): """잔고가 매우 커도 최소 비율(20%) 이하로 내려가지 않음""" ratio = risk.get_dynamic_margin_ratio(10000.0) assert ratio == pytest.approx(0.20, abs=1e-6) def test_ratio_clamped_at_max(risk): """잔고가 기준보다 작아도 최대 비율(50%) 초과하지 않음""" ratio = risk.get_dynamic_margin_ratio(5.0) assert ratio == pytest.approx(0.50, abs=1e-6)