84 lines
2.1 KiB
Python
84 lines
2.1 KiB
Python
import pytest
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import os
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from src.risk_manager import RiskManager
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from src.config import Config
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@pytest.fixture
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def config():
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os.environ.update({
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"BINANCE_API_KEY": "k",
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"BINANCE_API_SECRET": "s",
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"SYMBOL": "XRPUSDT",
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"LEVERAGE": "10",
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})
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return Config()
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def test_max_drawdown_check(config):
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rm = RiskManager(config, max_daily_loss_pct=0.05)
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rm.daily_pnl = -60.0
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rm.initial_balance = 1000.0
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assert rm.is_trading_allowed() is False
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def test_trading_allowed_normal(config):
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rm = RiskManager(config, max_daily_loss_pct=0.05)
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rm.daily_pnl = -10.0
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rm.initial_balance = 1000.0
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assert rm.is_trading_allowed() is True
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def test_position_size_capped(config):
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rm = RiskManager(config, max_daily_loss_pct=0.05)
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rm.open_positions = ["pos1", "pos2", "pos3"]
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assert rm.can_open_new_position() is False
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# --- 동적 증거금 비율 테스트 ---
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@pytest.fixture
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def dynamic_config():
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c = Config()
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c.margin_max_ratio = 0.50
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c.margin_min_ratio = 0.20
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c.margin_decay_rate = 0.0006
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return c
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@pytest.fixture
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def risk(dynamic_config):
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r = RiskManager(dynamic_config)
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r.set_base_balance(22.0)
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return r
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def test_set_base_balance(risk):
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assert risk.initial_balance == 22.0
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def test_ratio_at_base_balance(risk):
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"""기준 잔고에서 최대 비율(50%) 반환"""
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ratio = risk.get_dynamic_margin_ratio(22.0)
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assert ratio == pytest.approx(0.50, abs=1e-6)
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def test_ratio_decreases_as_balance_grows(risk):
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"""잔고가 늘수록 비율 감소"""
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ratio_100 = risk.get_dynamic_margin_ratio(100.0)
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ratio_300 = risk.get_dynamic_margin_ratio(300.0)
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assert ratio_100 < 0.50
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assert ratio_300 < ratio_100
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def test_ratio_clamped_at_min(risk):
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"""잔고가 매우 커도 최소 비율(20%) 이하로 내려가지 않음"""
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ratio = risk.get_dynamic_margin_ratio(10000.0)
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assert ratio == pytest.approx(0.20, abs=1e-6)
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def test_ratio_clamped_at_max(risk):
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"""잔고가 기준보다 작아도 최대 비율(50%) 초과하지 않음"""
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ratio = risk.get_dynamic_margin_ratio(5.0)
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assert ratio == pytest.approx(0.50, abs=1e-6)
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