Shift adaptive learning to growth sizing
This commit is contained in:
+46
-9
@@ -60,16 +60,18 @@ def test_trade_learner_builds_adaptive_rules_for_losing_ema_exit(make_settings,
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state = learner.refresh()
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rules = learner.rules_for("BTCUSDT", "нейтрально")
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assert state.adaptive_rules["risk_mode"] == "defensive"
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assert state.adaptive_rules["risk_mode"] == "selective"
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assert state.adaptive_rules["trade_permission"] == "selective_growth"
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assert state.adaptive_rules["reduce_exposure"] is False
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assert rules["ema_exit_mode"] == "profit_only"
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assert rules["effective_entry_threshold_adjustment"] > 0
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assert rules["min_hold_seconds"] > settings.min_hold_seconds
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assert rules["min_hold_seconds"] == settings.min_hold_seconds
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def test_trade_learner_enters_capital_protection_and_validates_rules(make_settings, tmp_path) -> None:
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def test_trade_learner_blocks_only_bad_symbol_pattern(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, learning_min_samples=3, starting_balance_usdt=100, max_total_exposure_usdt=80)
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storage = Storage(settings.database_path)
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for value in (-0.12, -0.10, -0.08):
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for _ in range(9):
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storage.insert_trade(
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Trade(
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id=None,
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@@ -78,7 +80,7 @@ def test_trade_learner_enters_capital_protection_and_validates_rules(make_settin
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qty=1,
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entry_price=100,
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exit_price=99,
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net_pnl=value,
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net_pnl=-0.10,
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reason="краткосрочный тренд ослаб ниже EMA50",
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entry_pattern="нейтрально",
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entry_confidence=0.7,
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@@ -91,9 +93,44 @@ def test_trade_learner_enters_capital_protection_and_validates_rules(make_settin
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state = learner.refresh()
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rules = state.adaptive_rules
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assert rules["trade_permission"] == "capital_protection"
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assert rules["reduce_exposure"] is True
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assert rules["bad_market_entry_block"] is True
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assert rules["target_total_exposure_usdt"] == 35.0
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assert rules["trade_permission"] == "selective_growth"
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assert rules["reduce_exposure"] is False
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assert rules["bad_market_entry_block"] is False
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assert rules["target_total_exposure_usdt"] == settings.max_total_exposure_usdt
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assert rules["blocked_symbols"] == ["ETHUSDT"]
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assert rules["blocked_patterns"] == ["нейтрально"]
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assert rules["validation"]["status"] == "accepted"
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assert rules["validation"]["avoided_loss_usdt"] > 0
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def test_trade_learner_scales_positive_expectancy_setups(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, learning_min_samples=3, learning_max_position_multiplier=1.5)
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storage = Storage(settings.database_path)
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for _ in range(4):
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storage.insert_trade(
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Trade(
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id=None,
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symbol="SOLUSDT",
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side="SELL",
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qty=1,
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entry_price=100,
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exit_price=101,
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net_pnl=0.08,
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reason="test",
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entry_pattern="пробой вверх",
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entry_confidence=0.8,
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opened_at=utc_now(),
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closed_at=utc_now(),
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)
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)
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learner = TradeLearner(settings, storage)
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state = learner.refresh()
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rules = learner.rules_for("SOLUSDT", "пробой вверх")
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assert state.adaptive_rules["trade_permission"] == "positive_expectancy"
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assert state.adaptive_rules["risk_mode"] == "growth"
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assert rules["effective_entry_threshold_adjustment"] < 0
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assert rules["symbol_position_size_multiplier"] > 1.0
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assert rules["pattern_position_size_multiplier"] > 1.0
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assert 1.0 < rules["effective_position_size_multiplier"] <= settings.learning_max_position_multiplier
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