Require minimum net profit for forecast exits

tests/conftest.py

@@ -94,6 +94,7 @@ def make_settings():
             take_profit_percent=0.035,
             trailing_stop_percent=0.015,
             min_hold_seconds=180,
+            min_exit_net_percent=0.20,
             entry_cooldown_seconds=180,
             max_daily_drawdown_usdt=6.0,
             min_cash_reserve_usdt=5.0,

tests/test_strategy.py

@@ -954,6 +954,81 @@ def test_torch_forecast_holds_atr_trailing_exit_that_does_not_cover_fees(make_se
     assert signal.diagnostics["atr_exit_blocked_by_cost"] is True
 
 
+def test_torch_forecast_holds_atr_trailing_exit_below_min_profit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=60, min_exit_net_percent=0.20)
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles(close=100.35)
+    candles[-1].atr_14 = 0.6
+    position = Position(
+        1,
+        "MNTUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        120,
+        102,
+        opened_at=utc_now() - timedelta(seconds=600),
+    )
+    ticker = Ticker("MNTUSDT", 100.35, 100.34, 100.36, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(
+        position,
+        candles,
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": 0.4,
+            "probability_up": 0.58,
+            "skill": 0.18,
+            "block_entry": False,
+        },
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["atr_exit_blocked_by_min_profit"] is True
+    assert signal.diagnostics["estimated_exit_net_percent"] < settings.min_exit_net_percent
+
+
+def test_torch_forecast_holds_negative_forecast_exit_below_min_profit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=60, min_exit_net_percent=0.20)
+    strategy = SpotStrategy(settings)
+    position = Position(
+        1,
+        "BTCUSDT",
+        1,
+        100,
+        100,
+        0.1,
+        96,
+        120,
+        100.5,
+        opened_at=utc_now() - timedelta(seconds=600),
+    )
+    ticker = Ticker("BTCUSDT", 100.35, 100.34, 100.36, 10_000_000, 1000, 1.0)
+
+    signal = strategy.exit_signal(
+        position,
+        _trend_entry_candles(close=100.35),
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": -0.2,
+            "probability_up": 0.40,
+            "skill": 0.18,
+            "block_entry": False,
+            "reason": "model turned down",
+        },
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["forecast_exit_blocked_by_min_profit"] is True
+    assert signal.diagnostics["estimated_exit_net_percent"] < settings.min_exit_net_percent
+
+
 def test_torch_forecast_rebound_fallback_holds_without_model(make_settings, tmp_path) -> None:
     settings = make_settings(tmp_path, strategy_mode="torch_forecast", min_hold_seconds=180)
     strategy = SpotStrategy(settings)