Use Torch forecast as primary strategy

2026-06-22 05:21:05 +03:00
parent 85fecbfc36
commit 544b0f4409
9 changed files with 374 additions and 20 deletions
@@ -160,6 +160,31 @@ def test_trend_macd_broker_blocks_dca_for_same_symbol(make_settings, tmp_path) -
    assert len(broker.open_positions()) == 1


+def test_torch_forecast_broker_blocks_dca_for_same_symbol(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=3,
+        max_positions_per_symbol=20,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
+
+    first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
+    second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
+
+    assert first is not None
+    assert second is None
+    assert len(broker.open_positions()) == 1
+
+
 def test_trend_macd_closes_old_paper_positions_outside_symbol_universe(make_settings, tmp_path) -> None:
    settings = make_settings(
        tmp_path,