Train Torch model for 12 spot pairs

tests/test_execution.py

@@ -54,6 +54,7 @@ def test_paper_broker_limits_fast_entries_per_minute(make_settings, tmp_path) ->
 def test_paper_broker_uses_signal_notional_and_pair_exposure(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=6,
@@ -100,6 +101,34 @@ def test_paper_broker_uses_signal_notional_and_pair_exposure(make_settings, tmp_
     assert 5.5 <= broker.symbol_exposure("BTCUSDT") <= 6.0
 
 
+def test_paper_broker_raises_small_signal_to_exchange_min_notional(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=20,
+        max_positions_per_symbol=20,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("XRPUSDT", 1.0, 0.999, 1.001, 10_000_000, 100, 0)
+    instrument = Instrument("XRPUSDT", "XRP", "USDT", "Trading", 0.0001, 0.01, 0.01, 5)
+
+    position = broker.buy(
+        Signal("XRPUSDT", "BUY", 0.8, "small rebound", {"position_notional_usdt": 1.5}),
+        ticker,
+        instrument,
+        {"XRPUSDT": 1.0},
+    )
+
+    assert position is not None
+    assert position.notional_usdt >= instrument.min_notional_value
+    assert position.notional_usdt <= settings.max_position_usdt
+
+
 def test_paper_broker_respects_adaptive_exposure_target(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,
@@ -160,7 +189,7 @@ 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:
+def test_torch_forecast_broker_allows_dynamic_entries_until_total_limit(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,
         strategy_mode="torch_forecast",
@@ -179,10 +208,14 @@ def test_torch_forecast_broker_blocks_dca_for_same_symbol(make_settings, tmp_pat
 
     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})
+    third = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "third", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
+    fourth = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "fourth", {"position_notional_usdt": 2}), ticker, instrument, {"BTCUSDT": 100})
 
     assert first is not None
-    assert second is None
-    assert len(broker.open_positions()) == 1
+    assert second is not None
+    assert third is not None
+    assert fourth is None
+    assert len(broker.open_positions()) == 3
 
 
 def test_trend_macd_closes_old_paper_positions_outside_symbol_universe(make_settings, tmp_path) -> None: