feat: enforce profit-only spot exits

tests/test_strategy.py

@@ -2,9 +2,85 @@ from __future__ import annotations
 
 from datetime import timedelta
 
-from crypto_spot_bot.models import Candle, Position, Ticker, utc_now
+from crypto_spot_bot.models import Candle, Position, Signal, Ticker, utc_now
 from crypto_spot_bot.patterns import PatternAnalyzer
-from crypto_spot_bot.strategy import SpotStrategy
+from crypto_spot_bot.strategy import SpotStrategy, apply_profit_only_exit_policy
+
+
+def test_profit_only_policy_blocks_every_ordinary_loss_exit(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        profit_only_exit_enabled=True,
+        min_exit_net_percent=0.31,
+        taker_fee_rate=0.001,
+        slippage_rate=0.0003,
+    )
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 100)
+    ticker = Ticker("ETHUSDT", 100.2, 100.19, 100.21, 1_000_000, 100, 0)
+    candidate = Signal("ETHUSDT", "SELL", 0.76, "RSI high and price turned down")
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "HOLD"
+    assert decision.diagnostics["exit_policy_blocked"] is True
+    assert decision.diagnostics["blocked_sell_reason"] == candidate.reason
+    assert decision.diagnostics["expected_exit_net_percent"] < settings.min_exit_net_percent
+
+
+def test_profit_only_policy_allows_exit_above_net_margin(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        profit_only_exit_enabled=True,
+        min_exit_net_percent=0.31,
+        taker_fee_rate=0.001,
+        slippage_rate=0.0003,
+    )
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 101)
+    ticker = Ticker("ETHUSDT", 101, 100.99, 101.01, 1_000_000, 100, 0)
+    candidate = Signal("ETHUSDT", "SELL", 0.96, "take-profit")
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "SELL"
+    assert decision.diagnostics["exit_policy_blocked"] is False
+    assert decision.diagnostics["expected_exit_net_percent"] >= settings.min_exit_net_percent
+
+
+def test_profit_only_policy_uses_adaptive_minimum(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, profit_only_exit_enabled=True, min_exit_net_percent=0.20)
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 101)
+    ticker = Ticker("ETHUSDT", 101, 100.99, 101.01, 1_000_000, 100, 0)
+    candidate = Signal(
+        "ETHUSDT",
+        "SELL",
+        0.76,
+        "EMA exit",
+        {"adaptive_rules": {"min_exit_profit_percent": 0.80}},
+    )
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "HOLD"
+    assert decision.diagnostics["required_exit_net_percent"] == 0.80
+
+
+def test_profit_only_policy_allows_explicit_emergency_loss_exit(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, profit_only_exit_enabled=True, min_exit_net_percent=0.31)
+    position = Position(1, "ETHUSDT", 1, 100, 100, 0.1, 96, 103.5, 100)
+    ticker = Ticker("ETHUSDT", 95, 94.99, 95.01, 1_000_000, 100, 0)
+    candidate = Signal(
+        "ETHUSDT",
+        "SELL",
+        1.0,
+        "configured emergency",
+        {"emergency_exit": True, "emergency_exit_type": "configured_stop_loss"},
+    )
+
+    decision = apply_profit_only_exit_policy(settings, position, ticker, candidate)
+
+    assert decision.action == "SELL"
+    assert decision.diagnostics["exit_policy_blocked"] is False
+    assert decision.diagnostics["expected_exit_net_percent"] < 0
 
 
 def _ready_candles() -> list[Candle]: