Make risk guard symbol aware

2026-06-24 05:30:12 +03:00
parent 4112a17bc5
commit a6c94b1555
4 changed files with 168 additions and 12 deletions
@@ -6,7 +6,7 @@ from crypto_spot_bot.models import Candle, Ticker, Trade, utc_now
 from crypto_spot_bot.storage import Storage


-def test_risk_guard_blocks_after_consecutive_losses(make_settings, tmp_path) -> None:
+def test_risk_guard_reduces_size_after_consecutive_losses(make_settings, tmp_path) -> None:
    settings = make_settings(tmp_path, risk_max_consecutive_losses=2)
    storage = Storage(settings.database_path)
    now = utc_now()
@@ -28,9 +28,78 @@ def test_risk_guard_blocks_after_consecutive_losses(make_settings, tmp_path) ->

    guard = risk_guard_snapshot(settings, storage.closed_trades(), storage.latest_equity())

-    assert guard["block_new_entries"] is True
+    assert guard["block_new_entries"] is False
    assert "consecutive_losses" in guard["reasons"]
-    assert guard["position_size_multiplier"] == 0.0
+    assert guard["position_size_multiplier"] == settings.risk_reduce_multiplier
+
+
+def test_risk_guard_blocks_only_bad_symbol(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, risk_max_consecutive_losses=3, symbols=["BTCUSDT", "ETHUSDT"])
+    storage = Storage(settings.database_path)
+    now = utc_now()
+    for _ in range(3):
+        storage.insert_trade(
+            Trade(
+                id=None,
+                symbol="BTCUSDT",
+                side="SELL",
+                qty=1.0,
+                entry_price=100.0,
+                exit_price=99.0,
+                net_pnl=-1.0,
+                opened_at=now,
+                closed_at=now,
+                entry_diagnostics={"forecast": {"probability_up": 0.64, "model": "torch_gru"}},
+            )
+        )
+    storage.insert_trade(
+        Trade(
+            id=None,
+            symbol="ETHUSDT",
+            side="SELL",
+            qty=1.0,
+            entry_price=100.0,
+            exit_price=102.0,
+            net_pnl=2.0,
+            opened_at=now,
+            closed_at=now,
+            entry_diagnostics={"forecast": {"probability_up": 0.64, "model": "torch_gru"}},
+        )
+    )
+
+    guard = risk_guard_snapshot(settings, storage.closed_trades(), storage.latest_equity())
+
+    assert guard["block_new_entries"] is False
+    assert guard["blocked_symbols"] == ["BTCUSDT"]
+    symbol_rows = {row["symbol"]: row for row in guard["symbols"]}
+    assert symbol_rows["BTCUSDT"]["block_new_entries"] is True
+    assert symbol_rows["ETHUSDT"]["block_new_entries"] is False
+
+
+def test_risk_guard_ignores_trades_outside_active_universe(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path, risk_max_consecutive_losses=2, symbols=["BTCUSDT", "ETHUSDT"])
+    storage = Storage(settings.database_path)
+    now = utc_now()
+    for _ in range(4):
+        storage.insert_trade(
+            Trade(
+                id=None,
+                symbol="HYPEUSDT",
+                side="SELL",
+                qty=1.0,
+                entry_price=100.0,
+                exit_price=99.0,
+                net_pnl=-1.0,
+                opened_at=now,
+                closed_at=now,
+            )
+        )
+
+    guard = risk_guard_snapshot(settings, storage.closed_trades(), storage.latest_equity())
+
+    assert guard["block_new_entries"] is False
+    assert guard["reasons"] == []
+    assert guard["blocked_symbols"] == []


 def test_data_quality_flags_missing_candle_gap() -> None: