fix: keep paper trading active without approved model
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@@ -171,3 +171,12 @@ def test_load_settings_rejects_inconsistent_exposure_limits(tmp_path, monkeypatc
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with pytest.raises(ValueError, match="MAX_SYMBOL_EXPOSURE_USDT"):
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load_settings(env_file)
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def test_load_settings_rejects_unknown_fallback_mode(tmp_path, monkeypatch) -> None:
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monkeypatch.delenv("TIME_SERIES_FALLBACK_MODE", raising=False)
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env_file = tmp_path / ".env"
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env_file.write_text("TIME_SERIES_FALLBACK_MODE=force-trades\n", encoding="utf-8")
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with pytest.raises(ValueError, match="TIME_SERIES_FALLBACK_MODE"):
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load_settings(env_file)
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@@ -45,6 +45,7 @@ def test_safe_config_summarizes_torch_forecast_artifact(make_settings, tmp_path)
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assert config["time_series_probe_min_probability_up"] == 0.55
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assert config["time_series_probe_size_multiplier"] == 0.40
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assert config["time_series_rebound_fallback_enabled"] is True
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assert config["time_series_fallback_mode"] == "trend_macd"
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assert config["time_series_model_artifact"] == {
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"available": True,
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"type": "pytorch_recurrent_forecaster",
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@@ -631,6 +631,94 @@ def test_torch_forecast_uses_trend_exit_for_fallback_position(make_settings, tmp
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assert "MACD" in signal.reason
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def test_torch_forecast_uses_legacy_fallback_in_paper_mode(make_settings, tmp_path) -> None:
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settings = make_settings(
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tmp_path,
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strategy_mode="torch_forecast",
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time_series_trend_fallback_enabled=True,
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time_series_fallback_mode="legacy",
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time_series_require_quality_gate=True,
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time_series_require_fresh_model=True,
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grid_trading_enabled=False,
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rebound_trading_enabled=False,
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kelly_sizing_enabled=False,
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)
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strategy = SpotStrategy(settings)
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ticker = Ticker("BTCUSDT", 101, 100.99, 101.01, 10_000_000, 1000, 1.0)
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signal = strategy.entry_signal(
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"BTCUSDT",
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_ready_candles(),
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ticker,
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open_positions_for_symbol=0,
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forecast={"usable": False, "model": "none", "quality_gate_passed": False},
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account={"equity": 100.0, "cash": 100.0, "exposure": 0.0},
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)
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assert signal.action == "BUY"
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assert signal.diagnostics["trade_mode"] == "LEGACY_FALLBACK"
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assert signal.diagnostics["entry_path"] == "legacy_fallback"
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assert signal.diagnostics["forecast_fallback_active"] is True
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def test_torch_forecast_forces_trend_fallback_in_live_mode(make_settings, tmp_path) -> None:
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settings = make_settings(
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tmp_path,
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trading_mode="live",
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strategy_mode="torch_forecast",
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time_series_trend_fallback_enabled=True,
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time_series_fallback_mode="legacy",
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time_series_require_quality_gate=True,
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time_series_require_fresh_model=True,
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max_position_usdt=50,
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)
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strategy = SpotStrategy(settings)
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ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
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signal = strategy.entry_signal(
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"BTCUSDT",
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_trend_entry_candles(),
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ticker,
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open_positions_for_symbol=0,
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forecast={"usable": False, "model": "none", "quality_gate_passed": False},
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account={"equity": 100.0},
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trend_candles=_daily_trend_candles(),
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)
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assert signal.action == "BUY"
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assert signal.diagnostics["trade_mode"] == "TREND_MACD_FALLBACK"
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assert signal.diagnostics["entry_path"] == "trend_macd_fallback"
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def test_torch_forecast_uses_legacy_exit_for_paper_fallback_position(make_settings, tmp_path) -> None:
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settings = make_settings(
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tmp_path,
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strategy_mode="torch_forecast",
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time_series_trend_fallback_enabled=True,
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time_series_fallback_mode="legacy",
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)
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strategy = SpotStrategy(settings)
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position = Position(
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1,
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"BTCUSDT",
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1,
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100,
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100,
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0.1,
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96,
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103.5,
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100,
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entry_diagnostics={"entry_path": "legacy_fallback"},
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)
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ticker = Ticker("BTCUSDT", 104, 103.99, 104.01, 10_000_000, 1000, 1.0)
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signal = strategy.exit_signal(position, _ready_candles(), ticker, forecast={})
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assert signal.action == "SELL"
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assert signal.diagnostics["trade_mode"] == "LEGACY_FALLBACK"
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assert signal.diagnostics["entry_path"] == "legacy_fallback"
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def test_torch_forecast_allows_explicit_manual_quality_override(make_settings, tmp_path) -> None:
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settings = make_settings(
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tmp_path,
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