Курнат Андрей
100 lines
3.5 KiB
Python
100 lines
3.5 KiB
Python
from __future__ import annotations
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from crypto_spot_bot.learning import TradeLearner
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from crypto_spot_bot.models import Trade, utc_now
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from crypto_spot_bot.storage import Storage
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def test_trade_learner_penalizes_losing_symbol_pattern(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, learning_min_samples=2)
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storage = Storage(settings.database_path)
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for value in (-0.4, -0.2):
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storage.insert_trade(
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Trade(
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id=None,
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symbol="BTCUSDT",
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side="SELL",
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qty=1,
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entry_price=100,
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exit_price=99,
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net_pnl=value,
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reason="test",
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entry_pattern="пробой вниз",
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entry_confidence=0.7,
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opened_at=utc_now(),
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closed_at=utc_now(),
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)
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)
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learner = TradeLearner(settings, storage)
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learner.refresh()
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adjustment = learner.adjustment_for("BTCUSDT", "пробой вниз")
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assert adjustment.sample_size >= 4
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assert adjustment.confidence_adjustment < 0
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assert "убыточными" in adjustment.reason
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def test_trade_learner_builds_adaptive_rules_for_losing_ema_exit(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, learning_min_samples=3)
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storage = Storage(settings.database_path)
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for value in (-0.05, -0.04, -0.03):
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storage.insert_trade(
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Trade(
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id=None,
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symbol="BTCUSDT",
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side="SELL",
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qty=1,
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entry_price=100,
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exit_price=99.9,
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net_pnl=value,
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reason="краткосрочный тренд ослаб ниже EMA50",
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entry_pattern="нейтрально",
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entry_confidence=0.7,
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opened_at=utc_now(),
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closed_at=utc_now(),
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)
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)
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learner = TradeLearner(settings, storage)
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state = learner.refresh()
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rules = learner.rules_for("BTCUSDT", "нейтрально")
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assert state.adaptive_rules["risk_mode"] == "defensive"
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assert rules["ema_exit_mode"] == "profit_only"
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assert rules["effective_entry_threshold_adjustment"] > 0
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assert rules["min_hold_seconds"] > settings.min_hold_seconds
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def test_trade_learner_enters_capital_protection_and_validates_rules(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, learning_min_samples=3, starting_balance_usdt=100, max_total_exposure_usdt=80)
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storage = Storage(settings.database_path)
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for value in (-0.12, -0.10, -0.08):
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storage.insert_trade(
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Trade(
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id=None,
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symbol="ETHUSDT",
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side="SELL",
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qty=1,
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entry_price=100,
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exit_price=99,
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net_pnl=value,
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reason="краткосрочный тренд ослаб ниже EMA50",
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entry_pattern="нейтрально",
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entry_confidence=0.7,
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opened_at=utc_now(),
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closed_at=utc_now(),
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)
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)
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learner = TradeLearner(settings, storage)
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state = learner.refresh()
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rules = state.adaptive_rules
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assert rules["trade_permission"] == "capital_protection"
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assert rules["reduce_exposure"] is True
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assert rules["bad_market_entry_block"] is True
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assert rules["target_total_exposure_usdt"] == 35.0
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assert rules["validation"]["status"] == "accepted"
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assert rules["validation"]["avoided_loss_usdt"] > 0
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