81 lines
2.6 KiB
Python
81 lines
2.6 KiB
Python
from app.core.market_regime import classify_market_regime
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from app.core.global_risk import evaluate_global_risk
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def _overview(**overrides):
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data = {
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"sample_count": 200,
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"benchmarks": {
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"BTC/USDT": {"change_24h": 0.5},
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"ETH/USDT": {"change_24h": 0.4},
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},
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"advance_decline_ratio": 1.0,
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"avg_change_24h": 0.1,
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"hot_count_5pct": 8,
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"crash_count_5pct": 4,
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"funding": {"avg_funding_rate": 0.0001, "extreme_positive_count": 2},
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}
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data.update(overrides)
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return data
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def test_market_regime_reduces_size_for_clear_risk_off():
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result = classify_market_regime(
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_overview(
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benchmarks={"BTC/USDT": {"change_24h": -3.4}, "ETH/USDT": {"change_24h": -4.2}},
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advance_decline_ratio=0.4,
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crash_count_5pct=35,
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)
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)
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assert result["regime"] == "risk_off"
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assert result["risk_level"] == "critical"
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assert result["position_multiplier"] == 0.25
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def test_market_regime_detects_altcoin_rotation():
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result = classify_market_regime(
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_overview(
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benchmarks={"BTC/USDT": {"change_24h": 0.6}, "ETH/USDT": {"change_24h": 1.1}},
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advance_decline_ratio=1.4,
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avg_change_24h=1.2,
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hot_count_5pct=22,
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crash_count_5pct=3,
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)
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)
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assert result["regime"] == "altcoin_rotation"
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assert result["risk_level"] == "medium"
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def test_global_risk_blocks_same_sector_concentration(pg_conn, monkeypatch):
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monkeypatch.setattr(
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"app.core.global_risk.get_crypto_market_overview",
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lambda allow_live_fallback=False: _overview(),
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)
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pg_conn.execute(
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"""
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INSERT INTO paper_trades (
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recommendation_id, symbol, side, status, opened_at, entry_price, qty,
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notional_usdt, current_price, pnl_pct, created_at, updated_at
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) VALUES
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(1, 'DOGE/USDT', 'long', 'open', '2026-05-23T10:00:00', 1, 100, 1000, 1, 0, '2026-05-23T10:00:00', '2026-05-23T10:00:00'),
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(2, 'SHIB/USDT', 'long', 'open', '2026-05-23T10:00:00', 1, 100, 1000, 1, 0, '2026-05-23T10:00:00', '2026-05-23T10:00:00')
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"""
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)
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pg_conn.commit()
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result = evaluate_global_risk(
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conn=pg_conn,
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config={
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"account_equity_usdt": 20000,
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"global_risk_max_same_sector_positions": 2,
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"global_risk_max_same_direction_positions": 10,
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},
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rec={"symbol": "PEPE/USDT", "sector": "MEME"},
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additional_notional=1000,
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)
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assert result["allow_new_entries"] is False
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assert result["decision"] == "block_same_sector_concentration"
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