def test_position_sizing(risk_guardian):
# Test safe trade
# Portfolio: 10,000. Trade: 400 (4%) -> OK
result = risk_guardian.validate_trade('buy', 'AAPL', 400.0, 10000.0, 0.0)
assert result['allowed'] is True
# Test unsafe trade
# Portfolio: 10,000. Trade: 600 (6%) -> Blocked (>5%)
result = risk_guardian.validate_trade('buy', 'AAPL', 600.0, 10000.0, 0.0)
assert result['allowed'] is False
assert "Position size too large" in result['reason']
def test_falling_knife_protection(risk_guardian):
# Test normal buy
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, 0.0)
assert result['allowed'] is True
# Test buy with bad sentiment
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, -0.6)
assert result['allowed'] is False
assert "Falling Knife" in result['reason']
# Test SELL with bad sentiment (should be allowed, cutting losses)
result = risk_guardian.validate_trade('sell', 'AAPL', 100.0, 10000.0, -0.6)
assert result['allowed'] is True
def test_daily_loss_limit(risk_guardian):
# Tests Daily Loss Limit (5%)
# Case 1: No loss -> Allowed
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, 0.0, daily_loss_pct=0.0)
assert result['allowed'] is True
# Case 2: Hit Limit (-5%) -> Blocked
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, 0.0, daily_loss_pct=-0.05)
assert result['allowed'] is False
assert "Daily Loss Limit Hit" in result['reason']
def test_max_drawdown_limit(risk_guardian):
# Tests Drawdown Limit (10%)
# Case 1: Low Drawdown -> Allowed
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, 0.0, current_drawdown_pct=0.05)
assert result['allowed'] is True
# Case 2: Hit Limit (10%) -> Blocked
result = risk_guardian.validate_trade('buy', 'AAPL', 100.0, 10000.0, 0.0, current_drawdown_pct=0.10)
assert result['allowed'] is False
assert "Max Drawdown Limit" in result['reason']
def test_large_trade_confirmation(risk_guardian):
# Trade > $5000 should set needs_confirmation=True
result = risk_guardian.validate_trade('buy', 'AAPL', 6000.0, 200000.0, 0.0)
assert result['allowed'] is True
assert result['needs_confirmation'] is True
def test_paper_engine_risk_metrics_nonzero(tmp_path):
from core.paper import PaperTradingEngine
db = tmp_path / "paper_test.db"
engine = PaperTradingEngine(db_path=str(db))
# Seed with USD so equity starts > 0
engine.deposit("agent_zero", "USD", 1000.0)
# Buy some AAPL at $150
engine.execute_trade("agent_zero", "buy", "AAPL", 1, 150.0, "test")
metrics = engine.get_risk_metrics("agent_zero")
assert "daily_pnl_pct" in metrics
assert "drawdown_pct" in metrics
# With snapshots present, drawdown should be >= 0, daily pnl should be finite
assert metrics["drawdown_pct"] >= 0.0
assert abs(metrics["daily_pnl_pct"]) < 10.0
