56 lines
1.5 KiB
Python
56 lines
1.5 KiB
Python
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"""Tests for risk manager."""
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import pytest
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from src.risk.manager import get_risk_manager, RiskManager
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class TestRiskManager:
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"""Tests for RiskManager."""
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@pytest.fixture
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def risk_manager(self):
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"""Create risk manager instance."""
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return get_risk_manager()
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@pytest.mark.asyncio
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async def test_check_trade_risk(self, risk_manager):
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"""Test trade risk checking."""
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# Test with valid trade
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result = await risk_manager.check_trade_risk(
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exchange_id=1,
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strategy_id=1,
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symbol="BTC/USD",
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side="buy",
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amount=0.01,
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price=50000.0,
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current_portfolio_value=10000.0
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)
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assert isinstance(result, bool)
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@pytest.mark.asyncio
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async def test_check_max_drawdown(self, risk_manager):
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"""Test max drawdown check."""
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result = await risk_manager.check_max_drawdown(
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current_portfolio_value=9000.0,
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peak_portfolio_value=10000.0
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)
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assert isinstance(result, bool)
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@pytest.mark.asyncio
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async def test_add_risk_limit(self, risk_manager, mock_database):
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"""Test adding risk limit."""
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engine, Session = mock_database
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await risk_manager.add_risk_limit(
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limit_type="max_drawdown",
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value=0.10, # 10%
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is_active=True
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)
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# Verify limit was added
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await risk_manager.load_risk_limits()
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assert len(risk_manager.risk_limits) > 0
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