Local changes: Updated model training, removed debug instrumentation, and configuration improvements

tests/unit/risk/test_position_sizing.py

@@ -0,0 +1,41 @@
+"""Tests for position sizing."""
+
+import pytest
+from src.risk.position_sizing import get_position_sizer, PositionSizing
+
+
+class TestPositionSizing:
+    """Tests for PositionSizing."""
+    
+    @pytest.fixture
+    def position_sizer(self):
+        """Create position sizer instance."""
+        return get_position_sizer()
+    
+    def test_fixed_percentage(self, position_sizer):
+        """Test fixed percentage sizing."""
+        size = position_sizer.fixed_percentage(10000.0, 0.02)  # 2%
+        assert size == 200.0
+    
+    def test_fixed_amount(self, position_sizer):
+        """Test fixed amount sizing."""
+        size = position_sizer.fixed_amount(500.0)
+        assert size == 500.0
+    
+    def test_volatility_based(self, position_sizer):
+        """Test volatility-based sizing."""
+        size = position_sizer.volatility_based(
+            capital=10000.0,
+            atr=100.0,
+            risk_per_trade_percentage=0.01  # 1%
+        )
+        assert size > 0
+    
+    def test_kelly_criterion(self, position_sizer):
+        """Test Kelly Criterion."""
+        fraction = position_sizer.kelly_criterion(
+            win_probability=0.6,
+            payout_ratio=1.5
+        )
+        assert 0 <= fraction <= 1
+