feat(phase2): BRACKET orders + Kevin risk caps (Tasks 18, 19)
Some checks failed
ci/woodpecker/push/woodpecker Pipeline was canceled
Some checks failed
ci/woodpecker/push/woodpecker Pipeline was canceled
Task 18 — OrderRequest + AlpacaBroker BRACKET support:
- OrderRequest gains order_class ("simple" | "bracket"),
take_profit_price, stop_loss_price + model_validator that requires
both legs when order_class == "bracket".
- AlpacaBroker._build_order_request branches to a MarketOrderRequest
with OrderClass.BRACKET + TakeProfitRequest + StopLossRequest legs,
TimeInForce.GTC so the bracket survives day boundaries.
Task 19 — RiskManager Kevin caps + circuit-breaker:
- TradeExecutorConfig gains 4 fields: kevin_daily_trade_cap,
kevin_daily_alloc_cap_usd, kevin_equity_drawdown_halt_pct,
kevin_daily_loss_circuit_pct.
- check_risk() applies the caps only when
signal.strategy_id == KEVIN_STRATEGY_UUID; non-Kevin signals pass
through the existing path unchanged.
- 4 new checks in order: drawdown halt (sets permanent
trading:paused), daily-loss circuit (setex 24h), daily trade-count
cap, daily allocation cap (rolling today's $ + this trade's
notional).
- Counter keys: kevin:daily_trades:YYYY-MM-DD,
kevin:daily_alloc_usd:YYYY-MM-DD, kevin:daily_pnl_usd:YYYY-MM-DD,
kevin:starting_equity_usd. All read-only here; bridge + executor
write them.
Tests: 5 bracket + 9 kevin-caps + 28 regression-safe. Total 67 + 14
new = 81 passing (excluding -m integration). No DB needed.
This commit is contained in:
parent
fdc2a60257
commit
f7ca671bf3
8 changed files with 458 additions and 2 deletions
0
tests/shared/broker/__init__.py
Normal file
0
tests/shared/broker/__init__.py
Normal file
89
tests/shared/broker/test_alpaca_bracket.py
Normal file
89
tests/shared/broker/test_alpaca_bracket.py
Normal file
|
|
@ -0,0 +1,89 @@
|
|||
"""Unit tests for BRACKET order support in OrderRequest + AlpacaBroker.
|
||||
|
||||
No network — exercises the request-building path only.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
from alpaca.trading.enums import OrderClass as AlpacaOrderClass
|
||||
from alpaca.trading.requests import MarketOrderRequest
|
||||
from pydantic import ValidationError
|
||||
|
||||
from shared.broker.alpaca_broker import AlpacaBroker
|
||||
from shared.schemas.trading import OrderRequest, OrderSide, OrderType
|
||||
|
||||
|
||||
def _broker() -> AlpacaBroker:
|
||||
return AlpacaBroker(api_key="test", secret_key="test", paper=True)
|
||||
|
||||
|
||||
def test_order_request_defaults_to_simple_class():
|
||||
o = OrderRequest(ticker="NVDA", side=OrderSide.BUY, qty=10)
|
||||
assert o.order_class == "simple"
|
||||
assert o.take_profit_price is None
|
||||
assert o.stop_loss_price is None
|
||||
|
||||
|
||||
def test_order_request_bracket_requires_both_legs():
|
||||
with pytest.raises(ValidationError, match="bracket orders require"):
|
||||
OrderRequest(
|
||||
ticker="NVDA",
|
||||
side=OrderSide.BUY,
|
||||
qty=10,
|
||||
order_class="bracket",
|
||||
take_profit_price=200.0,
|
||||
# stop_loss_price missing
|
||||
)
|
||||
|
||||
with pytest.raises(ValidationError, match="bracket orders require"):
|
||||
OrderRequest(
|
||||
ticker="NVDA",
|
||||
side=OrderSide.BUY,
|
||||
qty=10,
|
||||
order_class="bracket",
|
||||
stop_loss_price=150.0,
|
||||
# take_profit_price missing
|
||||
)
|
||||
|
||||
|
||||
def test_order_request_bracket_with_both_legs_validates():
|
||||
o = OrderRequest(
|
||||
ticker="NVDA",
|
||||
side=OrderSide.BUY,
|
||||
qty=10,
|
||||
order_class="bracket",
|
||||
take_profit_price=200.0,
|
||||
stop_loss_price=150.0,
|
||||
)
|
||||
assert o.order_class == "bracket"
|
||||
assert o.take_profit_price == 200.0
|
||||
assert o.stop_loss_price == 150.0
|
||||
|
||||
|
||||
def test_build_order_request_simple_market():
|
||||
o = OrderRequest(ticker="NVDA", side=OrderSide.BUY, qty=10)
|
||||
req = _broker()._build_order_request(o)
|
||||
assert isinstance(req, MarketOrderRequest)
|
||||
assert req.symbol == "NVDA"
|
||||
assert req.qty == 10
|
||||
# default MarketOrderRequest has order_class=None or SIMPLE
|
||||
assert getattr(req, "order_class", None) in (None, AlpacaOrderClass.SIMPLE)
|
||||
|
||||
|
||||
def test_build_order_request_bracket_attaches_legs():
|
||||
o = OrderRequest(
|
||||
ticker="NVDA",
|
||||
side=OrderSide.BUY,
|
||||
qty=10,
|
||||
order_class="bracket",
|
||||
take_profit_price=200.0,
|
||||
stop_loss_price=150.0,
|
||||
)
|
||||
req = _broker()._build_order_request(o)
|
||||
assert isinstance(req, MarketOrderRequest)
|
||||
assert req.order_class == AlpacaOrderClass.BRACKET
|
||||
assert req.take_profit is not None
|
||||
assert float(req.take_profit.limit_price) == 200.0
|
||||
assert req.stop_loss is not None
|
||||
assert float(req.stop_loss.stop_price) == 150.0
|
||||
Loading…
Add table
Add a link
Reference in a new issue