feat(phase2): BRACKET orders + Kevin risk caps (Tasks 18, 19)
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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:
Viktor Barzin 2026-05-26 21:03:59 +00:00
parent fdc2a60257
commit f7ca671bf3
8 changed files with 458 additions and 2 deletions

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"""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