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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.
89 lines
2.7 KiB
Python
89 lines
2.7 KiB
Python
"""Unit tests for BRACKET order support in OrderRequest + AlpacaBroker.
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No network — exercises the request-building path only.
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"""
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from __future__ import annotations
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import pytest
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from alpaca.trading.enums import OrderClass as AlpacaOrderClass
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from alpaca.trading.requests import MarketOrderRequest
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from pydantic import ValidationError
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from shared.broker.alpaca_broker import AlpacaBroker
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from shared.schemas.trading import OrderRequest, OrderSide, OrderType
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def _broker() -> AlpacaBroker:
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return AlpacaBroker(api_key="test", secret_key="test", paper=True)
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def test_order_request_defaults_to_simple_class():
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o = OrderRequest(ticker="NVDA", side=OrderSide.BUY, qty=10)
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assert o.order_class == "simple"
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assert o.take_profit_price is None
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assert o.stop_loss_price is None
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def test_order_request_bracket_requires_both_legs():
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with pytest.raises(ValidationError, match="bracket orders require"):
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OrderRequest(
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ticker="NVDA",
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side=OrderSide.BUY,
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qty=10,
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order_class="bracket",
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take_profit_price=200.0,
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# stop_loss_price missing
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)
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with pytest.raises(ValidationError, match="bracket orders require"):
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OrderRequest(
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ticker="NVDA",
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side=OrderSide.BUY,
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qty=10,
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order_class="bracket",
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stop_loss_price=150.0,
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# take_profit_price missing
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)
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def test_order_request_bracket_with_both_legs_validates():
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o = OrderRequest(
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ticker="NVDA",
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side=OrderSide.BUY,
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qty=10,
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order_class="bracket",
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take_profit_price=200.0,
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stop_loss_price=150.0,
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)
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assert o.order_class == "bracket"
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assert o.take_profit_price == 200.0
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assert o.stop_loss_price == 150.0
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def test_build_order_request_simple_market():
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o = OrderRequest(ticker="NVDA", side=OrderSide.BUY, qty=10)
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req = _broker()._build_order_request(o)
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assert isinstance(req, MarketOrderRequest)
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assert req.symbol == "NVDA"
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assert req.qty == 10
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# default MarketOrderRequest has order_class=None or SIMPLE
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assert getattr(req, "order_class", None) in (None, AlpacaOrderClass.SIMPLE)
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def test_build_order_request_bracket_attaches_legs():
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o = OrderRequest(
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ticker="NVDA",
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side=OrderSide.BUY,
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qty=10,
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order_class="bracket",
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take_profit_price=200.0,
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stop_loss_price=150.0,
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)
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req = _broker()._build_order_request(o)
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assert isinstance(req, MarketOrderRequest)
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assert req.order_class == AlpacaOrderClass.BRACKET
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assert req.take_profit is not None
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assert float(req.take_profit.limit_price) == 200.0
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assert req.stop_loss is not None
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assert float(req.stop_loss.stop_price) == 150.0
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