154 lines
4.5 KiB
Go
154 lines
4.5 KiB
Go
package risk
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import (
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"context"
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"fmt"
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"testing"
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)
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type mockCounter struct {
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count int
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err error
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}
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func (m *mockCounter) CountToday(_ context.Context) (int, error) {
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return m.count, m.err
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}
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// --- PreTradeCheck ---
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func TestPreTradeCheck_PositionSize_Allowed(t *testing.T) {
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g := NewGuardian(Limits{MaxPositionSizeUSD: 500}, &mockCounter{})
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if err := g.PreTradeCheck(context.Background(), 499.99); err != nil {
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t.Fatalf("expected trade to be allowed, got: %v", err)
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}
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}
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func TestPreTradeCheck_PositionSize_Blocked(t *testing.T) {
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g := NewGuardian(Limits{MaxPositionSizeUSD: 500}, &mockCounter{})
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err := g.PreTradeCheck(context.Background(), 500.01)
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if err == nil {
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t.Fatal("expected trade to be blocked")
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}
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t.Logf("Correctly blocked: %v", err)
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}
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func TestPreTradeCheck_PositionSize_DisabledWhenZero(t *testing.T) {
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g := NewGuardian(Limits{MaxPositionSizeUSD: 0}, &mockCounter{})
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if err := g.PreTradeCheck(context.Background(), 999999); err != nil {
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t.Fatalf("zero limit should disable check, got: %v", err)
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}
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}
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func TestPreTradeCheck_DailyTrades_Allowed(t *testing.T) {
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g := NewGuardian(Limits{MaxDailyTrades: 50}, &mockCounter{count: 49})
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if err := g.PreTradeCheck(context.Background(), 100); err != nil {
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t.Fatalf("expected trade to be allowed (49/50), got: %v", err)
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}
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}
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func TestPreTradeCheck_DailyTrades_Blocked(t *testing.T) {
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g := NewGuardian(Limits{MaxDailyTrades: 50}, &mockCounter{count: 50})
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err := g.PreTradeCheck(context.Background(), 100)
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if err == nil {
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t.Fatal("expected trade to be blocked (50/50)")
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}
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t.Logf("Correctly blocked: %v", err)
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}
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func TestPreTradeCheck_DailyTrades_CounterError(t *testing.T) {
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g := NewGuardian(Limits{MaxDailyTrades: 50}, &mockCounter{err: fmt.Errorf("db down")})
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err := g.PreTradeCheck(context.Background(), 100)
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if err == nil {
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t.Fatal("expected error when counter fails")
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}
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t.Logf("Correctly blocked on counter error: %v", err)
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}
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func TestPreTradeCheck_DailyTrades_DisabledWhenZero(t *testing.T) {
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g := NewGuardian(Limits{MaxDailyTrades: 0}, &mockCounter{count: 9999})
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if err := g.PreTradeCheck(context.Background(), 100); err != nil {
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t.Fatalf("zero limit should disable check, got: %v", err)
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}
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}
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func TestPreTradeCheck_BothChecks_PositionSizeFailsFirst(t *testing.T) {
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g := NewGuardian(Limits{
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MaxPositionSizeUSD: 100,
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MaxDailyTrades: 50,
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}, &mockCounter{count: 49})
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err := g.PreTradeCheck(context.Background(), 200)
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if err == nil {
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t.Fatal("expected trade to be blocked by position size")
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}
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t.Logf("Correctly blocked: %v", err)
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}
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func TestPreTradeCheck_AllDisabled(t *testing.T) {
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g := NewGuardian(Limits{}, &mockCounter{count: 9999})
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if err := g.PreTradeCheck(context.Background(), 999999); err != nil {
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t.Fatalf("all-zero limits should allow everything, got: %v", err)
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}
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}
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// --- PortfolioCheck ---
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func TestPortfolioCheck_StopLoss_Triggered(t *testing.T) {
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g := NewGuardian(Limits{StopLossPercent: 10}, nil)
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err := g.PortfolioCheck(-10.0)
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if err == nil {
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t.Fatal("expected stop-loss to trigger at -10%")
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}
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t.Logf("Correctly triggered: %v", err)
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}
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func TestPortfolioCheck_StopLoss_NotTriggered(t *testing.T) {
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g := NewGuardian(Limits{StopLossPercent: 10}, nil)
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if err := g.PortfolioCheck(-9.99); err != nil {
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t.Fatalf("expected no trigger at -9.99%%, got: %v", err)
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}
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}
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func TestPortfolioCheck_TakeProfit_Triggered(t *testing.T) {
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g := NewGuardian(Limits{TakeProfitPercent: 20}, nil)
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err := g.PortfolioCheck(20.0)
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if err == nil {
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t.Fatal("expected take-profit to trigger at +20%")
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}
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t.Logf("Correctly triggered: %v", err)
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}
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func TestPortfolioCheck_TakeProfit_NotTriggered(t *testing.T) {
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g := NewGuardian(Limits{TakeProfitPercent: 20}, nil)
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if err := g.PortfolioCheck(19.99); err != nil {
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t.Fatalf("expected no trigger at +19.99%%, got: %v", err)
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}
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}
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func TestPortfolioCheck_BothDisabled(t *testing.T) {
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g := NewGuardian(Limits{}, nil)
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if err := g.PortfolioCheck(-99); err != nil {
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t.Fatalf("zero limits should disable all checks, got: %v", err)
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}
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if err := g.PortfolioCheck(99); err != nil {
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t.Fatalf("zero limits should disable all checks, got: %v", err)
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}
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}
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func TestPortfolioCheck_StopLoss_ExactBoundary(t *testing.T) {
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g := NewGuardian(Limits{StopLossPercent: 5}, nil)
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err := g.PortfolioCheck(-5.0)
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if err == nil {
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t.Fatal("expected stop-loss to trigger at exactly -5%")
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}
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}
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func TestPortfolioCheck_TakeProfit_ExactBoundary(t *testing.T) {
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g := NewGuardian(Limits{TakeProfitPercent: 15}, nil)
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err := g.PortfolioCheck(15.0)
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if err == nil {
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t.Fatal("expected take-profit to trigger at exactly +15%")
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}
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}
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