seventh version
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@@ -33,6 +33,7 @@ type ManagerConfig struct {
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type PreTradeInput struct {
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Portfolio domain.Portfolio
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OpenPositions int
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ClosingPosition bool
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DailyPnL decimal.Decimal
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WeeklyPnL decimal.Decimal
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MonthlyDrawdownPct decimal.Decimal
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@@ -91,7 +92,7 @@ func (m Manager) PreTradeCheck(input PreTradeInput) PreTradeResult {
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return reject("trading_status_unknown_before_order")
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case input.TradingStatus != domain.TradingStatusNormal:
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return reject("trading_status_not_normal")
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case m.cfg.MaxOpenPositions > 0 && input.OpenPositions >= m.cfg.MaxOpenPositions:
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case !input.ClosingPosition && m.cfg.MaxOpenPositions > 0 && input.OpenPositions >= m.cfg.MaxOpenPositions:
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return reject("max_open_positions")
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case DailyLossBreached(input.DailyPnL, input.Portfolio.Equity, m.cfg.MaxDailyLossPct):
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return reject("max_daily_loss")
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@@ -0,0 +1,28 @@
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package risk
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import (
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"testing"
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"github.com/shopspring/decimal"
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"overnight-trading-bot/internal/domain"
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)
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func TestPreTradeClosingPositionBypassesOpenPositionLimit(t *testing.T) {
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manager := NewManager(nil, ManagerConfig{MaxOpenPositions: 1})
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input := PreTradeInput{
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Portfolio: domain.Portfolio{Equity: decimal.NewFromInt(1000)},
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OpenPositions: 1,
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TradingStatus: domain.TradingStatusNormal,
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ClosingPosition: true,
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}
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result := manager.PreTradeCheck(input)
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if !result.Allowed {
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t.Fatalf("closing position rejected: %s", result.Reason)
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}
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input.ClosingPosition = false
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result = manager.PreTradeCheck(input)
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if result.Allowed || result.Reason != "max_open_positions" {
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t.Fatalf("entry result=%+v, want max_open_positions reject", result)
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}
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}
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