feat: implement phase1 state machine, composite exits, and kill-switch orchestration (#275)

tests/test_strategy_exit_rules.py

@@ -0,0 +1,38 @@
+from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
+from src.strategy.position_state_machine import PositionState
+
+
+def test_hard_stop_exit() -> None:
+    out = evaluate_exit(
+        current_state=PositionState.HOLDING,
+        config=ExitRuleConfig(hard_stop_pct=-2.0, arm_pct=3.0),
+        inp=ExitRuleInput(current_price=97.0, entry_price=100.0, peak_price=100.0),
+    )
+    assert out.should_exit is True
+    assert out.reason == "hard_stop"
+
+
+def test_take_profit_exit_for_backward_compatibility() -> None:
+    out = evaluate_exit(
+        current_state=PositionState.HOLDING,
+        config=ExitRuleConfig(hard_stop_pct=-2.0, arm_pct=3.0),
+        inp=ExitRuleInput(current_price=104.0, entry_price=100.0, peak_price=104.0),
+    )
+    assert out.should_exit is True
+    assert out.reason == "arm_take_profit"
+
+
+def test_model_assist_exit_signal() -> None:
+    out = evaluate_exit(
+        current_state=PositionState.ARMED,
+        config=ExitRuleConfig(model_prob_threshold=0.62, arm_pct=10.0),
+        inp=ExitRuleInput(
+            current_price=101.0,
+            entry_price=100.0,
+            peak_price=105.0,
+            pred_down_prob=0.8,
+            liquidity_weak=True,
+        ),
+    )
+    assert out.should_exit is True
+    assert out.reason == "model_liquidity_exit"