40 lines
1.4 KiB
Python
40 lines
1.4 KiB
Python
from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
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from src.strategy.position_state_machine import PositionState
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def test_hard_stop_exit() -> None:
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out = evaluate_exit(
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current_state=PositionState.HOLDING,
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config=ExitRuleConfig(hard_stop_pct=-2.0, arm_pct=3.0),
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inp=ExitRuleInput(current_price=97.0, entry_price=100.0, peak_price=100.0),
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)
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assert out.should_exit is True
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assert out.reason == "hard_stop"
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def test_take_profit_exit_for_backward_compatibility() -> None:
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out = evaluate_exit(
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current_state=PositionState.HOLDING,
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config=ExitRuleConfig(hard_stop_pct=-2.0, arm_pct=3.0),
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inp=ExitRuleInput(current_price=104.0, entry_price=100.0, peak_price=104.0),
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)
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assert out.should_exit is True
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assert out.reason == "arm_take_profit"
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def test_model_assist_signal_promotes_be_lock_without_direct_exit() -> None:
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out = evaluate_exit(
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current_state=PositionState.HOLDING,
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config=ExitRuleConfig(model_prob_threshold=0.62, be_arm_pct=1.2, arm_pct=10.0),
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inp=ExitRuleInput(
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current_price=100.5,
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entry_price=100.0,
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peak_price=105.0,
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pred_down_prob=0.8,
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liquidity_weak=True,
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),
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)
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assert out.should_exit is False
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assert out.state == PositionState.BE_LOCK
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assert out.reason == "model_assist_be_lock"
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