1 files changed, 94 insertions, 14 deletions
diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
index a8fe37f..00a9ab4 100644
--- a/services/order-executor/tests/test_risk_manager.py
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -204,21 +204,49 @@ def test_position_size_without_scaling():
 
 
 def test_portfolio_exposure_check_passes():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_portfolio_exposure=0.8)
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("0.01"), avg_entry_price=Decimal("50000"), current_price=Decimal("50000"))}
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_portfolio_exposure=0.8,
+    )
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("0.01"),
+            avg_entry_price=Decimal("50000"),
+            current_price=Decimal("50000"),
+        )
+    }
     result = rm.check_portfolio_exposure(positions, Decimal("10000"))
     assert result.allowed  # 500/10000 = 5% < 80%
 
 
 def test_portfolio_exposure_check_rejects():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_portfolio_exposure=0.3)
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("1"), avg_entry_price=Decimal("50000"), current_price=Decimal("50000"))}
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_portfolio_exposure=0.3,
+    )
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("1"),
+            avg_entry_price=Decimal("50000"),
+            current_price=Decimal("50000"),
+        )
+    }
     result = rm.check_portfolio_exposure(positions, Decimal("10000"))
     assert not result.allowed  # 50000/10000 = 500% > 30%
 
 
 def test_correlation_calculation():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"))
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
     # Feed identical price histories — correlation should be ~1.0
     for i in range(20):
         rm.update_price("A", Decimal(str(100 + i)))
@@ -229,10 +257,21 @@ def test_correlation_calculation():
 
 
 def test_var_calculation():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"))
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
     for i in range(30):
         rm.update_price("BTCUSDT", Decimal(str(100 + (i % 5) - 2)))
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("1"), avg_entry_price=Decimal("100"), current_price=Decimal("100"))}
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("1"),
+            avg_entry_price=Decimal("100"),
+            current_price=Decimal("100"),
+        )
+    }
     var = rm.calculate_portfolio_var(positions, Decimal("10000"))
     assert var >= 0  # Non-negative
 
@@ -241,28 +280,52 @@ def test_var_calculation():
 
 
 def test_drawdown_position_scale_full():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("10000"))
     assert scale == 1.0  # No drawdown
 
 
 def test_drawdown_position_scale_reduced():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("8500"))  # 15% drawdown (between 10% and 20%)
     assert 0.25 < scale < 1.0
 
 
 def test_drawdown_halt():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("7500"))  # 25% drawdown
     assert scale == 0.0
 
 
 def test_consecutive_losses_pause():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_consecutive_losses=3, loss_pause_minutes=60)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_consecutive_losses=3,
+        loss_pause_minutes=60,
+    )
     rm.record_trade_result(False)
     rm.record_trade_result(False)
     assert not rm.is_paused()
@@ -271,7 +334,12 @@ def test_consecutive_losses_pause():
 
 
 def test_consecutive_losses_reset_on_win():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_consecutive_losses=3)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_consecutive_losses=3,
+    )
     rm.record_trade_result(False)
     rm.record_trade_result(False)
     rm.record_trade_result(True)  # Win resets counter
@@ -280,9 +348,21 @@ def test_consecutive_losses_reset_on_win():
 
 
 def test_drawdown_check_rejects_in_check():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_halt_threshold=0.15)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_halt_threshold=0.15,
+    )
     rm.update_balance(Decimal("10000"))
-    signal = Signal(strategy="test", symbol="BTC/USDT", side=OrderSide.BUY, price=Decimal("50000"), quantity=Decimal("0.01"), reason="test")
+    signal = Signal(
+        strategy="test",
+        symbol="BTC/USDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("0.01"),
+        reason="test",
+    )
     result = rm.check(signal, Decimal("8000"), {}, Decimal("0"))  # 20% dd > 15%
     assert not result.allowed
     assert "halted" in result.reason.lower()