From 33b14aaa2344b0fd95d1629627c3d135b24ae102 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 15:56:35 +0900
Subject: feat: initial trading platform implementation

Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules
---
 services/order-executor/tests/test_risk_manager.py | 72 ++++++++++++++++++++++
 1 file changed, 72 insertions(+)
 create mode 100644 services/order-executor/tests/test_risk_manager.py

(limited to 'services/order-executor/tests/test_risk_manager.py')

diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
new file mode 100644
index 0000000..f6b5545
--- /dev/null
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -0,0 +1,72 @@
+"""Tests for RiskManager."""
+from decimal import Decimal
+
+import pytest
+
+from shared.models import OrderSide, Position, Signal
+from order_executor.risk_manager import RiskManager
+
+
+def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "BTC/USDT") -> Signal:
+    return Signal(
+        strategy="test",
+        symbol=symbol,
+        side=side,
+        price=Decimal(price),
+        quantity=Decimal(quantity),
+        reason="test signal",
+    )
+
+
+def make_risk_manager(
+    max_position_size: str = "0.1",
+    stop_loss_pct: str = "5.0",
+    daily_loss_limit_pct: str = "10.0",
+) -> RiskManager:
+    return RiskManager(
+        max_position_size=Decimal(max_position_size),
+        stop_loss_pct=Decimal(stop_loss_pct),
+        daily_loss_limit_pct=Decimal(daily_loss_limit_pct),
+    )
+
+
+def test_risk_check_passes_normal_order():
+    """Small BUY order with enough balance should be allowed."""
+    rm = make_risk_manager()
+    signal = make_signal(side=OrderSide.BUY, price="100", quantity="0.5")
+    # cost = 50, balance = 10000, position_value = 0 => (0+50)/10000 = 0.5% < 10%
+    result = rm.check(signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("0"))
+    assert result.allowed is True
+    assert result.reason == "OK"
+
+
+def test_risk_check_rejects_exceeding_position_size():
+    """5 BTC at $50,000 = $250,000 order cost on $10,000,000 balance exceeds 10% limit."""
+    rm = make_risk_manager(max_position_size="0.1")
+    signal = make_signal(side=OrderSide.BUY, price="50000", quantity="5")
+    # cost = 250000, balance = 1000000 => 250000/1000000 = 25% > 10%
+    # balance is sufficient (250000 < 1000000) but position size is exceeded
+    result = rm.check(signal, balance=Decimal("1000000"), positions={}, daily_pnl=Decimal("0"))
+    assert result.allowed is False
+    assert result.reason == "Position size exceeded"
+
+
+def test_risk_check_rejects_daily_loss_exceeded():
+    """Daily PnL of -1100 on 10000 balance = -11%, exceeding -10% limit."""
+    rm = make_risk_manager(daily_loss_limit_pct="10.0")
+    signal = make_signal(side=OrderSide.BUY, price="100", quantity="0.1")
+    result = rm.check(
+        signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("-1100")
+    )
+    assert result.allowed is False
+    assert result.reason == "Daily loss limit exceeded"
+
+
+def test_risk_check_rejects_insufficient_balance():
+    """Order cost of 500 exceeds available balance of 100."""
+    rm = make_risk_manager()
+    signal = make_signal(side=OrderSide.BUY, price="100", quantity="5")
+    # cost = 500, balance = 100
+    result = rm.check(signal, balance=Decimal("100"), positions={}, daily_pnl=Decimal("0"))
+    assert result.allowed is False
+    assert result.reason == "Insufficient balance"
-- 
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