Add risk management features: implement loss limits, trade limits, and pre-trade validation; update settings and tests

tests/unit/test_loss_limits.py

@@ -0,0 +1,49 @@
+from __future__ import annotations
+
+from datetime import UTC, datetime, timedelta
+
+import pytest
+
+from arbitrade.risk.loss_limits import LossLimitGuard
+
+
+def test_loss_limit_guard_tracks_daily_and_cumulative_pnl() -> None:
+    guard = LossLimitGuard(daily_loss_limit=100.0, cumulative_loss_limit=200.0)
+    t0 = datetime.now(UTC)
+
+    guard.register_realized_pnl(-40.0, at=t0)
+    guard.register_realized_pnl(10.0, at=t0)
+
+    assert guard.cumulative_pnl == -30.0
+    assert guard.daily_pnl(t0.date()) == -30.0
+    assert not guard.is_halted
+
+
+def test_loss_limit_guard_halts_on_daily_limit() -> None:
+    guard = LossLimitGuard(daily_loss_limit=50.0)
+    t0 = datetime.now(UTC)
+
+    guard.register_realized_pnl(-30.0, at=t0)
+    guard.register_realized_pnl(-25.0, at=t0)
+
+    assert guard.is_halted
+    assert guard.halted_reason == "daily_loss_limit_breached"
+
+
+def test_loss_limit_guard_halts_on_cumulative_limit_across_days() -> None:
+    guard = LossLimitGuard(cumulative_loss_limit=60.0)
+    t0 = datetime.now(UTC)
+
+    guard.register_realized_pnl(-40.0, at=t0)
+    guard.register_realized_pnl(-25.0, at=t0 + timedelta(days=1))
+
+    assert guard.is_halted
+    assert guard.halted_reason == "cumulative_loss_limit_breached"
+
+
+def test_loss_limit_guard_rejects_invalid_limits() -> None:
+    with pytest.raises(ValueError, match="daily_loss_limit"):
+        LossLimitGuard(daily_loss_limit=0.0)
+
+    with pytest.raises(ValueError, match="cumulative_loss_limit"):
+        LossLimitGuard(cumulative_loss_limit=-1.0)