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

tests/unit/test_pre_trade.py

@@ -0,0 +1,37 @@
+from __future__ import annotations
+
+import pytest
+
+from arbitrade.risk.pre_trade import PreTradeValidator
+
+
+def test_pre_trade_validator_accepts_when_balance_and_min_size_pass() -> None:
+    validator = PreTradeValidator(min_order_size_by_asset={"USD": 50.0})
+
+    assert validator.validate(
+        balances_by_asset={"USD": 100.0},
+        required_by_asset={"USD": 75.0},
+    )
+
+
+def test_pre_trade_validator_rejects_when_balance_insufficient() -> None:
+    validator = PreTradeValidator(min_order_size_by_asset={"USD": 50.0})
+
+    assert not validator.validate(
+        balances_by_asset={"USD": 40.0},
+        required_by_asset={"USD": 75.0},
+    )
+
+
+def test_pre_trade_validator_rejects_when_below_min_size() -> None:
+    validator = PreTradeValidator(min_order_size_by_asset={"USD": 50.0})
+
+    assert not validator.validate(
+        balances_by_asset={"USD": 100.0},
+        required_by_asset={"USD": 30.0},
+    )
+
+
+def test_pre_trade_validator_rejects_invalid_min_order_size_config() -> None:
+    with pytest.raises(ValueError, match="minimum order size"):
+        PreTradeValidator(min_order_size_by_asset={"USD": 0.0})