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

tests/unit/test_trade_limits.py

@@ -0,0 +1,41 @@
+from __future__ import annotations
+
+import pytest
+
+from arbitrade.risk.trade_limits import TradeLimitsGuard
+
+
+def test_trade_limits_guard_blocks_when_max_concurrent_reached() -> None:
+    guard = TradeLimitsGuard(max_concurrent_trades=1)
+
+    guard.open_trade({"BTC": 10.0})
+
+    assert not guard.is_trade_allowed({"BTC": 1.0})
+
+
+def test_trade_limits_guard_blocks_when_asset_exposure_would_breach_cap() -> None:
+    guard = TradeLimitsGuard(max_exposure_per_asset=100.0)
+
+    guard.open_trade({"BTC": 80.0})
+
+    assert not guard.is_trade_allowed({"BTC": 25.0})
+    assert guard.is_trade_allowed({"ETH": 25.0})
+
+
+def test_trade_limits_guard_releases_exposure_on_close() -> None:
+    guard = TradeLimitsGuard(max_concurrent_trades=2, max_exposure_per_asset=100.0)
+
+    guard.open_trade({"BTC": 80.0})
+    guard.close_trade({"BTC": 80.0})
+
+    assert guard.active_trades == 0
+    assert guard.exposure_for_asset("BTC") == 0.0
+    assert guard.is_trade_allowed({"BTC": 100.0})
+
+
+def test_trade_limits_guard_rejects_invalid_configuration() -> None:
+    with pytest.raises(ValueError, match="max_concurrent_trades"):
+        TradeLimitsGuard(max_concurrent_trades=0)
+
+    with pytest.raises(ValueError, match="max_exposure_per_asset"):
+        TradeLimitsGuard(max_exposure_per_asset=0.0)