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)