Adriano
fbb7753cc6
Implementa i sette algoritmi puri di docs/03-algorithms.md con disciplina TDD: 112 test, copertura statement+branch al 100% su core/ e config/, mypy --strict pulito, ruff pulito. Moduli: - config/schema.py: StrategyConfig Pydantic v2 con validatori di consistenza (kelly, delta, OTM, spread width, profit/stop). - core/types.py: OptionQuote e OptionLeg condivisi. - core/entry_validator.py: validate_entry (accumula motivi) e compute_bias (bull_put/bear_call/iron_condor/None). - core/liquidity_gate.py: check OI/volume/spread/depth + slippage stimato in % del credito. - core/sizing_engine.py: Quarter Kelly con cap 200/1000 EUR e bande DVOL. - core/combo_builder.py: select_strikes (DTE/OTM/delta/width/credit) e build (ComboProposal con credit/max_loss/breakeven). - core/greeks_aggregator.py: somma firmata BUY/SELL, theta in USD. - core/exit_decision.py: 6 trigger ordinati con eccezione skip-time vicino a profit (mark in (50%,70%] credito). - core/kelly_recalibration.py: full/quarter Kelly, confidence per sample size, blend medio in fascia 30-99 trade. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
105 lines
3.2 KiB
Python
105 lines
3.2 KiB
Python
"""Unit tests for :mod:`cerbero_bite.config.schema`."""
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from __future__ import annotations
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from decimal import Decimal
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import pytest
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from cerbero_bite.config import (
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EntryConfig,
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ExitConfig,
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ShortStrikeSpec,
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SizingConfig,
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SpreadWidthSpec,
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StrategyConfig,
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StructureConfig,
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golden_config,
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)
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def test_golden_config_builds_with_defaults() -> None:
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cfg = golden_config()
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assert cfg.config_version == "1.0.0-test"
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assert cfg.sizing.kelly_fraction == Decimal("0.13")
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assert cfg.exit.profit_take_pct_of_credit == Decimal("0.50")
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assert cfg.entry.dvol_min == Decimal("35")
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assert cfg.entry.dvol_max == Decimal("90")
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def test_dvol_adjustment_default_bands_ordered() -> None:
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cfg = golden_config()
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bands = cfg.sizing.dvol_adjustment
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assert [b.dvol_under for b in bands] == [Decimal("45"), Decimal("60"), Decimal("80")]
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assert [b.multiplier for b in bands] == [
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Decimal("1.00"),
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Decimal("0.85"),
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Decimal("0.65"),
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]
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def test_validator_rejects_kelly_out_of_safe_range() -> None:
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with pytest.raises(ValueError, match="kelly_fraction"):
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golden_config(sizing=SizingConfig(kelly_fraction=Decimal("0.6")))
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def test_validator_rejects_delta_target_outside_band() -> None:
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bad = ShortStrikeSpec(
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delta_target=Decimal("0.20"),
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delta_min=Decimal("0.10"),
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delta_max=Decimal("0.15"),
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)
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with pytest.raises(ValueError, match="delta_target"):
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golden_config(structure=StructureConfig(short_strike=bad))
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def test_validator_rejects_inverted_otm_range() -> None:
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bad = ShortStrikeSpec(
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distance_otm_pct_min=Decimal("0.30"),
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distance_otm_pct_max=Decimal("0.20"),
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)
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with pytest.raises(ValueError, match="OTM range"):
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golden_config(structure=StructureConfig(short_strike=bad))
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def test_validator_rejects_inverted_spread_width() -> None:
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bad = SpreadWidthSpec(
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target_pct_of_spot=Decimal("0.06"),
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min_pct_of_spot=Decimal("0.03"),
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max_pct_of_spot=Decimal("0.05"),
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)
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with pytest.raises(ValueError, match="spread_width"):
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golden_config(structure=StructureConfig(spread_width=bad))
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def test_validator_rejects_profit_take_ge_100pct() -> None:
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with pytest.raises(ValueError, match="profit_take"):
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golden_config(exit=ExitConfig(profit_take_pct_of_credit=Decimal("1.0")))
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def test_validator_rejects_stop_loss_le_1x() -> None:
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with pytest.raises(ValueError, match="stop_loss"):
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golden_config(exit=ExitConfig(stop_loss_mark_x_credit=Decimal("1.0")))
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def test_validator_rejects_inverted_dvol_range() -> None:
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with pytest.raises(ValueError, match="dvol_min"):
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golden_config(entry=EntryConfig(dvol_min=Decimal("90"), dvol_max=Decimal("35")))
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def test_strategy_config_is_immutable() -> None:
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cfg = golden_config()
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with pytest.raises(Exception): # pydantic raises ValidationError on frozen
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cfg.entry = EntryConfig() # type: ignore[misc]
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def test_extra_fields_rejected_on_root() -> None:
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with pytest.raises(ValueError):
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StrategyConfig(
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config_version="x",
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config_hash="0" * 64,
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last_review="2026-04-26",
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last_reviewer="test",
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unknown_field=42, # type: ignore[call-arg]
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)
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