AdrianoDev
81 lines
2.5 KiB
Python
81 lines
2.5 KiB
Python
"""Tests for CER-016 risk guard."""
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from __future__ import annotations
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import pytest
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from fastapi import HTTPException
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from option_mcp_common.risk_guard import (
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enforce_aggregate,
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enforce_leverage,
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enforce_single_notional,
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max_aggregate,
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max_leverage,
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max_notional,
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)
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def test_defaults(monkeypatch):
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for k in ("CERBERO_MAX_NOTIONAL", "CERBERO_MAX_AGGREGATE", "CERBERO_MAX_LEVERAGE"):
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monkeypatch.delenv(k, raising=False)
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assert max_notional() == 200.0
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assert max_aggregate() == 1000.0
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assert max_leverage() == 3
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def test_env_override(monkeypatch):
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monkeypatch.setenv("CERBERO_MAX_NOTIONAL", "50")
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monkeypatch.setenv("CERBERO_MAX_AGGREGATE", "150")
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monkeypatch.setenv("CERBERO_MAX_LEVERAGE", "2")
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assert max_notional() == 50.0
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assert max_aggregate() == 150.0
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assert max_leverage() == 2
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def test_leverage_default_when_none(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_LEVERAGE", raising=False)
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assert enforce_leverage(None) == 3
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def test_leverage_accepts_within_cap(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_LEVERAGE", raising=False)
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assert enforce_leverage(2) == 2
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assert enforce_leverage(3) == 3
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def test_leverage_rejects_above_cap(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_LEVERAGE", raising=False)
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with pytest.raises(HTTPException) as exc:
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enforce_leverage(50)
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assert exc.value.status_code == 403
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assert exc.value.detail["error"] == "HARD_PROHIBITION"
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def test_leverage_rejects_below_one(monkeypatch):
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with pytest.raises(HTTPException):
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enforce_leverage(0)
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def test_single_notional_ok(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_NOTIONAL", raising=False)
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enforce_single_notional(100.0, exchange="deribit", instrument="BTC-PERPETUAL")
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def test_single_notional_rejects(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_NOTIONAL", raising=False)
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with pytest.raises(HTTPException) as exc:
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enforce_single_notional(335.0, exchange="hyperliquid", instrument="ETH")
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assert exc.value.status_code == 403
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assert "335" in exc.value.detail["message"]
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def test_aggregate_ok(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_AGGREGATE", raising=False)
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enforce_aggregate(current_total=500.0, new_notional=200.0)
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def test_aggregate_rejects(monkeypatch):
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monkeypatch.delenv("CERBERO_MAX_AGGREGATE", raising=False)
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with pytest.raises(HTTPException) as exc:
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enforce_aggregate(current_total=900.0, new_notional=200.0)
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assert exc.value.status_code == 403
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