from scripts.portfolios._defs import PORTFOLIOS def test_six_portfolios_defined(): assert set(PORTFOLIOS) == {"PORT01", "PORT02", "PORT03", "PORT04", "PORT05", "PORT06"} def test_port06_is_master_shape_cap(): p = PORTFOLIOS["PORT06"] sids = set(p.sleeve_ids) assert {"SH_BTC", "SH_ETH", "TSM01", "PR_ETHBTC", "PR_ETHBTC_15M"} <= sids # 18 dal 2026-06-09: aggiunto lo sleeve BLEND PR_ETHBTC_15M (ETH/BTC pairs 15m flat-skip) assert len(sids) == 18 # SHAPE cappata a 0.0588 (2026-06-05): SH01 senza SL by-design, esposizione dimezzata # (ricerca sh01_exit_lab: 11 famiglie di stop, 0 sopravvissute) assert p.weighting == "cap" and p.caps == {"PAIRS": 0.33, "SHAPE": 0.0588} def test_default_leverage_sober(): assert PORTFOLIOS["PORT06"].leverage == 2.0