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PythagorasGoal/tests/test_book_u2.py
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Adriano 9ce924d97c book_execute: chiama set_open_cap (U1) se il trader lo espone, prima di rebalance_signed 
hasattr perche' U1 e U2 si uniscono dopo questo rilascio: DeribitTrader oggi non ha
set_open_cap, e l'hasattr evita che l'unione dei due rami rompa in un senso o nell'altro.
Si toglie l'hasattr al merge.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-09-27 13:41:07 +00:00

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"""Test U2 (gitea:Adriano/PythagorasGoal #20, #21, #22, #23, #25).
Principio unico: quando il giro non sa QUANTO vale il conto (#20, #21) o QUALE e' il segnale
(#22), NON manda ordini di ribilancio, ma CONTROLLA LO STESSO il disaster-SL di ogni asset — la
protezione dipende da posizione e mark, non da equity o segnale. E un fill gia' eseguito non e'
un fill perso se un passo successivo del rebalance, o la lettura della posizione dopo, falliscono
(#23). `online` richiede TUTTI i mark da mainnet, non solo BTC (#25).
Nessun test tocca la rete: trader ed eccezioni sono finti.
"""
from __future__ import annotations
import json
import sys
from pathlib import Path
import pytest
PROJECT_ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(PROJECT_ROOT))
from helpers import carica_script
from src.live import shadow as S
from src.live.execution import DeribitTrader, Fill, RebalanceParziale
def _fresh_bar() -> str:
import pandas as _pd
return str(_pd.Timestamp.now(tz="UTC").normalize().date())
# ---------------------------------------------------------------------------
# #20 — USDE illeggibile: l'equity diventa IGNOTA (None), non 0.
# ---------------------------------------------------------------------------
class _ClientUSDEBoom:
def __init__(self, usdc=2056.0):
self._usdc = usdc
def account_summary(self, cur):
if cur == "USDE":
raise RuntimeError("gateway giu'")
return {"equity": self._usdc}
def test_usde_illeggibile_rende_equity_ignota_non_zero():
eq, src = S._equity(_ClientUSDEBoom(), {})
assert eq is None
assert "USDE illeggibile" in src and "RuntimeError" in src
def test_watermark_non_si_scrive_su_equity_ignota(tmp_path, monkeypatch):
"""`write_equity_watermark` riceve None quando l'equity e' ignota: non deve scrivere il
file (gia' cosi' nel codice esistente — qui lo si blinda con un test, come chiesto)."""
import src.live.book as book
monkeypatch.setattr(book, "EQUITY_WATERMARK", tmp_path / "equity_seen.json")
assert book.write_equity_watermark(None) is None
assert not (tmp_path / "equity_seen.json").exists()
# ---------------------------------------------------------------------------
# #25 — online richiede TUTTI i mark mainnet, non solo BTC.
# ---------------------------------------------------------------------------
def test_online_richiede_tutti_i_mark_mainnet(monkeypatch):
monkeypatch.setattr(S, "_safe_client", lambda: object())
monkeypatch.setattr(S, "_marks", lambda c, d: (
{"BTC": 60000.0, "ETH": 3000.0},
{"BTC": "mainnet", "ETH": "fallback close (RuntimeError)"}))
monkeypatch.setattr(S, "_positions", lambda c: ({a: 0.0 for a in S.ASSETS}, "mainnet", None))
monkeypatch.setattr(S, "_equity", lambda c, m: (600.0, "mainnet USDC"))
r = S.shadow_report()
assert r["online"] is False # prima di #25 sarebbe stato True (guardava solo BTC)
def test_online_true_quando_tutti_i_mark_sono_mainnet(monkeypatch):
monkeypatch.setattr(S, "_safe_client", lambda: object())
monkeypatch.setattr(S, "_marks", lambda c, d: (
{"BTC": 60000.0, "ETH": 3000.0}, {"BTC": "mainnet", "ETH": "mainnet"}))
monkeypatch.setattr(S, "_positions", lambda c: ({a: 0.0 for a in S.ASSETS}, "mainnet", None))
monkeypatch.setattr(S, "_equity", lambda c, m: (600.0, "mainnet USDC"))
assert S.shadow_report()["online"] is True
# ---------------------------------------------------------------------------
# #21, #22 — SOLO PROTEZIONE: equity ignota o SKH ignoto -> nessun rebalance_signed, ma il
# disaster-SL si controlla LO STESSO per ogni asset. Giro degradato -> exit 2 (se ARMATO).
# ---------------------------------------------------------------------------
def _asset(nome, inst, mark, order=None):
return dict(asset=nome, instrument=inst, tp_frac=1.0, skh_sign=1, skh_state="flat",
net_target=225.0, position_usd=0.0, mark=mark, order=order)
def _canned_report(**overrides):
base = dict(
last_data=_fresh_bar(), online=True, real_equity=None, equity=2000.0,
eq_basis="paper capital (ipotetico)", cap_per_asset=300.0, skh_error=None, pos_error=None,
eq_fallback=None,
assets=[
_asset("BTC", "BTC_USDC-PERPETUAL", 60000.0,
order=dict(side="buy", delta=225.0, is_close=False, needs_flip=False)),
_asset("ETH", "ETH_USDC-PERPETUAL", 3000.0, order=None),
],
orders=[],
)
base.update(overrides)
return base
class _TraderSoloProtezione:
"""Trader finto: registra se rebalance_signed viene chiamato (NON deve) e quali asset
ricevono ensure_disaster_sl (TUTTI, comunque)."""
def __init__(self):
self.rebalance_chiamato = False
self.visti_sl: list[str] = []
def rebalance_signed(self, *a, **k):
self.rebalance_chiamato = True
return []
def position_usd(self, inst):
return 0.0
def ensure_disaster_sl(self, inst, sl_pct):
self.visti_sl.append(inst)
return {"state": "ok", "stop": 1.0, "amount": 0.0}
def _run_solo_protezione(canned, monkeypatch):
mod = carica_script("scripts/live/book_execute.py")
trader = _TraderSoloProtezione()
alerts = []
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: alerts.append((t, d)))
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: trader)
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
uscita = None
try:
mod._run()
except SystemExit as e:
uscita = e.code
return trader, alerts, uscita
def test_eq_fallback_e_solo_protezione(monkeypatch):
canned = _canned_report(
eq_fallback="equity reale non leggibile (conto flat) -> sizing su paper_cap $2,000")
trader, alerts, uscita = _run_solo_protezione(canned, monkeypatch)
assert trader.rebalance_chiamato is False # nessun ordine dimensionato
assert trader.visti_sl == ["BTC_USDC-PERPETUAL", "ETH_USDC-PERPETUAL"] # protezione per TUTTI
assert any("solo protezione" in t.lower() for t, _ in alerts)
assert uscita == 2
def test_skh_error_e_solo_protezione(monkeypatch):
canned = _canned_report(skh_error="RuntimeError: feed 5m giu")
trader, alerts, uscita = _run_solo_protezione(canned, monkeypatch)
assert trader.rebalance_chiamato is False
assert trader.visti_sl == ["BTC_USDC-PERPETUAL", "ETH_USDC-PERPETUAL"]
assert any("solo protezione" in t.lower() for t, _ in alerts)
assert uscita == 2
def test_solo_protezione_in_dry_run_non_esce_2(monkeypatch, capsys):
"""Un'anteprima (senza execution_enabled) non ha tentato nulla: non e' un giro degradato."""
mod = carica_script("scripts/live/book_execute.py")
canned = _canned_report(eq_fallback="equity reale non leggibile -> sizing su paper_cap")
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=False, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py"]) # niente --execute
mod._run() # non deve sollevare
assert "solo protezione" in capsys.readouterr().out.lower()
# ---------------------------------------------------------------------------
# #23 — fill persi: un fill gia' eseguito non sparisce se un passo successivo del rebalance
# (flip) o la lettura della posizione dopo falliscono.
# ---------------------------------------------------------------------------
class _FakeExec(DeribitTrader):
"""DeribitTrader senza rete: instrumenta close/open per il test del flip parziale."""
def __init__(self, pos_usd, open_boom=None, chiusura_fill=None):
self._pos = pos_usd
self._open_boom = open_boom
self._chiusura_fill = chiusura_fill
def position_usd(self, instrument):
return self._pos
def close(self, instrument, label="tp01-close"):
return self._chiusura_fill
def open(self, instrument, side, amount, label="tp01-open"):
if self._open_boom is not None:
raise self._open_boom
return Fill(instrument, side, amount, amount, 60000.0, 0.01, "oid", "filled", True, "")
def test_flip_con_open_che_esplode_dopo_close_solleva_rebalance_parziale():
"""execution.py (#23a): il close del flip e' andato, l'open dall'altra parte no -> il fill
del close NON deve sparire dentro un'eccezione nuda."""
close_fill = Fill("BTC_USDC-PERPETUAL", "sell", 0.002, 0.002, 60000.0, 0.01, "c1",
"filled", True, "")
t = _FakeExec(pos_usd=120.0, open_boom=RuntimeError("502 Bad Gateway"), chiusura_fill=close_fill)
with pytest.raises(RebalanceParziale) as ei:
t.rebalance_signed("BTC_USDC-PERPETUAL", -80.0, 60000.0, min_usd=5.0)
assert ei.value.fills == [close_fill]
assert isinstance(ei.value.causa, RuntimeError) and "502" in str(ei.value.causa)
def test_fill_del_close_non_si_perde_se_lopen_del_flip_fallisce(tmp_path, monkeypatch, capsys):
"""book_execute (#23b): su RebalanceParziale, il fill del close finisce nel jsonl e nella
riga di log PRIMA che la causa venga rilanciata; l'asset risulta fallito, l'altro asset
(ETH) resta elaborato normalmente."""
mod = carica_script("scripts/live/book_execute.py")
monkeypatch.setattr(mod, "LOG_DIR", tmp_path)
monkeypatch.setattr(mod, "LOG", tmp_path / "book_executions.jsonl")
close_fill = Fill("BTC_USDC-PERPETUAL", "sell", 0.002, 0.002, 60000.0, 0.01, "c1",
"filled", True, "")
class _TraderFlip:
def __init__(self):
self.visti_sl: list[str] = []
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
if inst.startswith("BTC"):
raise RebalanceParziale([close_fill], RuntimeError("open KO dopo close"))
return []
def position_usd(self, inst):
return 0.0
def ensure_disaster_sl(self, inst, sl_pct):
self.visti_sl.append(inst)
return {"state": "ok", "stop": 1.0, "amount": 0.0}
trader = _TraderFlip()
canned = _canned_report() # BTC ha un ordine, ETH order=None
alerts = []
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: alerts.append((t, d)))
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: trader)
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
uscita = None
try:
mod._run()
except SystemExit as e:
uscita = e.code
out = capsys.readouterr().out
assert uscita == 2
assert "-> SELL 0.0020 @ $60,000.0" in out # riga di fill stampata
assert "asset falliti in questo giro: BTC" in out # isolamento esistente
assert trader.visti_sl == ["ETH_USDC-PERPETUAL"] # BTC salta l'SL questo giro
# (il fill del close NON e' un fill perso: e' nel jsonl anche se il resto del flip e' fallito)
righe = [json.loads(l) for l in (tmp_path / "book_executions.jsonl").read_text().splitlines()]
assert len(righe) == 1
assert righe[0]["asset"] == "BTC" and righe[0]["side"] == "sell" and righe[0]["filled"] == 0.002
assert righe[0]["pos_after"] is None
def test_position_usd_illeggibile_dopo_un_fill_non_perde_il_fill(tmp_path, monkeypatch, capsys):
"""book_execute (#23b): rebalance_signed va a segno, ma `position_usd` (reconcile) solleva
dopo -> il fill e' comunque registrato con pos_after None, e non e' un guasto del giro."""
mod = carica_script("scripts/live/book_execute.py")
monkeypatch.setattr(mod, "LOG_DIR", tmp_path)
monkeypatch.setattr(mod, "LOG", tmp_path / "book_executions.jsonl")
fill = Fill("BTC_USDC-PERPETUAL", "buy", 0.003, 0.003, 60000.0, 0.02, "o1", "filled", True, "")
class _TraderReconcileBoom:
def __init__(self):
self.visti_sl: list[str] = []
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
return [fill] if inst.startswith("BTC") else []
def position_usd(self, inst):
raise RuntimeError("api 500")
def ensure_disaster_sl(self, inst, sl_pct):
self.visti_sl.append(inst)
return {"state": "ok", "stop": 1.0, "amount": 0.0}
trader = _TraderReconcileBoom()
canned = _canned_report()
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: trader)
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
mod._run() # non deve sollevare: il reconcile mancato non e' fatale
out = capsys.readouterr().out
assert "reconcile: pos illeggibile (RuntimeError)" in out
assert "asset falliti" not in out # NON e' trattato come giro fallito
assert trader.visti_sl == ["BTC_USDC-PERPETUAL", "ETH_USDC-PERPETUAL"] # protezione comunque
righe = [json.loads(l) for l in (tmp_path / "book_executions.jsonl").read_text().splitlines()]
assert len(righe) == 1
assert righe[0]["asset"] == "BTC" and righe[0]["pos_after"] is None
# ---------------------------------------------------------------------------
# Il formato delle righe stampate non e' cambiato: tradesdb.parse_cron_log deve continuare a
# leggerlo, sia in un giro normale sia in un giro con RebalanceParziale (#23).
# ---------------------------------------------------------------------------
def test_parse_cron_log_legge_un_giro_normale_prodotto_dal_nuovo_codice(monkeypatch, capsys, tmp_path):
from src.live import tradesdb as T
mod = carica_script("scripts/live/book_execute.py")
monkeypatch.setattr(mod, "LOG_DIR", tmp_path)
monkeypatch.setattr(mod, "LOG", tmp_path / "book_executions.jsonl")
fill_btc = Fill("BTC_USDC-PERPETUAL", "buy", 0.003, 0.003, 60000.0, 0.02, "o1", "filled", True, "")
class _TraderOk:
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
return [fill_btc] if inst.startswith("BTC") else []
def position_usd(self, inst):
return 180.0
def ensure_disaster_sl(self, inst, sl_pct):
return {"state": "ok", "stop": 1.0, "amount": 0.0}
canned = _canned_report()
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: _TraderOk())
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
mod._run()
out = capsys.readouterr().out
log = f"===== 2026-09-27T13:47:01Z cron_book =====\n{out}===== done 13:47:05Z =====\n"
runs = T.parse_cron_log(log)
assert len(runs) == 1 and len(runs[0].fills) == 1
f = runs[0].fills[0]
assert f.asset == "BTC" and f.side == "buy" and abs(f.qty - 0.003) < 1e-9 and f.verified == 1
def test_parse_cron_log_legge_il_fill_di_un_RebalanceParziale(monkeypatch, capsys, tmp_path):
from src.live import tradesdb as T
mod = carica_script("scripts/live/book_execute.py")
monkeypatch.setattr(mod, "LOG_DIR", tmp_path)
monkeypatch.setattr(mod, "LOG", tmp_path / "book_executions.jsonl")
close_fill = Fill("BTC_USDC-PERPETUAL", "sell", 0.002, 0.002, 60000.0, 0.01, "c1",
"filled", True, "")
class _TraderFlip:
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
if inst.startswith("BTC"):
raise RebalanceParziale([close_fill], RuntimeError("open KO"))
return []
def position_usd(self, inst):
return 0.0
def ensure_disaster_sl(self, inst, sl_pct):
return {"state": "ok", "stop": 1.0, "amount": 0.0}
canned = _canned_report()
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: _TraderFlip())
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
try:
mod._run()
except SystemExit:
pass
out = capsys.readouterr().out
log = f"===== 2026-09-27T14:47:01Z cron_book =====\n{out}===== done 14:47:05Z =====\n"
runs = T.parse_cron_log(log)
assert len(runs) == 1 and len(runs[0].fills) == 1
f = runs[0].fills[0]
assert f.asset == "BTC" and f.side == "sell" and abs(f.qty - 0.002) < 1e-9
# ---------------------------------------------------------------------------
# set_open_cap (da U1, stesso rilascio): chiamato SOLO se il trader lo espone (hasattr — U1 e
# U2 si uniscono dopo questo rilascio), subito prima di rebalance_signed.
# ---------------------------------------------------------------------------
def test_set_open_cap_chiamato_se_il_trader_lo_espone(monkeypatch):
mod = carica_script("scripts/live/book_execute.py")
class _TraderConCap:
def __init__(self):
self.cap_visti = []
def set_open_cap(self, inst, cap_usd, mark):
self.cap_visti.append((inst, cap_usd, mark))
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
return []
def position_usd(self, inst):
return 0.0
def ensure_disaster_sl(self, inst, sl_pct):
return {"state": "ok", "stop": 1.0, "amount": 0.0}
trader = _TraderConCap()
canned = _canned_report(cap_per_asset=300.0, scala=1.25)
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: trader)
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
mod._run()
assert trader.cap_visti == [("BTC_USDC-PERPETUAL", 300.0 * 1.25, 60000.0)] # solo BTC ha un ordine
def test_set_open_cap_non_richiesto_se_il_trader_non_lo_espone(monkeypatch):
"""hasattr: un trader senza set_open_cap (oggi, prima del merge con U1) non deve rompersi."""
mod = carica_script("scripts/live/book_execute.py")
class _TraderSenzaCap:
def rebalance_signed(self, inst, net, mark, min_usd=5.0):
return []
def position_usd(self, inst):
return 0.0
def ensure_disaster_sl(self, inst, sl_pct):
return {"state": "ok", "stop": 1.0, "amount": 0.0}
canned = _canned_report()
monkeypatch.setattr(mod, "book_report", lambda **k: canned)
monkeypatch.setattr(mod, "notify", lambda t, d=None: None)
monkeypatch.setattr(mod, "DeribitTrader", lambda *a, **k: _TraderSenzaCap())
monkeypatch.setattr(mod, "load_config",
lambda: dict(execution_enabled=True, min_order_usd=5.0,
disaster_sl_pct=0.30, max_data_age_days=2.0,
skh_feed_max_age_min=30.0))
monkeypatch.setattr(sys, "argv", ["book_execute.py", "--execute"])
mod._run() # non deve sollevare AttributeError
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