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@ -274,3 +274,52 @@ class RiskModelTestCase(TestCase):
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converted = convert_open_trades([trade, trade])
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max_risk_check = risk.check_max_risk(self.risk_model, converted)
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self.assertFalse(max_risk_check) # 10% risk is too much
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def check_max_risk_market_data_fail_multiple_mixed(self):
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"""
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Check that we can not open a trade outside the max risk limit with market data
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and multiple trades, mixing SL and TSL.
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"""
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trade = {
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"id": "abd123",
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"symbol": "EUR_USD",
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"currentUnits": 100,
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"side": "long",
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"state": "open",
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"price": 1.0, # initial
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"unrealizedPL": 0, # price == initial
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"stopLossOrder": {
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"price": 0.95, # down by 5%, 5% risk
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},
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}
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trade2 = trade.copy()
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trade2["trailingStopLossOrder"] = {"price": 0.95}
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del trade2["stopLossOrder"]
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converted = convert_open_trades([trade, trade2])
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max_risk_check = risk.check_max_risk(self.risk_model, converted)
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self.assertFalse(max_risk_check) # 10% risk is too much
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def check_max_risk_market_data_fail_multiple_mixed_both(self):
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"""
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Check that we can not open a trade outside the max risk limit with market data
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and multiple trades, mixing SL and TSL, where both are set.
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"""
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trade = {
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"id": "abd123",
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"symbol": "EUR_USD",
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"currentUnits": 100,
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"side": "long",
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"state": "open",
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"price": 1.0, # initial
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"unrealizedPL": 0, # price == initial
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"stopLossOrder": {
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"price": 0.95, # down by 5%, 5% risk
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},
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}
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trade2 = trade.copy()
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trade2["trailingStopLossOrder"] = {"price": 0.951}
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converted = convert_open_trades([trade, trade2])
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max_risk_check = risk.check_max_risk(self.risk_model, converted)
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self.assertFalse(max_risk_check) # 10% risk is too much
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