From 2dfaef324c6ffed4a8355e3809a3e8af2e9d8a4a Mon Sep 17 00:00:00 2001
From: Mark Veidemanis <m@zm.is>
Date: Thu, 5 Jan 2023 19:48:56 +0000
Subject: [PATCH] Add more tests for risk checking

---
 core/tests/trading/test_risk.py | 49 +++++++++++++++++++++++++++++++++
 1 file changed, 49 insertions(+)

diff --git a/core/tests/trading/test_risk.py b/core/tests/trading/test_risk.py
index 50f29aa..6f23d1b 100644
--- a/core/tests/trading/test_risk.py
+++ b/core/tests/trading/test_risk.py
@@ -274,3 +274,52 @@ class RiskModelTestCase(TestCase):
         converted = convert_open_trades([trade, trade])
         max_risk_check = risk.check_max_risk(self.risk_model, converted)
         self.assertFalse(max_risk_check)  # 10% risk is too much
+
+    def check_max_risk_market_data_fail_multiple_mixed(self):
+        """
+        Check that we can not open a trade outside the max risk limit with market data
+        and multiple trades, mixing SL and TSL.
+        """
+        trade = {
+            "id": "abd123",
+            "symbol": "EUR_USD",
+            "currentUnits": 100,
+            "side": "long",
+            "state": "open",
+            "price": 1.0,  # initial
+            "unrealizedPL": 0,  # price == initial
+            "stopLossOrder": {
+                "price": 0.95,  # down by 5%, 5% risk
+            },
+        }
+        trade2 = trade.copy()
+        trade2["trailingStopLossOrder"] = {"price": 0.95}
+        del trade2["stopLossOrder"]
+
+        converted = convert_open_trades([trade, trade2])
+        max_risk_check = risk.check_max_risk(self.risk_model, converted)
+        self.assertFalse(max_risk_check)  # 10% risk is too much
+
+    def check_max_risk_market_data_fail_multiple_mixed_both(self):
+        """
+        Check that we can not open a trade outside the max risk limit with market data
+        and multiple trades, mixing SL and TSL, where both are set.
+        """
+        trade = {
+            "id": "abd123",
+            "symbol": "EUR_USD",
+            "currentUnits": 100,
+            "side": "long",
+            "state": "open",
+            "price": 1.0,  # initial
+            "unrealizedPL": 0,  # price == initial
+            "stopLossOrder": {
+                "price": 0.95,  # down by 5%, 5% risk
+            },
+        }
+        trade2 = trade.copy()
+        trade2["trailingStopLossOrder"] = {"price": 0.951}
+
+        converted = convert_open_trades([trade, trade2])
+        max_risk_check = risk.check_max_risk(self.risk_model, converted)
+        self.assertFalse(max_risk_check)  # 10% risk is too much