Fix open trades checks

core/tests/helpers.py

@@ -141,7 +141,7 @@ class StrategyMixin:
             max_loss_percent=50,
             max_risk_percent=10,
             max_open_trades=10,
-            max_open_trades_per_symbol=5,
+            max_open_trades_per_symbol=2,
         )
 
         self.strategy = Strategy.objects.create(

core/tests/trading/test_active_management.py

@@ -393,8 +393,23 @@ class ActiveManagementTestCase(StrategyMixin, SymbolPriceMock, TestCase):
             self.trades[10:],  # Only close newer trades
         )
 
-    def test_max_open_trades_per_symbol_violated(self):
+    @patch("core.trading.active_management.ActiveManagement.handle_violation")
-        pass
+    def test_max_open_trades_per_symbol_violated(self, handle_violation):
+        for x in range(2):
+            self.add_trade(
+                str(x),
+                "EUR_USD",
+                "long",
+                f"2023-02-13T12:39:1{x}.302917985Z",
+            )
+
+        self.ams.run_checks()
+        self.check_violation(
+            "max_open_trades_per_symbol",
+            handle_violation.call_args_list,
+            "close",
+            self.trades[2:],  # Only close newer trades
+        )
 
     def test_max_loss_violated(self):
         pass

core/tests/trading/test_risk.py

@@ -2,6 +2,8 @@ from django.test import TestCase
 
 from core.exchanges import convert
 from core.models import RiskModel, User
+import core.trading.market  # to avoid messy circular import
+
 from core.trading import risk
 
 

core/trading/active_management.py

@@ -245,8 +245,9 @@ class ActiveManagement(object):
     def check_max_open_trades_per_symbol(self, trades):
         if self.strategy.risk_model is not None:
             max_open_pass = risk.check_max_open_trades_per_symbol(
-                self.strategy.risk_model, trades
+                self.strategy.risk_model, trades, return_symbols=True
             )
+            print("max_open_pass", max_open_pass)
             max_open_pass = list(max_open_pass)
             print("MAX OPEN PASS", max_open_pass)
             if max_open_pass:
@@ -271,7 +272,7 @@ class ActiveManagement(object):
                 print("TRADES OVER LIMNIT", trades_over_limit)
 
     def check_max_loss(self):
-        pass
+        check_passed = risk.check_max_loss(self.strategy.risk_model, self.strategy.account.initial_balance, self.get_balance())
 
     def check_max_risk(self, trades):
         pass

core/trading/risk.py

@@ -49,7 +49,7 @@ def check_max_open_trades(risk_model, account_trades):
     return len(account_trades) < risk_model.max_open_trades
 
 
-def check_max_open_trades_per_symbol(risk_model, account_trades, yield_symbol=False):
+def check_max_open_trades_per_symbol(risk_model, account_trades, return_symbols=False):
     """
     Check we cannot open more trades per symbol than permissible.
     """
@@ -59,15 +59,17 @@ def check_max_open_trades_per_symbol(risk_model, account_trades, yield_symbol=Fa
         if symbol not in symbol_map:
             symbol_map[symbol] = 0
         symbol_map[symbol] += 1
-
+    print("Symbol map: ", symbol_map)
+    violating_symbols = []
     for symbol, count in symbol_map.items():
         if count >= risk_model.max_open_trades_per_symbol:
-            if yield_symbol:
+            violating_symbols.append(symbol)
-                yield symbol
+
-            else:
+    if return_symbols:
-                return False
+        return violating_symbols
-    if not yield_symbol:
+    if violating_symbols:
-        return True
+        return False
+    return True
 
 
 def check_risk(risk_model, account, proposed_trade):