tests/test_risk_monitor.py

import pytest
import sys
import os

sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))

from safety import RiskMonitor
from core_types import PortfolioState

class MockPosition:
    def __init__(self, contracts, margin_requirement):
        self.contracts = contracts
        self.margin_requirement = margin_requirement

def test_risk_monitor_intraday_drawdown(monkeypatch):
    monitor = RiskMonitor(intraday_drawdown_limit=0.05)
    
    # Track if emergency liquidation was called
    liquidation_called = False
    
    def mock_emergency_liquidate(state):
        nonlocal liquidation_called
        liquidation_called = True
        
    monkeypatch.setattr(monitor, 'emergency_liquidate', mock_emergency_liquidate)
    
    peak_nav = 100_000.0
    
    # 2% drawdown (safe)
    tripped = monitor.check_intraday_drawdown(current_nav=98_000.0, peak_nav=peak_nav)
    assert not tripped
    assert not liquidation_called
    
    # 6% drawdown (unsafe)
    tripped = monitor.check_intraday_drawdown(current_nav=94_000.0, peak_nav=peak_nav)
    assert tripped
    assert liquidation_called

def test_risk_monitor_margin_ratio():
    monitor = RiskMonitor(margin_ratio_limit=0.80)
    
    futures_pos = [
        MockPosition(contracts=5, margin_requirement=12000.0) # Total 60,000 margin
    ]
    
    # Cash is 100,000. Ratio = 60,000 / 100,000 = 0.60 (safe)
    ratio = monitor.check_margin_ratio(futures_pos, cash_balance=100_000.0)
    assert ratio == 0.60
    
    # Cash drops to 70,000. Ratio = 60,000 / 70,000 = 0.857 (unsafe)
    ratio = monitor.check_margin_ratio(futures_pos, cash_balance=70_000.0)
    assert ratio > 0.80