DOLPHIN/nautilus_dolphin/tests/test_circuit_breaker.py

"""Tests for CircuitBreakerManager."""

import pytest
from datetime import datetime, timedelta
from nautilus_dolphin.nautilus.circuit_breaker import (
    CircuitBreakerManager, 
    CircuitBreakerReason
)


class TestCircuitBreakerManager:
    
    def test_can_open_position_within_limits(self):
        """Test position can be opened when within limits."""
        cb = CircuitBreakerManager(max_concurrent_positions=3)
        cb._day_start = datetime.now()
        
        can_trade, reason = cb.can_open_position("BTCUSDT", 10000.0)
        
        assert can_trade is True
        assert reason == ""
        
    def test_can_open_position_max_positions_reached(self):
        """Test position rejected when max positions reached."""
        cb = CircuitBreakerManager(max_concurrent_positions=2)
        cb._day_start = datetime.now()
        cb._active_positions = {'pos1', 'pos2'}
        
        can_trade, reason = cb.can_open_position("ETHUSDT", 10000.0)
        
        assert can_trade is False
        assert "max_positions_reached" in reason
        
    def test_can_open_position_already_exists(self):
        """Test position rejected when asset already has position."""
        cb = CircuitBreakerManager(max_concurrent_positions=10)
        cb._day_start = datetime.now()
        cb._asset_positions = {'BTCUSDT': 'pos1'}
        
        can_trade, reason = cb.can_open_position("BTCUSDT", 10000.0)
        
        assert can_trade is False
        assert "position_already_exists" in reason
        
    def test_daily_loss_limit_triggers_circuit_breaker(self):
        """Test circuit breaker trips on daily loss limit."""
        cb = CircuitBreakerManager(daily_loss_limit_pct=10.0)
        cb.on_trading_day_start(10000.0)
        
        # Simulate losses that exceed 10%
        cb.on_position_closed('pos1', 'BTCUSDT', -500.0)
        cb.on_position_closed('pos2', 'ETHUSDT', -600.0)
        
        assert cb.is_tripped() is True
        assert cb._trip_reason == CircuitBreakerReason.DAILY_LOSS_LIMIT
        
    def test_order_size_sanity_check(self):
        """Test circuit breaker trips on oversized order."""
        cb = CircuitBreakerManager(max_order_size_pct=50.0)
        cb._day_start = datetime.now()
        
        # Try to submit order for 60% of balance
        can_submit, reason = cb.can_submit_order(6000.0, 10000.0)
        
        assert can_submit is False
        assert "order_size_sanity_check_failed" in reason
        assert cb.is_tripped() is True
        assert cb._trip_reason == CircuitBreakerReason.ORDER_SIZE_SANITY
        
    def test_api_failure_tracking(self):
        """Test circuit breaker trips after consecutive API failures."""
        cb = CircuitBreakerManager(max_api_failures=3)
        
        # Simulate 3 API failures
        cb.on_api_failure("Connection timeout")
        cb.on_api_failure("Connection timeout")
        cb.on_api_failure("Connection timeout")
        
        assert cb.is_tripped() is True
        assert cb._trip_reason == CircuitBreakerReason.API_FAILURE
        
    def test_manual_trip(self):
        """Test manual circuit breaker trip."""
        cb = CircuitBreakerManager()
        
        cb.manual_trip("Emergency stop")
        
        assert cb.is_tripped() is True
        assert cb._trip_reason == CircuitBreakerReason.MANUAL
        
    def test_auto_reset_after_time(self):
        """Test circuit breaker auto-resets after configured time."""
        cb = CircuitBreakerManager(auto_reset_hours=1.0)
        
        cb.manual_trip("Test trip")
        assert cb.is_tripped() is True
        
        # Manually set trip time to past
        cb._trip_time = datetime.now() - timedelta(hours=2)
        
        # Should auto-reset on next check
        assert cb.is_tripped() is False
        
    def test_get_status(self):
        """Test status report."""
        cb = CircuitBreakerManager()
        cb.on_trading_day_start(10000.0)
        
        status = cb.get_status()
        
        assert 'is_tripped' in status
        assert 'active_positions' in status
        assert 'daily_pnl' in status
        assert status['active_positions'] == 0


class TestCircuitBreakerIntegration:
    
    def test_full_trading_scenario(self):
        """Test complete trading scenario with circuit breaker."""
        cb = CircuitBreakerManager(
            daily_loss_limit_pct=10.0,
            max_concurrent_positions=2,
            max_order_size_pct=50.0
        )
        
        # Start trading day
        cb.on_trading_day_start(10000.0)
        
        # Should allow first position
        can_trade, _ = cb.can_open_position("BTCUSDT", 10000.0)
        assert can_trade is True
        
        # Open position
        cb.on_position_opened("pos1", "BTCUSDT")
        
        # Should allow second position
        can_trade, _ = cb.can_open_position("ETHUSDT", 10000.0)
        assert can_trade is True
        
        # Open second position
        cb.on_position_opened("pos2", "ETHUSDT")
        
        # Should reject third position (max 2)
        can_trade, reason = cb.can_open_position("SOLUSDT", 10000.0)
        assert can_trade is False
        assert "max_positions_reached" in reason
        
        # Close first position with profit
        cb.on_position_closed("pos1", "BTCUSDT", 500.0)
        
        # Now should allow new position
        can_trade, _ = cb.can_open_position("SOLUSDT", 10000.0)
        assert can_trade is True