momentum devandClaude Opus 4.8
660cd494d5
HIGH: - Circuit breaker fails CLOSED: a repeated unreadable equity (API 401/429/5xx or missing field) now halts new entries after 3 consecutive failures instead of silently reporting 'no breach' and continuing to trade through a drawdown. - execute(): map order statuses. Terminal-fail (rejected/expired/...) -> ok=False (never armed as a resting entry); record ANY fill (partial too), not only an exact 'filled'; require a real broker order id. approve_order only arms genuinely OPEN statuses. - sync: account/positions/orders failures now emit a BrokerHealthChangedEvent (degraded) and step_sync surfaces 'DEGRADED', instead of a success-shaped None that left risk gates reading stale snapshots as current. MEDIUM: - _flatten_all records a position closed only on a CONFIRMED close; the breaker event reports 'halted_flatten_incomplete' + the unclosed symbols when a close fails, instead of claiming the book is flat. - submit_exit_order prefers close_position (handles short sign + fractional qty; a plain sell of abs(qty) would double a short). LOW: - get_orders(nested=true) so bracket child legs aren't dropped from the snapshot. + tests/unit/test_execution_safety.py (4 regressions). 75/75 green. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
73 lines
2.4 KiB
Python
73 lines
2.4 KiB
Python
"""Execution/broker safety regressions (from the silent-failure audit).
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Locks in: a rejected or id-less order is never reported ok; partial fills are
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recorded; and the daily-loss circuit breaker fails CLOSED when equity can't be
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read (rather than silently disabling itself).
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"""
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from alpaca_paper.execution import AlpacaPaperExecutor, ExecutionRequest
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from storage.event_store import EventStore
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from trading_execution import ExecutionSettings, TradingExecutionService
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class _FakeClient:
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def __init__(self, resp=None, account=None, raise_account=False):
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self.resp = resp or {}
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self.account = account or {"equity": "100000", "last_equity": "100000"}
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self.raise_account = raise_account
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def submit_order(self, **kw):
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return self.resp
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def cancel_order(self, order_id):
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pass
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def get_account(self):
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if self.raise_account:
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raise RuntimeError("API down")
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return self.account
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def _req(symbol="X"):
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return ExecutionRequest(
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symbol=symbol, side="buy", quantity=10, entry_price=1.0,
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stop_loss_price=0.9, take_profit_price=1.2, order_type="limit",
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)
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def test_rejected_order_is_not_ok():
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ex = AlpacaPaperExecutor(
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EventStore(":memory:"),
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client=_FakeClient({"id": "o1", "status": "rejected", "filled_qty": "0"}),
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)
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r = ex.execute(_req())
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assert r.ok is False and r.status == "rejected"
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def test_order_with_no_broker_id_is_not_ok():
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ex = AlpacaPaperExecutor(EventStore(":memory:"), client=_FakeClient({"status": "new"}))
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assert ex.execute(_req()).ok is False
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def test_partial_fill_is_recorded():
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store = EventStore(":memory:")
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ex = AlpacaPaperExecutor(store, client=_FakeClient(
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{"id": "o2", "status": "partially_filled", "filled_qty": "5", "filled_avg_price": "1.01"}))
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r = ex.execute(_req("Y"))
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assert r.ok is True
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assert len(store.query_events(event_type="order_filled", limit=None)) == 1
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def test_breaker_fails_closed_when_equity_unreadable():
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store = EventStore(":memory:")
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svc = TradingExecutionService(
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store,
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executor=AlpacaPaperExecutor(store, client=_FakeClient(raise_account=True)),
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settings=ExecutionSettings(max_daily_loss_pct=0.03),
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session_id="cb",
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)
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assert svc._daily_loss_breach() is False # 1 failure
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assert svc._daily_loss_breach() is False # 2 failures
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assert svc._daily_loss_breach() is True # 3 -> fail CLOSED
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assert svc._halted is True
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