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Test: lock in risk-off regime guard blocking new buys #24

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Test: lock in risk-off regime guard blocking new buys #24

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35 changes: 35 additions & 0 deletions tests/test_paper_trader.py
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Original file line number Diff line number Diff line change
Expand Up @@ -411,6 +411,41 @@ def test_circuit_breaker_blocks_new_buys_but_allows_stop_sells(self) -> None:
self.assertIn(("SELL", "BBB.NS"), actions) # protective exit queued
self.assertFalse(any(a == "BUY" for a, _s in actions)) # no new buys

def test_market_regime_risk_off_blocks_new_buys(self) -> None:
# Mirrors a live incubation observation (2026-07-21): regime turned
# risk-off with 40 BUY-ranked candidates and 0 existing positions,
# and the run correctly queued zero new orders. Lock that in.
self.freeze_now(datetime(2026, 7, 2, 16, 40, tzinfo=IST))
self.write_json("daily/latest.json", {
"trading_date": "2026-07-02",
"market_regime": {"risk_on": False, "reason": "nifty_trend_risk_off"},
"analysis": [
{"symbol": "AAA.NS", "name": "AAA", "price": 50.0,
"signal": "BUY", "score": 5.0, "ret_3m": 30.0},
{"symbol": "CCC.NS", "name": "CCC", "price": 20.0,
"signal": "BUY", "score": 4.0, "ret_3m": 25.0},
],
})
self.write_json("paper/state.json", {
"inception": "2026-07-01",
"start_capital": 500000.0,
"cash": 500000.0,
"positions": {},
"last_date": "2026-07-01",
"last_rebalance_key": "2026-W20",
"history": [{"date": "2026-07-01", "value": 500000.0, "total_pnl": 0.0}],
})

result = paper_trader.run()

self.assertFalse(result.get("skipped", False))
state = json.loads((self.root / "paper/state.json").read_text(encoding="utf-8"))
snap = state["history"][-1]
self.assertEqual(state["positions"], {})
self.assertEqual(state["pending_orders"], [])
self.assertEqual(snap["trades"], [])
self.assertTrue(snap["risk_block_new_buys"])

def test_same_day_replay_never_fills_orders_queued_today(self) -> None:
# Replaying today's snapshot (legacy preliminary row) must NOT fill
# orders that were queued from TODAY's close — no order may fill on
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