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Python bot (bot/alpaclaudia): alpaca-py client, wheel strategy (CSP + covered calls) plus equity trailing stops, risk gates (cash buffer, cost-basis guard, per-symbol concentration cap), SQLite state log, Typer CLI (tick/loop/status/ report/dump-state), Discord daily report, pytest suite. Next.js 14 dashboard (dashboard/): read-only — reads the bot's SQLite directly and pulls live account/positions/orders from Alpaca. KPIs, equity chart, positions, bot-intents audit table, and orders table. Dark UI with Tailwind. systemd/: user-unit templates for the polling loop and the post-close report timer. docs/STRATEGY.md: wheel mechanics, risk invariants, later candidates. Defaults to BOT_MODE=dry — nothing is submitted to Alpaca until explicitly enabled in .env. ALPACA_ENV=paper by default; flipping to live requires an explicit second guard.
112 lines
2.4 KiB
Python
112 lines
2.4 KiB
Python
from alpaclaudia.config import RiskConfig
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from alpaclaudia.risk import (
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AccountSnapshot,
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check_covered_call,
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check_csp,
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check_trailing_stop,
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)
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RISK = RiskConfig(
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max_position_pct=0.25,
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min_cash_buffer_pct=0.05,
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trailing_stop_enabled=True,
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trailing_stop_pct=0.08,
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)
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ACCT = AccountSnapshot(equity=100_000, cash=50_000, buying_power=50_000)
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def test_csp_ok():
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r = check_csp(
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underlying="TSLA",
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strike=200.0,
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qty=1,
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account=ACCT,
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existing_short_puts=0,
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max_short_puts_per_symbol=1,
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risk_cfg=RISK,
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)
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assert r.ok, r.reason
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def test_csp_blocked_by_cash_buffer():
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r = check_csp(
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underlying="TSLA",
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strike=600.0, # 60k collateral, only 50k cash
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qty=1,
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account=ACCT,
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existing_short_puts=0,
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max_short_puts_per_symbol=1,
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risk_cfg=RISK,
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)
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assert not r.ok
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def test_csp_blocked_by_position_cap():
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# 25% of 100k equity = 25k; strike 300 * 100 = 30k collateral
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r = check_csp(
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underlying="TSLA",
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strike=300.0,
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qty=1,
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account=ACCT,
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existing_short_puts=0,
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max_short_puts_per_symbol=1,
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risk_cfg=RISK,
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)
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assert not r.ok
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assert "cap" in r.reason or "exceeds" in r.reason
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def test_csp_blocked_by_concurrency():
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r = check_csp(
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underlying="TSLA",
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strike=200.0,
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qty=1,
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account=ACCT,
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existing_short_puts=1,
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max_short_puts_per_symbol=1,
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risk_cfg=RISK,
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)
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assert not r.ok
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def test_covered_call_blocks_below_cost_basis():
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positions = [
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{"symbol": "TSLA", "qty": 200, "avg_entry_price": 250.0, "is_option": False}
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]
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r = check_covered_call(
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underlying="TSLA",
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strike=240.0,
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qty=1,
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positions=positions,
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)
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assert not r.ok
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def test_covered_call_requires_shares():
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r = check_covered_call(
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underlying="TSLA",
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strike=300.0,
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qty=1,
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positions=[],
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)
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assert not r.ok
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def test_covered_call_ok():
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positions = [
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{"symbol": "TSLA", "qty": 200, "avg_entry_price": 250.0, "is_option": False}
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]
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r = check_covered_call(
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underlying="TSLA",
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strike=275.0,
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qty=2,
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positions=positions,
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)
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assert r.ok
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def test_trailing_stop_needs_long_position():
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r = check_trailing_stop(symbol="TSLA", qty=100, positions=[])
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assert not r.ok
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