@

Phase 3: Trading-Kern (Risk, Execution, Portfolio) mit sicherem Broker-Default - Core/Trading/TradingModels: Signal, Order(Request/Result), RiskContext/Decision, Account, Position, Quote, ExecutionResult, Enums (Side/OrderType/Mode) - IBrokerClient + NullBrokerClient (sicherer Default, handelt NIE bis IBKR-Adapter verifiziert) - RiskService (+IRiskService): Sizing nach MaxTrade%, Modul-Limit, Slippage; Buy/Sell - PortfolioService (+IPortfolioService): core_position + core_trade_history + core_budget - ExecutionService (+IExecutionService): Signal -> Kurs -> Konto -> Risiko -> Order -> Buchung - TradingSettings in AppSettings (Paper/Live, TradingEnabled, Risikoparameter) - CoreMigrations: core_position; DI-Registrierung der Trading-Services - Tests: RiskService (11) + ExecutionService (6, NSubstitute) -> 38/38 gruen Offen (bewusst gekapselt): echter IbkrBrokerClient gegen Client-Portal-Gateway (manuell verifizieren). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> @
2026-07-27 11:33:59 +02:00
parent d0bc833235
commit 2ad4b55db1
15 changed files with 833 additions and 8 deletions
@@ -0,0 +1,142 @@
+using FluentAssertions;
+using IBKRTrader.Core.Trading;
+
+namespace IBKRTrader.Tests.Trading;
+
+[Trait("cat", "unit")]
+public class RiskServiceTests
+{
+    private readonly RiskService _risk = new();
+
+    // MaxTrade 5 %, MaxModul 20 %, MaxSlippage 5 %
+    private static readonly RiskParameters DefaultParams = new(5m, 20m, 5m);
+
+    private static TradeSignal Buy(decimal? limit = null, decimal? notional = null) => new()
+    {
+        Symbol = "AAPL", Side = TradeSide.Buy, SourceModule = "CT",
+        LimitPrice = limit, SuggestedNotional = notional
+    };
+
+    private static TradeSignal Sell() => new()
+    {
+        Symbol = "AAPL", Side = TradeSide.Sell, SourceModule = "CT"
+    };
+
+    [Fact]
+    public void Buy_SizesByMaxTradePercent()
+    {
+        // NetLiq 10.000 × 5 % = 500 max Nominal; Kurs 100 → 5 Stück
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };
+
+        var d = _risk.Evaluate(Buy(), ctx, DefaultParams);
+
+        d.Approved.Should().BeTrue();
+        d.Quantity.Should().Be(5);
+    }
+
+    [Fact]
+    public void Buy_UsesSuggestedNotional_WhenSmallerThanMax()
+    {
+        // Wunsch 200 < Max 500; Kurs 100 → 2 Stück
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };
+
+        var d = _risk.Evaluate(Buy(notional: 200m), ctx, DefaultParams);
+
+        d.Quantity.Should().Be(2);
+    }
+
+    [Fact]
+    public void Buy_InvalidPrice_Rejected()
+    {
+        var ctx = new RiskContext { Price = 0m, NetLiquidation = 10_000m };
+
+        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
+    }
+
+    [Fact]
+    public void Buy_ZeroAccount_Rejected()
+    {
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 0m };
+
+        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
+    }
+
+    [Fact]
+    public void Buy_QuantityBelowOne_Rejected()
+    {
+        // NetLiq 100 × 5 % = 5 max Nominal; Kurs 100 → 0 Stück
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 100m };
+
+        var d = _risk.Evaluate(Buy(), ctx, DefaultParams);
+
+        d.Approved.Should().BeFalse();
+        d.Reason.Should().Contain("< 1");
+    }
+
+    [Fact]
+    public void Buy_ExceedsModuleLimit_Rejected()
+    {
+        // MaxTrade 50 % → 5.000 Nominal, Kurs 100 → 50 Stück = 5.000
+        // Modul-Limit 20 % × 10.000 = 2.000 → abgelehnt
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };
+        var pars = new RiskParameters(50m, 20m, 5m);
+
+        var d = _risk.Evaluate(Buy(), ctx, pars);
+
+        d.Approved.Should().BeFalse();
+        d.Reason.Should().Contain("Modul-Limit");
+    }
+
+    [Fact]
+    public void Buy_ExistingExposureCountsTowardModuleLimit()
+    {
+        // Kurs 100, Max 5 % → 5 Stück (500). Bereits 1.700 Exposure.
+        // Projektiert 2.200 > Limit 2.000 → abgelehnt.
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ModuleExposure = 1_700m };
+
+        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
+    }
+
+    [Fact]
+    public void Buy_LimitOrder_SlippageTooHigh_Rejected()
+    {
+        // Limit 100, Kurs 110 → 10 % > 5 %
+        var ctx = new RiskContext { Price = 110m, NetLiquidation = 10_000m };
+
+        var d = _risk.Evaluate(Buy(limit: 100m), ctx, DefaultParams);
+
+        d.Approved.Should().BeFalse();
+        d.Reason.Should().Contain("Slippage");
+    }
+
+    [Fact]
+    public void Buy_LimitOrder_SlippageWithinTolerance_Approved()
+    {
+        // Limit 100, Kurs 104 → 4 % < 5 %
+        var ctx = new RiskContext { Price = 104m, NetLiquidation = 10_000m };
+
+        _risk.Evaluate(Buy(limit: 100m), ctx, DefaultParams).Approved.Should().BeTrue();
+    }
+
+    [Fact]
+    public void Sell_WithPosition_ClosesQuantity()
+    {
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ExistingQuantity = 12 };
+
+        var d = _risk.Evaluate(Sell(), ctx, DefaultParams);
+
+        d.Approved.Should().BeTrue();
+        d.Quantity.Should().Be(12);
+    }
+
+    [Fact]
+    public void Sell_WithoutPosition_Rejected()
+    {
+        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ExistingQuantity = 0 };
+
+        var d = _risk.Evaluate(Sell(), ctx, DefaultParams);
+
+        d.Approved.Should().BeFalse();
+        d.Reason.Should().Contain("Keine Position");
+    }
+}