12 tests covering all screener filters: min_price, min_atr_14,
min_avg_dollar_volume, date selection (latest-before, future excluded),
and the V23 quality filters min_atr_pct / max_atr_pct added last session
but previously untested.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Tests the stop evaluation loop that mirrors orb_simulator.py:477-580:
- Long/short stop_loss hit
- Breakeven promotion (stop moves to entry at 1R)
- trailing_tighten_at_r: verifies tight ATR multiplier fires at 2R vs
normal multiplier, exercising the tighten logic added in V23 port
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Bug: pending candidate DB records were only swept inside the "has open
positions" branch of run_eod_exit, so a server restart mid-day (ORB
detection ran, no breakouts, no positions) left candidates as "pending"
forever.
Fix: move the in-memory and DB pending sweep to run unconditionally before
the positions check.
Test: TestEodDbSweep verifies both code paths (no-position + in-memory).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Tests the three structural guards that were previously untested:
- Rolling loss filter: skip logic, boundary, window slicing, date exclusion
- Circuit breaker: 25% drawdown halts session
- max_simultaneous_entries: blocks new entries when at cap
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
I Luk Kim