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fix: promote _STRATEGY_PARAMS / _COMMON_PARAMS to module level #150

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Merged
keitaj merged 1 commit into from
May 4, 2026
Merged

fix: promote _STRATEGY_PARAMS / _COMMON_PARAMS to module level #150

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229 changes: 121 additions & 108 deletions bot.py
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Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,121 @@
'max_open_positions', 'cooldown_after_stop',
]

# Common-strategy parameter names (apply to most / all strategies).
# Module-level so ``validation.strategy_validator.known_market_making_keys()``
# can introspect them for typo detection without circular-import gymnastics.
_COMMON_PARAMS = [
'position_size_usd', 'max_positions', 'take_profit_percent',
'stop_loss_percent', 'candle_interval', 'account_cap_pct',
]

# Per-strategy parameter names. Each list contains the ``config_key``
# (i.e. the name produced by argparse ``dest=``); for renames where the
# CLI flag and config key differ, ``_collect_params`` accepts an
# ``(arg_name, config_key)`` tuple. Module-level for the same reason as
# ``_COMMON_PARAMS`` above.
_STRATEGY_PARAMS = {
'simple_ma': ['fast_ma_period', 'slow_ma_period'],
'rsi': [
'rsi_period', 'oversold_threshold', 'overbought_threshold',
'rsi_extreme_low', 'rsi_moderate_low',
'size_multiplier_extreme', 'size_multiplier_moderate',
],
'bollinger_bands': [
'bb_period', 'std_dev', 'squeeze_threshold',
'volatility_expansion_threshold',
'high_band_width_threshold', 'high_band_width_multiplier',
'low_band_width_threshold', 'low_band_width_multiplier',
],
'macd': [
'fast_ema', 'slow_ema', 'signal_ema', 'divergence_lookback',
'histogram_strength_high', 'histogram_strength_low',
'histogram_multiplier_high', 'histogram_multiplier_low',
],
'grid_trading': [
'grid_levels', 'grid_spacing_pct', 'position_size_per_grid',
'range_period', 'range_pct_threshold', 'volatility_threshold',
'grid_recalc_bars', 'grid_saturation_threshold',
'grid_boundary_margin_low', 'grid_boundary_margin_high',
],
'breakout': [
'lookback_period', 'volume_multiplier',
'breakout_confirmation_bars', 'atr_period',
'pivot_window', 'avg_volume_lookback',
'stop_loss_atr_multiplier', 'position_stop_loss_atr_multiplier',
'strong_breakout_multiplier',
'high_atr_threshold', 'low_atr_threshold',
'high_atr_multiplier', 'low_atr_multiplier',
],
'market_making': [
'spread_bps', 'order_size_usd', 'max_open_orders',
'refresh_interval_seconds',
'refresh_tolerance_bp',
'refresh_max_age_seconds',
'max_position_age_seconds',
'taker_fallback_age_seconds',
'aggressive_loss_bps',
'force_close_max_loss_bps',
'close_spread_bps',
'close_breakeven_pct',
'close_aggressive_pct',
'unrealized_loss_close_bps',
'bbo_mode',
'bbo_offset_bps',
'inventory_skew_bps',
'imbalance_threshold',
'loss_streak_limit',
'loss_streak_cooldown',
'bbo_guard_threshold_bps',
'imbalance_guard_threshold',
'imbalance_guard_depth',
'vol_adjust_enabled',
'vol_adjust_multiplier',
'vol_lookback',
'vol_adjust_max_offset',
'adverse_selection_log_interval',
'coin_offset_overrides',
'coin_spread_overrides',
'coin_size_overrides',
'coin_unrealized_loss_overrides',
'close_refresh_threshold_bps',
'spread_schedule',
'quiet_hours_utc',
'quiet_hours_spread_multiplier',
'microprice_skew_enabled',
'microprice_skew_multiplier',
'microprice_max_skew_bps',
'velocity_guard_enabled',
'velocity_consecutive',
'velocity_min_move_bps',
'dynamic_offset_enabled',
'dynamic_offset_sensitivity',
'dynamic_offset_tighten_rate',
'dynamic_offset_max_addition',
'dynamic_offset_max_reduction',
'dynamic_offset_floor',
'dynamic_offset_min_fills',
'dynamic_age_enabled',
'dynamic_age_baseline_vol',
'dynamic_age_min',
'dynamic_age_max',
'auto_exclude_enabled',
'auto_exclude_threshold_bps',
'auto_exclude_consecutive',
'auto_exclude_min_fills',
'auto_exclude_cooldown',
'auto_exclude_window_label',
'forager_enabled',
'forager_score_threshold',
'forager_consecutive',
'forager_cooldown_seconds',
'forager_weight_activity',
'forager_weight_quality',
'forager_weight_cost',
'drain_flag_file',
],
}


def _apply_json_risk_overrides(json_overrides: Optional[Dict], args) -> None:
"""Wire risk parameters from JSON config into the ``Config`` class.
Expand Down Expand Up @@ -1270,114 +1385,12 @@ def stop(self):

args = parser.parse_args()

# Build strategy config from command line arguments.
# Each list maps CLI arg names to config keys (same name when identical).
# For renamed keys use a (arg_name, config_key) tuple.
_COMMON_PARAMS = [
'position_size_usd', 'max_positions', 'take_profit_percent',
'stop_loss_percent', 'candle_interval', 'account_cap_pct',
]
_STRATEGY_PARAMS = {
'simple_ma': ['fast_ma_period', 'slow_ma_period'],
'rsi': [
'rsi_period', 'oversold_threshold', 'overbought_threshold',
'rsi_extreme_low', 'rsi_moderate_low',
'size_multiplier_extreme', 'size_multiplier_moderate',
],
'bollinger_bands': [
'bb_period', 'std_dev', 'squeeze_threshold',
'volatility_expansion_threshold',
'high_band_width_threshold', 'high_band_width_multiplier',
'low_band_width_threshold', 'low_band_width_multiplier',
],
'macd': [
'fast_ema', 'slow_ema', 'signal_ema', 'divergence_lookback',
'histogram_strength_high', 'histogram_strength_low',
'histogram_multiplier_high', 'histogram_multiplier_low',
],
'grid_trading': [
'grid_levels', 'grid_spacing_pct', 'position_size_per_grid',
'range_period', 'range_pct_threshold', 'volatility_threshold',
'grid_recalc_bars', 'grid_saturation_threshold',
'grid_boundary_margin_low', 'grid_boundary_margin_high',
],
'breakout': [
'lookback_period', 'volume_multiplier',
'breakout_confirmation_bars', 'atr_period',
'pivot_window', 'avg_volume_lookback',
'stop_loss_atr_multiplier', 'position_stop_loss_atr_multiplier',
'strong_breakout_multiplier',
'high_atr_threshold', 'low_atr_threshold',
'high_atr_multiplier', 'low_atr_multiplier',
],
'market_making': [
'spread_bps', 'order_size_usd', 'max_open_orders',
'refresh_interval_seconds',
'refresh_tolerance_bp',
'refresh_max_age_seconds',
'max_position_age_seconds',
'taker_fallback_age_seconds',
'aggressive_loss_bps',
'force_close_max_loss_bps',
'close_spread_bps',
'close_breakeven_pct',
'close_aggressive_pct',
'unrealized_loss_close_bps',
'bbo_mode',
'bbo_offset_bps',
'inventory_skew_bps',
'imbalance_threshold',
'loss_streak_limit',
'loss_streak_cooldown',
'bbo_guard_threshold_bps',
'imbalance_guard_threshold',
'imbalance_guard_depth',
'vol_adjust_enabled',
'vol_adjust_multiplier',
'vol_lookback',
'vol_adjust_max_offset',
'adverse_selection_log_interval',
'coin_offset_overrides',
'coin_spread_overrides',
'coin_size_overrides',
'coin_unrealized_loss_overrides',
'close_refresh_threshold_bps',
'spread_schedule',
'quiet_hours_utc',
'quiet_hours_spread_multiplier',
'microprice_skew_enabled',
'microprice_skew_multiplier',
'microprice_max_skew_bps',
'velocity_guard_enabled',
'velocity_consecutive',
'velocity_min_move_bps',
'dynamic_offset_enabled',
'dynamic_offset_sensitivity',
'dynamic_offset_tighten_rate',
'dynamic_offset_max_addition',
'dynamic_offset_max_reduction',
'dynamic_offset_floor',
'dynamic_offset_min_fills',
'dynamic_age_enabled',
'dynamic_age_baseline_vol',
'dynamic_age_min',
'dynamic_age_max',
'auto_exclude_enabled',
'auto_exclude_threshold_bps',
'auto_exclude_consecutive',
'auto_exclude_min_fills',
'auto_exclude_cooldown',
'auto_exclude_window_label',
'forager_enabled',
'forager_score_threshold',
'forager_consecutive',
'forager_cooldown_seconds',
'forager_weight_activity',
'forager_weight_quality',
'forager_weight_cost',
'drain_flag_file',
],
}
# ``_COMMON_PARAMS`` and ``_STRATEGY_PARAMS`` are defined at module
# level (top of this file) so the JSON config layer's typo detector
# (``validation.strategy_validator.known_market_making_keys``) can
# introspect them without circular-import gymnastics. The local
# references below preserve the existing call-site shape of
# ``_collect_params``.

def _collect_params(params, source, dest):
"""Copy non-None CLI args into *dest* dict."""
Expand Down
61 changes: 60 additions & 1 deletion tests/test_strategy_validator.py
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Original file line number Diff line number Diff line change
@@ -1,6 +1,10 @@
"""Tests for strategy parameter validation."""

from validation.strategy_validator import validate_strategy_config, VALID_CANDLE_INTERVALS
from validation.strategy_validator import (
validate_strategy_config,
known_market_making_keys,
VALID_CANDLE_INTERVALS,
)


class TestCommonValidation:
Expand Down Expand Up @@ -239,3 +243,58 @@ def test_unknown_strategy_valid_common(self):
assert validate_strategy_config('unknown_strategy', {
'position_size_usd': 100,
}) is None


class TestKnownMarketMakingKeys:
"""Regression tests for ``known_market_making_keys``.

The function imports ``_STRATEGY_PARAMS``, ``_COMMON_PARAMS``, and
``_RISK_PARAMS`` lazily from ``bot``. They must all be **module
level** in ``bot.py`` — if any are demoted back inside ``main()``,
the JSON config loader's typo detector will crash at runtime when a
user invokes ``--config``. These tests pin that contract.
"""

def test_returns_non_empty_set(self):
keys = known_market_making_keys()
assert isinstance(keys, set)
assert len(keys) > 0

def test_includes_market_making_params(self):
"""Spot-check a handful of representative MM keys."""
keys = known_market_making_keys()
for k in ('spread_bps', 'order_size_usd', 'refresh_interval_seconds',
'forager_enabled', 'dynamic_age_enabled'):
assert k in keys, f'{k} missing from known_market_making_keys'

def test_includes_common_params(self):
keys = known_market_making_keys()
for k in ('position_size_usd', 'max_positions', 'candle_interval'):
assert k in keys, f'common param {k} missing'

def test_includes_risk_params(self):
"""Risk-guardrail keys must be recognised so JSON ``risk:`` blocks
don't trigger spurious typo warnings."""
keys = known_market_making_keys()
for k in ('max_position_pct', 'daily_loss_limit', 'per_trade_stop_loss'):
assert k in keys, f'risk param {k} missing'

def test_includes_derived_runtime_keys(self):
"""Keys read via ``config.get`` in MarketMakingStrategy but not in
``_STRATEGY_PARAMS`` (e.g. ``maker_only``, ``close_immediately``).
"""
keys = known_market_making_keys()
for k in ('maker_only', 'close_immediately', 'enable_ws'):
assert k in keys

def test_bot_module_exports_param_lists(self):
"""Direct import — pins that the three lists are at module scope.

If ``_STRATEGY_PARAMS`` or ``_COMMON_PARAMS`` ever get demoted
back inside ``main()``, this import will raise ``ImportError``.
"""
from bot import _STRATEGY_PARAMS, _COMMON_PARAMS, _RISK_PARAMS
assert isinstance(_STRATEGY_PARAMS, dict)
assert 'market_making' in _STRATEGY_PARAMS
assert isinstance(_COMMON_PARAMS, list)
assert isinstance(_RISK_PARAMS, list)
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