251eece8e2
Add `leverage: float = 1.0` param to `persist_paper_book` and `PaperBookService.derive_and_persist`; scales only the `capital` arg passed to `target_positions`, leaving equity base unscaled. Add `unit_shadow_positions` helper (sleeve_weight=1, capital=1 composition). Default leverage=1.0 leaves all existing callers and tests unchanged. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
12 lines
504 B
Python
12 lines
504 B
Python
from fxhnt.application.paper_book import unit_shadow_positions
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def test_builds_unit_notional_composition():
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swb = {"ts": {"BTCUSDT": 1.0}, "sc": {"USDTUSD": -1.0}}
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prices = {"BTCUSDT": 100.0, "USDTUSD": 1.0}
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out = unit_shadow_positions(swb, prices, "2026-01-01")
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by = {(p.sleeve, p.symbol): p for p in out}
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assert by[("ts", "BTCUSDT")].qty == 1.0 / 100.0 # w*1*1 / px
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assert by[("sc", "USDTUSD")].qty == -1.0 / 1.0
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assert all(p.entry_date == "2026-01-01" for p in out)
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