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https://github.com/xavierchuan/FX-ML-Trading-Engine.git
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xiaochuan
43 lines
1.3 KiB
Python
43 lines
1.3 KiB
Python
#!/usr/bin/env python3
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"""Fail CI if risk report exceeds thresholds."""
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from __future__ import annotations
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import argparse
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import csv
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from pathlib import Path
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def parse_args() -> argparse.Namespace:
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parser = argparse.ArgumentParser(description="Validate risk report thresholds")
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parser.add_argument("--report", default="results/risk/report.csv", help="CSV produced by risk_report.py")
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parser.add_argument("--max-rejects", type=int, default=0)
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parser.add_argument("--max-kill", type=int, default=0)
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return parser.parse_args()
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def main() -> None:
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args = parse_args()
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report = Path(args.report)
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if not report.exists():
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raise SystemExit(f"Report not found: {report}")
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rejects = 0
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kills = 0
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with report.open("r", encoding="utf-8") as fh:
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reader = csv.DictReader(fh)
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for row in reader:
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if row.get("event") == "reject":
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rejects += 1
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elif row.get("event") == "kill_switch":
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kills += 1
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if rejects > args.max_rejects or kills > args.max_kill:
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raise SystemExit(
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f"Risk report exceeded thresholds: rejects={rejects} (max {args.max_rejects}), "
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f"kill_switch={kills} (max {args.max_kill})"
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)
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print(f"Risk report OK (rejects={rejects}, kill_switch={kills})")
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if __name__ == "__main__":
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main()
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