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test: raise Monte Carlo timeout for slower CI and add getOrderHistory to the OCO mock
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Lines changed: 2 additions & 1 deletion

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src/core/pipeline/executor.moneyPath.test.ts

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@@ -273,6 +273,7 @@ describe("placeOCOOrders fallback client IDs", () => {
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const client = {
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exchangeId: "kraken",
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getOrderHistory: async () => [],
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placeOrder: async (params: { newClientOrderId?: string }) => {
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captured.push(params.newClientOrderId ?? "");
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return {

src/infra/trading/quant/pathRiskMonteCarlo.test.ts

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@@ -129,7 +129,7 @@ describe("antithetic variance reduction (GARCH)", () => {
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expect(anti.returnStdError).toBeLessThan(plain.returnStdError);
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// …and it converges to the same expected return (within a few plain SEs).
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expect(Math.abs(anti.expectedReturn - plain.expectedReturn)).toBeLessThan(5 * plain.returnStdError);
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});
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}, 30000);
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it("expected shortfall is a left-tail mean: ES₅ ≤ returnP5 ≤ expectedReturn", () => {
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const res = monteCarloPathRisk(rets, "garch", { ...cfg, antithetic: true });

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