feat: trend pullback preview TP per DCA leg with unified stop loss across exchanges

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-05 16:10:27 +08:00
parent 674d721072
commit 31756e838d
7 changed files with 292 additions and 23 deletions
@@ -0,0 +1,52 @@
+"""趋势回调预览：参考价首仓止盈与补仓后止盈。"""
+from __future__ import annotations
+
+import json
+import sys
+import unittest
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+
+from strategy_trend_lib import (  # noqa: E402
+    build_trend_preview_level_rows,
+    calc_planned_reward_risk_ratio,
+    calc_take_profit_for_rr,
+)
+
+
+class TestTrendPreviewTp(unittest.TestCase):
+    def test_short_ref_price_first_tp_matches_form_tp(self):
+        ref, sl, tp = 72.6, 75.5, 65.0
+        rr = calc_planned_reward_risk_ratio("short", ref, sl, tp)
+        self.assertIsNotNone(rr)
+        first_tp = calc_take_profit_for_rr("short", ref, sl, rr)
+        self.assertAlmostEqual(first_tp, tp, places=2)
+
+    def test_preview_levels_include_first_and_dca_tp(self):
+        preview = {
+            "direction": "short",
+            "live_price_ref": 72.6,
+            "stop_loss": 75.5,
+            "take_profit": 65.0,
+            "first_order_amount": 1113,
+            "grid_prices_json": json.dumps([73.42, 73.83]),
+            "leg_amounts_json": json.dumps([222, 222]),
+        }
+        enriched, rows = build_trend_preview_level_rows(preview)
+        self.assertEqual(enriched["preview_unified_stop_loss"], 75.5)
+        self.assertAlmostEqual(enriched["preview_first_take_profit"], 65.0, places=1)
+        self.assertEqual(len(rows), 3)
+        self.assertEqual(rows[0]["label"], "首仓")
+        self.assertAlmostEqual(rows[0]["take_profit"], 65.0, places=1)
+        self.assertEqual(rows[0]["stop_loss"], 75.5)
+        self.assertIsNotNone(rows[1]["avg_entry"])
+        self.assertIsNotNone(rows[1]["take_profit"])
+        self.assertEqual(rows[1]["stop_loss"], 75.5)
+        # 做空：补仓价上移 → 均价上移 → 同等 RR 下止盈价上移
+        self.assertGreater(rows[2]["take_profit"], rows[1]["take_profit"])
+
+
+if __name__ == "__main__":
+    unittest.main()