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fix: trend preview uses USDT profit, snapshot risk budget, and money RR across four exchanges

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-05 16:20:59 +08:00
parent 31756e838d
commit 32f4eec1d3
6 changed files with 223 additions and 70 deletions
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tests/test_trend_preview_tp.py
+28 -22
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@@ -1,4 +1,4 @@
"""趋势回调预览：参考价首仓止盈与补仓后止盈。"""
"""趋势回调预览：止盈盈利 U、止损金额 U、金额盈亏比。"""
from __future__ import annotations
import json
@@ -11,41 +11,47 @@ 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,
calc_money_reward_risk_ratio,
calc_risk_budget_usdt,
calc_tp_profit_usdt,
)
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_risk_budget_from_snapshot(self):
self.assertAlmostEqual(calc_risk_budget_usdt(110.73, 5), 5.5365, places=2)
def test_preview_levels_include_first_and_dca_tp(self):
def test_short_profit_at_form_take_profit(self):
profit = calc_tp_profit_usdt("short", 72.53, 66.0, 1114, 0.00167)
self.assertIsNotNone(profit)
self.assertGreater(profit, 0)
rr = calc_money_reward_risk_ratio(profit, 5.5365)
self.assertIsNotNone(rr)
self.assertGreater(rr, 1.5)
def test_preview_levels_use_money_rr(self):
preview = {
"direction": "short",
"live_price_ref": 72.6,
"live_price_ref": 72.53,
"stop_loss": 75.5,
"take_profit": 65.0,
"first_order_amount": 1113,
"take_profit": 66.0,
"first_order_amount": 1114,
"snapshot_available_usdt": 110.73,
"risk_percent": 5,
"contract_size": 0.00167,
"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.assertAlmostEqual(enriched["preview_risk_amount_u"], 5.5365, places=2)
self.assertEqual(enriched["preview_take_profit_price"], 66.0)
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"])
self.assertEqual(rows[0]["risk_u"], enriched["preview_risk_amount_u"])
self.assertIsNotNone(rows[0]["profit_u"])
self.assertAlmostEqual(rows[0]["rr"], rows[0]["profit_u"] / 5.5365, places=2)
self.assertEqual(rows[1]["risk_u"], enriched["preview_risk_amount_u"])
self.assertGreater(rows[2]["profit_u"], rows[1]["profit_u"])
if __name__ == "__main__":