修复审计P1:基数纠偏用开仓止损并清空币数量、Gate保证金/手动平仓成交价/全仓实盘空仓校验、OKX·Binance占位函数、快照超时。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-13 00:29:55 +08:00
parent 35b70777b8
commit 39878de7fc
8 changed files with 232 additions and 43 deletions
+35 -4
View File
@@ -4,6 +4,7 @@ from __future__ import annotations
import unittest
from lib.trade.trade_margin_record_lib import (
apply_repaired_margin_capital,
coin_amount_to_margin_usdt,
looks_like_coin_amount_as_margin,
margin_from_risk_amount,
@@ -34,7 +35,6 @@ class TestTradeMarginRecord(unittest.TestCase):
)
def test_coin_to_margin(self):
# 仅作数学兜底函数;展示层不得优先用它虚增高额
self.assertAlmostEqual(
coin_amount_to_margin_usdt(0.12, trigger_price=64054.1, leverage=20),
384.32,
@@ -42,7 +42,6 @@ class TestTradeMarginRecord(unittest.TestCase):
)
def test_margin_from_risk(self):
# risk = 110 * 20 * 445.9 / 64054.1 ≈ 15.32
risk = 110.0 * 20.0 * 445.9 / 64054.1
out = margin_from_risk_amount(
risk, trigger_price=64054.1, stop_loss=64500.0, leverage=20
@@ -68,6 +67,18 @@ class TestTradeMarginRecord(unittest.TestCase):
)
self.assertEqual(out, 117.71)
def test_resolve_rejects_inflated_plan_via_risk(self):
risk = 110.0 * 20.0 * 445.9 / 64054.1
out = resolve_trade_record_margin_usdt(
exchange_margin_usdt=None,
plan_margin_capital=384.32,
leverage=20,
trigger_price=64054.1,
stop_loss=64500.0,
risk_amount=risk,
)
self.assertAlmostEqual(out, 110.0, places=1)
def test_resolve_uses_risk_when_no_plan(self):
risk = 110.0 * 20.0 * 445.9 / 64054.1
out = resolve_trade_record_margin_usdt(
@@ -89,6 +100,19 @@ class TestTradeMarginRecord(unittest.TestCase):
)
self.assertIsNone(out)
def test_repair_prefers_initial_stop_loss(self):
# 当前止损已移近(保本),若误用会把反推基数抬高;应使用开仓止损
risk = 110.0 * 20.0 * 445.9 / 64054.1
out = repair_stored_margin_capital(
384.32,
trigger_price=64054.1,
leverage=20,
stop_loss=64080.0,
initial_stop_loss=64500.0,
risk_amount=risk,
)
self.assertAlmostEqual(out, 110.0, places=1)
def test_repair_stored_uses_risk_not_coin_times_price(self):
risk = 110.0 * 20.0 * 445.9 / 64054.1
self.assertAlmostEqual(
@@ -102,7 +126,6 @@ class TestTradeMarginRecord(unittest.TestCase):
110.0,
places=1,
)
# 曾被错误「纠偏」成 384 的入库值,用风险金额压回
self.assertAlmostEqual(
repair_stored_margin_capital(
384.32,
@@ -120,13 +143,21 @@ class TestTradeMarginRecord(unittest.TestCase):
),
108.97,
)
# 无风险金额时:绝不把 0.12 换成 384
self.assertIsNone(
repair_stored_margin_capital(
0.12, trigger_price=64054.1, leverage=20
)
)
def test_apply_clears_coin_like_when_unrepairable(self):
item = {"margin_capital": 0.12, "trigger_price": 64054.1, "leverage": 20}
apply_repaired_margin_capital(
item,
trigger_price=64054.1,
leverage=20,
)
self.assertIsNone(item["margin_capital"])
def test_sanitize_rejects_oversized_collateral(self):
out = sanitize_exchange_initial_margin(
384.32, notional=2200.0, order_leverage=20, coin_amount=0.034