refactor: 将共用代码迁入 lib/ 模块化目录
统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+198
-198
@@ -1,198 +1,198 @@
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"""hub_trades_lib 单元测试。"""
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from __future__ import annotations
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import sqlite3
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import unittest
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from datetime import datetime
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from hub_trades_lib import (
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fetch_trades_for_trading_day,
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summarize_trades,
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trading_day_from_dt,
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trading_day_window_bounds,
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)
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class HubTradesLibTest(unittest.TestCase):
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def test_trading_day_reset(self):
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dt = datetime(2026, 6, 6, 7, 30, 0)
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self.assertEqual(trading_day_from_dt(dt, 8), "2026-06-05")
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dt2 = datetime(2026, 6, 6, 8, 0, 0)
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self.assertEqual(trading_day_from_dt(dt2, 8), "2026-06-06")
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def test_trading_day_window_bounds(self):
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start, end = trading_day_window_bounds("2026-06-06", 8)
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self.assertEqual(start, "2026-06-06 08:00:00")
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self.assertEqual(end, "2026-06-07 07:59:59")
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def test_fetch_and_summarize(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"ONDO/USDT",
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"short",
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"止损",
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None,
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-0.5,
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None,
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None,
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"2026-06-06 10:00:00",
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None,
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"2026-06-06 09:00:00",
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None,
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"2026-06-06 10:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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stats = summarize_trades(rows)
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self.assertEqual(stats["closed_count"], 1)
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self.assertEqual(stats["loss_count"], 1)
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self.assertAlmostEqual(stats["total_pnl_u"], -0.5)
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conn.close()
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def test_early_morning_belongs_prev_trading_day(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"BTC/USDT",
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"long",
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"止盈",
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None,
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1.2,
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None,
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None,
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"2026-06-07 07:30:00",
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None,
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"2026-06-07 06:00:00",
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None,
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"2026-06-07 07:30:00",
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"关键位",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-07")), 0)
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self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-06")), 1)
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conn.close()
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def test_reviewed_fields_preferred(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"ETH/USDT",
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"long",
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"止损",
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"止盈",
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-0.5,
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2.0,
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None,
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"2026-06-06 09:00:00",
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"2026-06-06 11:00:00",
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"2026-06-06 08:00:00",
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None,
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"2026-06-06 11:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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"2026-06-06 12:00:00",
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["result"], "止盈")
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self.assertAlmostEqual(rows[0]["pnl_amount"], 2.0)
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self.assertTrue(rows[0]["reviewed"])
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conn.close()
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def test_time_close_result_included(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"BTC/USDT",
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"long",
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"时间平仓",
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None,
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1.2,
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None,
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None,
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"2026-06-06 12:00:00",
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None,
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"2026-06-06 08:00:00",
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None,
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"2026-06-06 12:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["result"], "时间平仓")
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conn.close()
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if __name__ == "__main__":
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unittest.main()
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"""hub_trades_lib 单元测试。"""
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from __future__ import annotations
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import sqlite3
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import unittest
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from datetime import datetime
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from lib.hub.hub_trades_lib import (
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fetch_trades_for_trading_day,
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summarize_trades,
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trading_day_from_dt,
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trading_day_window_bounds,
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)
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class HubTradesLibTest(unittest.TestCase):
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def test_trading_day_reset(self):
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dt = datetime(2026, 6, 6, 7, 30, 0)
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self.assertEqual(trading_day_from_dt(dt, 8), "2026-06-05")
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dt2 = datetime(2026, 6, 6, 8, 0, 0)
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self.assertEqual(trading_day_from_dt(dt2, 8), "2026-06-06")
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def test_trading_day_window_bounds(self):
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start, end = trading_day_window_bounds("2026-06-06", 8)
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self.assertEqual(start, "2026-06-06 08:00:00")
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self.assertEqual(end, "2026-06-07 07:59:59")
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def test_fetch_and_summarize(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"ONDO/USDT",
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"short",
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"止损",
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None,
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-0.5,
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None,
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None,
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"2026-06-06 10:00:00",
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None,
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"2026-06-06 09:00:00",
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None,
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"2026-06-06 10:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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stats = summarize_trades(rows)
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self.assertEqual(stats["closed_count"], 1)
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self.assertEqual(stats["loss_count"], 1)
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self.assertAlmostEqual(stats["total_pnl_u"], -0.5)
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conn.close()
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def test_early_morning_belongs_prev_trading_day(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"BTC/USDT",
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"long",
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"止盈",
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None,
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1.2,
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None,
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None,
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"2026-06-07 07:30:00",
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None,
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"2026-06-07 06:00:00",
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None,
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"2026-06-07 07:30:00",
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"关键位",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-07")), 0)
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self.assertEqual(len(fetch_trades_for_trading_day(conn, "2026-06-06")), 1)
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conn.close()
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def test_reviewed_fields_preferred(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"ETH/USDT",
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"long",
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"止损",
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"止盈",
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-0.5,
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2.0,
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None,
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"2026-06-06 09:00:00",
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"2026-06-06 11:00:00",
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"2026-06-06 08:00:00",
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None,
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"2026-06-06 11:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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"2026-06-06 12:00:00",
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["result"], "止盈")
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self.assertAlmostEqual(rows[0]["pnl_amount"], 2.0)
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self.assertTrue(rows[0]["reviewed"])
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conn.close()
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def test_time_close_result_included(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE trade_records (
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symbol TEXT, direction TEXT, result TEXT, reviewed_result TEXT,
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pnl_amount REAL, reviewed_pnl_amount REAL, exchange_realized_pnl REAL,
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closed_at TEXT, reviewed_closed_at TEXT, opened_at TEXT, reviewed_opened_at TEXT,
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created_at TEXT, monitor_type TEXT, actual_rr REAL, planned_rr REAL,
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trade_style TEXT, entry_reason TEXT, reviewed_at TEXT
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)"""
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)
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conn.execute(
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"INSERT INTO trade_records VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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(
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"BTC/USDT",
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"long",
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"时间平仓",
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None,
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1.2,
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None,
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None,
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"2026-06-06 12:00:00",
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None,
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"2026-06-06 08:00:00",
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None,
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"2026-06-06 12:00:00",
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"趋势回调",
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None,
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None,
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"trend",
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"",
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None,
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),
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)
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conn.commit()
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rows = fetch_trades_for_trading_day(conn, "2026-06-06")
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["result"], "时间平仓")
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conn.close()
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if __name__ == "__main__":
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unittest.main()
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Reference in New Issue
Block a user