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refactor: 将共用代码迁入 lib/ 模块化目录

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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
2026-07-02 16:23:09 +08:00
parent 4742a0bb9d
commit 5797d49d8a
190 changed files with 27946 additions and 27499 deletions
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tests/test_strategy_roll_lib.py
+112 -112
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@@ -1,112 +1,112 @@
from strategy_roll_lib import (
preview_roll,
roll_breakout_invalidate,
roll_breakout_trigger_crossed,
roll_fib_invalidate,
roll_fib_trigger_crossed,
solve_add_amount_for_total_risk,
validate_roll_geometry,
)
def test_solve_add_amount_long_one_risk():
q2, err = solve_add_amount_for_total_risk(
"long", 1.0, 3000.0, 3100.0, 2950.0, 200.0, 1.0
)
assert err is None
avg = (1 * 3000 + q2 * 3100) / (1 + q2)
loss = (avg - 2950) * (1 + q2)
assert abs(loss - 200.0) < 0.01
def test_preview_roll_market_short():
preview, err = preview_roll(
direction="short",
symbol="HYPE/USDT",
qty_existing=3.0,
entry_existing=65.0,
initial_take_profit=60.0,
add_mode="market",
new_stop_loss=66.5,
risk_percent=2.0,
capital_base_usdt=1000.0,
add_price=64.0,
legs_done=1,
)
assert err is None
assert preview["add_mode_label"] == "市价加仓"
sl = preview["new_stop_loss"]
avg = preview["avg_entry_after"]
qty = preview["qty_after"]
loss = (sl - avg) * qty
assert abs(loss - 20.0) < 0.01
def test_fib_cross_long_down():
assert roll_fib_trigger_crossed("long", 101.0, 100.0, 100.5) is True
assert roll_fib_trigger_crossed("long", 100.6, 100.6, 100.5) is False
def test_breakout_cross_long_up():
assert roll_breakout_trigger_crossed("long", 99.0, 100.5, 100.0) is True
assert roll_breakout_invalidate("long", 98.0, 99.0) is True
assert roll_fib_invalidate("long", 110.0, 105.0, 95.0) is True
def test_preview_breakout_mode_label():
preview, err = preview_roll(
direction="long",
symbol="ETH/USDT",
qty_existing=1.0,
entry_existing=3000.0,
initial_take_profit=3500.0,
add_mode="breakout",
new_stop_loss=2980.0,
breakthrough_price=3100.0,
risk_percent=10.0,
capital_base_usdt=1000.0,
add_price=3050.0,
)
assert err is None
assert preview["add_mode_label"] == "突破加仓"
def test_breakout_geometry_short_mark_above_breakout():
err = validate_roll_geometry(
"short",
"breakout",
new_stop_loss=568.0,
breakthrough_price=551.0,
entry_existing=560.0,
initial_take_profit=540.0,
mark_price=560.0,
)
assert err is None
def test_breakout_geometry_short_rejects_mark_at_or_below_breakout():
err = validate_roll_geometry(
"short",
"breakout",
new_stop_loss=568.0,
breakthrough_price=551.0,
entry_existing=560.0,
initial_take_profit=540.0,
mark_price=551.0,
)
assert err is not None
assert "高于突破价" in err
def test_breakout_geometry_long_rejects_mark_at_or_above_breakout():
err = validate_roll_geometry(
"long",
"breakout",
new_stop_loss=2980.0,
breakthrough_price=3100.0,
entry_existing=3000.0,
initial_take_profit=3500.0,
mark_price=3100.0,
)
assert err is not None
assert "低于突破价" in err
from lib.strategy.strategy_roll_lib import (
preview_roll,
roll_breakout_invalidate,
roll_breakout_trigger_crossed,
roll_fib_invalidate,
roll_fib_trigger_crossed,
solve_add_amount_for_total_risk,
validate_roll_geometry,
)
def test_solve_add_amount_long_one_risk():
q2, err = solve_add_amount_for_total_risk(
"long", 1.0, 3000.0, 3100.0, 2950.0, 200.0, 1.0
)
assert err is None
avg = (1 * 3000 + q2 * 3100) / (1 + q2)
loss = (avg - 2950) * (1 + q2)
assert abs(loss - 200.0) < 0.01
def test_preview_roll_market_short():
preview, err = preview_roll(
direction="short",
symbol="HYPE/USDT",
qty_existing=3.0,
entry_existing=65.0,
initial_take_profit=60.0,
add_mode="market",
new_stop_loss=66.5,
risk_percent=2.0,
capital_base_usdt=1000.0,
add_price=64.0,
legs_done=1,
)
assert err is None
assert preview["add_mode_label"] == "市价加仓"
sl = preview["new_stop_loss"]
avg = preview["avg_entry_after"]
qty = preview["qty_after"]
loss = (sl - avg) * qty
assert abs(loss - 20.0) < 0.01
def test_fib_cross_long_down():
assert roll_fib_trigger_crossed("long", 101.0, 100.0, 100.5) is True
assert roll_fib_trigger_crossed("long", 100.6, 100.6, 100.5) is False
def test_breakout_cross_long_up():
assert roll_breakout_trigger_crossed("long", 99.0, 100.5, 100.0) is True
assert roll_breakout_invalidate("long", 98.0, 99.0) is True
assert roll_fib_invalidate("long", 110.0, 105.0, 95.0) is True
def test_preview_breakout_mode_label():
preview, err = preview_roll(
direction="long",
symbol="ETH/USDT",
qty_existing=1.0,
entry_existing=3000.0,
initial_take_profit=3500.0,
add_mode="breakout",
new_stop_loss=2980.0,
breakthrough_price=3100.0,
risk_percent=10.0,
capital_base_usdt=1000.0,
add_price=3050.0,
)
assert err is None
assert preview["add_mode_label"] == "突破加仓"
def test_breakout_geometry_short_mark_above_breakout():
err = validate_roll_geometry(
"short",
"breakout",
new_stop_loss=568.0,
breakthrough_price=551.0,
entry_existing=560.0,
initial_take_profit=540.0,
mark_price=560.0,
)
assert err is None
def test_breakout_geometry_short_rejects_mark_at_or_below_breakout():
err = validate_roll_geometry(
"short",
"breakout",
new_stop_loss=568.0,
breakthrough_price=551.0,
entry_existing=560.0,
initial_take_profit=540.0,
mark_price=551.0,
)
assert err is not None
assert "高于突破价" in err
def test_breakout_geometry_long_rejects_mark_at_or_above_breakout():
err = validate_roll_geometry(
"long",
"breakout",
new_stop_loss=2980.0,
breakthrough_price=3100.0,
entry_existing=3000.0,
initial_take_profit=3500.0,
mark_price=3100.0,
)
assert err is not None
assert "低于突破价" in err