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
2026-07-02 16:23:09 +08:00
parent 4742a0bb9d
commit 5797d49d8a
190 changed files with 27946 additions and 27499 deletions
+90 -90
View File
@@ -1,90 +1,90 @@
import unittest
from types import SimpleNamespace
from datetime import datetime
from trade_stats_calendar_lib import (
build_initial_stats_calendar,
build_stats_calendar_bootstrap,
build_trade_stats_calendar,
)
def _row(**kwargs):
base = {
"monitor_type": "",
"key_signal_type": "",
"exchange_turnover_usdt": None,
"exchange_commission_usdt": None,
}
base.update(kwargs)
return SimpleNamespace(**base)
def _matches_all(row, segment_key):
return segment_key == "all"
def _matches_manual(row, segment_key):
if segment_key == "all":
return True
if segment_key == "manual":
return (row.monitor_type or "").strip() == "手动" and not (row.key_signal_type or "").strip()
return False
class TradeStatsCalendarLibTests(unittest.TestCase):
def test_groups_by_trading_day_and_segment(self):
pnls = [
(10.0, None, "2026-06-18", _row(monitor_type="手动")),
(-3.0, None, "2026-06-18", _row(monitor_type="手动")),
(5.0, None, "2026-06-19", _row(monitor_type="自动", key_signal_type="箱体突破")),
]
payload = build_trade_stats_calendar(
pnls,
2026,
6,
"manual",
_matches_manual,
reset_hour=8,
)
self.assertEqual(payload["month"], 6)
self.assertEqual(payload["month_open_count"], 2)
days = payload["days"]
self.assertIn("2026-06-18", days)
self.assertNotIn("2026-06-19", days)
self.assertEqual(days["2026-06-18"]["open_count"], 2)
self.assertAlmostEqual(days["2026-06-18"]["pnl_total"], 7.0)
def test_invalid_month_raises(self):
with self.assertRaises(ValueError):
build_trade_stats_calendar([], 2026, 13, "all", _matches_all)
def test_initial_calendar_uses_current_month(self):
pnls = [(2.5, None, "2026-06-20", _row())]
payload = build_initial_stats_calendar(
pnls,
datetime(2026, 6, 26, 12, 0),
_matches_all,
reset_hour=8,
)
self.assertEqual(payload["year"], 2026)
self.assertEqual(payload["month"], 6)
self.assertEqual(payload["month_open_count"], 1)
self.assertIn("2026-06-20", payload["days"])
def test_bootstrap_json_roundtrip(self):
pnls = [(2.5, None, "2026-06-20", _row())]
payload, raw = build_stats_calendar_bootstrap(
pnls,
datetime(2026, 6, 26, 12, 0),
_matches_all,
reset_hour=8,
)
self.assertIsNotNone(payload)
self.assertIsNotNone(raw)
self.assertIn('"month_open_count":1', raw.replace(" ", ""))
if __name__ == "__main__":
unittest.main()
import unittest
from types import SimpleNamespace
from datetime import datetime
from lib.trade.trade_stats_calendar_lib import (
build_initial_stats_calendar,
build_stats_calendar_bootstrap,
build_trade_stats_calendar,
)
def _row(**kwargs):
base = {
"monitor_type": "",
"key_signal_type": "",
"exchange_turnover_usdt": None,
"exchange_commission_usdt": None,
}
base.update(kwargs)
return SimpleNamespace(**base)
def _matches_all(row, segment_key):
return segment_key == "all"
def _matches_manual(row, segment_key):
if segment_key == "all":
return True
if segment_key == "manual":
return (row.monitor_type or "").strip() == "手动" and not (row.key_signal_type or "").strip()
return False
class TradeStatsCalendarLibTests(unittest.TestCase):
def test_groups_by_trading_day_and_segment(self):
pnls = [
(10.0, None, "2026-06-18", _row(monitor_type="手动")),
(-3.0, None, "2026-06-18", _row(monitor_type="手动")),
(5.0, None, "2026-06-19", _row(monitor_type="自动", key_signal_type="箱体突破")),
]
payload = build_trade_stats_calendar(
pnls,
2026,
6,
"manual",
_matches_manual,
reset_hour=8,
)
self.assertEqual(payload["month"], 6)
self.assertEqual(payload["month_open_count"], 2)
days = payload["days"]
self.assertIn("2026-06-18", days)
self.assertNotIn("2026-06-19", days)
self.assertEqual(days["2026-06-18"]["open_count"], 2)
self.assertAlmostEqual(days["2026-06-18"]["pnl_total"], 7.0)
def test_invalid_month_raises(self):
with self.assertRaises(ValueError):
build_trade_stats_calendar([], 2026, 13, "all", _matches_all)
def test_initial_calendar_uses_current_month(self):
pnls = [(2.5, None, "2026-06-20", _row())]
payload = build_initial_stats_calendar(
pnls,
datetime(2026, 6, 26, 12, 0),
_matches_all,
reset_hour=8,
)
self.assertEqual(payload["year"], 2026)
self.assertEqual(payload["month"], 6)
self.assertEqual(payload["month_open_count"], 1)
self.assertIn("2026-06-20", payload["days"])
def test_bootstrap_json_roundtrip(self):
pnls = [(2.5, None, "2026-06-20", _row())]
payload, raw = build_stats_calendar_bootstrap(
pnls,
datetime(2026, 6, 26, 12, 0),
_matches_all,
reset_hour=8,
)
self.assertIsNotNone(payload)
self.assertIsNotNone(raw)
self.assertIn('"month_open_count":1', raw.replace(" ", ""))
if __name__ == "__main__":
unittest.main()