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>
2026-07-02 16:23:09 +08:00
parent 4742a0bb9d
commit 5797d49d8a
190 changed files with 27946 additions and 27499 deletions
@@ -1,43 +1,43 @@
-"""趋势回调：补仓触达与有效保证金估算。"""
-from strategy_trend_lib import trend_dca_level_reached, trend_effective_margin_capital
-
-
-def test_trend_dca_short_monotonic_up_fills_missed_legs():
-    """做空价升：旧逻辑需 last<level，价越过 0.3437 后 last 已高于该档则永不补仓。"""
-    direction = "short"
-    levels = [0.3413, 0.3437, 0.346, 0.3483, 0.3507]
-    pf = 0.353
-    filled = [lv for lv in levels if trend_dca_level_reached(direction, pf, lv)]
-    assert filled == levels
-
-
-def test_trend_dca_short_not_before_first_level():
-    direction = "short"
-    assert not trend_dca_level_reached(direction, 0.336, 0.3413)
-    assert trend_dca_level_reached(direction, 0.3413, 0.3413)
-
-
-def test_trend_dca_long_mark_below_trigger():
-    direction = "long"
-    assert trend_dca_level_reached(direction, 0.344, 0.3465)
-    assert not trend_dca_level_reached(direction, 0.347, 0.3465)
-
-
-def test_trend_effective_margin_first_leg_only():
-    plan = {
-        "plan_margin_capital": 12.11,
-        "target_order_amount": 359.0,
-        "order_amount_open": 179.0,
-        "first_order_amount": 179.0,
-    }
-    m = trend_effective_margin_capital(plan)
-    assert abs(m - 12.11 * 179 / 359) < 0.01
-
-
-def test_trend_effective_margin_full_position():
-    plan = {
-        "plan_margin_capital": 12.11,
-        "target_order_amount": 359.0,
-        "order_amount_open": 359.0,
-    }
-    assert trend_effective_margin_capital(plan) == 12.11
+"""趋势回调：补仓触达与有效保证金估算。"""
+from lib.strategy.strategy_trend_lib import trend_dca_level_reached, trend_effective_margin_capital
+
+
+def test_trend_dca_short_monotonic_up_fills_missed_legs():
+    """做空价升：旧逻辑需 last<level，价越过 0.3437 后 last 已高于该档则永不补仓。"""
+    direction = "short"
+    levels = [0.3413, 0.3437, 0.346, 0.3483, 0.3507]
+    pf = 0.353
+    filled = [lv for lv in levels if trend_dca_level_reached(direction, pf, lv)]
+    assert filled == levels
+
+
+def test_trend_dca_short_not_before_first_level():
+    direction = "short"
+    assert not trend_dca_level_reached(direction, 0.336, 0.3413)
+    assert trend_dca_level_reached(direction, 0.3413, 0.3413)
+
+
+def test_trend_dca_long_mark_below_trigger():
+    direction = "long"
+    assert trend_dca_level_reached(direction, 0.344, 0.3465)
+    assert not trend_dca_level_reached(direction, 0.347, 0.3465)
+
+
+def test_trend_effective_margin_first_leg_only():
+    plan = {
+        "plan_margin_capital": 12.11,
+        "target_order_amount": 359.0,
+        "order_amount_open": 179.0,
+        "first_order_amount": 179.0,
+    }
+    m = trend_effective_margin_capital(plan)
+    assert abs(m - 12.11 * 179 / 359) < 0.01
+
+
+def test_trend_effective_margin_full_position():
+    plan = {
+        "plan_margin_capital": 12.11,
+        "target_order_amount": 359.0,
+        "order_amount_open": 359.0,
+    }
+    assert trend_effective_margin_capital(plan) == 12.11