Use hub exchange instances for calculator contract precision.
Load enabled instances from settings, fetch market info via /api/hub/market, and apply exchange-specific amount and price precision in trend and roll calculators. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -1,111 +1,162 @@
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"""hub_calculator_lib 测算逻辑。"""
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import unittest
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from unittest.mock import patch
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from hub_calculator_lib import (
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calc_initial_roll_qty,
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calc_roll_calculator,
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calc_trend_calculator,
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solve_add_amount_for_total_risk,
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)
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def test_trend_calculator_long_basic():
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data, err = calc_trend_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=95,
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add_upper=110,
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take_profit=120,
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dca_legs=3,
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contract_size=1,
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)
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assert err is None
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assert data is not None
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assert data["risk_budget_u"] == 50.0
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assert len(data["rows"]) >= 2
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assert data["rows"][0]["label"] == "首仓"
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MOCK_MARKET = {
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"exchange_id": "0",
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"exchange_key": "binance",
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"exchange_name": "币安 · crypto_monitor_binance",
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"exchange_label": "币安 · crypto_monitor_binance",
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"base": "ETH",
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"exchange_symbol": "ETH/USDT:USDT",
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"display_symbol": "ETH/USDT",
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"contract_size": 1.0,
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"price_tick": 0.01,
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"price_decimals": 2,
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"amount_decimals": 3,
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"min_amount": 0.001,
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}
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def test_trend_calculator_short_rejects_bad_bounds():
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data, err = calc_trend_calculator(
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direction="short",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=90,
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add_upper=110,
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take_profit=80,
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dca_legs=3,
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)
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assert data is None
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assert err is not None
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def _mock_resolve(_exchange="binance", _base="ETH"):
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return MOCK_MARKET, lambda amount: round(float(amount), 3), None
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def test_roll_calculator_first_leg_auto():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[],
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legs_done=0,
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)
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assert err is None
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assert data is not None
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assert data["first_contracts"] == 10.0
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assert len(data["rows"]) == 1
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assert data["rows"][0]["loss_at_sl_u"] == 50.0
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assert data["rows"][0]["profit_at_tp_u"] == 200.0
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class HubCalculatorLibTests(unittest.TestCase):
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@patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_trend_calculator_long_basic(self, _mock):
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data, err = calc_trend_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=95,
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add_upper=110,
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take_profit=120,
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dca_legs=3,
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exchange_id="0",
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base="ETH",
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)
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self.assertIsNone(err)
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self.assertIsNotNone(data)
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assert data is not None
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self.assertEqual(data["risk_budget_u"], 50.0)
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self.assertGreaterEqual(len(data["rows"]), 2)
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self.assertEqual(data["rows"][0]["label"], "首仓")
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self.assertEqual(data["market"]["display_symbol"], "ETH/USDT")
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@patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_trend_calculator_short_rejects_bad_bounds(self, _mock):
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data, err = calc_trend_calculator(
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direction="short",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=90,
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add_upper=110,
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take_profit=80,
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dca_legs=3,
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)
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self.assertIsNone(data)
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self.assertIsNotNone(err)
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@patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_roll_calculator_first_leg_auto(self, _mock):
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[],
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legs_done=0,
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)
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self.assertIsNone(err)
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self.assertIsNotNone(data)
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assert data is not None
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self.assertEqual(data["first_contracts"], 10.0)
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self.assertEqual(len(data["rows"]), 1)
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self.assertEqual(data["rows"][0]["loss_at_sl_u"], 50.0)
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self.assertEqual(data["rows"][0]["profit_at_tp_u"], 200.0)
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@patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_roll_calculator_chain_two_legs(self, _mock):
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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],
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legs_done=0,
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)
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self.assertIsNone(err)
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self.assertIsNotNone(data)
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assert data is not None
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self.assertEqual(len(data["rows"]), 3)
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self.assertEqual(data["rows"][1]["label"], "滚仓1")
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self.assertGreater(float(data["final_contracts"]), float(data["first_contracts"]))
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@patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_roll_calculator_rejects_too_many_legs(self, _mock):
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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{"add_price": 110, "new_stop_loss": 103},
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{"add_price": 112, "new_stop_loss": 105},
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],
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legs_done=0,
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)
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self.assertIsNone(data)
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self.assertIsNotNone(err)
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def test_initial_roll_qty(self):
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qty, err = calc_initial_roll_qty("long", 100, 95, 50, 1.0)
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self.assertIsNone(err)
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self.assertEqual(qty, 10.0)
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def test_initial_roll_qty_with_contract_size(self):
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qty, err = calc_initial_roll_qty("long", 100, 95, 50, 0.1)
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self.assertIsNone(err)
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self.assertEqual(qty, 100.0)
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def test_solve_add_with_contract_size(self):
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q2, err = solve_add_amount_for_total_risk(
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"long",
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qty_existing=10.0,
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entry_existing=100.0,
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add_price=105.0,
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new_stop=98.0,
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risk_budget_usdt=50.0,
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contract_size=1.0,
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)
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self.assertIsNone(err)
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self.assertIsNotNone(q2)
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assert q2 is not None
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self.assertGreater(q2, 0)
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def test_roll_calculator_chain_two_legs():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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],
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legs_done=0,
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)
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assert err is None
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assert data is not None
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assert len(data["rows"]) == 3
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assert data["rows"][0]["label"] == "首仓"
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assert data["rows"][1]["label"] == "滚仓1"
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assert data["rows"][2]["label"] == "滚仓2"
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assert float(data["final_contracts"]) > float(data["first_contracts"])
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def test_roll_calculator_rejects_too_many_legs():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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{"add_price": 110, "new_stop_loss": 103},
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{"add_price": 112, "new_stop_loss": 105},
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],
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legs_done=0,
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)
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assert data is None
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assert err is not None
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def test_initial_roll_qty():
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qty, err = calc_initial_roll_qty("long", 100, 95, 50)
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assert err is None
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assert qty == 10.0
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if __name__ == "__main__":
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unittest.main()
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@@ -0,0 +1,107 @@
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"""hub_calculator_market_lib 合约解析。"""
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import unittest
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from unittest.mock import patch
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from hub_calculator_market_lib import (
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amount_decimals_from_exchange,
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find_exchange,
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get_calculator_market,
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list_calculator_exchanges,
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make_amount_precise_fn_from_market,
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normalize_base_symbol,
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resolve_usdt_perp_symbol,
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)
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class FakeExchange:
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def __init__(self, markets: dict):
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self.markets = markets
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def market(self, symbol: str):
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return self.markets[symbol]
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def amount_to_precision(self, symbol: str, amount: float) -> str:
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return f"{float(amount):.3f}"
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class HubCalculatorMarketLibTests(unittest.TestCase):
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def test_normalize_base_symbol(self):
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self.assertEqual(normalize_base_symbol("eth"), "ETH")
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self.assertEqual(normalize_base_symbol("ETH/USDT:USDT"), "ETH")
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self.assertEqual(normalize_base_symbol("ETHUSDT"), "ETH")
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def test_resolve_usdt_perp_symbol(self):
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ex = FakeExchange(
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{
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"ETH/USDT:USDT": {
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"base": "ETH",
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"quote": "USDT",
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"swap": True,
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"active": True,
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"contractSize": 1.0,
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"limits": {"amount": {"min": 0.001}},
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"precision": {"price": 2, "amount": 3},
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}
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}
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)
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sym, err = resolve_usdt_perp_symbol(ex, "ETH")
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self.assertIsNone(err)
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self.assertEqual(sym, "ETH/USDT:USDT")
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def test_amount_decimals_from_exchange(self):
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ex = FakeExchange({})
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self.assertEqual(amount_decimals_from_exchange(ex, "ETH/USDT:USDT"), 3)
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def test_make_amount_precise_fn_from_market(self):
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fn = make_amount_precise_fn_from_market({"amount_decimals": 3, "min_amount": 0.001})
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self.assertEqual(fn(1.23456), 1.234)
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self.assertIsNone(fn(0.0001))
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@patch("hub_calculator_market_lib.fetch_instance_market_sync")
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def test_get_calculator_market_from_instance(self, fetch_mock):
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fetch_mock.return_value = {
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"ok": True,
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"base": "ETH",
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"exchange_symbol": "ETH/USDT:USDT",
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"display_symbol": "ETH/USDT",
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"contract_size": 0.01,
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"price_tick": 0.01,
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"price_decimals": 2,
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"amount_decimals": 2,
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"min_amount": 0.01,
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}
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ex = {
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"id": "0",
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"key": "binance",
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"name": "币安 · crypto_monitor_binance",
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"enabled": True,
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"flask_url": "http://127.0.0.1:5001",
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}
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data, err = get_calculator_market("0", "ETH", ex=ex)
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self.assertIsNone(err)
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self.assertIsNotNone(data)
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assert data is not None
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self.assertEqual(data["exchange_id"], "0")
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self.assertEqual(data["exchange_name"], "币安 · crypto_monitor_binance")
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self.assertEqual(data["contract_size"], 0.01)
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@patch("hub_calculator_market_lib.enabled_exchanges")
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def test_list_calculator_exchanges(self, enabled_mock):
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enabled_mock.return_value = [
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{"id": "0", "key": "binance", "name": "币安", "enabled": True},
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]
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rows = list_calculator_exchanges()
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["id"], "0")
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def test_find_exchange_by_id(self):
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with patch(
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"hub_calculator_market_lib.load_settings",
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return_value={"exchanges": [{"id": "2", "key": "gate", "name": "Gate"}]},
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):
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self.assertEqual(find_exchange("2")["key"], "gate")
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if __name__ == "__main__":
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unittest.main()
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