From 9cb63c368af23ca166174c3d97550939b17fb84f Mon Sep 17 00:00:00 2001 From: dekun Date: Fri, 26 Jun 2026 23:34:59 +0800 Subject: [PATCH] =?UTF-8?q?fix:=20=E4=BF=AE=E6=AD=A3=E7=AA=81=E7=A0=B4?= =?UTF-8?q?=E5=8A=A0=E4=BB=93=E5=BD=93=E5=89=8D=E4=BB=B7=E4=B8=8E=E7=AA=81?= =?UTF-8?q?=E7=A0=B4=E4=BB=B7=E7=9A=84=E5=87=A0=E4=BD=95=E6=A0=A1=E9=AA=8C?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-authored-by: Cursor --- strategy_roll_lib.py | 8 +++--- tests/test_strategy_roll_lib.py | 44 ++++++++++++++++++++++++++++++++- 2 files changed, 47 insertions(+), 5 deletions(-) diff --git a/strategy_roll_lib.py b/strategy_roll_lib.py index f722b02..c7ab12a 100644 --- a/strategy_roll_lib.py +++ b/strategy_roll_lib.py @@ -266,13 +266,13 @@ def validate_roll_geometry( if direction == "long": if sl >= bp: return "做多：止损须低于突破价" - if mark_price is not None and float(mark_price) <= bp: - return "做多：当前价须高于突破价（等待向上突破）" + if mark_price is not None and float(mark_price) >= bp: + return "做多：当前价须低于突破价（等待向上突破）" else: if sl <= bp: return "做空：止损须高于突破价" - if mark_price is not None and float(mark_price) >= bp: - return "做空：当前价须低于突破价（等待向下突破）" + if mark_price is not None and float(mark_price) <= bp: + return "做空：当前价须高于突破价（等待向下跌破）" else: return "加仓方式无效" diff --git a/tests/test_strategy_roll_lib.py b/tests/test_strategy_roll_lib.py index a01b063..502c96d 100644 --- a/tests/test_strategy_roll_lib.py +++ b/tests/test_strategy_roll_lib.py @@ -5,6 +5,7 @@ from strategy_roll_lib import ( roll_fib_invalidate, roll_fib_trigger_crossed, solve_add_amount_for_total_risk, + validate_roll_geometry, ) @@ -64,7 +65,48 @@ def test_preview_breakout_mode_label(): breakthrough_price=3100.0, risk_percent=10.0, capital_base_usdt=1000.0, - add_price=3150.0, + 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