Exclude trend and roll monitors from position-limit freeze count.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -0,0 +1,88 @@
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import sqlite3
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import unittest
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from strategy_db import init_strategy_tables
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from strategy_trade_labels import (
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MONITOR_TYPE_ROLL,
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MONITOR_TYPE_TREND_PULLBACK,
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count_position_limit_active_monitors,
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)
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def _mem_conn():
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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conn.execute(
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"""CREATE TABLE order_monitors (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT,
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direction TEXT,
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status TEXT,
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monitor_type TEXT,
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key_signal_type TEXT,
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trend_plan_id INTEGER
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)"""
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)
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init_strategy_tables(conn)
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return conn
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class PositionLimitCountTests(unittest.TestCase):
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def test_regular_monitor_counts(self):
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conn = _mem_conn()
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conn.execute(
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"INSERT INTO order_monitors (symbol, status, monitor_type) VALUES ('ETH/USDT', 'active', '下单监控')"
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)
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conn.commit()
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self.assertEqual(count_position_limit_active_monitors(conn), 1)
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def test_trend_pullback_excluded(self):
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conn = _mem_conn()
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conn.execute(
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"""INSERT INTO order_monitors
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(symbol, status, monitor_type, trend_plan_id)
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VALUES ('ETH/USDT', 'active', ?, 12)""",
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(MONITOR_TYPE_TREND_PULLBACK,),
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)
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conn.commit()
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self.assertEqual(count_position_limit_active_monitors(conn), 0)
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def test_roll_monitor_type_excluded(self):
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conn = _mem_conn()
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conn.execute(
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"INSERT INTO order_monitors (symbol, status, monitor_type) VALUES ('ETH/USDT', 'active', ?)",
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(MONITOR_TYPE_ROLL,),
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)
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conn.commit()
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self.assertEqual(count_position_limit_active_monitors(conn), 0)
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def test_active_roll_group_excludes_monitor(self):
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conn = _mem_conn()
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conn.execute(
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"INSERT INTO order_monitors (id, symbol, status, monitor_type) VALUES (1, 'ETH/USDT', 'active', '下单监控')"
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)
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conn.execute(
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"""INSERT INTO roll_groups
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(order_monitor_id, symbol, direction, status)
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VALUES (1, 'ETH/USDT', 'long', 'active')"""
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)
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conn.commit()
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self.assertEqual(count_position_limit_active_monitors(conn), 0)
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def test_mixed_monitors(self):
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conn = _mem_conn()
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conn.execute(
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"INSERT INTO order_monitors (symbol, status, monitor_type) VALUES ('BTC/USDT', 'active', '下单监控')"
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)
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conn.execute(
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"""INSERT INTO order_monitors
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(symbol, status, monitor_type, trend_plan_id)
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VALUES ('ETH/USDT', 'active', ?, 3)""",
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(MONITOR_TYPE_TREND_PULLBACK,),
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)
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conn.commit()
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self.assertEqual(count_position_limit_active_monitors(conn), 1)
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if __name__ == "__main__":
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unittest.main()
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