Add weekend filter, take-profit, and profit column to amp stats.

Long-straddle effective move uses TP on path hit (>=) else abs change; mark Sat/Sun on settlement days. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-23 02:47:20 +08:00
parent 789ab43dbe
commit b64c742fc9
7 changed files with 512 additions and 105 deletions
@@ -114,6 +114,83 @@ class AmpStatsLibTests(unittest.TestCase):
        self.assertIn("买跨对照", csv_text)
        self.assertIn("买跨点数盈亏合计", csv_text)

+    def test_take_profit_and_weekend(self):
+        from lib.hub.amp_stats_lib import (
+            enrich_rows_pnl,
+            filter_weekend_rows,
+            reframe_amp_stats,
+        )
+
+        # Sat 2026-07-18, Sun 2026-07-19, Mon 2026-07-20
+        rows = [
+            {
+                "settlement_day": "2026-07-18",
+                "is_weekend": True,
+                "weekday_label": "六",
+                "up_points": 100,
+                "down_points": 10,
+                "change": -5,
+                "amplitude": 110,
+            },
+            {
+                "settlement_day": "2026-07-19",
+                "is_weekend": True,
+                "weekday_label": "日",
+                "up_points": 20,
+                "down_points": 15,
+                "change": 12,
+                "amplitude": 35,
+            },
+            {
+                "settlement_day": "2026-07-20",
+                "is_weekend": False,
+                "weekday_label": "",
+                "up_points": 50,
+                "down_points": 40,
+                "change": 8,
+                "amplitude": 90,
+            },
+        ]
+        excl = filter_weekend_rows(rows, "exclude")
+        self.assertEqual(len(excl), 1)
+        self.assertEqual(excl[0]["settlement_day"], "2026-07-20")
+        only = filter_weekend_rows(rows, "only")
+        self.assertEqual(len(only), 2)
+
+        # TP=80: day1 hit → move 80; day2 no → |12|; day3 no → 8
+        enriched = enrich_rows_pnl(rows, straddle_premium=10, take_profit=80)
+        self.assertTrue(enriched[0]["take_profit_hit"])
+        self.assertEqual(enriched[0]["effective_move"], 80)
+        self.assertEqual(enriched[0]["profit"], 70)
+        self.assertFalse(enriched[1]["take_profit_hit"])
+        self.assertEqual(enriched[1]["effective_move"], 12)
+        self.assertEqual(enriched[1]["profit"], 2)
+        # TP empty → use |change|
+        no_tp = enrich_rows_pnl(rows[:1], straddle_premium=10, take_profit=None)
+        self.assertEqual(no_tp[0]["effective_move"], 5)
+        self.assertEqual(no_tp[0]["profit"], -5)
+
+        # TP boundary >= : up=80 counts as hit
+        edge = enrich_rows_pnl(
+            [{"up_points": 80, "down_points": 1, "change": 2, "settlement_day": "2026-07-20", "is_weekend": False}],
+            straddle_premium=10,
+            take_profit=80,
+        )
+        self.assertTrue(edge[0]["take_profit_hit"])
+        self.assertEqual(edge[0]["profit"], 70)
+
+        reframed = reframe_amp_stats(
+            rows_all=rows,
+            symbol="eth",
+            weekend_filter="exclude",
+            straddle_premium=10,
+            take_profit=80,
+        )
+        self.assertEqual(reframed["summary"]["sample_count"], 1)
+        # Mon: 未触达止盈 → |8|-10
+        self.assertEqual(reframed["rows"][0]["profit"], -2)
+        self.assertIn("收益", build_export_csv(reframed))
+
    def test_compute_with_mock_fetch(self):
        now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ)