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Redesign roll calculator with auto first entry and chained add legs.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-23 17:44:27 +08:00
parent 253d353206
commit d938bc6c59
6 changed files with 482 additions and 112 deletions
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hub_calculator_lib.py
+185 -51
View File
@@ -3,7 +3,7 @@ from __future__ import annotations
from typing import Any, Callable, Optional, Tuple
from strategy_roll_lib import preview_roll
from strategy_roll_lib import max_roll_legs, preview_roll
from strategy_trend_lib import (
build_trend_preview_level_rows,
calc_risk_fraction,
@@ -159,68 +159,202 @@ def calc_trend_calculator(
}, None
def _round(v: Any, nd: int = 4) -> Any:
if v is None:
return None
try:
return round(float(v), nd)
except (TypeError, ValueError):
return v
def _money_rr(profit_u: Optional[float], risk_u: Optional[float]) -> Optional[float]:
try:
if risk_u is None or float(risk_u) <= 0 or profit_u is None:
return None
return round(float(profit_u) / float(risk_u), 4)
except (TypeError, ValueError):
return None
def calc_initial_roll_qty(
direction: str,
entry_price: float,
stop_loss: float,
risk_budget_usdt: float,
) -> Tuple[Optional[float], Optional[str]]:
"""首仓以损定仓：打到初始止损亏损 = 风险预算。"""
try:
entry = float(entry_price)
sl = float(stop_loss)
budget = float(risk_budget_usdt)
except (TypeError, ValueError):
return None, "参数格式错误"
if entry <= 0 or sl <= 0 or budget <= 0:
return None, "入场价、止损与风险预算须大于 0"
direction = (direction or "long").strip().lower()
if direction == "short":
per_unit = sl - entry
if per_unit <= 0:
return None, "做空：止损价须高于首仓入场价"
else:
per_unit = entry - sl
if per_unit <= 0:
return None, "做多：止损价须低于首仓入场价"
return budget / per_unit, None
def calc_roll_calculator(
*,
direction: str,
capital_usdt: float,
risk_percent: float,
qty_existing: float,
entry_existing: float,
entry_price: float,
stop_loss: float,
take_profit: float,
add_price: float,
new_stop_loss: float,
add_legs: list[dict[str, float]] | None = None,
legs_done: int = 0,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
preview, err = preview_roll(
direction=direction,
symbol="CALC",
qty_existing=qty_existing,
entry_existing=entry_existing,
initial_take_profit=take_profit,
add_mode="market",
new_stop_loss=new_stop_loss,
risk_percent=risk_percent,
capital_base_usdt=capital_usdt,
add_price=add_price,
legs_done=legs_done,
)
"""
滚仓历史测算：首仓自动以损定仓；止盈锁定首仓价；最多 3 次滚仓加仓。
add_legs: [{add_price, new_stop_loss}, ...]，按顺序链式计算。
legs_done: 已完成滚仓次数（仅标记，仍参与链式状态推进）。
"""
direction = (direction or "long").strip().lower()
if direction not in ("long", "short"):
return None, "方向须为 long 或 short"
try:
capital = float(capital_usdt)
rp = float(risk_percent)
entry = float(entry_price)
initial_sl = float(stop_loss)
tp = float(take_profit)
done = max(0, int(legs_done))
except (TypeError, ValueError):
return None, "参数格式错误"
if capital <= 0 or rp <= 0 or entry <= 0 or initial_sl <= 0 or tp <= 0:
return None, "资金、风险与价格须大于 0"
if done > max_roll_legs(direction):
return None, f"已完成滚仓次数不能超过 {max_roll_legs(direction)} 次"
legs_in: list[dict[str, float]] = []
for raw in add_legs or []:
if not isinstance(raw, dict):
continue
try:
ap = float(raw.get("add_price"))
nsl = float(raw.get("new_stop_loss"))
except (TypeError, ValueError):
return None, "加仓价与新止损须为有效数字"
if ap <= 0 or nsl <= 0:
return None, "加仓价与新止损须大于 0"
legs_in.append({"add_price": ap, "new_stop_loss": nsl})
if done + len(legs_in) > max_roll_legs(direction):
return None, f"已完成 {done} 次 + 待测算 {len(legs_in)} 次，合计不能超过 {max_roll_legs(direction)} 次滚仓"
if direction == "long":
if tp <= entry:
return None, "做多：止盈价须高于首仓入场价"
else:
if tp >= entry:
return None, "做空：止盈价须低于首仓入场价"
risk_budget = capital * (rp / 100.0)
qty, err = calc_initial_roll_qty(direction, entry, initial_sl, risk_budget)
if err:
return None, err
if not preview:
return None, "计算失败"
if qty is None or qty <= 0:
return None, "无法计算首仓张数"
def _f(v: Any, nd: int = 4) -> Any:
if v is None:
return None
try:
return round(float(v), nd)
except (TypeError, ValueError):
return v
qty_f = float(qty)
avg = entry
rows: list[dict[str, Any]] = []
rr = None
loss = preview.get("loss_at_sl_usdt")
reward = preview.get("reward_at_tp_usdt")
try:
if loss and float(loss) > 0 and reward is not None:
rr = round(float(reward) / float(loss), 4)
except (TypeError, ValueError):
rr = None
if direction == "long":
first_loss = (avg - initial_sl) * qty_f
first_profit = (tp - avg) * qty_f
else:
first_loss = (initial_sl - avg) * qty_f
first_profit = (avg - tp) * qty_f
rows.append(
{
"label": "首仓",
"leg_index": 0,
"already_done": False,
"entry_or_add_price": _round(entry, 8),
"stop_loss": _round(initial_sl, 8),
"add_contracts": _round(qty_f, 8),
"total_contracts": _round(qty_f, 8),
"avg_entry": _round(avg, 8),
"take_profit": _round(tp, 8),
"loss_at_sl_u": _round(first_loss),
"profit_at_tp_u": _round(first_profit),
"rr": _money_rr(first_profit, first_loss),
}
)
current_qty = qty_f
current_avg = avg
for i, leg in enumerate(legs_in):
leg_no = i + 1
preview, err = preview_roll(
direction=direction,
symbol="CALC",
qty_existing=current_qty,
entry_existing=current_avg,
initial_take_profit=tp,
add_mode="market",
new_stop_loss=leg["new_stop_loss"],
risk_percent=rp,
capital_base_usdt=capital,
add_price=leg["add_price"],
legs_done=i,
)
if err:
return None, f"滚仓第 {leg_no} 次：{err}"
if not preview:
return None, f"滚仓第 {leg_no} 次计算失败"
current_qty = float(preview["qty_after"])
current_avg = float(preview["avg_entry_after"])
loss = preview.get("loss_at_sl_usdt")
reward = preview.get("reward_at_tp_usdt")
rows.append(
{
"label": f"滚仓{leg_no}",
"leg_index": leg_no,
"already_done": leg_no <= done,
"entry_or_add_price": _round(preview.get("add_price"), 8),
"stop_loss": _round(preview.get("new_stop_loss"), 8),
"add_contracts": _round(preview.get("add_amount_raw"), 8),
"total_contracts": _round(current_qty, 8),
"avg_entry": _round(current_avg, 8),
"take_profit": _round(tp, 8),
"loss_at_sl_u": _round(loss),
"profit_at_tp_u": _round(reward),
"rr": _money_rr(reward, loss),
}
)
last = rows[-1]
return {
"direction": preview.get("direction"),
"capital_usdt": _f(capital_usdt),
"risk_percent": _f(risk_percent, 2),
"risk_budget_u": _f(preview.get("risk_budget_usdt")),
"qty_existing": _f(qty_existing, 8),
"entry_existing": _f(entry_existing, 8),
"take_profit": _f(take_profit, 8),
"add_price": _f(preview.get("add_price"), 8),
"new_stop_loss": _f(new_stop_loss, 8),
"add_contracts": _f(preview.get("add_amount_raw"), 8),
"qty_after": _f(preview.get("qty_after"), 8),
"avg_entry_after": _f(preview.get("avg_entry_after"), 8),
"loss_at_sl_u": _f(loss),
"profit_at_tp_u": _f(reward),
"rr": rr,
"leg_index_next": preview.get("leg_index_next"),
"direction": direction,
"capital_usdt": _round(capital),
"risk_percent": _round(rp, 2),
"risk_budget_u": _round(risk_budget),
"entry_price": _round(entry, 8),
"stop_loss": _round(initial_sl, 8),
"take_profit": _round(tp, 8),
"legs_done": done,
"roll_legs_planned": len(legs_in),
"first_contracts": _round(qty_f, 8),
"final_contracts": last.get("total_contracts"),
"final_avg_entry": last.get("avg_entry"),
"final_loss_at_sl_u": last.get("loss_at_sl_u"),
"final_profit_at_tp_u": last.get("profit_at_tp_u"),
"final_rr": last.get("rr"),
"rows": rows,
}, None
manual_trading_hub/hub.py
+12 -9
View File
@@ -834,16 +834,20 @@ class TrendCalculatorBody(BaseModel):
contract_size: float = Field(default=1.0, gt=0)
class RollAddLegBody(BaseModel):
add_price: float = Field(gt=0)
new_stop_loss: float = Field(gt=0)
class RollCalculatorBody(BaseModel):
direction: str = "long"
capital_usdt: float = Field(gt=0)
risk_percent: float = Field(gt=0, le=100)
qty_existing: float = Field(gt=0)
entry_existing: float = Field(gt=0)
entry_price: float = Field(gt=0)
stop_loss: float = Field(gt=0)
take_profit: float = Field(gt=0)
add_price: float = Field(gt=0)
new_stop_loss: float = Field(gt=0)
legs_done: int = Field(default=0, ge=0, le=10)
add_legs: list[RollAddLegBody] = Field(default_factory=list, max_length=3)
legs_done: int = Field(default=0, ge=0, le=3)
@app.post("/api/calculator/trend")
@@ -875,11 +879,10 @@ def api_calculator_roll(body: RollCalculatorBody):
direction=body.direction,
capital_usdt=body.capital_usdt,
risk_percent=body.risk_percent,
qty_existing=body.qty_existing,
entry_existing=body.entry_existing,
entry_price=body.entry_price,
stop_loss=body.stop_loss,
take_profit=body.take_profit,
add_price=body.add_price,
new_stop_loss=body.new_stop_loss,
add_legs=[leg.model_dump() for leg in body.add_legs],
legs_done=body.legs_done,
)
if err:
manual_trading_hub/static/app.css
+51
View File
@@ -6938,6 +6938,57 @@ body.funds-fullscreen-open {
margin: 0;
}
.calc-roll-legs-head {
display: flex;
align-items: center;
justify-content: space-between;
gap: 10px;
margin: 14px 0 8px;
font-size: 0.82rem;
color: var(--text);
}
.calc-roll-legs-list {
display: flex;
flex-direction: column;
gap: 10px;
}
.calc-roll-leg {
border: 1px solid var(--border-soft);
border-radius: 8px;
padding: 10px 12px;
background: var(--bg-elevated);
}
.calc-roll-leg-title {
font-size: 0.8rem;
font-weight: 600;
color: var(--muted);
margin-bottom: 8px;
}
.calc-roll-leg-grid {
display: grid;
grid-template-columns: repeat(2, minmax(0, 1fr));
gap: 10px;
}
.calc-roll-leg-remove {
margin-top: 8px;
font-size: 0.78rem;
}
.calc-done-tag {
display: inline-block;
margin-left: 6px;
padding: 1px 6px;
border-radius: 999px;
font-size: 0.68rem;
color: var(--muted);
border: 1px solid var(--border-soft);
}
@media (max-width: 960px) {
.calc-layout {
grid-template-columns: 1fr;
manual_trading_hub/static/calculator.js
+157 -23
View File
@@ -127,35 +127,169 @@
const box = $("calc-roll-result");
if (!box) return;
box.classList.remove("hidden");
let table =
'<div class="calc-table-wrap"><table class="calc-table"><thead><tr>' +
"<th>阶段</th><th>入场/加仓价</th><th>统一止损</th><th>本次张数</th><th>累计张数</th><th>均价</th><th>止损亏损</th><th>止盈盈利</th><th>盈亏比</th>" +
"</tr></thead><tbody>";
(data.rows || []).forEach(function (r) {
const tag = r.already_done ? ' <span class="calc-done-tag">已完成</span>' : "";
table +=
"<tr>" +
"<td>" +
esc(r.label) +
tag +
"</td>" +
"<td>" +
fmt(r.entry_or_add_price, 4) +
"</td>" +
"<td>" +
fmt(r.stop_loss, 4) +
"</td>" +
"<td>" +
fmt(r.add_contracts, 4) +
"</td>" +
"<td>" +
fmt(r.total_contracts, 4) +
"</td>" +
"<td>" +
fmt(r.avg_entry, 4) +
"</td>" +
'<td class="calc-pnl-loss">' +
fmtU(-Math.abs(Number(r.loss_at_sl_u) || 0)) +
"</td>" +
'<td class="' +
pnlClass(r.profit_at_tp_u) +
'">' +
fmtU(r.profit_at_tp_u) +
"</td>" +
"<td>" +
(r.rr != null ? fmt(r.rr, 2) + ":1" : "—") +
"</td>" +
"</tr>";
});
table += "</tbody></table></div>";
box.innerHTML =
'<div class="calc-summary">' +
"<div><span>风险预算</span><strong>" +
"<div><span>单次风险预算</span><strong>" +
fmt(data.risk_budget_u, 2) +
"U</strong></div>" +
"<div><span>本次加仓张数</span><strong>" +
fmt(data.add_contracts, 4) +
"<div><span>首仓张数（自动）</span><strong>" +
fmt(data.first_contracts, 4) +
"</strong></div>" +
"<div><span>合并后张数</span><strong>" +
fmt(data.qty_after, 4) +
"<div><span>最终累计张数</span><strong>" +
fmt(data.final_contracts, 4) +
"</strong></div>" +
"<div><span>合并后均价</span><strong>" +
fmt(data.avg_entry_after, 4) +
"<div><span>最终均价</span><strong>" +
fmt(data.final_avg_entry, 4) +
"</strong></div>" +
"<div><span>打到新止损亏损</span><strong class=\"calc-pnl-loss\">" +
fmtU(-Math.abs(Number(data.loss_at_sl_u) || 0)) +
"</strong></div>" +
'<div><span>到达首仓止盈盈利</span><strong class="' +
pnlClass(data.profit_at_tp_u) +
'<div><span>最终止盈盈利</span><strong class="' +
pnlClass(data.final_profit_at_tp_u) +
'">' +
fmtU(data.profit_at_tp_u) +
fmtU(data.final_profit_at_tp_u) +
"</strong></div>" +
"<div><span>金额盈亏比</span><strong>" +
(data.rr != null ? fmt(data.rr, 2) + ":1" : "—") +
"<div><span>最终盈亏比</span><strong>" +
(data.final_rr != null ? fmt(data.final_rr, 2) + ":1" : "—") +
"</strong></div>" +
"<div><span>下一滚仓序号</span><strong>第 " +
esc(data.leg_index_next) +
" 次</strong></div>" +
"</div>";
"</div>" +
table;
}
const MAX_ROLL_LEGS = 3;
let rollLegCount = 0;
function maxRollLegsAllowed() {
const done = num("calc-roll-legs-done") || 0;
return Math.max(0, MAX_ROLL_LEGS - done);
}
function syncRollAddBtn() {
const btn = $("calc-roll-add-leg");
if (!btn) return;
btn.disabled = rollLegCount >= maxRollLegsAllowed();
}
function rollLegRowHtml(index) {
return (
'<div class="calc-roll-leg" data-leg-index="' +
index +
'">' +
'<div class="calc-roll-leg-title">滚仓 ' +
index +
"</div>" +
'<div class="calc-roll-leg-grid">' +
'<label class="calc-field"><span>加仓价</span><input type="number" class="calc-roll-leg-add" min="0" step="any" required /></label>' +
'<label class="calc-field"><span>新统一止损</span><input type="number" class="calc-roll-leg-stop" min="0" step="any" required /></label>' +
"</div>" +
'<button type="button" class="ghost danger calc-roll-leg-remove">删除</button>' +
"</div>"
);
}
function renumberRollLegs() {
const list = $("calc-roll-legs-list");
if (!list) return;
const rows = list.querySelectorAll(".calc-roll-leg");
rollLegCount = rows.length;
rows.forEach(function (row, i) {
row.setAttribute("data-leg-index", String(i + 1));
const title = row.querySelector(".calc-roll-leg-title");
if (title) title.textContent = "滚仓 " + (i + 1);
});
syncRollAddBtn();
}
function addRollLegRow() {
if (rollLegCount >= maxRollLegsAllowed()) return;
const list = $("calc-roll-legs-list");
if (!list) return;
list.insertAdjacentHTML("beforeend", rollLegRowHtml(rollLegCount + 1));
rollLegCount += 1;
syncRollAddBtn();
}
function collectRollLegs() {
const legs = [];
document.querySelectorAll(".calc-roll-leg").forEach(function (row) {
const addEl = row.querySelector(".calc-roll-leg-add");
const stopEl = row.querySelector(".calc-roll-leg-stop");
const ap = addEl && addEl.value !== "" ? Number(addEl.value) : null;
const sl = stopEl && stopEl.value !== "" ? Number(stopEl.value) : null;
if (ap == null || sl == null || !Number.isFinite(ap) || !Number.isFinite(sl)) return;
legs.push({ add_price: ap, new_stop_loss: sl });
});
return legs;
}
function bindRollLegsUI() {
const addBtn = $("calc-roll-add-leg");
const list = $("calc-roll-legs-list");
const doneInput = $("calc-roll-legs-done");
if (addBtn && !addBtn._bound) {
addBtn._bound = true;
addBtn.addEventListener("click", addRollLegRow);
}
if (list && !list._bound) {
list._bound = true;
list.addEventListener("click", function (e) {
const btn = e.target.closest(".calc-roll-leg-remove");
if (!btn) return;
const row = btn.closest(".calc-roll-leg");
if (row) row.remove();
renumberRollLegs();
});
}
if (doneInput && !doneInput._bound) {
doneInput._bound = true;
doneInput.addEventListener("change", function () {
while (rollLegCount > maxRollLegsAllowed()) {
const rows = list && list.querySelectorAll(".calc-roll-leg");
if (rows && rows.length) rows[rows.length - 1].remove();
rollLegCount = list ? list.querySelectorAll(".calc-roll-leg").length : 0;
}
syncRollAddBtn();
});
}
syncRollAddBtn();
}
function showErr(boxId, msg) {
@@ -203,11 +337,10 @@
direction: ($("calc-roll-direction") && $("calc-roll-direction").value) || "long",
capital_usdt: num("calc-roll-capital"),
risk_percent: num("calc-roll-risk"),
qty_existing: num("calc-roll-qty"),
entry_existing: num("calc-roll-entry"),
entry_price: num("calc-roll-entry"),
stop_loss: num("calc-roll-sl"),
take_profit: num("calc-roll-tp"),
add_price: num("calc-roll-add-price"),
new_stop_loss: num("calc-roll-sl"),
add_legs: collectRollLegs(),
legs_done: num("calc-roll-legs-done") || 0,
};
try {
@@ -240,6 +373,7 @@
dirSel.addEventListener("change", syncTrendAddLabel);
syncTrendAddLabel();
}
bindRollLegsUI();
}
window.hubCalculatorPage = {
manual_trading_hub/static/index.html
+15 -18
View File
@@ -760,7 +760,7 @@
<section class="calc-card card">
<h2>滚仓计算器</h2>
<p class="calc-hint">逻辑与实例滚仓一致：合并持仓打到新止损 ≈ 账户风险；止盈锁定首仓；加仓价手动输入。</p>
<p class="calc-hint">首仓按「单次风险」以损定仓；每次滚仓后合并持仓打到新止损 ≈ 单次风险；止盈锁定首仓价不变。最多 3 次滚仓。</p>
<form id="calc-roll-form" class="calc-form">
<div class="calc-form-grid">
<label class="calc-field">
@@ -768,7 +768,7 @@
<input id="calc-roll-capital" type="number" min="0.01" step="any" value="1000" required />
</label>
<label class="calc-field">
<span>总风险 %</span>
<span>单次风险 %</span>
<input id="calc-roll-risk" type="number" min="0.1" step="0.1" value="5" required />
</label>
<label class="calc-field">
@@ -779,30 +779,27 @@
</select>
</label>
<label class="calc-field">
<span>现有张数</span>
<input id="calc-roll-qty" type="number" min="0.0001" step="any" required />
<span>首仓入场价</span>
<input id="calc-roll-entry" type="number" min="0" step="any" placeholder="手动输入" required />
</label>
<label class="calc-field">
<span>现有均价</span>
<input id="calc-roll-entry" type="number" min="0" step="any" required />
</label>
<label class="calc-field">
<span>首仓止盈价</span>
<input id="calc-roll-tp" type="number" min="0" step="any" required />
</label>
<label class="calc-field">
<span>加仓价</span>
<input id="calc-roll-add-price" type="number" min="0" step="any" placeholder="手动输入" required />
</label>
<label class="calc-field">
<span>新统一止损</span>
<span>首仓止损价</span>
<input id="calc-roll-sl" type="number" min="0" step="any" required />
</label>
<label class="calc-field">
<span>止盈价（锁定）</span>
<input id="calc-roll-tp" type="number" min="0" step="any" required />
</label>
<label class="calc-field">
<span>已完成滚仓次数</span>
<input id="calc-roll-legs-done" type="number" min="0" max="3" step="1" value="0" />
</label>
</div>
<div class="calc-roll-legs-head">
<strong>滚仓加仓（最多 3 次）</strong>
<button type="button" id="calc-roll-add-leg" class="ghost">+ 添加滚仓</button>
</div>
<div id="calc-roll-legs-list" class="calc-roll-legs-list"></div>
<div class="calc-actions">
<button type="submit" class="primary">计算</button>
</div>
@@ -944,7 +941,7 @@
<script src="/assets/chart_draw.js?v=20260609-market-day-split"></script>
<script src="/assets/chart.js?v=20260609-prev-day-lines"></script>
<script src="/assets/plan.js?v=20260614-entry-plan-scheme"></script>
<script src="/assets/calculator.js?v=1"></script>
<script src="/assets/calculator.js?v=2"></script>
<script src="/assets/archive.js?v=20260612-archive-ai-chat"></script>
<script src="/assets/funds.js?v=20260609-hub-funds-fold"></script>
<script src="/assets/dashboard.js?v=20260612-dash-monitor-count"></script>
tests/test_hub_calculator_lib.py
+62 -11
View File
@@ -1,6 +1,10 @@
"""hub_calculator_lib 测算逻辑。"""
from hub_calculator_lib import calc_roll_calculator, calc_trend_calculator
from hub_calculator_lib import (
calc_initial_roll_qty,
calc_roll_calculator,
calc_trend_calculator,
)
def test_trend_calculator_long_basic():
@@ -21,8 +25,6 @@ def test_trend_calculator_long_basic():
assert data["risk_budget_u"] == 50.0
assert len(data["rows"]) >= 2
assert data["rows"][0]["label"] == "首仓"
assert data["first_profit_u"] is not None
assert data["first_profit_u"] > 0
def test_trend_calculator_short_rejects_bad_bounds():
@@ -41,20 +43,69 @@ def test_trend_calculator_short_rejects_bad_bounds():
assert err is not None
def test_roll_calculator_long():
def test_roll_calculator_first_leg_auto():
data, err = calc_roll_calculator(
direction="long",
capital_usdt=1000,
risk_percent=5,
qty_existing=10,
entry_existing=100,
entry_price=100,
stop_loss=95,
take_profit=120,
add_price=105,
new_stop_loss=98,
add_legs=[],
legs_done=0,
)
assert err is None
assert data is not None
assert data["add_contracts"] > 0
assert data["qty_after"] > 10
assert data["profit_at_tp_u"] is not None
assert data["first_contracts"] == 10.0
assert len(data["rows"]) == 1
assert data["rows"][0]["loss_at_sl_u"] == 50.0
assert data["rows"][0]["profit_at_tp_u"] == 200.0
def test_roll_calculator_chain_two_legs():
data, err = calc_roll_calculator(
direction="long",
capital_usdt=1000,
risk_percent=5,
entry_price=100,
stop_loss=95,
take_profit=120,
add_legs=[
{"add_price": 105, "new_stop_loss": 98},
{"add_price": 108, "new_stop_loss": 101},
],
legs_done=0,
)
assert err is None
assert data is not None
assert len(data["rows"]) == 3
assert data["rows"][0]["label"] == "首仓"
assert data["rows"][1]["label"] == "滚仓1"
assert data["rows"][2]["label"] == "滚仓2"
assert float(data["final_contracts"]) > float(data["first_contracts"])
def test_roll_calculator_rejects_too_many_legs():
data, err = calc_roll_calculator(
direction="long",
capital_usdt=1000,
risk_percent=5,
entry_price=100,
stop_loss=95,
take_profit=120,
add_legs=[
{"add_price": 105, "new_stop_loss": 98},
{"add_price": 108, "new_stop_loss": 101},
{"add_price": 110, "new_stop_loss": 103},
{"add_price": 112, "new_stop_loss": 105},
],
legs_done=0,
)
assert data is None
assert err is not None
def test_initial_roll_qty():
qty, err = calc_initial_roll_qty("long", 100, 95, 50)
assert err is None
assert qty == 10.0