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