fix: 全仓模式预估风险/盈利按杠杆与可用保证金计算
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -37,3 +37,30 @@ def test_invalid_geometry_returns_none():
|
||||
def test_pct_mode_rr():
|
||||
assert _calc_rr_from_pct(2.0, 4.0) == 2.0
|
||||
assert _calc_rr_from_pct(1.5, 3.0) == 2.0
|
||||
|
||||
|
||||
def _calc_risk_fraction(direction: str, entry: float, sl: float):
|
||||
if entry <= 0 or sl <= 0:
|
||||
return None
|
||||
if direction == "short":
|
||||
risk = sl - entry
|
||||
else:
|
||||
risk = entry - sl
|
||||
if risk <= 0:
|
||||
return None
|
||||
return risk / entry
|
||||
|
||||
|
||||
def _full_margin_risk_u(available: float, buffer: float, leverage: int, direction: str, entry: float, sl: float):
|
||||
rf = _calc_risk_fraction(direction, entry, sl)
|
||||
if rf is None:
|
||||
return None
|
||||
margin = round(available * buffer, 2)
|
||||
return round(margin * leverage * rf, 2)
|
||||
|
||||
|
||||
def test_full_margin_risk_short_hype():
|
||||
# 可用约 23.06U × 0.9 缓冲 × 5x,入场 62.5、止损 63.6
|
||||
risk = _full_margin_risk_u(23.06, 0.9, 5, "short", 62.5, 63.6)
|
||||
assert risk is not None
|
||||
assert 1.5 <= risk <= 2.5
|
||||
|
||||
Reference in New Issue
Block a user