diff --git a/hub_volume_rank_lib.py b/hub_volume_rank_lib.py
index e5b05d7..1e7a2c4 100644
--- a/hub_volume_rank_lib.py
+++ b/hub_volume_rank_lib.py
@@ -292,8 +292,7 @@ def _scores_from_binance(exchange) -> list[tuple[str, str, float]]:
return _merge_scores(by_base)
except Exception:
pass
- tickers = exchange.fetch_tickers()
- return _scores_from_markets(exchange, tickers or {}, "binance")
+ return []
def _scores_from_gate(exchange) -> list[tuple[str, str, float]]:
@@ -330,8 +329,7 @@ def _scores_from_gate(exchange) -> list[tuple[str, str, float]]:
return _merge_scores(by_base)
except Exception:
continue
- tickers = exchange.fetch_tickers()
- return _scores_from_markets(exchange, tickers or {}, "gateio")
+ return []
def _scores_from_markets(
@@ -373,6 +371,11 @@ def _collect_scores(exchange, exchange_id: str) -> list[tuple[str, str, float]]:
return _scores_from_markets(exchange, tickers or {}, ex_id)
+def _uses_lightweight_volume_scores(exchange_id: str) -> bool:
+ ex_id = str(exchange_id or "").lower()
+ return ex_id in ("okx", "binance", "gateio", "gate", "gate_bot")
+
+
def build_usdt_swap_volume_ranks(
exchange,
ensure_markets_loaded: Callable[[], None],
@@ -383,8 +386,9 @@ def build_usdt_swap_volume_ranks(
全市场 USDT 永续 24h 成交额排名（base -> rank）。
优先各所轻量 ticker API，避免 fetch_tickers() 拉全市场（Gate/Binance 内存优化）。
"""
- ensure_markets_loaded()
ex_id = str(exchange_id or getattr(exchange, "id", "") or "").lower()
+ if not _uses_lightweight_volume_scores(ex_id):
+ ensure_markets_loaded()
scored = _collect_scores(exchange, ex_id)
ranks: dict[str, int] = {}
for idx, (_sym, base, _qv) in enumerate(scored, 1):
@@ -417,10 +421,11 @@ def resolve_daily_volume_rank(
ensure_markets_loaded,
exchange_id=exchange_id,
)
- cache["ranks"] = ranks
- cache["total"] = total
- cache["version"] = cache_version
- cache["updated_at"] = now_ts
+ if total > 0 and ranks:
+ cache["ranks"] = ranks
+ cache["total"] = total
+ cache["version"] = cache_version
+ cache["updated_at"] = now_ts
except Exception:
pass
ranks = cache.get("ranks") or {}
diff --git a/strategy_db.py b/strategy_db.py
index 8aef6a7..9c5f889 100644
--- a/strategy_db.py
+++ b/strategy_db.py
@@ -154,6 +154,7 @@ def init_strategy_tables(conn) -> None:
"ALTER TABLE order_monitors ADD COLUMN monitor_type TEXT",
"ALTER TABLE order_monitors ADD COLUMN key_signal_type TEXT",
"ALTER TABLE trend_pullback_plans ADD COLUMN leg_fill_prices_json TEXT",
+ "ALTER TABLE roll_legs ADD COLUMN stop_offset_pct REAL",
):
try:
conn.execute(ddl)
diff --git a/strategy_register.py b/strategy_register.py
index b736ed4..edf6ec2 100644
--- a/strategy_register.py
+++ b/strategy_register.py
@@ -9,7 +9,7 @@ from flask import Flask, flash, jsonify, redirect, request, url_for
from jinja2 import ChoiceLoader, FileSystemLoader
from strategy_db import init_strategy_tables
-from strategy_roll_lib import preview_roll
+from strategy_roll_lib import preview_roll, roll_stop_after_fill
def _dedupe_strategy_snapshots_on_startup(cfg: dict[str, Any]) -> None:
@@ -168,10 +168,29 @@ def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> di
tp0 = float(mon.get("take_profit") or rg.get("initial_take_profit") or 0)
add_mode = (data.get("add_mode") or "market").strip().lower()
try:
- new_sl = float(data.get("new_stop_loss") or data.get("sl"))
risk_pct = float(data.get("risk_percent") or cfg.get("default_risk_percent", 2))
except (TypeError, ValueError):
- return {"ok": False, "msg": "止损或风险%格式错误"}
+ return {"ok": False, "msg": "风险%格式错误"}
+ stop_offset_raw = data.get("stop_offset_pct")
+ if stop_offset_raw in (None, ""):
+ stop_offset_raw = data.get("new_stop_loss") or data.get("sl")
+ new_sl_abs = None
+ stop_offset_pct = None
+ if data.get("stop_offset_pct") not in (None, ""):
+ try:
+ stop_offset_pct = float(data.get("stop_offset_pct"))
+ except (TypeError, ValueError):
+ return {"ok": False, "msg": "止损偏移%格式错误"}
+ elif data.get("new_stop_loss") not in (None, "") or data.get("sl") not in (None, ""):
+ try:
+ new_sl_abs = float(data.get("new_stop_loss") or data.get("sl"))
+ except (TypeError, ValueError):
+ return {"ok": False, "msg": "止损格式错误"}
+ elif stop_offset_raw not in (None, ""):
+ try:
+ new_sl_abs = float(stop_offset_raw)
+ except (TypeError, ValueError):
+ return {"ok": False, "msg": "止损格式错误"}
conn_cap = get_db()
try:
capital = float(cfg["get_trading_capital_usdt"](conn_cap))
@@ -193,7 +212,8 @@ def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> di
entry_existing=entry,
initial_take_profit=tp0,
add_mode=add_mode,
- new_stop_loss=new_sl,
+ new_stop_loss=new_sl_abs,
+ stop_offset_pct=stop_offset_pct,
risk_percent=risk_pct,
capital_base_usdt=capital,
add_price=float(live) if live else None,
@@ -243,12 +263,27 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
return False, "监控单已不存在"
rg, legs_done, roll_is_new = _get_or_create_roll_group_meta(conn, mon)
new_sl = float(preview["new_stop_loss"])
+ stop_offset_pct = preview.get("stop_offset_pct")
tp0 = float(preview["initial_take_profit"])
+ qty_before = float(preview.get("qty_existing") or 0)
+ entry_before = float(preview.get("entry_existing") or 0)
if add_mode == "market":
order = cfg["market_add"](ex_sym, direction, amount, leverage)
fill = float(cfg.get("resolve_fill_price", lambda o, s, p: p)(order, ex_sym, preview["add_price"]) or preview["add_price"])
status = "filled"
oid = str(order.get("id") or "") if isinstance(order, dict) else ""
+ if stop_offset_pct is not None and qty_before > 0 and entry_before > 0:
+ new_sl = roll_stop_after_fill(
+ direction,
+ qty_before,
+ entry_before,
+ float(amount),
+ fill,
+ stop_offset_pct=float(stop_offset_pct),
+ )
+ px_fn = cfg.get("price_to_precision")
+ if callable(px_fn):
+ new_sl = float(px_fn(ex_sym, new_sl) or new_sl)
else:
price = cfg["price_to_precision"](ex_sym, float(preview["add_price"]))
order = cfg["limit_add"](ex_sym, direction, amount, price, leverage)
@@ -256,8 +291,8 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
conn.execute(
"""INSERT INTO roll_legs (
roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
- amount, new_stop_loss, exchange_order_id, status, created_at
- ) VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
+ amount, new_stop_loss, stop_offset_pct, exchange_order_id, status, created_at
+ ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
(
rg["id"],
legs_done + 1,
@@ -267,6 +302,7 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
price,
amount,
new_sl,
+ stop_offset_pct,
oid,
"pending",
cfg["app_now_str"](),
@@ -297,8 +333,8 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
conn.execute(
"""INSERT INTO roll_legs (
roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
- fill_price, amount, new_stop_loss, exchange_order_id, status, created_at
- ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
+ fill_price, amount, new_stop_loss, stop_offset_pct, exchange_order_id, status, created_at
+ ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""",
(
rg["id"],
legs_done + 1,
@@ -309,6 +345,7 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
fill,
amount,
new_sl,
+ stop_offset_pct,
oid,
"filled",
cfg["app_now_str"](),
diff --git a/strategy_roll_lib.py b/strategy_roll_lib.py
index 94accab..ec90643 100644
--- a/strategy_roll_lib.py
+++ b/strategy_roll_lib.py
@@ -7,6 +7,7 @@ from fib_key_monitor_lib import calc_fib_plan, fib_ratio_from_type
ROLL_MAX_LEGS_LONG = 3
ROLL_MAX_LEGS_SHORT = 3
+ROLL_STOP_OFFSET_PCT_DEFAULT = 1.0
FIB_MODES = frozenset({"fib_618", "fib_786"})
@@ -42,6 +43,105 @@ def max_roll_legs(direction: str) -> int:
return ROLL_MAX_LEGS_LONG if (direction or "long").strip().lower() == "long" else ROLL_MAX_LEGS_SHORT
+def resolve_roll_stop_spec(
+ *,
+ new_stop_loss: Optional[float] = None,
+ stop_offset_pct: Optional[float] = None,
+ entry_ref: float = 0.0,
+) -> tuple[str, float]:
+ """
+ 解析滚仓止损输入。
+ - stop_offset_pct：相对合并均价的偏移%，如 1 表示 1%（多：均价下方；空：均价上方）。
+ - new_stop_loss：兼容旧版绝对止损价；若数值很小（如 1.0）且相对均价过低，视为偏移%。
+ """
+ if stop_offset_pct is not None:
+ try:
+ pct = float(stop_offset_pct)
+ if pct > 0:
+ return "offset", pct
+ except (TypeError, ValueError):
+ pass
+ if new_stop_loss is not None:
+ try:
+ sl = float(new_stop_loss)
+ if sl > 0:
+ ref = float(entry_ref or 0)
+ if ref > 0 and sl <= min(30.0, ref * 0.25):
+ return "offset", sl
+ return "absolute", sl
+ except (TypeError, ValueError):
+ pass
+ return "offset", ROLL_STOP_OFFSET_PCT_DEFAULT
+
+
+def unified_stop_from_avg(direction: str, avg: float, offset_pct: float) -> float:
+ """合并均价 ± offset% 作为新统一止损（非保本）。"""
+ avg_f = float(avg)
+ pct = float(offset_pct) / 100.0
+ if avg_f <= 0 or pct <= 0:
+ return 0.0
+ direction = (direction or "long").strip().lower()
+ if direction == "short":
+ return avg_f * (1.0 + pct)
+ return avg_f * (1.0 - pct)
+
+
+def avg_entry_after_add(
+ qty_existing: float,
+ entry_existing: float,
+ add_qty: float,
+ add_price: float,
+) -> float:
+ q1 = float(qty_existing)
+ e1 = float(entry_existing)
+ q2 = float(add_qty)
+ e2 = float(add_price)
+ total = q1 + q2
+ if total <= 0:
+ return 0.0
+ return (q1 * e1 + q2 * e2) / total
+
+
+def solve_add_amount_for_avg_stop_offset(
+ direction: str,
+ qty_existing: float,
+ entry_existing: float,
+ add_price: float,
+ offset_pct: float,
+ risk_budget_usdt: float,
+) -> Tuple[Optional[float], Optional[str]]:
+ """
+ 合并后止损 = 合并均价 ± offset%，且触及止损时总亏损 ≈ risk_budget。
+ loss = offset% × (Q1·E1 + Q2·E2) => Q2 = (B/p − Q1·E1) / E2
+ """
+ try:
+ q1 = float(qty_existing)
+ e1 = float(entry_existing)
+ e2 = float(add_price)
+ b = float(risk_budget_usdt)
+ p = float(offset_pct) / 100.0
+ except (TypeError, ValueError):
+ return None, "参数格式错误"
+ if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0:
+ return None, "持仓或风险预算无效"
+ if p <= 0 or p >= 1:
+ return None, "止损偏移%须大于 0 且小于 100"
+ direction = (direction or "long").strip().lower()
+ need_notional = b / p
+ q2 = (need_notional - q1 * e1) / e2
+ if q2 <= 0:
+ return None, "按当前偏移%与总风险%，无需加仓或无法再加（已满足风险上限）"
+ new_avg = avg_entry_after_add(q1, e1, q2, e2)
+ sl = unified_stop_from_avg(direction, new_avg, offset_pct)
+ if direction == "short":
+ if sl <= e2:
+ return None, "做空：合并后止损须高于加仓价（请减小偏移%或风险%）"
+ else:
+ if sl >= e2:
+ return None, "做多：合并后止损须低于加仓价（请减小偏移%或风险%）"
+ return q2, None
+
+
def solve_add_amount_for_total_risk(
direction: str,
qty_existing: float,
@@ -90,7 +190,8 @@ def preview_roll(
entry_existing: float,
initial_take_profit: float,
add_mode: str,
- new_stop_loss: float,
+ new_stop_loss: Optional[float] = None,
+ stop_offset_pct: Optional[float] = None,
risk_percent: float,
capital_base_usdt: float,
add_price: Optional[float] = None,
@@ -117,31 +218,49 @@ def preview_roll(
else:
return None, "加仓方式无效"
try:
- sl = float(new_stop_loss)
tp = float(initial_take_profit)
except (TypeError, ValueError):
- return None, "止损/止盈格式错误"
- if sl <= 0 or tp <= 0:
- return None, "止损与首仓止盈须大于0"
+ return None, "止盈格式错误"
+ if tp <= 0:
+ return None, "首仓止盈须大于0"
+ stop_mode, stop_val = resolve_roll_stop_spec(
+ new_stop_loss=new_stop_loss,
+ stop_offset_pct=stop_offset_pct,
+ entry_ref=entry_existing,
+ )
if direction == "long":
- if sl >= entry_add:
- return None, "做多：新止损须低于加仓价"
if tp <= entry_existing:
return None, "做多：首仓止盈须高于当前持仓均价参考"
else:
- if sl <= entry_add:
- return None, "做空：新止损须高于加仓价"
if tp >= entry_existing:
return None, "做空：首仓止盈须低于当前持仓均价参考"
risk_budget = float(capital_base_usdt) * (float(risk_percent) / 100.0)
- q2_raw, err = solve_add_amount_for_total_risk(
- direction, qty_existing, entry_existing, entry_add, sl, risk_budget
- )
+ offset_pct: Optional[float] = None
+ if stop_mode == "offset":
+ offset_pct = float(stop_val)
+ q2_raw, err = solve_add_amount_for_avg_stop_offset(
+ direction, qty_existing, entry_existing, entry_add, offset_pct, risk_budget
+ )
+ else:
+ sl = float(stop_val)
+ if sl <= 0:
+ return None, "止损须大于0"
+ if direction == "long":
+ if sl >= entry_add:
+ return None, "做多：新止损须低于加仓价"
+ else:
+ if sl <= entry_add:
+ return None, "做空：新止损须高于加仓价"
+ q2_raw, err = solve_add_amount_for_total_risk(
+ direction, qty_existing, entry_existing, entry_add, sl, risk_budget
+ )
if err:
return None, err
q2 = float(q2_raw)
new_qty = qty_existing + q2
- new_avg = (qty_existing * entry_existing + q2 * entry_add) / new_qty
+ new_avg = avg_entry_after_add(qty_existing, entry_existing, q2, entry_add)
+ if stop_mode == "offset":
+ sl = unified_stop_from_avg(direction, new_avg, offset_pct)
if direction == "long":
loss_at_sl = (new_avg - sl) * new_qty
reward_at_tp = (tp - new_avg) * new_qty
@@ -154,11 +273,15 @@ def preview_roll(
"add_mode": mode,
"add_mode_label": mode_label,
"add_price": round(entry_add, 10),
- "new_stop_loss": sl,
+ "new_stop_loss": round(sl, 10),
+ "stop_offset_pct": offset_pct,
+ "stop_mode": stop_mode,
"initial_take_profit": tp,
"risk_percent": float(risk_percent),
"risk_budget_usdt": round(risk_budget, 4),
"add_amount_raw": q2,
+ "qty_existing": float(qty_existing),
+ "entry_existing": float(entry_existing),
"qty_after": new_qty,
"avg_entry_after": round(new_avg, 10),
"loss_at_sl_usdt": round(loss_at_sl, 4),
@@ -168,3 +291,20 @@ def preview_roll(
"fib_upper": fib_upper,
"fib_lower": fib_lower,
}, None
+
+
+def roll_stop_after_fill(
+ direction: str,
+ qty_before: float,
+ entry_before: float,
+ add_qty: float,
+ fill_price: float,
+ *,
+ stop_offset_pct: Optional[float] = None,
+ absolute_stop: Optional[float] = None,
+) -> float:
+ """成交后按合并均价重算统一止损（偏移%模式）或沿用绝对止损。"""
+ if stop_offset_pct is not None and float(stop_offset_pct) > 0:
+ avg = avg_entry_after_add(qty_before, entry_before, add_qty, fill_price)
+ return unified_stop_from_avg(direction, avg, float(stop_offset_pct))
+ return float(absolute_stop or 0)
diff --git a/strategy_roll_monitor_lib.py b/strategy_roll_monitor_lib.py
index f748a10..9aa09b6 100644
--- a/strategy_roll_monitor_lib.py
+++ b/strategy_roll_monitor_lib.py
@@ -4,6 +4,7 @@ from __future__ import annotations
from typing import Any, Optional
from fib_key_monitor_lib import fib_invalidate_by_mark
+from strategy_roll_lib import unified_stop_from_avg
from strategy_db import init_strategy_tables
ROLL_LEG_STATUS_LABELS = {
@@ -218,11 +219,31 @@ def _finalize_roll_leg_fill(
leg_id = int(leg["id"])
gid = int(group["id"])
new_sl = float(leg.get("new_stop_loss") or 0)
+ stop_offset_pct = leg.get("stop_offset_pct")
tp0 = float(group.get("initial_take_profit") or 0)
fill_px = float(leg.get("limit_price") or mark)
+ add_qty = float(leg.get("amount") or 0)
+ if stop_offset_pct not in (None, ""):
+ try:
+ offset_pct = float(stop_offset_pct)
+ except (TypeError, ValueError):
+ offset_pct = 0.0
+ if offset_pct > 0:
+ pos = cfg["get_position"](ex_sym, direction) or {}
+ avg = float(pos.get("entry_price") or 0)
+ if avg <= 0 and add_qty > 0:
+ avg = fill_px
+ if avg > 0:
+ new_sl = unified_stop_from_avg(direction, avg, offset_pct)
+ px_fn = cfg.get("price_to_precision")
+ if callable(px_fn):
+ try:
+ new_sl = float(px_fn(ex_sym, new_sl) or new_sl)
+ except Exception:
+ pass
conn.execute(
- "UPDATE roll_legs SET status='filled', fill_price=? WHERE id=? AND status='pending'",
- (fill_px, leg_id),
+ "UPDATE roll_legs SET status='filled', fill_price=?, new_stop_loss=? WHERE id=? AND status='pending'",
+ (fill_px, new_sl, leg_id),
)
if new_sl > 0:
conn.execute(
diff --git a/strategy_templates/strategy_roll.html b/strategy_templates/strategy_roll.html
index 281baa2..8649b79 100644
--- a/strategy_templates/strategy_roll.html
+++ b/strategy_templates/strategy_roll.html
@@ -48,7 +48,7 @@
规则说明
仅人工加仓，程序不会自动触发。须先在「实盘下单」有同向持仓。
- 做多最多滚仓 3 次；止盈锁定首仓不变；每次填写新统一止损，总风险%按「合并持仓打到新止损≈账户风险」反推张数。
+ 做多最多滚仓 3 次；止盈锁定首仓不变；每次填写止损偏移%（相对合并均价，默认 1%），总风险%按「合并持仓打到新止损≈账户风险」反推张数。
斐波限价：上沿 H、下沿 L 仅用于算 0.618/0.786 加仓价（多：下沿=止损侧；空：上沿=止损侧）。
{% if trend_active %}当前有运行中的趋势回调计划，请先结束后再滚仓。{% endif %}
@@ -70,7 +70,7 @@
-
+
diff --git a/strategy_templates/strategy_roll_panel.html b/strategy_templates/strategy_roll_panel.html
index b272c0c..58b7b26 100644
--- a/strategy_templates/strategy_roll_panel.html
+++ b/strategy_templates/strategy_roll_panel.html
@@ -4,7 +4,7 @@
顺势加仓规则说明{% if roll_trend_active %} · 当前有趋势回调计划{% endif %}
仅人工加仓，程序不会自动触发。须先在「实盘下单」有同向持仓。
- 做多最多滚仓 3 次；止盈锁定首仓不变；每次填写新统一止损，总风险%按「合并持仓打到新止损≈账户风险」反推张数。
+ 做多最多滚仓 3 次；止盈锁定首仓不变；每次填写止损偏移%（相对合并均价，默认 1%），总风险%按「合并持仓打到新止损≈账户风险」反推张数。
斐波限价：上沿 H、下沿 L 仅用于算 0.618/0.786 加仓价（多：下沿=止损侧；空：上沿=止损侧）。
{% if roll_trend_active %}当前有运行中的趋势回调计划，请先结束后再滚仓。{% endif %}
@@ -27,7 +27,7 @@
-
+
diff --git a/tests/test_hub_volume_rank_lib.py b/tests/test_hub_volume_rank_lib.py
index f363131..c0a2fb6 100644
--- a/tests/test_hub_volume_rank_lib.py
+++ b/tests/test_hub_volume_rank_lib.py
@@ -84,6 +84,15 @@ def test_scores_from_binance_uses_fapi_lightweight_api():
ex.fetch_tickers.assert_not_called()
+def test_scores_from_binance_skips_fetch_tickers_on_api_error():
+ ex = MagicMock()
+ ex.id = "binance"
+ ex.fapiPublicGetTicker24hr.side_effect = RuntimeError("network")
+ scored = _scores_from_binance(ex)
+ assert scored == []
+ ex.fetch_tickers.assert_not_called()
+
+
def test_scores_from_gate_uses_futures_tickers_api():
ex = MagicMock()
ex.id = "gateio"
@@ -96,6 +105,15 @@ def test_scores_from_gate_uses_futures_tickers_api():
ex.fetch_tickers.assert_not_called()
+def test_scores_from_gate_skips_fetch_tickers_on_api_error():
+ ex = MagicMock()
+ ex.id = "gateio"
+ ex.publicFuturesGetSettleTickers.side_effect = RuntimeError("network")
+ scored = _scores_from_gate(ex)
+ assert scored == []
+ ex.fetch_tickers.assert_not_called()
+
+
def test_resolve_daily_volume_rank_caches_result():
cache = {"version": 0, "updated_at": 0.0, "ranks": {}, "total": 0}
ex = MagicMock()
@@ -130,6 +148,31 @@ def test_resolve_daily_volume_rank_caches_result():
assert ex.fapiPublicGetTicker24hr.call_count == calls
+def test_resolve_daily_volume_rank_keeps_stale_cache_when_refresh_empty():
+ cache = {
+ "version": LIQUIDITY_RANK_CACHE_VERSION,
+ "updated_at": 900.0,
+ "ranks": {"BTC": 1},
+ "total": 100,
+ }
+ ex = MagicMock()
+ ex.id = "binance"
+ ex.fapiPublicGetTicker24hr.return_value = []
+
+ rank, total = resolve_daily_volume_rank(
+ "BTC",
+ cache,
+ now_ts=2000.0,
+ ttl_sec=60.0,
+ exchange=ex,
+ ensure_markets_loaded=lambda: None,
+ )
+ assert rank == 1
+ assert total == 100
+ assert cache["updated_at"] == 900.0
+ ex.fetch_tickers.assert_not_called()
+
+
def test_build_usdt_swap_volume_ranks():
ex = MagicMock()
ex.id = "binance"
diff --git a/tests/test_strategy_roll_lib.py b/tests/test_strategy_roll_lib.py
new file mode 100644
index 0000000..e652273
--- /dev/null
+++ b/tests/test_strategy_roll_lib.py
@@ -0,0 +1,59 @@
+from strategy_roll_lib import (
+ preview_roll,
+ resolve_roll_stop_spec,
+ roll_stop_after_fill,
+ unified_stop_from_avg,
+)
+
+
+def test_resolve_roll_stop_spec_treats_small_value_as_offset_pct():
+ mode, val = resolve_roll_stop_spec(new_stop_loss=1.0, entry_ref=63.976)
+ assert mode == "offset"
+ assert val == 1.0
+
+
+def test_resolve_roll_stop_spec_treats_price_as_absolute():
+ mode, val = resolve_roll_stop_spec(new_stop_loss=64.6, entry_ref=63.976)
+ assert mode == "absolute"
+ assert val == 64.6
+
+
+def test_unified_stop_from_avg_short_one_percent():
+ sl = unified_stop_from_avg("short", 63.976, 1.0)
+ assert abs(sl - 63.976 * 1.01) < 1e-6
+
+
+def test_preview_roll_offset_mode_not_breakeven():
+ preview, err = preview_roll(
+ direction="short",
+ symbol="HYPE/USDT",
+ qty_existing=3.0,
+ entry_existing=65.0,
+ initial_take_profit=60.0,
+ add_mode="market",
+ stop_offset_pct=1.0,
+ risk_percent=2.0,
+ capital_base_usdt=1000.0,
+ add_price=64.0,
+ legs_done=1,
+ )
+ assert err is None
+ assert preview["stop_mode"] == "offset"
+ assert preview["stop_offset_pct"] == 1.0
+ avg = preview["avg_entry_after"]
+ sl = preview["new_stop_loss"]
+ assert sl > avg * 1.009
+ assert sl < avg * 1.011
+
+
+def test_roll_stop_after_fill_recomputes_from_actual_fill():
+ sl = roll_stop_after_fill(
+ "short",
+ qty_before=3.0,
+ entry_before=65.0,
+ add_qty=5.0,
+ fill_price=63.5,
+ stop_offset_pct=1.0,
+ )
+ avg = (3 * 65.0 + 5 * 63.5) / 8.0
+ assert abs(sl - avg * 1.01) < 1e-6