Fix Gate/Binance memory regression and roll stop offset from avg.

Stop fetch_tickers fallback for volume rank and keep stale cache on failed refresh. Compute roll unified stop as merge-average plus offset percent instead of break-even.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 00:21:07 +08:00
parent 7f8ae97a98
commit f63f8810e6
9 changed files with 343 additions and 37 deletions
+43
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@@ -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"
+59
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@@ -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