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
+59
View File
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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