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>
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from strategy_roll_lib import (
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preview_roll,
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resolve_roll_stop_spec,
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roll_stop_after_fill,
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unified_stop_from_avg,
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)
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def test_resolve_roll_stop_spec_treats_small_value_as_offset_pct():
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mode, val = resolve_roll_stop_spec(new_stop_loss=1.0, entry_ref=63.976)
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assert mode == "offset"
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assert val == 1.0
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def test_resolve_roll_stop_spec_treats_price_as_absolute():
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mode, val = resolve_roll_stop_spec(new_stop_loss=64.6, entry_ref=63.976)
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assert mode == "absolute"
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assert val == 64.6
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def test_unified_stop_from_avg_short_one_percent():
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sl = unified_stop_from_avg("short", 63.976, 1.0)
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assert abs(sl - 63.976 * 1.01) < 1e-6
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def test_preview_roll_offset_mode_not_breakeven():
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preview, err = preview_roll(
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direction="short",
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symbol="HYPE/USDT",
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qty_existing=3.0,
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entry_existing=65.0,
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initial_take_profit=60.0,
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add_mode="market",
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stop_offset_pct=1.0,
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risk_percent=2.0,
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capital_base_usdt=1000.0,
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add_price=64.0,
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legs_done=1,
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)
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assert err is None
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assert preview["stop_mode"] == "offset"
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assert preview["stop_offset_pct"] == 1.0
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avg = preview["avg_entry_after"]
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sl = preview["new_stop_loss"]
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assert sl > avg * 1.009
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assert sl < avg * 1.011
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def test_roll_stop_after_fill_recomputes_from_actual_fill():
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sl = roll_stop_after_fill(
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"short",
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qty_before=3.0,
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entry_before=65.0,
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add_qty=5.0,
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fill_price=63.5,
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stop_offset_pct=1.0,
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)
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avg = (3 * 65.0 + 5 * 63.5) / 8.0
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assert abs(sl - avg * 1.01) < 1e-6
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