"""预估盈亏比(前端 manual_order_rr_preview.js)公式与后端 calc_rr_ratio 口径一致。""" def _calc_rr(direction: str, entry: float, sl: float, tp: float): if entry <= 0 or sl <= 0 or tp <= 0: return None if direction == "short": risk = sl - entry reward = entry - tp else: risk = entry - sl reward = tp - entry if risk <= 0 or reward <= 0: return None return round(reward / risk, 4) def _calc_rr_from_pct(sl_pct: float, tp_pct: float): if sl_pct <= 0 or tp_pct <= 0: return None return tp_pct / sl_pct def test_long_price_mode_rr(): assert _calc_rr("long", 100.0, 95.0, 110.0) == 2.0 def test_short_price_mode_rr(): assert _calc_rr("short", 100.0, 105.0, 90.0) == 2.0 def test_invalid_geometry_returns_none(): assert _calc_rr("long", 100.0, 105.0, 110.0) is None assert _calc_rr("short", 100.0, 95.0, 98.0) is 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