dekun
59 lines
2.1 KiB
Python
59 lines
2.1 KiB
Python
"""趋势回调预览：止盈盈利 U、止损金额 U、金额盈亏比。"""
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from __future__ import annotations
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import json
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import sys
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import unittest
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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sys.path.insert(0, str(ROOT))
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from strategy_trend_lib import ( # noqa: E402
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build_trend_preview_level_rows,
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calc_money_reward_risk_ratio,
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calc_risk_budget_usdt,
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calc_tp_profit_usdt,
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)
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class TestTrendPreviewTp(unittest.TestCase):
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def test_risk_budget_from_snapshot(self):
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self.assertAlmostEqual(calc_risk_budget_usdt(110.73, 5), 5.5365, places=2)
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def test_short_profit_at_form_take_profit(self):
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profit = calc_tp_profit_usdt("short", 72.53, 66.0, 1114, 0.00167)
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self.assertIsNotNone(profit)
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self.assertGreater(profit, 0)
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rr = calc_money_reward_risk_ratio(profit, 5.5365)
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self.assertIsNotNone(rr)
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self.assertGreater(rr, 1.5)
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def test_preview_levels_use_money_rr(self):
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preview = {
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"direction": "short",
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"live_price_ref": 72.53,
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"stop_loss": 75.5,
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"take_profit": 66.0,
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"first_order_amount": 1114,
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"snapshot_available_usdt": 110.73,
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"risk_percent": 5,
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"contract_size": 0.00167,
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"grid_prices_json": json.dumps([73.42, 73.83]),
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"leg_amounts_json": json.dumps([222, 222]),
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}
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enriched, rows = build_trend_preview_level_rows(preview)
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self.assertAlmostEqual(enriched["preview_risk_amount_u"], 5.5365, places=2)
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self.assertEqual(enriched["preview_take_profit_price"], 66.0)
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self.assertEqual(len(rows), 3)
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self.assertEqual(rows[0]["label"], "首仓")
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self.assertEqual(rows[0]["risk_u"], enriched["preview_risk_amount_u"])
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self.assertIsNotNone(rows[0]["profit_u"])
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self.assertAlmostEqual(rows[0]["rr"], rows[0]["profit_u"] / 5.5365, places=2)
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self.assertEqual(rows[1]["risk_u"], enriched["preview_risk_amount_u"])
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self.assertGreater(rows[2]["profit_u"], rows[1]["profit_u"])
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if __name__ == "__main__":
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unittest.main()
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