dekun
d467760d5c
重写滚仓计仓与四种加仓方式（市价/斐波/突破），程序盯 mark 触价成交；风险读监控单；pending 可删不可改；手动平仓同步结束滚仓。新增 /strategy/roll/docs 说明页与顺势加仓滚仓说明.md。 Co-authored-by: Cursor <cursoragent@cursor.com>
71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
from strategy_roll_lib import (
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preview_roll,
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roll_breakout_invalidate,
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roll_breakout_trigger_crossed,
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roll_fib_invalidate,
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roll_fib_trigger_crossed,
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solve_add_amount_for_total_risk,
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)
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def test_solve_add_amount_long_one_risk():
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q2, err = solve_add_amount_for_total_risk(
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"long", 1.0, 3000.0, 3100.0, 2950.0, 200.0, 1.0
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)
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assert err is None
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avg = (1 * 3000 + q2 * 3100) / (1 + q2)
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loss = (avg - 2950) * (1 + q2)
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assert abs(loss - 200.0) < 0.01
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def test_preview_roll_market_short():
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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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new_stop_loss=66.5,
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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["add_mode_label"] == "市价加仓"
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sl = preview["new_stop_loss"]
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avg = preview["avg_entry_after"]
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qty = preview["qty_after"]
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loss = (sl - avg) * qty
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assert abs(loss - 20.0) < 0.01
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def test_fib_cross_long_down():
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assert roll_fib_trigger_crossed("long", 101.0, 100.0, 100.5) is True
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assert roll_fib_trigger_crossed("long", 100.6, 100.6, 100.5) is False
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def test_breakout_cross_long_up():
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assert roll_breakout_trigger_crossed("long", 99.0, 100.5, 100.0) is True
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assert roll_breakout_invalidate("long", 98.0, 99.0) is True
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assert roll_fib_invalidate("long", 110.0, 105.0, 95.0) is True
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def test_preview_breakout_mode_label():
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preview, err = preview_roll(
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direction="long",
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symbol="ETH/USDT",
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qty_existing=1.0,
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entry_existing=3000.0,
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initial_take_profit=3500.0,
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add_mode="breakout",
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new_stop_loss=2980.0,
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breakthrough_price=3100.0,
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risk_percent=10.0,
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capital_base_usdt=1000.0,
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add_price=3150.0,
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)
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assert err is None
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assert preview["add_mode_label"] == "突破加仓"
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