dekun
d56d9050aa
Align running-plan header and DCA table with risk-budget RR, record actual fill prices after each leg, and save pre-close snapshots on stop/TP/handoff across hub and exchanges. Co-authored-by: Cursor <cursoragent@cursor.com>
68 lines
2.3 KiB
Python
68 lines
2.3 KiB
Python
"""趋势回调运行中计划：实际成交价重算补仓表与金额盈亏比。"""
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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_snapshot_lib import attach_trend_dca_levels # noqa: E402
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from strategy_trend_lib import calc_trend_plan_money_metrics # noqa: E402
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class TestTrendDcaEnrichFills(unittest.TestCase):
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def _base_plan(self, **overrides):
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plan = {
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"direction": "long",
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"stop_loss": 0.329,
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"take_profit": 0.476,
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"first_order_amount": 115,
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"snapshot_available_usdt": 97.98,
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"risk_percent": 5,
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"contract_size": 1.0,
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"grid_prices_json": json.dumps([0.3465, 0.343, 0.3395, 0.336, 0.3325]),
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"leg_amounts_json": json.dumps([23, 23, 23, 23, 23]),
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"dca_legs": 5,
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"first_order_done": 1,
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"legs_done": 0,
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"avg_entry_price": 0.3537,
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"order_amount_open": 115,
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"target_order_amount": 230,
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"leg_fill_prices_json": json.dumps([0.3537]),
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}
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plan.update(overrides)
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return plan
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def test_header_money_rr_not_price_rr(self):
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plan = self._base_plan()
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metrics = calc_trend_plan_money_metrics(plan)
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self.assertAlmostEqual(metrics["risk_amount_u"], 4.899, places=2)
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self.assertIsNotNone(metrics["money_rr"])
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self.assertLess(metrics["money_rr"], 4.0)
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def test_done_dca_uses_actual_fill_price(self):
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plan = self._base_plan(
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legs_done=1,
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avg_entry_price=0.3512,
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order_amount_open=138,
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leg_fill_prices_json=json.dumps([0.3537, 0.3458]),
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)
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enriched = attach_trend_dca_levels(plan)
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levels = enriched["dca_levels"]
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self.assertEqual(len(levels), 6)
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dca1 = levels[1]
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self.assertEqual(dca1["status"], "done")
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self.assertAlmostEqual(dca1["price"], 0.3458, places=4)
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self.assertIsNotNone(dca1["avg_entry"])
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self.assertIsNotNone(dca1["rr"])
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dca2 = levels[2]
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self.assertEqual(dca2["status"], "pending")
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self.assertAlmostEqual(dca2["price"], 0.343, places=4)
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if __name__ == "__main__":
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unittest.main()
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