dekun
2269bc51ff
Unify hub/instance TP profit, calc_pnl, and push/accounting to net of 0.05% per side; leave exchange floating PnL unchanged. Co-authored-by: Cursor <cursoragent@cursor.com>
48 lines
1.5 KiB
Python
48 lines
1.5 KiB
Python
"""strategy_roll_ui_lib 单元测试."""
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from __future__ import annotations
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import sys
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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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import lib.strategy.strategy_roll_ui_lib as roll_ui
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def test_compute_roll_chain_metrics_short():
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group = {
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"id": 1,
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"direction": "short",
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"initial_take_profit": 60.0,
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}
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legs = [
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{"id": 10, "leg_index": 1, "amount": 3.0, "fill_price": 65.0, "status": "filled"},
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{"id": 11, "leg_index": 2, "amount": 5.0, "fill_price": 64.0, "status": "filled"},
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]
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per_leg, group_metrics = roll_ui.compute_roll_chain_metrics(
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group,
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legs,
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qty_live=8.0,
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entry_live=63.5,
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monitor={"trigger_price": 66.0, "order_amount": 3.0},
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)
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assert per_leg[10]["avg_entry_after"] is not None
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assert per_leg[11]["avg_entry_after"] is not None
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assert group_metrics["reward_at_tp_usdt"] is not None
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assert group_metrics["initial_qty"] == 3.0
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assert group_metrics["current_qty"] == 8.0
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assert per_leg[11]["reward_at_tp_usdt"] >= per_leg[10]["reward_at_tp_usdt"]
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def test_infer_initial_position_from_live():
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legs = [{"amount": 2.0, "fill_price": 64.0, "status": "filled"}]
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q0, e0 = roll_ui.infer_initial_position(5.0, 63.0, legs)
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assert q0 == 3.0
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assert abs(e0 - 62.3333333333) < 0.001
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def test_reward_at_tp_long():
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# 毛利 20, 双边费 (200+220)*0.0005=0.21 → 净 19.79
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assert abs(roll_ui.reward_at_tp_usdt("long", 100.0, 110.0, 2.0) - 19.79) < 1e-6
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