dekun
53 lines
1.9 KiB
Python
53 lines
1.9 KiB
Python
"""趋势回调预览：参考价首仓止盈与补仓后止盈。"""
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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_planned_reward_risk_ratio,
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calc_take_profit_for_rr,
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)
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class TestTrendPreviewTp(unittest.TestCase):
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def test_short_ref_price_first_tp_matches_form_tp(self):
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ref, sl, tp = 72.6, 75.5, 65.0
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rr = calc_planned_reward_risk_ratio("short", ref, sl, tp)
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self.assertIsNotNone(rr)
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first_tp = calc_take_profit_for_rr("short", ref, sl, rr)
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self.assertAlmostEqual(first_tp, tp, places=2)
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def test_preview_levels_include_first_and_dca_tp(self):
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preview = {
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"direction": "short",
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"live_price_ref": 72.6,
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"stop_loss": 75.5,
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"take_profit": 65.0,
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"first_order_amount": 1113,
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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.assertEqual(enriched["preview_unified_stop_loss"], 75.5)
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self.assertAlmostEqual(enriched["preview_first_take_profit"], 65.0, places=1)
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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.assertAlmostEqual(rows[0]["take_profit"], 65.0, places=1)
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self.assertEqual(rows[0]["stop_loss"], 75.5)
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self.assertIsNotNone(rows[1]["avg_entry"])
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self.assertIsNotNone(rows[1]["take_profit"])
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self.assertEqual(rows[1]["stop_loss"], 75.5)
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# 做空：补仓价上移 → 均价上移 → 同等 RR 下止盈价上移
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self.assertGreater(rows[2]["take_profit"], rows[1]["take_profit"])
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if __name__ == "__main__":
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unittest.main()
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