dekun
67 lines
1.8 KiB
Python
67 lines
1.8 KiB
Python
"""预估盈亏比（前端 manual_order_rr_preview.js）公式与后端 calc_rr_ratio 口径一致。"""
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def _calc_rr(direction: str, entry: float, sl: float, tp: float):
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if entry <= 0 or sl <= 0 or tp <= 0:
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return None
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if direction == "short":
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risk = sl - entry
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reward = entry - tp
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else:
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risk = entry - sl
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reward = tp - entry
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if risk <= 0 or reward <= 0:
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return None
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return round(reward / risk, 4)
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def _calc_rr_from_pct(sl_pct: float, tp_pct: float):
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if sl_pct <= 0 or tp_pct <= 0:
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return None
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return tp_pct / sl_pct
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def test_long_price_mode_rr():
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assert _calc_rr("long", 100.0, 95.0, 110.0) == 2.0
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def test_short_price_mode_rr():
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assert _calc_rr("short", 100.0, 105.0, 90.0) == 2.0
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def test_invalid_geometry_returns_none():
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assert _calc_rr("long", 100.0, 105.0, 110.0) is None
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assert _calc_rr("short", 100.0, 95.0, 98.0) is None
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def test_pct_mode_rr():
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assert _calc_rr_from_pct(2.0, 4.0) == 2.0
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assert _calc_rr_from_pct(1.5, 3.0) == 2.0
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def _calc_risk_fraction(direction: str, entry: float, sl: float):
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if entry <= 0 or sl <= 0:
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return None
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if direction == "short":
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risk = sl - entry
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else:
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risk = entry - sl
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if risk <= 0:
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return None
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return risk / entry
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def _full_margin_risk_u(available: float, buffer: float, leverage: int, direction: str, entry: float, sl: float):
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rf = _calc_risk_fraction(direction, entry, sl)
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if rf is None:
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return None
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margin = round(available * buffer, 2)
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return round(margin * leverage * rf, 2)
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def test_full_margin_risk_short_hype():
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# 可用约 23.06U × 0.9 缓冲 × 5x，入场 62.5、止损 63.6
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risk = _full_margin_risk_u(23.06, 0.9, 5, "short", 62.5, 63.6)
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assert risk is not None
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assert 1.5 <= risk <= 2.5
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