dekun
45 lines
1.3 KiB
Python
45 lines
1.3 KiB
Python
"""strategy_roll_ui_lib 单元测试。"""
|
|
from __future__ import annotations
|
|
|
|
import sys
|
|
from pathlib import Path
|
|
|
|
ROOT = Path(__file__).resolve().parents[1]
|
|
sys.path.insert(0, str(ROOT))
|
|
|
|
import strategy_roll_ui_lib as roll_ui
|
|
|
|
|
|
def test_compute_roll_chain_metrics_short():
|
|
group = {
|
|
"id": 1,
|
|
"direction": "short",
|
|
"initial_take_profit": 60.0,
|
|
}
|
|
legs = [
|
|
{"id": 10, "leg_index": 1, "amount": 3.0, "fill_price": 65.0, "status": "filled"},
|
|
{"id": 11, "leg_index": 2, "amount": 5.0, "fill_price": 64.0, "status": "filled"},
|
|
]
|
|
per_leg, group_metrics = roll_ui.compute_roll_chain_metrics(
|
|
group,
|
|
legs,
|
|
qty_live=8.0,
|
|
entry_live=63.5,
|
|
monitor={"trigger_price": 66.0, "order_amount": 3.0},
|
|
)
|
|
assert per_leg[10]["avg_entry_after"] is not None
|
|
assert per_leg[11]["avg_entry_after"] is not None
|
|
assert group_metrics["reward_at_tp_usdt"] is not None
|
|
assert per_leg[11]["reward_at_tp_usdt"] >= per_leg[10]["reward_at_tp_usdt"]
|
|
|
|
|
|
def test_infer_initial_position_from_live():
|
|
legs = [{"amount": 2.0, "fill_price": 64.0, "status": "filled"}]
|
|
q0, e0 = roll_ui.infer_initial_position(5.0, 63.0, legs)
|
|
assert q0 == 3.0
|
|
assert abs(e0 - 62.3333333333) < 0.001
|
|
|
|
|
|
def test_reward_at_tp_long():
|
|
assert roll_ui.reward_at_tp_usdt("long", 100.0, 110.0, 2.0) == 20.0
|