dekun
6b872b1f43
新增按 08:00 切日的月历（盈亏、笔数、犯病日高亮与点击筛选）；平仓时从交易所 fill 写入双边成交额与手续费，统计表与明细同步展示。 Co-authored-by: Cursor <cursoragent@cursor.com>
49 lines
1.7 KiB
Python
49 lines
1.7 KiB
Python
import unittest
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from trade_exchange_stats_lib import (
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aggregate_bilateral_stats,
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commission_usdt_from_fill,
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filter_position_lifecycle_fills,
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merge_commission_prefer_income,
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quote_turnover_usdt_from_fill,
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)
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class TradeExchangeStatsTests(unittest.TestCase):
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def test_turnover_from_cost(self):
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t = {"cost": 1000.0, "price": 50, "amount": 20}
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self.assertEqual(quote_turnover_usdt_from_fill(t), 1000.0)
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def test_commission_from_fee(self):
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t = {"fee": {"cost": -0.42, "currency": "USDT"}}
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self.assertEqual(commission_usdt_from_fill(t), 0.42)
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def test_bilateral_aggregate(self):
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fills = [
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{"side": "buy", "cost": 500, "fee": {"cost": -0.2, "currency": "USDT"}, "timestamp": 1000},
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{"side": "sell", "cost": 520, "fee": {"cost": -0.21, "currency": "USDT"}, "timestamp": 2000},
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]
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stats = aggregate_bilateral_stats(fills)
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self.assertIsNotNone(stats)
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self.assertEqual(stats["exchange_turnover_usdt"], 1020.0)
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self.assertEqual(stats["exchange_commission_usdt"], 0.41)
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def test_filter_long_lifecycle(self):
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base = 1_700_000_000_000
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trades = [
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{"side": "buy", "timestamp": base, "cost": 100},
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{"side": "sell", "timestamp": base + 60_000, "cost": 110},
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{"side": "buy", "timestamp": base + 120_000, "cost": 999},
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]
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got = filter_position_lifecycle_fills(
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trades, "long", base - 1000, base + 90_000, close_buffer_ms=0
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)
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self.assertEqual(len(got), 2)
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def test_prefer_income_commission(self):
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self.assertEqual(merge_commission_prefer_income(0.3, 0.45), 0.45)
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if __name__ == "__main__":
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unittest.main()
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