dekun
38 lines
1.2 KiB
Python
38 lines
1.2 KiB
Python
"""趋势回调：补仓触达与有效保证金估算。"""
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from strategy_trend_lib import trend_dca_level_reached, trend_effective_margin_capital
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def test_trend_dca_short_monotonic_up_fills_missed_legs():
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"""做空价升：旧逻辑需 last<level，价越过 0.3437 后 last 已高于该档则永不补仓。"""
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direction = "short"
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levels = [0.3413, 0.3437, 0.346, 0.3483, 0.3507]
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pf = 0.353
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filled = [lv for lv in levels if trend_dca_level_reached(direction, pf, lv)]
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assert filled == levels
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def test_trend_dca_short_not_before_first_level():
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direction = "short"
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assert not trend_dca_level_reached(direction, 0.336, 0.3413)
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assert trend_dca_level_reached(direction, 0.3413, 0.3413)
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def test_trend_effective_margin_first_leg_only():
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plan = {
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"plan_margin_capital": 12.11,
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"target_order_amount": 359.0,
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"order_amount_open": 179.0,
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"first_order_amount": 179.0,
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}
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m = trend_effective_margin_capital(plan)
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assert abs(m - 12.11 * 179 / 359) < 0.01
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def test_trend_effective_margin_full_position():
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plan = {
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"plan_margin_capital": 12.11,
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"target_order_amount": 359.0,
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"order_amount_open": 359.0,
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}
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assert trend_effective_margin_capital(plan) == 12.11
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