dekun
5797d49d8a
统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。 Co-authored-by: Cursor <cursoragent@cursor.com>
45 lines
1.4 KiB
Python
45 lines
1.4 KiB
Python
"""strategy_roll_ui_lib 单元测试。"""
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from __future__ import annotations
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import sys
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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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import lib.strategy.strategy_roll_ui_lib as roll_ui
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def test_compute_roll_chain_metrics_short():
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group = {
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"id": 1,
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"direction": "short",
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"initial_take_profit": 60.0,
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}
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legs = [
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{"id": 10, "leg_index": 1, "amount": 3.0, "fill_price": 65.0, "status": "filled"},
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{"id": 11, "leg_index": 2, "amount": 5.0, "fill_price": 64.0, "status": "filled"},
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]
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per_leg, group_metrics = roll_ui.compute_roll_chain_metrics(
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group,
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legs,
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qty_live=8.0,
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entry_live=63.5,
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monitor={"trigger_price": 66.0, "order_amount": 3.0},
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)
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assert per_leg[10]["avg_entry_after"] is not None
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assert per_leg[11]["avg_entry_after"] is not None
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assert group_metrics["reward_at_tp_usdt"] is not None
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assert per_leg[11]["reward_at_tp_usdt"] >= per_leg[10]["reward_at_tp_usdt"]
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def test_infer_initial_position_from_live():
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legs = [{"amount": 2.0, "fill_price": 64.0, "status": "filled"}]
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q0, e0 = roll_ui.infer_initial_position(5.0, 63.0, legs)
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assert q0 == 3.0
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assert abs(e0 - 62.3333333333) < 0.001
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def test_reward_at_tp_long():
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assert roll_ui.reward_at_tp_usdt("long", 100.0, 110.0, 2.0) == 20.0
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