dekun
112 lines
2.9 KiB
Python
112 lines
2.9 KiB
Python
"""hub_calculator_lib 测算逻辑。"""
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from hub_calculator_lib import (
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calc_initial_roll_qty,
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calc_roll_calculator,
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calc_trend_calculator,
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)
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def test_trend_calculator_long_basic():
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data, err = calc_trend_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=95,
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add_upper=110,
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take_profit=120,
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dca_legs=3,
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contract_size=1,
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)
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assert err is None
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assert data is not None
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assert data["risk_budget_u"] == 50.0
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assert len(data["rows"]) >= 2
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assert data["rows"][0]["label"] == "首仓"
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def test_trend_calculator_short_rejects_bad_bounds():
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data, err = calc_trend_calculator(
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direction="short",
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capital_usdt=1000,
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risk_percent=5,
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leverage=5,
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entry_price=100,
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stop_loss=90,
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add_upper=110,
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take_profit=80,
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dca_legs=3,
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)
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assert data is None
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assert err is not None
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def test_roll_calculator_first_leg_auto():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[],
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legs_done=0,
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)
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assert err is None
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assert data is not None
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assert data["first_contracts"] == 10.0
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assert len(data["rows"]) == 1
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assert data["rows"][0]["loss_at_sl_u"] == 50.0
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assert data["rows"][0]["profit_at_tp_u"] == 200.0
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def test_roll_calculator_chain_two_legs():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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],
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legs_done=0,
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)
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assert err is None
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assert data is not None
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assert len(data["rows"]) == 3
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assert data["rows"][0]["label"] == "首仓"
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assert data["rows"][1]["label"] == "滚仓1"
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assert data["rows"][2]["label"] == "滚仓2"
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assert float(data["final_contracts"]) > float(data["first_contracts"])
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def test_roll_calculator_rejects_too_many_legs():
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data, err = calc_roll_calculator(
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direction="long",
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capital_usdt=1000,
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risk_percent=5,
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entry_price=100,
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stop_loss=95,
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take_profit=120,
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add_legs=[
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{"add_price": 105, "new_stop_loss": 98},
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{"add_price": 108, "new_stop_loss": 101},
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{"add_price": 110, "new_stop_loss": 103},
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{"add_price": 112, "new_stop_loss": 105},
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],
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legs_done=0,
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)
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assert data is None
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assert err is not None
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def test_initial_roll_qty():
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qty, err = calc_initial_roll_qty("long", 100, 95, 50)
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assert err is None
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assert qty == 10.0
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