Initialize crypto_monitor_user (user edition) from monitor codebase.

Retarget git remote, install path, and deploy docs from crypto_monitor to crypto_monitor_user.

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_hub_calculator_lib.py

@@ -0,0 +1,163 @@
+"""hub_calculator_lib 测算逻辑."""
+
+import unittest
+from unittest.mock import patch
+
+from lib.hub.hub_calculator_lib import (
+    calc_initial_roll_qty,
+    calc_roll_calculator,
+    calc_trend_calculator,
+    solve_add_amount_for_total_risk,
+)
+
+MOCK_MARKET = {
+    "exchange_id": "0",
+    "exchange_key": "binance",
+    "exchange_name": "币安 · crypto_monitor_binance",
+    "exchange_label": "币安 · crypto_monitor_binance",
+    "base": "ETH",
+    "exchange_symbol": "ETH/USDT:USDT",
+    "display_symbol": "ETH/USDT",
+    "contract_size": 1.0,
+    "price_tick": 0.01,
+    "price_decimals": 2,
+    "amount_decimals": 3,
+    "min_amount": 0.001,
+}
+
+
+def _mock_resolve(_exchange="binance", _base="ETH"):
+    return MOCK_MARKET, lambda amount: round(float(amount), 3), None
+
+
+class HubCalculatorLibTests(unittest.TestCase):
+    @patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_trend_calculator_long_basic(self, _mock):
+        data, err = calc_trend_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            leverage=5,
+            entry_price=100,
+            stop_loss=95,
+            add_upper=110,
+            take_profit=120,
+            dca_legs=3,
+            exchange_id="0",
+            base="ETH",
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(data["risk_budget_u"], 50.0)
+        self.assertGreaterEqual(len(data["rows"]), 2)
+        self.assertEqual(data["rows"][0]["label"], "首仓")
+        self.assertEqual(data["market"]["display_symbol"], "ETH/USDT")
+
+    @patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_trend_calculator_short_rejects_bad_bounds(self, _mock):
+        data, err = calc_trend_calculator(
+            direction="short",
+            capital_usdt=1000,
+            risk_percent=5,
+            leverage=5,
+            entry_price=100,
+            stop_loss=90,
+            add_upper=110,
+            take_profit=80,
+            dca_legs=3,
+        )
+        self.assertIsNone(data)
+        self.assertIsNotNone(err)
+
+    @patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_first_leg_auto(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[],
+            legs_done=0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(data["first_contracts"], 10.0)
+        self.assertEqual(len(data["rows"]), 1)
+        self.assertEqual(data["rows"][0]["loss_at_sl_u"], 50.0)
+        # 毛利 200 − 双边费 (1000+1200)*0.0005=1.1 → 198.9
+        self.assertEqual(data["rows"][0]["profit_at_tp_u"], 198.9)
+
+    @patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_chain_two_legs(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[
+                {"add_price": 105, "new_stop_loss": 98},
+                {"add_price": 108, "new_stop_loss": 101},
+            ],
+            legs_done=0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(len(data["rows"]), 3)
+        self.assertEqual(data["rows"][1]["label"], "滚仓1")
+        self.assertGreater(float(data["final_contracts"]), float(data["first_contracts"]))
+
+    @patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_rejects_too_many_legs(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[
+                {"add_price": 105, "new_stop_loss": 98},
+                {"add_price": 108, "new_stop_loss": 101},
+                {"add_price": 110, "new_stop_loss": 103},
+                {"add_price": 112, "new_stop_loss": 105},
+            ],
+            legs_done=0,
+        )
+        self.assertIsNone(data)
+        self.assertIsNotNone(err)
+
+    def test_initial_roll_qty(self):
+        qty, err = calc_initial_roll_qty("long", 100, 95, 50, 1.0)
+        self.assertIsNone(err)
+        self.assertEqual(qty, 10.0)
+
+    def test_initial_roll_qty_with_contract_size(self):
+        qty, err = calc_initial_roll_qty("long", 100, 95, 50, 0.1)
+        self.assertIsNone(err)
+        self.assertEqual(qty, 100.0)
+
+    def test_solve_add_with_contract_size(self):
+        q2, err = solve_add_amount_for_total_risk(
+            "long",
+            qty_existing=10.0,
+            entry_existing=100.0,
+            add_price=105.0,
+            new_stop=98.0,
+            risk_budget_usdt=50.0,
+            contract_size=1.0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(q2)
+        assert q2 is not None
+        self.assertGreater(q2, 0)
+
+
+if __name__ == "__main__":
+    unittest.main()