dekun
53863559f4
Retarget git remote, install path, and deploy docs from crypto_monitor to crypto_monitor_user. Co-authored-by: Cursor <cursoragent@cursor.com>
49 lines
1.6 KiB
Python
49 lines
1.6 KiB
Python
"""永续固定费率净盈亏."""
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from __future__ import annotations
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import os
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import sys
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import unittest
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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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from lib.trade.trade_fee_lib import ( # noqa: E402
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estimate_roundtrip_fee_usdt,
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net_pnl_after_fee,
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notional_usdt,
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taker_fee_rate,
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)
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class TestTradeFeeLib(unittest.TestCase):
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def test_default_rate(self):
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os.environ.pop("PERP_TAKER_FEE_RATE", None)
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self.assertAlmostEqual(taker_fee_rate(), 0.0005)
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def test_notional(self):
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self.assertAlmostEqual(notional_usdt(100, 2, 1.0), 200.0)
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self.assertAlmostEqual(notional_usdt(62000, 78, 0.0001), 483.6, places=2)
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def test_roundtrip_fee_qty(self):
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# 开 100*2=200, 平 110*2=220, 费=(200+220)*0.0005=0.21
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fee = estimate_roundtrip_fee_usdt(100, 110, 2.0, 1.0, rate=0.0005)
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self.assertAlmostEqual(fee, 0.21, places=6)
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def test_net_long_matches_checklist(self):
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# 毛利 20, 费 0.21 → 净 19.79
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net = net_pnl_after_fee(20.0, 100, 110, 2.0, 1.0, rate=0.0005)
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self.assertAlmostEqual(net, 19.79, places=4)
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def test_open_notional_fallback(self):
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# 无张数:开名义 1000, 出场 110/100 → 平 1100, 费=1.05
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fee = estimate_roundtrip_fee_usdt(100, 110, open_notional=1000, rate=0.0005)
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self.assertAlmostEqual(fee, 1.05, places=6)
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net = net_pnl_after_fee(50.0, 100, 110, open_notional=1000, rate=0.0005)
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self.assertAlmostEqual(net, 48.95, places=4)
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if __name__ == "__main__":
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unittest.main()
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