dekun
a88d708ea3
Reuse OO amplitude settings (default off); Plan shows index/HL when filtering. Co-authored-by: Cursor <cursoragent@cursor.com>
61 lines
2.0 KiB
Python
61 lines
2.0 KiB
Python
"""振幅过滤门：永期开仓第一关 / 与期期共用口径。"""
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from __future__ import annotations
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from app.exchange.candles import AmplitudeHL
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from app.strategy.amplitude_gate import evaluate_amplitude_gate
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def test_amplitude_gate_off_always_pass() -> None:
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amp = AmplitudeHL(high=2060, low=1940, mid=2000, hours=12, bar_count=12)
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# 6% 超常见上限，但过滤关 → 不拦
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g = evaluate_amplitude_gate(
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filter_enabled=False, amp=amp, max_pct=2.0, hours=12
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)
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assert g["blocked"] is False
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assert g["ok"] is True
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assert g["reason"] is None
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assert g["snapshot"]["filter_enabled"] is False
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assert g["snapshot"]["range_pct"] == amp.range_pct
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def test_amplitude_gate_on_blocks_over_max() -> None:
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amp = AmplitudeHL(high=2060, low=1940, mid=2000, hours=12, bar_count=12)
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assert amp.range_pct == 6.0
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g = evaluate_amplitude_gate(
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filter_enabled=True, amp=amp, max_pct=2.0, hours=12
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)
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assert g["blocked"] is True
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assert g["ok"] is False
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assert "振幅未过关" in (g["reason"] or "")
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assert "6.00%" in (g["reason"] or "")
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assert "2%" in (g["reason"] or "")
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def test_amplitude_gate_on_pass_within_max() -> None:
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amp = AmplitudeHL(high=2010, low=1990, mid=2000, hours=12, bar_count=12)
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assert amp.range_pct == 1.0
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g = evaluate_amplitude_gate(
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filter_enabled=True, amp=amp, max_pct=2.0, hours=12
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)
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assert g["blocked"] is False
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assert g["ok"] is True
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assert g["reason"] is None
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def test_amplitude_gate_on_no_candles_fail_closed() -> None:
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g = evaluate_amplitude_gate(
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filter_enabled=True, amp=None, max_pct=2.0, hours=12
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)
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assert g["blocked"] is True
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assert g["ok"] is False
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assert "无法获取" in (g["reason"] or "")
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def test_amplitude_gate_off_no_candles_still_ok() -> None:
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g = evaluate_amplitude_gate(
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filter_enabled=False, amp=None, max_pct=2.0, hours=12
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)
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assert g["blocked"] is False
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assert g["ok"] is True
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