dekun
bf3441537e
Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss. Co-authored-by: Cursor <cursoragent@cursor.com>
58 lines
1.6 KiB
Python
58 lines
1.6 KiB
Python
"""持仓锁定出场目标。"""
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from __future__ import annotations
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from app.strategy.exits import check_exits, resolve_exit_target
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def test_locked_premium_mode_keeps_premium_reason() -> None:
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"""锁定目标金额后，平仓原因仍应按权利金倍数模式标记，而非写死 fixed_usdt。"""
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d = check_exits(
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net_pnl=25.0,
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exit_mode="premium_multiple",
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net_profit_target=15.0,
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premium_exit_multiple=1.0,
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initial_premium=20.0,
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locked_exit_target=20.0,
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)
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assert d.should_close is True
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assert d.target == 20.0
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assert d.reason == "premium_multiple"
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def test_locked_target_ignores_setting_drift() -> None:
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d = check_exits(
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net_pnl=20.0,
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exit_mode="fixed_usdt",
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net_profit_target=50.0, # 设置已被改大
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premium_exit_multiple=1.0,
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initial_premium=10.0,
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locked_exit_target=15.0, # 开仓锁定
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)
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assert d.should_close is True
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assert d.target == 15.0
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def test_locked_target_not_yet() -> None:
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d = check_exits(
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net_pnl=10.0,
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exit_mode="fixed_usdt",
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net_profit_target=5.0,
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premium_exit_multiple=1.0,
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initial_premium=10.0,
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locked_exit_target=15.0,
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)
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assert d.should_close is False
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assert d.target == 15.0
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def test_resolve_premium_still_works_without_lock() -> None:
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t, mode = resolve_exit_target(
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exit_mode="premium_multiple",
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net_profit_target=15.0,
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premium_exit_multiple=2.0,
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initial_premium=10.0,
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)
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assert t == 20.0
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assert mode == "premium_multiple"
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