dekun
86 lines
2.8 KiB
Python
86 lines
2.8 KiB
Python
"""顶栏资金摘要：总交易/胜率/盈亏比按历史全部已平组。"""
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from __future__ import annotations
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import asyncio
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from datetime import datetime
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from types import SimpleNamespace
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from zoneinfo import ZoneInfo
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from app.api import funds as funds_api
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from app.models.db import Database, set_db
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from app.strategy.engine import set_engine
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def _insert_closed(db: Database, *, group_id: str, pnl: float) -> None:
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now = 1_700_000_000_000
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with db._lock:
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db._conn.execute(
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"""INSERT INTO groups(
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group_id, status, bias, option_side, perp_side, option_inst_id,
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strike, expiry_ymd, initial_premium, open_at_ms, close_at_ms,
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close_reason, realized_pnl, fees, slip_cost
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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group_id,
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"closed",
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"test",
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"call",
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"short",
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"ETH-USD_UM-260801-2000-C",
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2000.0,
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"260801",
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100.0,
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now,
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now + 1000,
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"manual",
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pnl,
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1.0,
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0.0,
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),
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)
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db._conn.commit()
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def test_all_time_stats_consistent(tmp_path, monkeypatch) -> None:
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monkeypatch.setenv("MODE", "SIM")
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db = Database(tmp_path / "funds_sum.db")
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set_db(db)
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try:
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# 历史 3 胜 1 负 → 75%；另有当日 1 笔亏损 → 合计 5 笔、胜率 60%
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_insert_closed(db, group_id="G-20260101-01", pnl=10.0)
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_insert_closed(db, group_id="G-20260101-02", pnl=20.0)
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_insert_closed(db, group_id="G-20260101-03", pnl=5.0)
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_insert_closed(db, group_id="G-20260101-04", pnl=-10.0)
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_insert_closed(db, group_id="G-20260802-01", pnl=-8.0)
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class _FakeDT:
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@staticmethod
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def now(tz=None):
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from datetime import timezone
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if tz is timezone.utc:
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return datetime(2026, 8, 2, 4, 0, tzinfo=timezone.utc)
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return datetime(2026, 8, 2, 12, 0, tzinfo=tz or ZoneInfo("Asia/Shanghai"))
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monkeypatch.setattr(funds_api, "datetime", _FakeDT)
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set_engine(
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SimpleNamespace(
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state=lambda: {
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"exchange": "okx",
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"position": {"status": "flat"},
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}
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) # type: ignore[arg-type]
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)
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body = asyncio.run(funds_api.funds_summary(_user="admin"))
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assert body["ok"] is True
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assert body["trading_day"] == "2026-08-02"
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assert body["total_trades"] == 5
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assert abs(body["win_rate"] - 0.6) < 1e-9
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assert body["profit_loss_ratio"] is not None
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finally:
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set_engine(None)
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set_db(None)
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db.close()
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