Files
eth_hedge_sim/backend/tests/test_exit_lock.py
T

43 lines
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Python

"""持仓锁定出场目标。"""
from __future__ import annotations
from app.strategy.exits import check_exits, resolve_exit_target
def test_locked_target_ignores_setting_drift() -> None:
d = check_exits(
net_pnl=20.0,
exit_mode="fixed_usdt",
net_profit_target=50.0, # 设置已被改大
premium_exit_multiple=1.0,
initial_premium=10.0,
locked_exit_target=15.0, # 开仓锁定
)
assert d.should_close is True
assert d.target == 15.0
def test_locked_target_not_yet() -> None:
d = check_exits(
net_pnl=10.0,
exit_mode="fixed_usdt",
net_profit_target=5.0,
premium_exit_multiple=1.0,
initial_premium=10.0,
locked_exit_target=15.0,
)
assert d.should_close is False
assert d.target == 15.0
def test_resolve_premium_still_works_without_lock() -> None:
t, mode = resolve_exit_target(
exit_mode="premium_multiple",
net_profit_target=15.0,
premium_exit_multiple=2.0,
initial_premium=10.0,
)
assert t == 20.0
assert mode == "premium_multiple"