dekun
6f983ed2ab
Closest Call@1920 at 152x no longer blocks 1930/1940 that already clear 200x. Co-authored-by: Cursor <cursoragent@cursor.com>
108 lines
2.8 KiB
Python
108 lines
2.8 KiB
Python
"""半自动出场与参数。"""
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from __future__ import annotations
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from app.strategy.selection import list_otm_strikes, pick_otm_strike
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from app.strategy.semi_auto import (
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REASON_PERP_NET,
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REASON_POINTS,
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check_semi_exits,
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effective_min_leverage,
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)
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def test_semi_points_long_needs_net_positive() -> None:
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# 到点但净利≤0 → 不平
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d = check_semi_exits(
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net_pnl=-1.0,
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entry_index=1800,
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index_px=1850,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d.should_close is False
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assert "净利≤0" in d.detail
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d2 = check_semi_exits(
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net_pnl=1.0,
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entry_index=1800,
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index_px=1850,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d2.should_close is True
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assert d2.reason == REASON_POINTS
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def test_semi_points_short() -> None:
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d = check_semi_exits(
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net_pnl=2.0,
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entry_index=1800,
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index_px=1750,
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view_side="short",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d.should_close is True
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assert d.reason == REASON_POINTS
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def test_semi_net_exit_with_k() -> None:
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# 未到点，但净利 ≥ 5×2=10
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d = check_semi_exits(
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net_pnl=10.0,
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entry_index=1800,
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index_px=1810,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=2,
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)
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assert d.should_close is True
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assert d.reason == REASON_PERP_NET
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assert d.net_target == 10.0
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def test_semi_not_yet() -> None:
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d = check_semi_exits(
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net_pnl=3.0,
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entry_index=1800,
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index_px=1820,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d.should_close is False
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def test_otm_leverage_floor() -> None:
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assert effective_min_leverage("otm", 100) == 180
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assert effective_min_leverage("otm", 200) == 200
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assert effective_min_leverage("itm", 100) == 100
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def test_pick_otm_within_offset() -> None:
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strikes = [1800.0, 1825.0, 1850.0, 1875.0]
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# Call 虚值：标的 1830 → 1850（20点）在 25 内；1875 超
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k = pick_otm_strike(strikes, 1830, option_side="call", max_offset=25)
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assert k == 1850.0
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assert (
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pick_otm_strike(strikes, 1830, option_side="call", max_offset=15) is None
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)
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# Put 虚值
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k2 = pick_otm_strike(strikes, 1830, option_side="put", max_offset=30)
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assert k2 == 1825.0
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def test_list_otm_strikes_near_to_far() -> None:
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# 现价 1917 → Call 虚值 1920/1930/1940（偏离≤25），近→远
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strikes = [1910.0, 1920.0, 1930.0, 1940.0, 1950.0]
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ks = list_otm_strikes(strikes, 1917.0, option_side="call", max_offset=25)
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assert ks == [1920.0, 1930.0, 1940.0]
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