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gate_order_executor/tests/test_breakeven_logic.py

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+"""移动保本逻辑单元测试。"""
+from __future__ import annotations
+
+import unittest
+
+from app.breakeven_logic import (
+    breakeven_sl_price,
+    find_sl_plan,
+    is_1r_reached,
+    risk_distance,
+    sl_already_at_or_better,
+)
+
+
+class TestBreakevenLogic(unittest.TestCase):
+    def test_risk_distance_long(self) -> None:
+        self.assertAlmostEqual(risk_distance("long", 100.0, 95.0), 5.0)
+
+    def test_is_1r_long(self) -> None:
+        self.assertFalse(is_1r_reached("long", 104.0, 100.0, 95.0, trigger_r=1.0))
+        self.assertTrue(is_1r_reached("long", 105.0, 100.0, 95.0, trigger_r=1.0))
+
+    def test_is_1r_short(self) -> None:
+        self.assertFalse(is_1r_reached("short", 96.0, 100.0, 105.0, trigger_r=1.0))
+        self.assertTrue(is_1r_reached("short", 95.0, 100.0, 105.0, trigger_r=1.0))
+
+    def test_breakeven_sl_price(self) -> None:
+        self.assertAlmostEqual(breakeven_sl_price("long", 1000.0, 0.002), 1002.0)
+        self.assertAlmostEqual(breakeven_sl_price("short", 1000.0, 0.002), 998.0)
+
+    def test_sl_already_at_or_better(self) -> None:
+        self.assertTrue(sl_already_at_or_better("long", 1003.0, 1002.0))
+        self.assertFalse(sl_already_at_or_better("long", 1001.0, 1002.0))
+        self.assertTrue(sl_already_at_or_better("short", 997.0, 998.0))
+
+    def test_find_sl_plan_long(self) -> None:
+        plans = [
+            {
+                "contract": "BTC_USDT",
+                "order_id": "tp1",
+                "rule": 1,
+                "trigger_price": "110000",
+            },
+            {
+                "contract": "BTC_USDT",
+                "order_id": "sl1",
+                "rule": 2,
+                "trigger_price": "95000",
+            },
+        ]
+        oid, px = find_sl_plan("long", "BTC_USDT", plans)
+        self.assertEqual(oid, "sl1")
+        self.assertAlmostEqual(px or 0, 95000.0)
+
+
+if __name__ == "__main__":
+    unittest.main()

gate_order_executor/tests/test_price_rounding.py

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+"""离线测试：TP/SL 触发价按 Gate 合约 tick 对齐（无需 API 密钥）。"""
+from __future__ import annotations
+
+import sys
+from decimal import Decimal
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+if str(ROOT) not in sys.path:
+    sys.path.insert(0, str(ROOT))
+
+from app.gate_price_rounding import (  # noqa: E402
+    _format_trigger_price,
+    _trigger_price_tick,
+)
+
+
+def test_format_xaut_like_float_garbage() -> None:
+    assert _format_trigger_price(4752.700000000001, Decimal("0.1")) == "4752.7"
+    assert _format_trigger_price(4691.7976, Decimal("0.1")) == "4691.8"
+
+
+def test_format_half_tick() -> None:
+    assert _format_trigger_price(100.25, Decimal("0.5")) == "100.5"
+    # 100.24 落在 0.5 网格上为 100.0，去尾零后为 "100"
+    assert _format_trigger_price(100.24, Decimal("0.5")) == "100"
+
+
+def test_format_small_coin() -> None:
+    tick = Decimal("0.00001")
+    assert _format_trigger_price(0.000123456, tick) == "0.00012"
+    assert _format_trigger_price(1.23456789e-5, tick) == "0.00001"
+
+
+def test_trigger_price_tick_from_cdata() -> None:
+    assert _trigger_price_tick({"order_price_round": "0.1"}) == Decimal("0.1")
+    assert _trigger_price_tick({"order_price_round": "", "mark_price_round": "0.0001"}) == Decimal("0.0001")
+    assert _trigger_price_tick({"mark_price_round": "0.01"}) == Decimal("0.01")
+    assert _trigger_price_tick({}) is None
+
+
+def test_fallback_no_tick_coarse() -> None:
+    s = _format_trigger_price(4752.700000000001, None)
+    assert "00000000000" not in s
+    assert s.replace(".", "").isdigit() or s.replace(".", "", 1).replace("-", "", 1).isdigit()
+
+
+def main() -> None:
+    test_format_xaut_like_float_garbage()
+    test_format_half_tick()
+    test_format_small_coin()
+    test_trigger_price_tick_from_cdata()
+    test_fallback_no_tick_coarse()
+    print("test_price_rounding: all passed")
+
+
+if __name__ == "__main__":
+    main()