修复持仓

2026-05-31 12:32:06 +08:00
parent cdbe087202
commit ee8cd5caf0
4 changed files with 58 additions and 9 deletions
@@ -16,6 +16,14 @@ class TestMarketFill(unittest.TestCase):
        self.assertAlmostEqual(_order_filled_abs({"size": "0.4", "left": "0"}), 0.4, places=6)
        self.assertAlmostEqual(_order_filled_abs({"size": "-1", "left": "-0.6"}), 0.4, places=6)

+    def test_accept_fill_from_order_when_net_still_zero(self):
+        """小数张数：订单已成交但持仓接口短暂返回 0 时仍应视为成交。"""
+        order = {"status": "open", "finish_as": "", "size": "0.5", "left": "0"}
+        ok, filled, note = _market_fill_accepted(order, net_size=0.0, order_size_min=0.1)
+        self.assertTrue(ok)
+        self.assertAlmostEqual(filled, 0.5, places=6)
+        self.assertEqual(note, "filled")
+

 if __name__ == "__main__":
    unittest.main()