修复突破计算,执行器下单问题

This commit is contained in:
dekun
2026-05-23 17:18:38 +08:00
parent bfde4b60c6
commit ffba2e60e6
9 changed files with 242 additions and 38 deletions
@@ -0,0 +1,21 @@
from __future__ import annotations
import unittest
from app.gate_futures_live import _market_fill_accepted, _order_filled_abs
class TestMarketFill(unittest.TestCase):
def test_partial_ioc_fill_by_net_position(self):
order = {"status": "finished", "finish_as": "ioc", "size": "-1", "left": "-0.6"}
ok, filled, note = _market_fill_accepted(order, net_size=-0.4, order_size_min=0.1)
self.assertTrue(ok)
self.assertAlmostEqual(filled, 0.4, places=6)
def test_order_filled_abs(self):
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)
if __name__ == "__main__":
unittest.main()