修复突破计算,执行器下单问题
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from __future__ import annotations
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import unittest
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from app.gate_futures_live import _market_fill_accepted, _order_filled_abs
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class TestMarketFill(unittest.TestCase):
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def test_partial_ioc_fill_by_net_position(self):
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order = {"status": "finished", "finish_as": "ioc", "size": "-1", "left": "-0.6"}
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ok, filled, note = _market_fill_accepted(order, net_size=-0.4, order_size_min=0.1)
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self.assertTrue(ok)
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self.assertAlmostEqual(filled, 0.4, places=6)
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def test_order_filled_abs(self):
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self.assertAlmostEqual(_order_filled_abs({"size": "0.4", "left": "0"}), 0.4, places=6)
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self.assertAlmostEqual(_order_filled_abs({"size": "-1", "left": "-0.6"}), 0.4, places=6)
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if __name__ == "__main__":
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unittest.main()
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