修复突破计算，执行器下单问题

onchain_scout_gate/tests/test_key_gate.py

@@ -0,0 +1,82 @@
+from __future__ import annotations
+
+import unittest
+
+from app.key_gate import key_hard_checks_from_rows
+from app.key_sl_tp import plan_key_sl_tp
+
+
+def _row(ts: int, o: float, h: float, l: float, c: float, v: float = 1000.0) -> list[str]:
+    return [str(ts), str(o), str(h), str(l), str(c), str(v)]
+
+
+def _history(n: int, *, base_ts: int = 1_700_000_000_000, vol: float = 1000.0) -> list[list[str]]:
+    return [_row(base_ts + i * 300_000, 84.0, 84.2, 83.8, 84.0, vol) for i in range(n)]
+
+
+class TestKeyGate(unittest.TestCase):
+    def test_short_breach_too_far_fails(self):
+        """SOL 类：收盘远低于下沿，越过 >0.5% 应拒绝（不再用 K 线实体误判）。"""
+        rows = _history(22, vol=40000.0)
+        rows.append(_row(1, 83.0, 83.55, 82.0, 82.19, 76791.0))  # 突破 K
+        rows.append(_row(2, 82.1, 82.3, 81.9, 82.02, 50000.0))  # 确认 K
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        breach = (83.28 - 82.19) / 83.28 * 100
+        self.assertGreater(breach, 0.5)
+        self.assertFalse(checks["amp_ok"])
+        self.assertFalse(checks["ok"])
+
+    def test_short_breach_in_band_passes_amp(self):
+        rows = _history(22, vol=40000.0)
+        # 越过下沿约 0.12%：83.28 -> 83.18
+        rows.append(_row(1, 83.4, 83.5, 83.1, 83.18, 76791.0))
+        rows.append(_row(2, 83.15, 83.2, 83.0, 83.10, 50000.0))
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        self.assertTrue(checks["amp_ok"])
+        self.assertAlmostEqual(checks["breach_pct"], (83.28 - 83.18) / 83.28 * 100, places=4)
+
+    def test_trend_short_sl_uses_breakout_high(self):
+        rows = _history(22, vol=40000.0)
+        br_hi = 83.55
+        rows.append(_row(1, 83.0, br_hi, 82.0, 82.19, 76791.0))
+        rows.append(_row(2, 82.1, 82.3, 81.9, 82.02, 50000.0))
+        checks = key_hard_checks_from_rows(
+            rows,
+            direction="short",
+            upper=87.8,
+            lower=83.28,
+            volume_rank=3,
+            volume_rank_total=721,
+        )
+        self.assertEqual(checks["breakout_high"], br_hi)
+        plan = plan_key_sl_tp(
+            "trend_manual",
+            "short",
+            87.8,
+            83.28,
+            checks,
+            outside_pct=0.3,
+            trend_outside_pct=1.0,
+            manual_take_profit=78.7,
+        )
+        self.assertIsNotNone(plan)
+        _, sl, _, _ = plan  # type: ignore[misc]
+        self.assertAlmostEqual(sl, br_hi * 1.01, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()