eezd
78ca4422af
The analyst prompts the model with trading rules, published skills, account sizing inputs and prefetched market data, exposes read-only tools plus submit_trade_plan, and validates and sizes the submitted plan in pure functions covered by pytest. Manual analyses run as dry runs while trading is stopped; the trading page shows the latest plan and an analysis detail drawer.
140 lines
7.1 KiB
Python
140 lines
7.1 KiB
Python
from decimal import ROUND_CEILING, ROUND_FLOOR, Decimal
|
||
|
||
import pytest
|
||
|
||
from alphapulse.trading.plan import PlanContext, PlanError, SymbolRules, TradePlan, round_to_step, size_plan, split_take_profits
|
||
|
||
BTC = SymbolRules(tick_size=Decimal("0.1"), step_size=Decimal("0.0001"), min_notional=Decimal("50"))
|
||
|
||
|
||
def context(**overrides) -> PlanContext:
|
||
values = {
|
||
"angle": "long", "mark_price": Decimal("82000"), "capital": Decimal("1000"), "other_notional": Decimal("0"),
|
||
"rules": BTC, "has_plan": False, "position_side": None,
|
||
}
|
||
return PlanContext(**{**values, **overrides})
|
||
|
||
|
||
def long_plan(**overrides) -> TradePlan:
|
||
values = {
|
||
"action": "plan", "summary": "长线做多", "reasons": "支撑区", "risks": "无",
|
||
"direction": "long", "confidence": "medium",
|
||
"entries": [{"price": "81000", "ratio": "0.4", "basis": "区1"}, {"price": "80000", "ratio": "0.6", "basis": "区2"}],
|
||
"stop": "79500", "stop_basis": "区下沿外",
|
||
"take_profits": [{"price": "83000", "basis": "压1"}, {"price": "84000", "basis": "压2"}, {"price": "85000", "basis": "压3"}],
|
||
"entry_valid_hours": "24", "max_hold_hours": "48",
|
||
"invalidation": {"direction": "below", "price": "79800", "timeframe": "4h", "basis": "跌破区"},
|
||
}
|
||
return TradePlan.model_validate({**values, **overrides})
|
||
|
||
|
||
def short_term_plan(**overrides) -> TradePlan:
|
||
values = {
|
||
"action": "plan", "summary": "短线做空", "reasons": "压力区", "risks": "无",
|
||
"direction": "short", "confidence": "medium",
|
||
"entries": [{"price": "82500", "ratio": "1", "basis": "压力区"}],
|
||
"stop": "82900", "take_profits": [{"price": "81800", "basis": "支1"}, {"price": "81300", "basis": "支2"}],
|
||
"entry_valid_hours": "4", "max_hold_hours": "24",
|
||
"invalidation": {"direction": "above", "price": "82800", "timeframe": "15m", "basis": "站上区"},
|
||
}
|
||
return TradePlan.model_validate({**values, **overrides})
|
||
|
||
|
||
def errors_of(plan: TradePlan, ctx: PlanContext) -> str:
|
||
with pytest.raises(PlanError) as e:
|
||
size_plan(plan, ctx)
|
||
return "；".join(e.value.errors)
|
||
|
||
|
||
def test_round_to_step():
|
||
assert round_to_step(Decimal("81000.05"), Decimal("0.1"), ROUND_FLOOR) == Decimal("81000.0")
|
||
# 整数输入不能变成指数形式
|
||
assert str(round_to_step(Decimal("80500"), Decimal("0.1"), ROUND_FLOOR)) == "80500.0"
|
||
assert round_to_step(Decimal("82500.01"), Decimal("0.1"), ROUND_CEILING) == Decimal("82500.1")
|
||
assert round_to_step(Decimal("0.00829908"), Decimal("0.0001"), ROUND_FLOOR) == Decimal("0.0082")
|
||
|
||
|
||
def test_split_take_profits_keeps_total():
|
||
parts = split_take_profits(Decimal("0.0206"), (Decimal("0.5"), Decimal("0.3"), Decimal("0.2")), Decimal("0.0001"))
|
||
assert parts == [Decimal("0.0103"), Decimal("0.0061"), Decimal("0.0042")]
|
||
assert sum(parts) == Decimal("0.0206")
|
||
assert split_take_profits(Decimal("0.001"), (Decimal("0.5"), Decimal("0.3"), Decimal("0.2")), Decimal("0.001")) == [0, 0, Decimal("0.001")]
|
||
|
||
|
||
def test_long_plan_sizing_matches_hand_calculation():
|
||
sizing = size_plan(long_plan(), context())
|
||
# 均价 0.4×81000 + 0.6×80000 = 80400；单位亏损 900 + (80400+79500)×0.0004 = 963.96；20 ÷ 963.96 = 0.020747
|
||
assert sizing["average_price"] == "80400.0"
|
||
assert [e["quantity"] for e in sizing["entries"]] == ["0.0082", "0.0124"]
|
||
assert sizing["quantity"] == "0.0206"
|
||
assert sizing["notional"] == "1656.20"
|
||
assert sizing["risk_amount"] == "20.00"
|
||
assert sizing["risk_at_stop"] == "19.82"
|
||
# (0.5×2600 + 0.3×3600 + 0.2×4600) ÷ 900；只成交首档 (0.5×2000 + 0.3×3000 + 0.2×4000) ÷ 1500
|
||
assert sizing["reward_risk"] == "3.67"
|
||
assert sizing["reward_risk_first_only"] == "1.80"
|
||
assert [t["quantity"] for t in sizing["take_profits"]] == ["0.0103", "0.0061", "0.0042"]
|
||
assert sizing["capped_by_leverage"] is False
|
||
|
||
|
||
def test_low_confidence_halves_risk():
|
||
sizing = size_plan(long_plan(confidence="low"), context())
|
||
assert sizing["risk_amount"] == "10.00"
|
||
# 10 ÷ 963.96 = 0.010374：0.4 档 0.0041，0.6 档 0.0062
|
||
assert sizing["quantity"] == "0.0103"
|
||
|
||
|
||
def test_leverage_cap_counts_other_positions():
|
||
sizing = size_plan(long_plan(), context(other_notional=Decimal("2000")))
|
||
assert sizing["capped_by_leverage"] is True
|
||
assert Decimal(sizing["notional"]) <= Decimal("1000")
|
||
|
||
|
||
def test_short_term_short_plan():
|
||
sizing = size_plan(short_term_plan(), context(angle="short"))
|
||
# 止盈 1 盈亏比 700 ÷ 400
|
||
assert sizing["reward_risk"] == "1.75"
|
||
assert sizing["risk_amount"] == "10.00"
|
||
assert len(sizing["take_profits"]) == 2
|
||
|
||
|
||
def test_short_prices_round_up():
|
||
sizing = size_plan(short_term_plan(entries=[{"price": "82500.01", "ratio": "1", "basis": "x"}]), context(angle="short"))
|
||
assert sizing["entries"][0]["price"] == "82500.1"
|
||
|
||
|
||
def test_rejects_wrong_counts_and_timeframe():
|
||
message = errors_of(short_term_plan(entries=[{"price": "82500", "ratio": "0.5", "basis": "a"}, {"price": "82600", "ratio": "0.5", "basis": "b"}]), context(angle="short"))
|
||
assert "短线只能 1 档入场" in message
|
||
assert "长线失效条件的周期只能是 4h" in errors_of(long_plan(invalidation={"direction": "below", "price": "79800", "timeframe": "1h", "basis": "x"}), context())
|
||
assert "长线须给 3 个止盈" in errors_of(long_plan(take_profits=[{"price": "83000", "basis": "a"}]), context())
|
||
|
||
|
||
def test_rejects_bad_price_order():
|
||
message = errors_of(long_plan(stop="80500"), context())
|
||
assert "做多时止损 80500.0 应在失效价 79800 之外" in message
|
||
assert "止盈 1 81000.0 已越过现价" in errors_of(long_plan(take_profits=[{"price": "81000", "basis": "a"}, {"price": "84000", "basis": "b"}, {"price": "85000", "basis": "c"}], entries=[{"price": "80500", "ratio": "1", "basis": "a"}]), context())
|
||
|
||
|
||
def test_rejects_low_reward_risk():
|
||
# (0.5×400 + 0.3×600 + 0.2×800) ÷ 500 = 1.08
|
||
plan = long_plan(take_profits=[{"price": "80400", "basis": "a"}, {"price": "80600", "basis": "b"}, {"price": "80800", "basis": "c"}],
|
||
entries=[{"price": "80000", "ratio": "1", "basis": "a"}])
|
||
assert "盈亏比 1.08" in errors_of(plan, context(mark_price=Decimal("80300")))
|
||
|
||
|
||
def test_rejects_entries_below_min_notional():
|
||
message = errors_of(long_plan(entries=[{"price": "81000", "ratio": "0.02", "basis": "a"}, {"price": "80000", "ratio": "0.98", "basis": "b"}]), context())
|
||
assert "最小下单金额 50" in message
|
||
assert "第 1 档" in message
|
||
|
||
|
||
def test_action_rules():
|
||
assert "不能用 keep" in errors_of(TradePlan(action="keep", summary="s", reasons="r", risks="x"), context())
|
||
assert "不能用 wait" in errors_of(TradePlan(action="wait", summary="s", reasons="r", risks="x"), context(position_side="long"))
|
||
assert size_plan(TradePlan(action="wait", summary="s", reasons="r", risks="x"), context()) == {}
|
||
satisfied = TradePlan(action="wait", summary="s", reasons="r", risks="x",
|
||
reevaluate=[{"direction": "above", "price": "81000", "timeframe": "1h", "basis": "x"}])
|
||
assert "已经满足" in errors_of(satisfied, context())
|
||
assert "方向必须一致" in errors_of(long_plan(), context(position_side="short"))
|