移除 Redis、精简配置，新增 Docker 支持

- position_closer: 去掉 Redis 依赖，平仓条件仅名义+未实现盈亏 - requirements: 移除 redis - settings.toml: 仅保留实际使用的配置项 - 新增 Dockerfile（仅安装依赖）、docker-compose（挂载代码与配置） - 新增 .dockerignore、.gitignore（含 nohup.log） Co-authored-by: Cursor <cursoragent@cursor.com>
2026-02-04 10:06:30 +08:00
parent 2b72dc40ae
commit 48d31cd1d0
16 changed files with 1245 additions and 31 deletions
--- a/tests/test_position_closer.py
+++ b/tests/test_position_closer.py
@@ -0,0 +1,406 @@
+"""
+position_closer 中纯逻辑函数的单元测试（from position_closer import ... 即可，无需 binance/redis）。
+"""
+
+import sys
+from decimal import Decimal
+from pathlib import Path
+
+import pytest
+
+sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
+
+from position_closer import (
+    LONG_CLOSE_PRICE_RATIO,
+    SHORT_CLOSE_PRICE_RATIO,
+    build_close_order_params,
+    filter_nonzero_positions,
+    get_notional_by_side,
+    get_symbols_to_close,
+    get_unrealized_profit,
+    group_positions_by_symbol,
+    parse_exchange_info_to_precisions,
+    parse_ticker_message,
+    round_price_to_tick,
+    round_to_step,
+    should_close_symbol,
+)
+
+
+# ----- round_to_step -----
+@pytest.mark.parametrize(
+    "value, step, expected",
+    [
+        (Decimal("1.234"), "0.01", "1.23"),
+        (Decimal("1.239"), "0.01", "1.23"),
+        (Decimal("0.001"), "0.001", "0.001"),
+        (Decimal("0.0015"), "0.001", "0.001"),
+        (Decimal("100"), "1", "1E+2"),  # normalize() 输出科学计数
+        (Decimal("1.5"), "0", "1.5"),
+        (Decimal("1.5"), "0.1", "1.5"),
+    ],
+)
+def test_round_to_step(value: Decimal, step: str, expected: str) -> None:
+    assert round_to_step(value, step) == expected
+
+
+# ----- round_price_to_tick（按合约最小价格精度优化平仓价）-----
+@pytest.mark.parametrize(
+    "price, tick_size, expected",
+    [
+        (Decimal("50150.123"), "0.1", "50150.1"),
+        (Decimal("50150.123"), "0.01", "50150.12"),
+        (Decimal("50150"), "1", "50150"),
+        (Decimal("0.00123"), "0.001", "0.001"),
+        (Decimal("100"), "0.01", "100"),
+        (Decimal("0.00001"), "0.00001", "0.00001"),
+    ],
+)
+def test_round_price_to_tick(price: Decimal, tick_size: str, expected: str) -> None:
+    assert round_price_to_tick(price, tick_size) == expected
+
+
+def test_round_price_to_tick_zero_tick_returns_str() -> None:
+    assert round_price_to_tick(Decimal("100.5"), "0") == "100.5"
+
+
+# ----- group_positions_by_symbol -----
+def test_group_positions_by_symbol_empty() -> None:
+    assert group_positions_by_symbol([]) == {}
+
+
+def test_group_positions_by_symbol_single() -> None:
+    positions = [{"symbol": "BTCUSDT", "positionAmt": "0.1"}]
+    got = group_positions_by_symbol(positions)
+    assert list(got.keys()) == ["BTCUSDT"]
+    assert got["BTCUSDT"] == positions
+
+
+def test_group_positions_by_symbol_multiple_symbols() -> None:
+    positions = [
+        {"symbol": "BTCUSDT", "positionAmt": "0.1"},
+        {"symbol": "ETHUSDT", "positionAmt": "1"},
+        {"symbol": "BTCUSDT", "positionAmt": "0.2", "positionSide": "SHORT"},
+    ]
+    got = group_positions_by_symbol(positions)
+    assert set(got.keys()) == {"BTCUSDT", "ETHUSDT"}
+    assert len(got["BTCUSDT"]) == 2
+    assert len(got["ETHUSDT"]) == 1
+
+
+def test_group_positions_by_symbol_skips_empty_symbol() -> None:
+    positions = [{"symbol": "", "positionAmt": "0.1"}, {"symbol": "BTCUSDT", "positionAmt": "0.1"}]
+    got = group_positions_by_symbol(positions)
+    assert list(got.keys()) == ["BTCUSDT"]
+
+
+# ----- filter_nonzero_positions -----
+def test_filter_nonzero_positions_empty() -> None:
+    assert filter_nonzero_positions([]) == []
+
+
+def test_filter_nonzero_positions_keeps_nonzero() -> None:
+    positions = [
+        {"symbol": "BTCUSDT", "positionAmt": "0.1"},
+        {"symbol": "ETHUSDT", "positionAmt": "-1"},
+    ]
+    assert len(filter_nonzero_positions(positions)) == 2
+
+
+def test_filter_nonzero_positions_removes_zero() -> None:
+    positions = [
+        {"symbol": "BTCUSDT", "positionAmt": "0"},
+        {"symbol": "ETHUSDT", "positionAmt": "0.0"},
+        {"symbol": "XRPUSDT", "positionAmt": ""},
+    ]
+    assert filter_nonzero_positions(positions) == []
+
+
+# ----- get_notional_by_side -----
+def test_get_notional_by_side_empty() -> None:
+    assert get_notional_by_side([]) == (0.0, 0.0)
+
+
+def test_get_notional_by_side_both_long() -> None:
+    positions = [{"positionAmt": "0.1", "notional": "5000", "positionSide": "BOTH"}]
+    assert get_notional_by_side(positions) == (5000.0, 0.0)
+
+
+def test_get_notional_by_side_both_short() -> None:
+    positions = [{"positionAmt": "-0.1", "notional": "5000", "positionSide": "BOTH"}]
+    assert get_notional_by_side(positions) == (0.0, 5000.0)
+
+
+def test_get_notional_by_side_hedge_mode() -> None:
+    positions = [
+        {"positionAmt": "0.1", "notional": "5000", "positionSide": "LONG"},
+        {"positionAmt": "-0.05", "notional": "2500", "positionSide": "SHORT"},
+    ]
+    assert get_notional_by_side(positions) == (5000.0, 2500.0)
+
+
+def test_get_notional_by_side_uses_abs_notional() -> None:
+    positions = [{"positionAmt": "-0.1", "notional": "-5000", "positionSide": "BOTH"}]
+    assert get_notional_by_side(positions) == (0.0, 5000.0)
+
+
+# ----- get_unrealized_profit -----
+def test_get_unrealized_profit_empty() -> None:
+    assert get_unrealized_profit([]) == 0.0
+
+
+def test_get_unrealized_profit_sum() -> None:
+    positions = [
+        {"unrealizedProfit": "10.5"},
+        {"unrealizedProfit": "-2"},
+        {"unrealizedProfit": ""},
+    ]
+    assert get_unrealized_profit(positions) == pytest.approx(8.5)
+
+
+# ----- should_close_symbol（小仓位/大仓位/Redis）-----
+@pytest.mark.parametrize(
+    "long_n, short_n, unrealized_profit, threshold, in_redis, small_threshold, small_min_profit, large_min_profit, expected",
+    [
+        (0, 0, 0, 50, False, 30, 0.03, 0.3, False),
+        (60, 0, 0.5, 50, False, 30, 0.03, 0.3, True),   # 大仓位且盈利 0.5 > 0.3
+        (60, 0, 0.2, 50, False, 30, 0.03, 0.3, False),  # 大仓位但盈利 0.2 <= 0.3 不触发
+        (60, 0, 0, 50, False, 30, 0.03, 0.3, False),
+        (40, 0, 0.5, 50, False, 30, 0.03, 0.3, False),  # 40 不大仓位
+        (20, 0, 0.5, 50, False, 30, 0.03, 0.3, True),  # 小仓位且盈利 > 0.03
+        (20, 0, 0.05, 50, False, 30, 0.03, 0.3, True),
+        (20, 0, 0.02, 50, False, 30, 0.03, 0.3, False),
+        (20, 0, 0, 50, False, 30, 0.03, 0.3, False),
+        (0, 0, 0, 50, True, 30, 0.03, 0.3, True),      # Redis
+        (30, 30, 0.5, 50, False, 30, 0.03, 0.3, True),  # 大仓位 60>50 且盈利 0.5>0.3
+    ],
+)
+def test_should_close_symbol(
+    long_n: float,
+    short_n: float,
+    unrealized_profit: float,
+    threshold: float,
+    in_redis: bool,
+    small_threshold: float,
+    small_min_profit: float,
+    large_min_profit: float,
+    expected: bool,
+) -> None:
+    assert (
+        should_close_symbol(
+            long_n, short_n, unrealized_profit, threshold, in_redis,
+            small_threshold, small_min_profit, large_min_profit,
+        )
+        is expected
+    )
+
+
+# ----- get_symbols_to_close -----
+def test_get_symbols_to_close_empty() -> None:
+    symbols, filtered = get_symbols_to_close({}, 50, set())
+    assert symbols == set()
+    assert filtered == {}
+
+
+def test_get_symbols_to_close_by_threshold_and_profit() -> None:
+    # 大仓位（>50）且盈利>0.3 触发；小仓位且盈利>0.03 触发
+    by_symbol = {
+        "BTCUSDT": [
+            {"positionAmt": "0.1", "notional": "15000", "positionSide": "BOTH", "unrealizedProfit": "10"},
+        ],
+        "ETHUSDT": [
+            {"positionAmt": "1", "notional": "3000", "positionSide": "BOTH", "unrealizedProfit": "0"},
+        ],
+    }
+    symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), 30, 0.03, 0.3)
+    assert symbols == {"BTCUSDT"}  # 大仓位且盈利 10 > 0.3；ETHUSDT 盈利 0 不触发
+    assert set(filtered.keys()) == {"BTCUSDT"}
+
+
+def test_get_symbols_to_close_by_redis() -> None:
+    by_symbol = {
+        "ETHUSDT": [
+            {"positionAmt": "1", "notional": "3000", "positionSide": "BOTH", "unrealizedProfit": "0"},
+        ],
+    }
+    symbols, filtered = get_symbols_to_close(by_symbol, 50, {"ETHUSDT"})
+    assert symbols == {"ETHUSDT"}
+    assert filtered["ETHUSDT"] == by_symbol["ETHUSDT"]
+
+
+def test_get_symbols_to_close_small_and_profit() -> None:
+    # 小仓位且盈利 > 0.03 触发平仓
+    by_symbol = {
+        "XRPUSDT": [
+            {"positionAmt": "10", "notional": "20", "positionSide": "BOTH", "unrealizedProfit": "0.5"},
+        ],
+    }
+    symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), small_threshold=30, small_min_profit=0.03)
+    assert symbols == {"XRPUSDT"}
+    assert list(filtered.keys()) == ["XRPUSDT"]
+
+
+def test_get_symbols_to_close_small_profit_below_min() -> None:
+    # 小仓位但盈利 <= 0.03 不触发
+    by_symbol = {
+        "XRPUSDT": [
+            {"positionAmt": "10", "notional": "20", "positionSide": "BOTH", "unrealizedProfit": "0.02"},
+        ],
+    }
+    symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), small_threshold=30, small_min_profit=0.03)
+    assert symbols == set()
+    assert filtered == {}
+
+
+# ----- parse_ticker_message -----
+def test_parse_ticker_message_valid() -> None:
+    msg = {"stream": "btcusdt@ticker", "data": {"c": "50000.5", "s": "BTCUSDT"}}
+    symbol, price = parse_ticker_message(msg)
+    assert symbol == "BTCUSDT"
+    assert price == Decimal("50000.5")
+
+
+def test_parse_ticker_message_no_stream() -> None:
+    msg = {"data": {"c": "50000"}}
+    symbol, price = parse_ticker_message(msg)
+    assert symbol is None
+    assert price is None
+
+
+def test_parse_ticker_message_no_price() -> None:
+    msg = {"stream": "btcusdt@ticker", "data": {"s": "BTCUSDT"}}
+    symbol, price = parse_ticker_message(msg)
+    assert symbol == "BTCUSDT"
+    assert price is None
+
+
+def test_parse_ticker_message_invalid_price() -> None:
+    msg = {"stream": "btcusdt@ticker", "data": {"c": "not-a-number"}}
+    symbol, price = parse_ticker_message(msg)
+    assert symbol == "BTCUSDT"
+    assert price is None
+
+
+# ----- parse_exchange_info_to_precisions -----
+def test_parse_exchange_info_to_precisions_empty() -> None:
+    assert parse_exchange_info_to_precisions({}) == {}
+    assert parse_exchange_info_to_precisions({"symbols": []}) == {}
+
+
+def test_parse_exchange_info_to_precisions_defaults() -> None:
+    info = {"symbols": [{"symbol": "BTCUSDT", "filters": []}]}
+    got = parse_exchange_info_to_precisions(info)
+    assert got["BTCUSDT"] == {"lot_size": "0.01", "price_filter": "0.01"}
+
+
+def test_parse_exchange_info_to_precisions_with_filters() -> None:
+    info = {
+        "symbols": [
+            {
+                "symbol": "BTCUSDT",
+                "filters": [
+                    {"filterType": "LOT_SIZE", "stepSize": "0.001"},
+                    {"filterType": "PRICE_FILTER", "tickSize": "0.1"},
+                ],
+            }
+        ]
+    }
+    got = parse_exchange_info_to_precisions(info)
+    assert got["BTCUSDT"] == {"lot_size": "0.001", "price_filter": "0.1"}
+
+
+def test_parse_exchange_info_skips_empty_symbol() -> None:
+    info = {"symbols": [{"symbol": "", "filters": []}]}
+    assert parse_exchange_info_to_precisions(info) == {}
+
+
+# ----- build_close_order_params -----
+def test_build_close_order_params_long() -> None:
+    precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="LONG",
+        position_amt=0.1,
+        current_price=Decimal("50000"),
+        precisions=precisions,
+        reduce_only=True,
+    )
+    assert params is not None
+    assert params["symbol"] == "BTCUSDT"
+    assert params["side"] == "SELL"
+    assert params["positionSide"] == "LONG"
+    assert params["quantity"] == "0.1"
+    assert Decimal(params["price"]) == Decimal("50150")  # 50000 * 1.003
+    assert params.get("reduceOnly") == "true"
+
+
+def test_build_close_order_params_short() -> None:
+    precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="SHORT",
+        position_amt=-0.1,
+        current_price=Decimal("50000"),
+        precisions=precisions,
+        reduce_only=True,
+    )
+    assert params is not None
+    assert params["side"] == "BUY"
+    assert params["positionSide"] == "SHORT"
+    assert Decimal(params["price"]) == Decimal("49850")  # 50000 * 0.997
+
+
+def test_build_close_order_params_both_long() -> None:
+    precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.01"}}
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="BOTH",
+        position_amt=0.05,
+        current_price=Decimal("50000"),
+        precisions=precisions,
+        reduce_only=True,
+    )
+    assert params is not None
+    assert params["side"] == "SELL"
+    assert params["quantity"] == "0.05"
+    assert "positionSide" not in params or params.get("positionSide") == "BOTH"
+    assert params.get("reduceOnly") == "true"
+
+
+def test_build_close_order_params_zero_amt_returns_none() -> None:
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="LONG",
+        position_amt=0,
+        current_price=Decimal("50000"),
+        precisions={},
+    )
+    assert params is None
+
+
+def test_build_close_order_params_tiny_amt_rounds_to_zero_returns_none() -> None:
+    # lot_size 0.1 时 0.05 会舍成 0
+    precisions = {"BTCUSDT": {"lot_size": "0.1", "price_filter": "0.01"}}
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="LONG",
+        position_amt=0.05,
+        current_price=Decimal("50000"),
+        precisions=precisions,
+    )
+    assert params is None
+
+
+def test_build_close_order_params_custom_ratios() -> None:
+    precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.01"}}
+    params = build_close_order_params(
+        symbol="BTCUSDT",
+        position_side="LONG",
+        position_amt=0.1,
+        current_price=Decimal("50000"),
+        precisions=precisions,
+        long_ratio=Decimal("1.01"),
+        short_ratio=Decimal("0.99"),
+    )
+    assert params is not None
+    assert Decimal(params["price"]) == Decimal("50500")  # 50000 * 1.01