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>
This commit is contained in:
yhydev
2026-02-04 10:06:30 +08:00
parent 2b72dc40ae
commit 48d31cd1d0
16 changed files with 1245 additions and 31 deletions

View File

@@ -0,0 +1,216 @@
"""
除平仓外的流程单元测试拉持仓、解析精度、dry_run 不下单。
使用 mock 替代真实 Binance/Redis验证 get_positions、get_symbol_precision、
place_close_order(dry_run=True) 不调用 futures_create_order。
"""
import sys
from decimal import Decimal
from pathlib import Path
from unittest.mock import AsyncMock
import pytest
sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
from position_closer import (
filter_nonzero_positions,
get_min_unrealized_profit_in_window,
get_positions,
get_symbol_precision,
get_total_unrealized_profit,
parse_exchange_info_to_precisions,
place_close_order,
save_unrealized_profit_history,
)
# ----- get_total_unrealized_profit账户总未实现盈亏 -----
@pytest.mark.asyncio
async def test_get_total_unrealized_profit_sums_all_positions() -> None:
raw_positions = [
{"symbol": "BTCUSDT", "unrealizedProfit": "10.5"},
{"symbol": "ETHUSDT", "unrealizedProfit": "-2"},
{"symbol": "XRPUSDT", "unrealizedProfit": "0.5"},
]
client = AsyncMock()
client.futures_account = AsyncMock(return_value={"positions": raw_positions})
result = await get_total_unrealized_profit(client)
assert result == pytest.approx(10.5 - 2 + 0.5)
assert client.futures_account.await_count == 1
# ----- get_positions拉取持仓并过滤为零 -----
@pytest.mark.asyncio
async def test_get_positions_returns_only_nonzero() -> None:
raw_positions = [
{"symbol": "BTCUSDT", "positionAmt": "0.1", "notional": "5000"},
{"symbol": "ETHUSDT", "positionAmt": "0", "notional": "0"},
{"symbol": "XRPUSDT", "positionAmt": "-1", "notional": "2000"},
]
client = AsyncMock()
client.futures_account = AsyncMock(return_value={"positions": raw_positions})
result = await get_positions(client)
assert result == filter_nonzero_positions(raw_positions)
assert len(result) == 2
assert client.futures_account.await_count == 1
@pytest.mark.asyncio
async def test_get_positions_empty_account() -> None:
client = AsyncMock()
client.futures_account = AsyncMock(return_value={"positions": []})
result = await get_positions(client)
assert result == []
assert client.futures_account.await_count == 1
# ----- get_symbol_precision拉取并解析精度 -----
@pytest.mark.asyncio
async def test_get_symbol_precision_parses_exchange_info() -> None:
info = {
"symbols": [
{
"symbol": "BTCUSDT",
"filters": [
{"filterType": "LOT_SIZE", "stepSize": "0.001"},
{"filterType": "PRICE_FILTER", "tickSize": "0.1"},
],
}
]
}
client = AsyncMock()
client.futures_exchange_info = AsyncMock(return_value=info)
result = await get_symbol_precision(client)
assert result == parse_exchange_info_to_precisions(info)
assert result["BTCUSDT"] == {"lot_size": "0.001", "price_filter": "0.1"}
assert client.futures_exchange_info.await_count == 1
# ----- place_close_order(dry_run=True):不调用下单 API -----
@pytest.mark.asyncio
async def test_place_close_order_dry_run_does_not_call_futures_create_order() -> None:
client = AsyncMock()
client.futures_create_order = AsyncMock()
precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
await place_close_order(
client,
symbol="BTCUSDT",
position_side="LONG",
position_amt=0.1,
current_price=Decimal("50000"),
precisions=precisions,
reduce_only=True,
dry_run=True,
)
client.futures_create_order.assert_not_called()
@pytest.mark.asyncio
async def test_place_close_order_not_dry_run_calls_futures_create_order() -> None:
client = AsyncMock()
client.futures_create_order = AsyncMock(return_value={"orderId": 123})
precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
await place_close_order(
client,
symbol="BTCUSDT",
position_side="LONG",
position_amt=0.1,
current_price=Decimal("50000"),
precisions=precisions,
reduce_only=True,
dry_run=False,
)
client.futures_create_order.assert_called_once()
call_kw = client.futures_create_order.call_args[1]
assert call_kw["symbol"] == "BTCUSDT"
assert call_kw["side"] == "SELL"
assert call_kw["quantity"] == "0.1"
assert "price" in call_kw
# ----- save_unrealized_profit_history / get_min_unrealized_profit_in_window -----
@pytest.mark.asyncio
async def test_save_unrealized_profit_history_calls_zadd_and_zremrangebyscore() -> None:
from unittest.mock import MagicMock, patch
mock_redis = MagicMock()
mock_redis.zadd = AsyncMock()
mock_redis.zremrangebyscore = AsyncMock()
mock_redis.aclose = AsyncMock()
with patch("redis.asyncio.Redis") as MockRedis:
MockRedis.from_url.return_value = mock_redis
await save_unrealized_profit_history(
"redis://localhost/0",
"test:history",
12.5,
300,
)
mock_redis.zadd.assert_called_once()
call_args = mock_redis.zadd.call_args[0]
assert call_args[0] == "test:history"
assert isinstance(call_args[1], dict)
member = list(call_args[1].keys())[0]
assert ":12.5" in member
mock_redis.zremrangebyscore.assert_called_once()
mock_redis.aclose.assert_called_once()
@pytest.mark.asyncio
async def test_get_min_unrealized_profit_in_window_returns_min() -> None:
from unittest.mock import MagicMock, patch
mock_redis = MagicMock()
mock_redis.zrangebyscore = AsyncMock(
return_value=["1000.0:5.0", "1001.0:3.0", "1002.0:7.0"]
)
mock_redis.aclose = AsyncMock()
with patch("redis.asyncio.Redis") as MockRedis:
MockRedis.from_url.return_value = mock_redis
result = await get_min_unrealized_profit_in_window(
"redis://localhost/0",
"test:history",
300,
)
assert result == 3.0
mock_redis.zrangebyscore.assert_called_once()
mock_redis.aclose.assert_called_once()
@pytest.mark.asyncio
async def test_get_min_unrealized_profit_in_window_empty_returns_none() -> None:
from unittest.mock import MagicMock, patch
mock_redis = MagicMock()
mock_redis.zrangebyscore = AsyncMock(return_value=[])
mock_redis.aclose = AsyncMock()
with patch("redis.asyncio.Redis") as MockRedis:
MockRedis.from_url.return_value = mock_redis
result = await get_min_unrealized_profit_in_window(
"redis://localhost/0",
"test:history",
300,
)
assert result is None