48d31cd1d0
- 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>
407 lines
14 KiB
Python
407 lines
14 KiB
Python
"""
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position_closer 中纯逻辑函数的单元测试（from position_closer import ... 即可，无需 binance/redis）。
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"""
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import sys
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from decimal import Decimal
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from pathlib import Path
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import pytest
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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from position_closer import (
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LONG_CLOSE_PRICE_RATIO,
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SHORT_CLOSE_PRICE_RATIO,
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build_close_order_params,
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filter_nonzero_positions,
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get_notional_by_side,
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get_symbols_to_close,
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get_unrealized_profit,
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group_positions_by_symbol,
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parse_exchange_info_to_precisions,
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parse_ticker_message,
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round_price_to_tick,
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round_to_step,
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should_close_symbol,
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)
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# ----- round_to_step -----
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@pytest.mark.parametrize(
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"value, step, expected",
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[
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(Decimal("1.234"), "0.01", "1.23"),
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(Decimal("1.239"), "0.01", "1.23"),
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(Decimal("0.001"), "0.001", "0.001"),
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(Decimal("0.0015"), "0.001", "0.001"),
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(Decimal("100"), "1", "1E+2"), # normalize() 输出科学计数
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(Decimal("1.5"), "0", "1.5"),
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(Decimal("1.5"), "0.1", "1.5"),
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],
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)
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def test_round_to_step(value: Decimal, step: str, expected: str) -> None:
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assert round_to_step(value, step) == expected
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# ----- round_price_to_tick（按合约最小价格精度优化平仓价）-----
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@pytest.mark.parametrize(
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"price, tick_size, expected",
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[
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(Decimal("50150.123"), "0.1", "50150.1"),
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(Decimal("50150.123"), "0.01", "50150.12"),
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(Decimal("50150"), "1", "50150"),
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(Decimal("0.00123"), "0.001", "0.001"),
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(Decimal("100"), "0.01", "100"),
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(Decimal("0.00001"), "0.00001", "0.00001"),
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],
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)
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def test_round_price_to_tick(price: Decimal, tick_size: str, expected: str) -> None:
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assert round_price_to_tick(price, tick_size) == expected
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def test_round_price_to_tick_zero_tick_returns_str() -> None:
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assert round_price_to_tick(Decimal("100.5"), "0") == "100.5"
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# ----- group_positions_by_symbol -----
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def test_group_positions_by_symbol_empty() -> None:
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assert group_positions_by_symbol([]) == {}
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def test_group_positions_by_symbol_single() -> None:
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positions = [{"symbol": "BTCUSDT", "positionAmt": "0.1"}]
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got = group_positions_by_symbol(positions)
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assert list(got.keys()) == ["BTCUSDT"]
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assert got["BTCUSDT"] == positions
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def test_group_positions_by_symbol_multiple_symbols() -> None:
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positions = [
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{"symbol": "BTCUSDT", "positionAmt": "0.1"},
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{"symbol": "ETHUSDT", "positionAmt": "1"},
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{"symbol": "BTCUSDT", "positionAmt": "0.2", "positionSide": "SHORT"},
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]
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got = group_positions_by_symbol(positions)
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assert set(got.keys()) == {"BTCUSDT", "ETHUSDT"}
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assert len(got["BTCUSDT"]) == 2
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assert len(got["ETHUSDT"]) == 1
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def test_group_positions_by_symbol_skips_empty_symbol() -> None:
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positions = [{"symbol": "", "positionAmt": "0.1"}, {"symbol": "BTCUSDT", "positionAmt": "0.1"}]
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got = group_positions_by_symbol(positions)
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assert list(got.keys()) == ["BTCUSDT"]
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# ----- filter_nonzero_positions -----
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def test_filter_nonzero_positions_empty() -> None:
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assert filter_nonzero_positions([]) == []
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def test_filter_nonzero_positions_keeps_nonzero() -> None:
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positions = [
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{"symbol": "BTCUSDT", "positionAmt": "0.1"},
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{"symbol": "ETHUSDT", "positionAmt": "-1"},
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]
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assert len(filter_nonzero_positions(positions)) == 2
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def test_filter_nonzero_positions_removes_zero() -> None:
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positions = [
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{"symbol": "BTCUSDT", "positionAmt": "0"},
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{"symbol": "ETHUSDT", "positionAmt": "0.0"},
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{"symbol": "XRPUSDT", "positionAmt": ""},
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]
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assert filter_nonzero_positions(positions) == []
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# ----- get_notional_by_side -----
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def test_get_notional_by_side_empty() -> None:
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assert get_notional_by_side([]) == (0.0, 0.0)
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def test_get_notional_by_side_both_long() -> None:
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positions = [{"positionAmt": "0.1", "notional": "5000", "positionSide": "BOTH"}]
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assert get_notional_by_side(positions) == (5000.0, 0.0)
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def test_get_notional_by_side_both_short() -> None:
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positions = [{"positionAmt": "-0.1", "notional": "5000", "positionSide": "BOTH"}]
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assert get_notional_by_side(positions) == (0.0, 5000.0)
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def test_get_notional_by_side_hedge_mode() -> None:
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positions = [
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{"positionAmt": "0.1", "notional": "5000", "positionSide": "LONG"},
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{"positionAmt": "-0.05", "notional": "2500", "positionSide": "SHORT"},
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]
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assert get_notional_by_side(positions) == (5000.0, 2500.0)
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def test_get_notional_by_side_uses_abs_notional() -> None:
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positions = [{"positionAmt": "-0.1", "notional": "-5000", "positionSide": "BOTH"}]
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assert get_notional_by_side(positions) == (0.0, 5000.0)
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# ----- get_unrealized_profit -----
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def test_get_unrealized_profit_empty() -> None:
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assert get_unrealized_profit([]) == 0.0
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def test_get_unrealized_profit_sum() -> None:
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positions = [
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{"unrealizedProfit": "10.5"},
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{"unrealizedProfit": "-2"},
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{"unrealizedProfit": ""},
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]
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assert get_unrealized_profit(positions) == pytest.approx(8.5)
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# ----- should_close_symbol（小仓位/大仓位/Redis）-----
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@pytest.mark.parametrize(
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"long_n, short_n, unrealized_profit, threshold, in_redis, small_threshold, small_min_profit, large_min_profit, expected",
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[
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(0, 0, 0, 50, False, 30, 0.03, 0.3, False),
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(60, 0, 0.5, 50, False, 30, 0.03, 0.3, True), # 大仓位且盈利 0.5 > 0.3
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(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
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(60, 0, 0, 50, False, 30, 0.03, 0.3, False),
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(40, 0, 0.5, 50, False, 30, 0.03, 0.3, False), # 40 不大仓位
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(20, 0, 0.5, 50, False, 30, 0.03, 0.3, True), # 小仓位且盈利 > 0.03
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(20, 0, 0.05, 50, False, 30, 0.03, 0.3, True),
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(20, 0, 0.02, 50, False, 30, 0.03, 0.3, False),
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(20, 0, 0, 50, False, 30, 0.03, 0.3, False),
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(0, 0, 0, 50, True, 30, 0.03, 0.3, True), # Redis
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(30, 30, 0.5, 50, False, 30, 0.03, 0.3, True), # 大仓位 60>50 且盈利 0.5>0.3
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],
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)
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def test_should_close_symbol(
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long_n: float,
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short_n: float,
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unrealized_profit: float,
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threshold: float,
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in_redis: bool,
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small_threshold: float,
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small_min_profit: float,
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large_min_profit: float,
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expected: bool,
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) -> None:
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assert (
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should_close_symbol(
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long_n, short_n, unrealized_profit, threshold, in_redis,
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small_threshold, small_min_profit, large_min_profit,
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)
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is expected
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)
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# ----- get_symbols_to_close -----
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def test_get_symbols_to_close_empty() -> None:
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symbols, filtered = get_symbols_to_close({}, 50, set())
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assert symbols == set()
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assert filtered == {}
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def test_get_symbols_to_close_by_threshold_and_profit() -> None:
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# 大仓位（>50）且盈利>0.3 触发；小仓位且盈利>0.03 触发
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by_symbol = {
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"BTCUSDT": [
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{"positionAmt": "0.1", "notional": "15000", "positionSide": "BOTH", "unrealizedProfit": "10"},
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],
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"ETHUSDT": [
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{"positionAmt": "1", "notional": "3000", "positionSide": "BOTH", "unrealizedProfit": "0"},
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],
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}
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symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), 30, 0.03, 0.3)
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assert symbols == {"BTCUSDT"} # 大仓位且盈利 10 > 0.3；ETHUSDT 盈利 0 不触发
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assert set(filtered.keys()) == {"BTCUSDT"}
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def test_get_symbols_to_close_by_redis() -> None:
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by_symbol = {
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"ETHUSDT": [
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{"positionAmt": "1", "notional": "3000", "positionSide": "BOTH", "unrealizedProfit": "0"},
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],
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}
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symbols, filtered = get_symbols_to_close(by_symbol, 50, {"ETHUSDT"})
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assert symbols == {"ETHUSDT"}
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assert filtered["ETHUSDT"] == by_symbol["ETHUSDT"]
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def test_get_symbols_to_close_small_and_profit() -> None:
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# 小仓位且盈利 > 0.03 触发平仓
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by_symbol = {
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"XRPUSDT": [
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{"positionAmt": "10", "notional": "20", "positionSide": "BOTH", "unrealizedProfit": "0.5"},
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],
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}
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symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), small_threshold=30, small_min_profit=0.03)
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assert symbols == {"XRPUSDT"}
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assert list(filtered.keys()) == ["XRPUSDT"]
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def test_get_symbols_to_close_small_profit_below_min() -> None:
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# 小仓位但盈利 <= 0.03 不触发
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by_symbol = {
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"XRPUSDT": [
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{"positionAmt": "10", "notional": "20", "positionSide": "BOTH", "unrealizedProfit": "0.02"},
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],
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}
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symbols, filtered = get_symbols_to_close(by_symbol, 50, set(), small_threshold=30, small_min_profit=0.03)
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assert symbols == set()
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assert filtered == {}
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# ----- parse_ticker_message -----
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def test_parse_ticker_message_valid() -> None:
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msg = {"stream": "btcusdt@ticker", "data": {"c": "50000.5", "s": "BTCUSDT"}}
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symbol, price = parse_ticker_message(msg)
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assert symbol == "BTCUSDT"
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assert price == Decimal("50000.5")
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def test_parse_ticker_message_no_stream() -> None:
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msg = {"data": {"c": "50000"}}
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symbol, price = parse_ticker_message(msg)
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assert symbol is None
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assert price is None
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def test_parse_ticker_message_no_price() -> None:
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msg = {"stream": "btcusdt@ticker", "data": {"s": "BTCUSDT"}}
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symbol, price = parse_ticker_message(msg)
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assert symbol == "BTCUSDT"
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assert price is None
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def test_parse_ticker_message_invalid_price() -> None:
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msg = {"stream": "btcusdt@ticker", "data": {"c": "not-a-number"}}
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symbol, price = parse_ticker_message(msg)
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assert symbol == "BTCUSDT"
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assert price is None
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# ----- parse_exchange_info_to_precisions -----
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def test_parse_exchange_info_to_precisions_empty() -> None:
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assert parse_exchange_info_to_precisions({}) == {}
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assert parse_exchange_info_to_precisions({"symbols": []}) == {}
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def test_parse_exchange_info_to_precisions_defaults() -> None:
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info = {"symbols": [{"symbol": "BTCUSDT", "filters": []}]}
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got = parse_exchange_info_to_precisions(info)
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assert got["BTCUSDT"] == {"lot_size": "0.01", "price_filter": "0.01"}
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def test_parse_exchange_info_to_precisions_with_filters() -> None:
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info = {
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"symbols": [
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{
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"symbol": "BTCUSDT",
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"filters": [
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{"filterType": "LOT_SIZE", "stepSize": "0.001"},
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{"filterType": "PRICE_FILTER", "tickSize": "0.1"},
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],
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}
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]
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}
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got = parse_exchange_info_to_precisions(info)
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assert got["BTCUSDT"] == {"lot_size": "0.001", "price_filter": "0.1"}
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def test_parse_exchange_info_skips_empty_symbol() -> None:
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info = {"symbols": [{"symbol": "", "filters": []}]}
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assert parse_exchange_info_to_precisions(info) == {}
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# ----- build_close_order_params -----
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def test_build_close_order_params_long() -> None:
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precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="LONG",
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position_amt=0.1,
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current_price=Decimal("50000"),
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precisions=precisions,
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reduce_only=True,
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)
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assert params is not None
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assert params["symbol"] == "BTCUSDT"
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assert params["side"] == "SELL"
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assert params["positionSide"] == "LONG"
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assert params["quantity"] == "0.1"
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assert Decimal(params["price"]) == Decimal("50150") # 50000 * 1.003
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assert params.get("reduceOnly") == "true"
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def test_build_close_order_params_short() -> None:
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precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.1"}}
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="SHORT",
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position_amt=-0.1,
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current_price=Decimal("50000"),
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precisions=precisions,
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reduce_only=True,
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)
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assert params is not None
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assert params["side"] == "BUY"
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assert params["positionSide"] == "SHORT"
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assert Decimal(params["price"]) == Decimal("49850") # 50000 * 0.997
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def test_build_close_order_params_both_long() -> None:
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precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.01"}}
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="BOTH",
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position_amt=0.05,
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current_price=Decimal("50000"),
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precisions=precisions,
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reduce_only=True,
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)
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assert params is not None
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assert params["side"] == "SELL"
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assert params["quantity"] == "0.05"
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assert "positionSide" not in params or params.get("positionSide") == "BOTH"
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assert params.get("reduceOnly") == "true"
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def test_build_close_order_params_zero_amt_returns_none() -> None:
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="LONG",
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position_amt=0,
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current_price=Decimal("50000"),
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precisions={},
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)
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assert params is None
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def test_build_close_order_params_tiny_amt_rounds_to_zero_returns_none() -> None:
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# lot_size 0.1 时 0.05 会舍成 0
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precisions = {"BTCUSDT": {"lot_size": "0.1", "price_filter": "0.01"}}
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="LONG",
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position_amt=0.05,
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current_price=Decimal("50000"),
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precisions=precisions,
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)
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assert params is None
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def test_build_close_order_params_custom_ratios() -> None:
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precisions = {"BTCUSDT": {"lot_size": "0.001", "price_filter": "0.01"}}
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params = build_close_order_params(
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symbol="BTCUSDT",
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position_side="LONG",
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position_amt=0.1,
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current_price=Decimal("50000"),
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precisions=precisions,
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long_ratio=Decimal("1.01"),
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short_ratio=Decimal("0.99"),
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)
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assert params is not None
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assert Decimal(params["price"]) == Decimal("50500") # 50000 * 1.01
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