106 lines
2.8 KiB
Python
106 lines
2.8 KiB
Python
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from datetime import date, timedelta
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from decimal import Decimal
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from grid_trading.domain.models import Trade, TradeGroup, TradeSide
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from grid_trading.domain.open_grid_lots import calculate_open_grid_lots
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def make_trade(
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*,
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trade_id: int,
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trade_date: date,
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side: TradeSide,
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price: str,
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quantity: int,
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trade_group: TradeGroup = TradeGroup.GRID,
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) -> Trade:
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return Trade(
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id=trade_id,
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account_id=1,
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instrument_id=1,
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trade_date=trade_date,
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side=side,
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price=Decimal(price),
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quantity=quantity,
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trade_group=trade_group,
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)
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def test_calculate_open_grid_lots_fifo_matches_grid_sells_against_grid_buys():
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today = date(2026, 7, 9)
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trades = [
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make_trade(
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trade_id=1,
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trade_date=today - timedelta(days=3),
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side=TradeSide.BUY,
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price="10.00",
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quantity=300,
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),
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make_trade(
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trade_id=2,
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trade_date=today - timedelta(days=2),
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side=TradeSide.BUY,
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price="9.50",
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quantity=200,
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),
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make_trade(
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trade_id=3,
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trade_date=today - timedelta(days=1),
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side=TradeSide.SELL,
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price="10.30",
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quantity=350,
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),
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make_trade(
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trade_id=4,
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trade_date=today,
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side=TradeSide.BUY,
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price="8.00",
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quantity=100,
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trade_group=TradeGroup.BASE,
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),
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]
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lots = calculate_open_grid_lots(
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trades,
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spacing=Decimal("0.03"),
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current_price=Decimal("9.80"),
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as_of=today,
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)
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assert len(lots) == 1
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[lot] = lots
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assert lot.buy_trade_id == 2
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assert lot.buy_date == today - timedelta(days=2)
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assert lot.buy_price == Decimal("9.50")
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assert lot.remaining_quantity == 150
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assert lot.actual_investment == Decimal("1425.00")
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assert lot.suggested_sell_price == Decimal("9.79")
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assert lot.estimated_gross_profit == Decimal("43.50")
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assert lot.current_price == Decimal("9.80")
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assert lot.status == "可卖"
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def test_calculate_open_grid_lots_reports_not_reached_and_missing_quote_statuses():
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today = date(2026, 7, 9)
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trades = [
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make_trade(trade_id=1, trade_date=today, side=TradeSide.BUY, price="10.00", quantity=100),
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]
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[not_reached] = calculate_open_grid_lots(
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trades,
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spacing=Decimal("0.03"),
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current_price=Decimal("10.20"),
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as_of=today,
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)
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[missing_quote] = calculate_open_grid_lots(
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trades,
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spacing=Decimal("0.03"),
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current_price=None,
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as_of=today,
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)
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assert not_reached.suggested_sell_price == Decimal("10.30")
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assert not_reached.status == "未到价"
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assert missing_quote.current_price is None
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assert missing_quote.status == "未刷新行情"
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