cfdaily
52 lines
1.5 KiB
Python
52 lines
1.5 KiB
Python
"""
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止损模块单元测试
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关羽 guanyu-dev
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"""
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import math
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import pytest
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from stop_loss import FixedStopLoss, TrailingStopLoss
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class TestFixedStopLoss:
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"""固定止损测试。"""
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def test_triggered(self):
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sl = FixedStopLoss(stop_price=100.0)
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assert sl.check(99.9) is True
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def test_triggered_at_stop(self):
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sl = FixedStopLoss(stop_price=100.0)
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assert sl.check(100.0) is True # 等于止损价也触发
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def test_not_triggered(self):
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sl = FixedStopLoss(stop_price=100.0)
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assert sl.check(100.1) is False
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class TestTrailingStopLoss:
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"""追踪止损测试。"""
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def test_not_activated_below_activation(self):
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tsl = TrailingStopLoss(activation_price=100.0, trail_percent=0.05)
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tsl.update(95.0)
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assert tsl.check(95.0) is False
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def test_activated_and_update_high(self):
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tsl = TrailingStopLoss(activation_price=100.0, trail_percent=0.05)
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tsl.update(100.0) # activate, high=100
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tsl.update(110.0) # high=110, stop=104.5
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assert math.isclose(tsl.stop_price, 104.5)
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def test_triggered_after_pullback(self):
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tsl = TrailingStopLoss(activation_price=100.0, trail_percent=0.05)
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tsl.update(100.0) # activate, high=100
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tsl.update(110.0) # high=110, stop=104.5
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assert tsl.check(104.4) is True
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def test_not_triggered_in_trail(self):
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tsl = TrailingStopLoss(activation_price=100.0, trail_percent=0.05)
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tsl.update(100.0)
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tsl.update(110.0) # stop=104.5
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assert tsl.check(105.0) is False
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