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import unittest
from unittest.mock import patch, MagicMock, Mock
from datetime import datetime
import sys
import os
# 获取当前文件所在目录的父目录（即项目根目录）
project_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))
# 将项目根目录添加到sys.path
sys.path.insert(0, project_root)
import config
from position_manager import PositionManager, get_position_manager
class TestPositionManagerCalculateStopLossPrice(unittest.TestCase):
"""测试PositionManager的calculate_stop_loss_price方法"""
def setUp(self):
"""测试前的准备工作"""
# 创建一个PositionManager实例
self.position_manager = get_position_manager()
# 清空持仓数据
self.position_manager.conn.execute("DELETE FROM positions")
self.position_manager.conn.commit()
# 重置配置参数
config.STOP_LOSS_RATIO = -0.095
config.INITIAL_TAKE_PROFIT_RATIO = 0.05
config.ENABLE_DYNAMIC_STOP_PROFIT = True
config.DYNAMIC_TAKE_PROFIT = [
(0.05, 0.96), # 建仓后最高价涨幅曾大于5%时，止盈位为最高价*96%
(0.10, 0.93), # 建仓后最高价涨幅曾大于10%时，止盈位为最高价*93%
(0.15, 0.90), # 建仓后最高价涨幅曾大于15%时，止盈位为最高价*90%
(0.30, 0.87), # 建仓后最高价涨幅曾大于30%时，止盈位为最高价*87%
(0.40, 0.85) # 建仓后最高价涨幅曾大于40%时，止盈位为最高价*85%
]
def tearDown(self):
"""测试后的清理工作"""
# 清空持仓数据
self.position_manager.conn.execute("DELETE FROM positions")
self.position_manager.conn.commit()
# 重置配置参数
config.STOP_LOSS_RATIO = -0.095
config.INITIAL_TAKE_PROFIT_RATIO = 0.05
config.ENABLE_DYNAMIC_STOP_PROFIT = True
config.DYNAMIC_TAKE_PROFIT = [
(0.05, 0.96), # 建仓后最高价涨幅曾大于5%时，止盈位为最高价*96%
(0.10, 0.93), # 建仓后最高价涨幅曾大于10%时，止盈位为最高价*93%
(0.15, 0.90), # 建仓后最高价涨幅曾大于15%时，止盈位为最高价*90%
(0.30, 0.87), # 建仓后最高价涨幅曾大于30%时，止盈位为最高价*87%
(0.40, 0.85) # 建仓后最高价涨幅曾大于40%时，止盈位为最高价*85%
]
def test_calculate_stop_loss_price_fixed(self):
"""测试固定止损"""
config.STOP_LOSS_RATIO = -0.10
cost_price = 100.0
highest_price = 100.0
profit_triggered = False
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 90.0,places=2)
def test_calculate_stop_loss_price_dynamic_level1(self):
"""测试动态止损-第一级"""
cost_price = 100.0
highest_price = 105.0 # 盈利5%
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 100.8,places=2) #105*0.96
def test_calculate_stop_loss_price_dynamic_level2(self):
"""测试动态止损-第二级"""
cost_price = 100.0
highest_price = 110.0 # 盈利10%
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 102.3,places=2) #110*0.93
def test_calculate_stop_loss_price_dynamic_level3(self):
"""测试动态止损-第三级"""
cost_price = 100.0
highest_price = 115.0 # 盈利15%
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 103.5,places=2) #115*0.90
def test_calculate_stop_loss_price_dynamic_level4(self):
"""测试动态止损-第四级"""
cost_price = 100.0
highest_price = 130.0 # 盈利30%
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 113.1,places=2) #130*0.87
def test_calculate_stop_loss_price_dynamic_level5(self):
"""测试动态止损-第五级"""
cost_price = 100.0
highest_price = 150.0 # 盈利50%
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 127.5,places=2) #150*0.85
def test_calculate_stop_loss_price_dynamic_no_profit(self):
"""测试动态止损-未盈利"""
cost_price = 100.0
highest_price = 90.0
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 87.3,places=2) #90*0.97
def test_calculate_stop_loss_price_dynamic_no_profit_triggered(self):
"""测试动态止损-未触发止盈"""
config.STOP_LOSS_RATIO = -0.10
cost_price = 100.0
highest_price = 110.0
profit_triggered = False
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 90.0,places=2)
def test_calculate_stop_loss_price_zero_cost(self):
"""测试成本为0的情况"""
cost_price = 0.0
highest_price = 110.0
profit_triggered = False
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 0.0,places=2)
def test_calculate_stop_loss_price_dynamic_empty_config(self):
"""测试动态止损配置为空的情况"""
config.DYNAMIC_TAKE_PROFIT = []
cost_price = 100.0
highest_price = 110.0
profit_triggered = True
stop_loss_price = self.position_manager.calculate_stop_loss_price(cost_price, highest_price, profit_triggered)
self.assertAlmostEqual(stop_loss_price, 106.7,places=2) #110*0.97
if __name__ == '__main__':
unittest.main()