Files
nofx/decision/validate_test.go
T
0xYYBB | ZYY | Bobo 6a66913194 fix(decision): 添加槓桿超限 fallback 機制並澄清盈虧計算說明 (#716)
* fix(decision): 添加槓桿超限 fallback 機制並澄清盈虧計算說明
1. AI 決策輸出超限槓桿時(如 20x),驗證直接拒絕導致整個交易週期失敗
2. Prompt 未明確說明盈虧百分比已包含槓桿效應,導致 AI 思維鏈中誤用價格變動%
- **Before**: 超限直接報錯 → 決策失敗
- **After**: 自動降級為配置上限 → 決策繼續執行
- **效果**: SOLUSDT 20x → 自動修正為 5x(配置上限)
- 明確告知 AI:系統提供的「盈虧%」已包含槓桿效應
- 公式: 盈虧% = (未實現盈虧 / 保證金) × 100
- 示例: 5x 槓桿,價格漲 2% = 實際盈利 10%
- 測試山寨幣超限修正(20x → 5x)
- 測試 BTC/ETH 超限修正(20x → 10x)
- 測試正常範圍不修正
- 測試無效槓桿拒絕
```
PASS: TestLeverageFallback/山寨币杠杆超限_自动修正为上限
PASS: TestLeverageFallback/BTC杠杆超限_自动修正为上限
PASS: TestLeverageFallback/杠杆在上限内_不修正
PASS: TestLeverageFallback/杠杆为0_应该报错
```
-  向後兼容:正常槓桿範圍不受影響
-  容錯性增強:AI 輸出超限時系統自動修正
-  決策質量提升:AI 對槓桿收益有正確認知
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
* style: apply go fmt after rebase
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
---------
Co-authored-by: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com>
Co-authored-by: tinkle-community <tinklefund@gmail.com>
2025-11-10 20:47:46 -05:00

101 lines
2.5 KiB
Go

package decision
import (
"testing"
)
// TestLeverageFallback 测试杠杆超限时的自动修正功能
func TestLeverageFallback(t *testing.T) {
tests := []struct {
name string
decision Decision
accountEquity float64
btcEthLeverage int
altcoinLeverage int
wantLeverage int // 期望修正后的杠杆值
wantError bool
}{
{
name: "山寨币杠杆超限_自动修正为上限",
decision: Decision{
Symbol: "SOLUSDT",
Action: "open_long",
Leverage: 20, // 超过上限
PositionSizeUSD: 100,
StopLoss: 50,
TakeProfit: 200,
},
accountEquity: 100,
btcEthLeverage: 10,
altcoinLeverage: 5, // 上限 5x
wantLeverage: 5, // 应该修正为 5
wantError: false,
},
{
name: "BTC杠杆超限_自动修正为上限",
decision: Decision{
Symbol: "BTCUSDT",
Action: "open_long",
Leverage: 20, // 超过上限
PositionSizeUSD: 1000,
StopLoss: 90000,
TakeProfit: 110000,
},
accountEquity: 100,
btcEthLeverage: 10, // 上限 10x
altcoinLeverage: 5,
wantLeverage: 10, // 应该修正为 10
wantError: false,
},
{
name: "杠杆在上限内_不修正",
decision: Decision{
Symbol: "ETHUSDT",
Action: "open_short",
Leverage: 5, // 未超限
PositionSizeUSD: 500,
StopLoss: 4000,
TakeProfit: 3000,
},
accountEquity: 100,
btcEthLeverage: 10,
altcoinLeverage: 5,
wantLeverage: 5, // 保持不变
wantError: false,
},
{
name: "杠杆为0_应该报错",
decision: Decision{
Symbol: "SOLUSDT",
Action: "open_long",
Leverage: 0, // 无效
PositionSizeUSD: 100,
StopLoss: 50,
TakeProfit: 200,
},
accountEquity: 100,
btcEthLeverage: 10,
altcoinLeverage: 5,
wantLeverage: 0,
wantError: true,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
err := validateDecision(&tt.decision, tt.accountEquity, tt.btcEthLeverage, tt.altcoinLeverage)
// 检查错误状态
if (err != nil) != tt.wantError {
t.Errorf("validateDecision() error = %v, wantError %v", err, tt.wantError)
return
}
// 如果不应该报错,检查杠杆是否被正确修正
if !tt.wantError && tt.decision.Leverage != tt.wantLeverage {
t.Errorf("Leverage not corrected: got %d, want %d", tt.decision.Leverage, tt.wantLeverage)
}
})
}
}