Phase 2 (Fundament): proportionale Teilverkauf-Logik pure + getestet

- SellLogic.SharesToSell (pure): spiegelt die Verkaufsquote des Masters. 0 =
  ignorieren (< MinSellRatioPct = Rauschen), = ourShares = Voll-Exit (Master ganz
  raus oder Rest/Teil unter Polymarket-Minimum -> kein Dust), sonst proportional.
- 7 Tests (Teilverkauf, Rausch-Schwelle, Voll-Exit-Faelle, Dust-Grenzen).

Wiring in die Engine bewusst zurueckgestellt: braucht Partial-Fill-Handling
(Phase 1.1 CLOB User-Channel, API-abhaengig -> Zielland). Aktuelles Voll-Exit-
Verhalten unveraendert.

200 Tests gruen. Build gruen.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
2026-07-07 18:21:42 +02:00
co-authored by Claude Opus 4.8
parent 4619edbb99
commit b259f310d3
2 changed files with 67 additions and 0 deletions
@@ -25,6 +25,26 @@ namespace PolyTrader.Modules.CopyTrading.Logic
return signalSize / total;
}
// ----- Proportionaler Teilverkauf (Phase 2, pure Logik Wiring braucht Partial-Fill) -----
/// <summary>
/// Wie viele unserer Shares sollen wir verkaufen, um die Verkaufsquote des Masters zu spiegeln?
/// <para>0 = ignorieren (Verkauf unter <paramref name="minSellRatioPct"/> % = Rauschen);
/// = <paramref name="ourShares"/> = Voll-Exit (Master ganz raus ODER Restbestand/Teil unter
/// Polymarket-Minimum → kein Dust); sonst der proportionale Anteil.</para>
/// </summary>
public static decimal SharesToSell(decimal ourShares, decimal sellRatio, decimal minShares, decimal minSellRatioPct)
{
if (ourShares <= 0m) return 0m;
if (sellRatio < minSellRatioPct / 100m) return 0m; // Rauschen (Day-Trader-Zappeln)
if (sellRatio >= 1m) return ourShares; // Master voll raus → wir auch
decimal target = ourShares * sellRatio;
decimal remaining = ourShares - target;
if (target < minShares || remaining < minShares) return ourShares; // Dust vermeiden → Voll-Exit
return target;
}
// ----- Eskalationsleiter (Phase 0.1, noch nicht verdrahtet) -----
/// <summary>
+47
View File
@@ -111,6 +111,53 @@ namespace PolyTrader.Tests
Assert.False(IsProfitTargetReached(0.9m, 0m, 10m));
}
// ---------------- SharesToSell (Phase 2) ----------------
[Fact]
public void SharesToSell_mirrors_partial_ratio()
{
// 40 % von 100, Rest 60 -> Teilverkauf 40
Assert.Equal(40m, SharesToSell(ourShares: 100m, sellRatio: 0.40m, minShares: 5.5m, minSellRatioPct: 10m));
}
[Fact]
public void SharesToSell_ignores_noise_below_min_ratio()
{
Assert.Equal(0m, SharesToSell(100m, 0.05m, 5.5m, 10m));
}
[Fact]
public void SharesToSell_full_exit_when_master_fully_out()
{
Assert.Equal(100m, SharesToSell(100m, 1.0m, 5.5m, 10m));
}
[Fact]
public void SharesToSell_full_exit_when_partial_would_be_dust()
{
// 30 % von 10 = 3 Shares < Minimum -> Voll-Exit
Assert.Equal(10m, SharesToSell(10m, 0.30m, 5.5m, 10m));
}
[Fact]
public void SharesToSell_full_exit_when_remainder_would_be_dust()
{
// 98 % von 100 -> Rest 2 < Minimum -> Voll-Exit
Assert.Equal(100m, SharesToSell(100m, 0.98m, 5.5m, 10m));
}
[Fact]
public void SharesToSell_zero_position_is_zero()
{
Assert.Equal(0m, SharesToSell(0m, 0.5m, 5.5m, 10m));
}
[Fact]
public void SharesToSell_exactly_at_min_ratio_is_not_ignored()
{
Assert.Equal(10m, SharesToSell(100m, 0.10m, 5.5m, 10m));
}
[Fact]
public void Ladder_walks_down_in_steps_until_floor()
{