Phase 0.2: Fee-Modell-Fundament (FeeModel + MarketData.TakerFeeBps + BUY-Fee-Log)

- FeeModel (pure, getestet): Kategorie-Fallback-Bps (Sports 75 / Politics-Finance 100 / Crypto 180 / Geopolitics 0 / Default 100) + FeeUsd(notional, bps). - MarketData.TakerFeeBps (Core) + Migration AddMarketTakerFeeBps (auf MySQL angewendet). Speichert den echten API-Satz, sobald verfuegbar; 0 = Fallback. - CopyTradingEngine loggt beim BUY die erwartete Taker-Fee (TakerFeeBps aus MarketCache, sonst Kategorie-Fallback) -> Akzeptanz "Fee im TradeReasoning". - FeeModelTests (Kategorie-Mapping case-insensitive, FeeUsd, 0-Faelle). 183 Tests gruen. Build/Smoke gruen. OFFEN (API-abhaengig, erst im Zielland verifizierbar): echtes fee_rate_bps-Feld aus der CLOB/Gamma-API lesen; Fee-basierter Edge-Discard; PnL-Fee-Korrektur. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-07 17:58:59 +02:00
parent 395caad11a
commit cda5b055aa
7 changed files with 445 additions and 1 deletions
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+using PolyTrader.Modules.CopyTrading.Logic;
+using Xunit;
+using static PolyTrader.Modules.CopyTrading.Logic.FeeModel;
+
+namespace PolyTrader.Tests
+{
+    /// <summary>
+    /// Sicherheitsnetz für die Fee-Logik (Phase 0.2): Kategorie-Fallback + Fee-Berechnung.
+    /// </summary>
+    public class FeeModelTests
+    {
+        [Theory]
+        [InlineData("Sports", 75)]
+        [InlineData("SPORTS", 75)]        // case-insensitive
+        [InlineData("Crypto", 180)]
+        [InlineData("Geopolitics", 0)]
+        [InlineData("Politics", 100)]
+        [InlineData("Finance", 100)]
+        [InlineData("Economics", 100)]
+        [InlineData("Weird-Unknown", 100)] // konservativer Default
+        [InlineData("", 100)]
+        [InlineData(null, 100)]
+        public void FallbackBps_maps_category(string? category, int expected)
+        {
+            Assert.Equal(expected, FallbackBps(category));
+        }
+
+        [Fact]
+        public void FeeUsd_is_notional_times_bps()
+        {
+            Assert.Equal(1.0m, FeeUsd(100m, 100));   // 1,0 % von 100
+            Assert.Equal(0.9m, FeeUsd(50m, 180));     // 1,8 % von 50
+        }
+
+        [Theory]
+        [InlineData(100, 0)]     // kein Satz
+        [InlineData(0, 100)]     // kein Notional
+        [InlineData(-5, 100)]    // negatives Notional
+        public void FeeUsd_zero_cases(double notional, int bps)
+        {
+            Assert.Equal(0m, FeeUsd((decimal)notional, bps));
+        }
+    }
+}