RichardandClaude Opus 4.8
581755029a
Weiter im Muster extrahieren->testen (verhaltensneutral, clob.md): - CopyTradingRisk.IsBelowPolymarketMinimum (Shares < 5.5 || USDC < 0.10) – BUY-Micro-Order-Filter verdrahtet + Tests. - SellLogic.SellProportion (signalSize/(remaining+signalSize), Denominator<=0 -> 0) + Konstante MinSignificantSellRatio (0.30); SELL-Proportionalitätscheck der Engine ruft sie jetzt (Charakterisierung, sichert Phase-2-Umbau ab). - SellLogic-Eskalationsleiter (Phase 0.1, NOCH NICHT verdrahtet): FirstLimit (HF-fest/prozentual), Floor (SellFloorPct), NextPrice (relative Stufe, auf Floor geclamped), IsAtFloor. Reine Grundlage fuer das spaetere SELL-Wiring. - Tests: CopyTradingRisk-Minimum (5 Faelle) + SellLogicTests (Proportion + Leiter). Gesamt 154 gruen. Build/Smoke gruen. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
90 lines
2.8 KiB
C#
90 lines
2.8 KiB
C#
using PolyTrader.Modules.CopyTrading.Logic;
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using Xunit;
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using static PolyTrader.Modules.CopyTrading.Logic.SellLogic;
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namespace PolyTrader.Tests
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{
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/// <summary>
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/// Sicherheitsnetz für die SELL-Logik: Proportionalität (aktuelles Verhalten, Phase-2-Umbau)
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/// und die Eskalationsleiter (Phase 0.1 – Preis-Stufen, Floor-Clamping).
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/// </summary>
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public class SellLogicTests
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{
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// ---------------- SellProportion ----------------
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[Fact]
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public void SellProportion_is_share_over_total_before_sell()
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{
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// Master hält noch 300, verkauft 200 -> 200/500 = 0.40
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Assert.Equal(0.40m, SellProportion(masterSharesRemaining: 300m, signalSize: 200m));
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}
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[Fact]
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public void SellProportion_small_partial_is_below_threshold()
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{
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// 498 Rest, 2 verkauft -> 0.004 < 0.30
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var ratio = SellProportion(498m, 2m);
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Assert.True(ratio < MinSignificantSellRatio);
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}
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[Fact]
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public void SellProportion_full_exit_is_one()
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{
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Assert.Equal(1.0m, SellProportion(0m, 10m));
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}
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[Theory]
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[InlineData(0, 0)] // gar nichts
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[InlineData(-5, 5)] // Denominator 0
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[InlineData(-10, 5)] // Denominator negativ
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public void SellProportion_guards_non_positive_denominator(double remaining, double signal)
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{
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Assert.Equal(0m, SellProportion((decimal)remaining, (decimal)signal));
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}
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// ---------------- Eskalationsleiter ----------------
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[Fact]
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public void FirstLimit_normal_trader_applies_percentage_discount()
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{
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// 0.99 * (1 - 2%) = 0.9702
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Assert.Equal(0.9702m, FirstLimit(0.99m, isHf: false, maxPriceDifferencePct: 2m));
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}
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[Fact]
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public void FirstLimit_hf_trader_applies_fixed_half_cent_discount()
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{
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Assert.Equal(0.985m, FirstLimit(0.99m, isHf: true, maxPriceDifferencePct: 99m));
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}
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[Fact]
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public void Floor_is_reference_minus_floor_pct()
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{
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// 0.99 * (1 - 15%) = 0.8415
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Assert.Equal(0.8415m, Floor(0.99m, 15m));
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}
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[Fact]
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public void NextPrice_steps_down_relative_when_above_floor()
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{
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// 0.90 * (1 - 3%) = 0.873, über Floor 0.80
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Assert.Equal(0.873m, NextPrice(0.90m, stepPct: 3m, floor: 0.80m));
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}
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[Fact]
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public void NextPrice_clamps_to_floor()
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{
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// 0.82 * 0.97 = 0.7954 -> unter Floor -> 0.80
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Assert.Equal(0.80m, NextPrice(0.82m, 3m, 0.80m));
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}
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[Fact]
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public void IsAtFloor_is_inclusive()
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{
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Assert.True(IsAtFloor(0.80m, 0.80m));
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Assert.True(IsAtFloor(0.79m, 0.80m));
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Assert.False(IsAtFloor(0.81m, 0.80m));
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}
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}
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}
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