- 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>
45 lines
1.4 KiB
C#
45 lines
1.4 KiB
C#
using PolyTrader.Modules.CopyTrading.Logic;
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using Xunit;
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using static PolyTrader.Modules.CopyTrading.Logic.FeeModel;
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namespace PolyTrader.Tests
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{
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/// <summary>
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/// Sicherheitsnetz für die Fee-Logik (Phase 0.2): Kategorie-Fallback + Fee-Berechnung.
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/// </summary>
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public class FeeModelTests
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{
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[Theory]
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[InlineData("Sports", 75)]
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[InlineData("SPORTS", 75)] // case-insensitive
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[InlineData("Crypto", 180)]
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[InlineData("Geopolitics", 0)]
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[InlineData("Politics", 100)]
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[InlineData("Finance", 100)]
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[InlineData("Economics", 100)]
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[InlineData("Weird-Unknown", 100)] // konservativer Default
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[InlineData("", 100)]
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[InlineData(null, 100)]
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public void FallbackBps_maps_category(string? category, int expected)
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{
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Assert.Equal(expected, FallbackBps(category));
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}
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[Fact]
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public void FeeUsd_is_notional_times_bps()
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{
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Assert.Equal(1.0m, FeeUsd(100m, 100)); // 1,0 % von 100
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Assert.Equal(0.9m, FeeUsd(50m, 180)); // 1,8 % von 50
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}
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[Theory]
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[InlineData(100, 0)] // kein Satz
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[InlineData(0, 100)] // kein Notional
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[InlineData(-5, 100)] // negatives Notional
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public void FeeUsd_zero_cases(double notional, int bps)
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{
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Assert.Equal(0m, FeeUsd((decimal)notional, bps));
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}
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}
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}
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