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42 lines
1.4 KiB
C#
42 lines
1.4 KiB
C#
using Xunit;
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using QuantEngine.Core.Domain;
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namespace QuantEngine.Core.Tests
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{
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public class ProfitLockCalculatorTests
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{
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[Theory]
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[InlineData(-5.0, "NORMAL")]
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[InlineData(5.0, "BREAKEVEN_RATCHET")]
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[InlineData(15.0, "PROFIT_LOCK_10")]
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[InlineData(25.0, "PROFIT_LOCK_20")]
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[InlineData(35.0, "PROFIT_LOCK_30")]
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[InlineData(45.0, "APEX_TRAILING")]
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[InlineData(65.0, "APEX_SUPER")]
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public void ClassifyProfitLockStage_ProfitPcts_ReturnExpectedStage(double profitPct, string expectedStage)
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{
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string res = ProfitLockCalculator.ClassifyProfitLockStage(profitPct);
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Assert.Equal(expectedStage, res);
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}
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[Fact]
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public void ComputeTrailingStop_ApexSuper_AppliesCorrectMultiplierAndTpAction()
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{
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var res = ProfitLockCalculator.ComputeTrailingStop(
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profitPct: 65.0,
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highestClose: 100000,
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atr20: 3000,
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ratchetStop: 90000,
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averageCost: 80000
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);
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Assert.Equal("APEX_SUPER", res.RatchetStage);
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Assert.Equal("강제 10% 익절 권고", res.TpLadderAction);
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Assert.True(res.ApexSuperActive);
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// 100000 - 1.2 * 3000 = 100000 - 3600 = 96400
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// NormalizeTick(96400) = 96400 (tick = 100)
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Assert.Equal(96400, res.AutoTrailingStop);
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}
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}
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}
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