Enhance environment variable parsing and account snapshot validation

- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments.
- Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic.
- Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues.
- Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
This commit is contained in:
discountry
2026-01-24 22:46:14 +08:00
parent fe7b8eb6f3
commit a629bc940c
14 changed files with 738 additions and 46 deletions
+20
View File
@@ -13,4 +13,24 @@ export function computePositionPnl(
: (position.entryPrice - (priceForPnl as number)) * absAmt;
}
export function computeStopLossPnl(
position: PositionSnapshot,
bestBid?: number | null,
bestAsk?: number | null
): number | null {
const absAmt = Math.abs(position.positionAmt);
if (!Number.isFinite(absAmt) || absAmt <= 0) return 0;
// If entry price is missing, prefer the exchange-provided unrealized PnL.
if (!Number.isFinite(position.entryPrice) || position.entryPrice <= 0) {
return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
}
const priceForPnl = position.positionAmt > 0 ? bestBid : bestAsk;
if (!Number.isFinite(priceForPnl as number) || (priceForPnl as number) <= 0) {
return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
}
return computePositionPnl(position, bestBid, bestAsk);
}
+41
View File
@@ -47,6 +47,47 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin
};
}
export function validateAccountSnapshotForSymbol(
snapshot: AsterAccountSnapshot | null,
symbol: string
): { ok: true } | { ok: false; issues: string[] } {
if (!snapshot) return { ok: true };
const positions = snapshot.positions?.filter((p) => p.symbol === symbol) ?? [];
if (positions.length === 0) return { ok: true };
const NON_ZERO_EPS = 1e-8;
const issues: string[] = [];
for (const position of positions) {
const amt = Number(position.positionAmt);
if (!Number.isFinite(amt)) {
issues.push("invalid_positionAmt");
continue;
}
if (Math.abs(amt) <= NON_ZERO_EPS) {
continue;
}
const entryPrice = Number(position.entryPrice);
if (!Number.isFinite(entryPrice) || entryPrice <= 0) {
issues.push("invalid_entryPrice");
}
const unrealizedProfit = Number(position.unrealizedProfit);
if (!Number.isFinite(unrealizedProfit)) {
issues.push("invalid_unrealizedProfit");
}
const rawMark = Number(position.markPrice);
if (position.markPrice != null && position.markPrice !== "" && (!Number.isFinite(rawMark) || rawMark <= 0)) {
issues.push("invalid_markPrice");
}
}
if (issues.length === 0) return { ok: true };
return { ok: false, issues: Array.from(new Set(issues)) };
}
export function getSMA(values: AsterKline[], length: number): number | null {
if (!Array.isArray(values) || values.length < length) return null;
const window = values.slice(-length);