ryan/aiaa-notification-server
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix(价格展示): 修复模板渲染时极小价格被折叠为 0.00 的问题

Browse Source 
Motivation:
此前的修复仅覆盖直接拼接文案的场景，跟单等基于模板渲染的推送场景中，%.2f 格式化仍会把 PEPE 等 Meme 币的极小价格（如 0.00000059）折叠为 0.00，导致交易通知丢失真实价格、误导用户。

Changes:

* 抽取共享的价格显示逻辑到统一显示层，两个订阅者改为复用，移除重复实现
* 新增 Decimal 类型，渲染时以副本方式包装模板数据，使模板内 printf 风格格式化保留极小价格精度且不出现科学计数法，同时不修改调用方原始数据
* 渲染引擎空值判断改用反射实现，覆盖全部整型、无符号整型与浮点类型
* 补充转换到渲染的端到端回归测试，覆盖极小价格精度、科学计数法与数据不可变性
This commit is contained in:
ryan
2026-08-23 00:12:41 +08:00
parent c7e154d7cc
commit 6f5aaa9f85
6 changed files with 135 additions and 60 deletions
Download Patch File Download Diff File Expand all files Collapse all files
internal/engine/renderer.go
+15 -12
View File
@@ -3,8 +3,11 @@ package engine
import (
"bytes"
"fmt"
"reflect"
"strings"
"text/template"
"aiaa-notification-service/internal/display"
)
type Renderer struct{}
@@ -26,7 +29,7 @@ func (r *Renderer) Render(tmplContent string, data map[string]interface{}) (stri
return "", fmt.Errorf("parse template: %w", err)
}
var buf bytes.Buffer
if err := tmpl.Execute(&buf, data); err != nil {
if err := tmpl.Execute(&buf, display.WrapMap(data)); err != nil {
return "", fmt.Errorf("execute template: %w", err)
}
return buf.String(), nil
@@ -82,17 +85,17 @@ func isEmptyValue(v any) bool {
return strings.TrimSpace(t) == ""
case bool:
return !t
case int:
return t == 0
case int32:
return t == 0
case int64:
return t == 0
case float32:
return t == 0
case float64:
return t == 0
default:
return false
rv := reflect.ValueOf(v)
switch rv.Kind() {
case reflect.Int, reflect.Int8, reflect.Int16, reflect.Int32, reflect.Int64:
return rv.Int() == 0
case reflect.Uint, reflect.Uint8, reflect.Uint16, reflect.Uint32, reflect.Uint64:
return rv.Uint() == 0
case reflect.Float32, reflect.Float64:
return rv.Float() == 0
default:
return false
}
}
}
internal/engine/renderer_test.go
+48 -2
View File
@@ -33,7 +33,7 @@ func TestRendererLineOmitsEmpty(t *testing.T) {
"symbol": "ICP",
"price": 2.273,
"totalAvgPx": "",
"stopLossPrice": 0,
"stopLossPrice": float64(0),
})
if err != nil {
t.Fatal(err)
@@ -122,8 +122,12 @@ func TestRendererCaseDefault(t *testing.T) {
}
}
// copyTradeTmpl is the production 跟单策略 template. It formats prices with
// printf "%.2f", which must not collapse meme-coin prices like PEPE to 0.00.
const copyTradeTmpl = "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
func TestCopyTradeTemplate(t *testing.T) {
tmpl := "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
tmpl := copyTradeTmpl
r := NewRenderer()
cases := []struct {
name string
@@ -169,6 +173,21 @@ func TestCopyTradeTemplate(t *testing.T) {
},
want: []string{"空单加仓", "加仓价格: 1933.05", "加仓数量: 3.80", "杠杆: 100x", "策略: B龙策略", "推送时间: 2026.08.10 06:14:28"},
},
{
name: "pepe-open-keeps-tiny-price",
data: map[string]interface{}{
"side": "SHORT", "action": "OPEN", "symbol": "PEPEUSDT",
"price": 0.00000059, "quantity": 1000000000.0, "avgPrice": 0.00000059,
"leverage": 100, "strategyCode": "BLONG", "pushedAt": "2026.08.22 10:04:29",
},
want: []string{
"空单开仓", "交易品种: PEPEUSDT",
"开仓价格: 0.00000059", "开仓数量: 1000000000.00",
"平均单价: 0.00000059", "杠杆: 100x",
"策略: B龙策略", "推送时间: 2026.08.22 10:04:29",
},
not: []string{"开仓价格: 0.00\n", "平均单价: 0.00\n"},
},
}
for _, tc := range cases {
t.Run(tc.name, func(t *testing.T) {
@@ -190,3 +209,30 @@ func TestCopyTradeTemplate(t *testing.T) {
})
}
}
func TestRendererTinyPriceNotScientificOrRounded(t *testing.T) {
r := NewRenderer()
data := map[string]interface{}{"price": 0.00000059, "stopLossPrice": 0.00000055}
out, err := r.Render(`价格: {{.price}}
{{line "止损价" .stopLossPrice}}`, data)
if err != nil {
t.Fatal(err)
}
if strings.Contains(out, "e-") || strings.Contains(out, "E-") {
t.Fatalf("tiny price lost precision:\n%s", out)
}
if !strings.Contains(out, "价格: 0.00000059") || !strings.Contains(out, "止损价：0.00000055") {
t.Fatalf("out=%q", out)
}
}
func TestRendererDoesNotMutateData(t *testing.T) {
r := NewRenderer()
data := map[string]interface{}{"price": 0.00000059}
if _, err := r.Render(`{{printf "%.2f" .price}}`, data); err != nil {
t.Fatal(err)
}
if _, ok := data["price"].(float64); !ok {
t.Fatalf("render mutated caller data: %T", data["price"])
}
}
internal/subscriber/cryptostrategy/convert.go
+6 -19
View File
@@ -4,11 +4,11 @@ import (
"bytes"
"encoding/json"
"fmt"
"math"
"strconv"
"strings"
"time"
"aiaa-notification-service/internal/display"
"aiaa-notification-service/internal/tz"
)
@@ -245,23 +245,23 @@ func format(env envelope, p payload, action string) string {
switch action {
case "CLOSE":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("平仓价格: %s", formatPrice(p.Price)))
lines = append(lines, fmt.Sprintf("平仓价格: %s", display.FormatPrice(p.Price)))
}
case "GAIN":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(p.Price)))
lines = append(lines, fmt.Sprintf("止盈价格: %s", display.FormatPrice(p.Price)))
}
case "SELL":
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("卖出价格: %s", formatPrice(p.Price)))
lines = append(lines, fmt.Sprintf("卖出价格: %s", display.FormatPrice(p.Price)))
}
default:
if p.Price > 0 {
lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(p.Price)))
lines = append(lines, fmt.Sprintf("开仓价格: %s", display.FormatPrice(p.Price)))
}
}
if p.LossPrice > 0 {
lines = append(lines, fmt.Sprintf("止损价格: %s", formatPrice(p.LossPrice)))
lines = append(lines, fmt.Sprintf("止损价格: %s", display.FormatPrice(p.LossPrice)))
}
if er := entryRange(p.Price, p.OpenPrice2); er != "" && p.OpenPrice2 != 0 {
lines = append(lines, fmt.Sprintf("介入区间: %s", er))
@@ -360,19 +360,6 @@ func formatFloat(f float64) string {
return strconv.FormatFloat(f, 'f', -1, 64)
}
// formatPrice renders a price for display. Values >= 1 keep two decimals for
// readability; smaller values use the shortest exact representation so tiny
// prices like 0.00000059 are not collapsed to 0.00.
func formatPrice(v float64) string {
if v == 0 {
return "0.00"
}
if math.Abs(v) >= 1 {
return strconv.FormatFloat(v, 'f', 2, 64)
}
return strconv.FormatFloat(v, 'f', -1, 64)
}
func firstNonEmpty(a, b string) string {
if strings.TrimSpace(a) != "" {
return a
internal/subscriber/cryptostrategy/convert_test.go
+12
View File
@@ -272,6 +272,18 @@ func TestConvertTinyPriceKeepsPrecision(t *testing.T) {
if strings.Contains(formatted, "开仓价格: 0.00\n") {
t.Fatalf("tiny price rounded to 0.00:\n%s", formatted)
}
out, err := engine.NewRenderer().Render("价格：{{.price}}\n止损：{{.stopLossPrice}}\n{{line \"止盈\" .takeProfitPrice}}", data)
if err != nil {
t.Fatal(err)
}
for _, want := range []string{"价格：0.00000059", "止损：0.00000055"} {
if !strings.Contains(out, want) {
t.Fatalf("missing %q in rendered\n%s", want, out)
}
}
if strings.Contains(out, "e-") || strings.Contains(out, "E-") {
t.Fatalf("scientific notation in rendered\n%s", out)
}
}
func TestConvertInvalidJSON(t *testing.T) {
internal/subscriber/tradesignal/convert_test.go
+41
View File
@@ -6,6 +6,7 @@ import (
"testing"
"aiaa-notification-service/internal/config"
"aiaa-notification-service/internal/engine"
)
func TestConvertOpen(t *testing.T) {
@@ -97,3 +98,43 @@ func TestConvertRawMessageWithoutAction(t *testing.T) {
t.Fatalf("data=%v", data)
}
}
func TestConvertThenRenderCopyTradeTinyPEPE(t *testing.T) {
lev := 100
c := NewConverter(map[string]config.StrategyOverride{
"BLONG": {QuantityMultipliers: config.QuantityMultipliers{Open: 100}, Leverage: &lev},
})
_, data, err := c.Convert([]byte(`{
"signalId":"s1","strategyCode":"BLONG","symbol":"PEPEUSDT",
"side":"SHORT","action":"OPEN","quantity":10000000,"price":0.00000059,
"leverage":10,"eventTime":"2026-08-22T02:04:29Z"
}`))
if err != nil {
t.Fatal(err)
}
if p, ok := data["price"].(float64); !ok || p != 0.00000059 {
t.Fatalf("convert price=%v (%T), want float64 0.00000059", data["price"], data["price"])
}
data["pushedAt"] = "2026.08.22 10:04:29"
const tmpl = "{{case .side \"LONG\" \"多单\" \"SHORT\" \"空单\"}}{{case .action \"OPEN\" \"开仓\" \"ADD\" \"加仓\" \"CLOSE\" \"平仓\" \"REDUCE\" \"减仓\"}}\n交易品种: {{case .symbol \"ETHUSDT\" \"ETH\" \"BTCUSDT\" \"BTC\" \"SOLUSDT\" \"SOL\" \"BNBUSDT\" \"BNB\" .symbol}}\n{{case .action \"OPEN\" \"开仓价格\" \"ADD\" \"加仓价格\" \"CLOSE\" \"平仓价格\" \"REDUCE\" \"减仓价格\"}}: {{printf \"%.2f\" .price}}\n{{case .action \"OPEN\" \"开仓数量\" \"ADD\" \"加仓数量\" \"CLOSE\" \"平仓数量\" \"REDUCE\" \"减仓数量\"}}: {{printf \"%.2f\" .quantity}}\n平均单价: {{printf \"%.2f\" .avgPrice}}\n{{if or (eq .action \"OPEN\") (eq .action \"ADD\")}}{{if .leverage}}杠杆: {{.leverage}}x\n{{end}}{{end}}策略: {{case .strategyCode \"BLONG\" \"B龙策略\" .strategyCode}}\n推送时间: {{.pushedAt}}"
out, err := engine.NewRenderer().Render(tmpl, data)
if err != nil {
t.Fatal(err)
}
for _, want := range []string{
"空单开仓",
"交易品种: PEPEUSDT",
"开仓价格: 0.00000059",
"开仓数量: 1000000000.00",
"平均单价: 0.00000059",
"杠杆: 100x",
} {
if !strings.Contains(out, want) {
t.Errorf("missing %q in\n%s", want, out)
}
}
if strings.Contains(out, "开仓价格: 0.00\n") || strings.Contains(out, "平均单价: 0.00\n") {
t.Errorf("tiny price collapsed to 0.00:\n%s", out)
}
}
internal/subscriber/tradesignal/format.go
+13 -27
View File
@@ -2,10 +2,9 @@ package tradesignal
import (
"fmt"
"math"
"strconv"
"strings"
"aiaa-notification-service/internal/display"
"aiaa-notification-service/internal/tz"
)
@@ -31,7 +30,7 @@ func Format(signal *Signal, opts ...FormatOptions) string {
action := strings.ToUpper(signal.Action)
switch action {
case "OPEN":
lines = append(lines, fmt.Sprintf("开仓价格: %s", formatPrice(signal.Price)))
lines = append(lines, fmt.Sprintf("开仓价格: %s", display.FormatPrice(signal.Price)))
if line := sizeLine("OPEN", signal.Quantity, signal.AmountMarginRatio); line != "" {
lines = append(lines, line)
}
@@ -40,23 +39,23 @@ func Format(signal *Signal, opts ...FormatOptions) string {
lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
}
if signal.TakeProfitPrice != nil {
lines = append(lines, fmt.Sprintf("止盈价格: %s", formatPrice(*signal.TakeProfitPrice)))
lines = append(lines, fmt.Sprintf("止盈价格: %s", display.FormatPrice(*signal.TakeProfitPrice)))
}
if signal.StopLossPrice != nil {
lines = append(lines, fmt.Sprintf("止损价格: %s", formatPrice(*signal.StopLossPrice)))
lines = append(lines, fmt.Sprintf("止损价格: %s", display.FormatPrice(*signal.StopLossPrice)))
}
case "CLOSE":
lines = append(lines, fmt.Sprintf("平仓价格: %s", formatPrice(signal.Price)))
lines = append(lines, fmt.Sprintf("平仓价格: %s", display.FormatPrice(signal.Price)))
lines = append(lines, closeSizeLine(signal.Quantity, signal.PosMarginRatio))
lines = appendAvgPrice(lines, opt.AvgPrice)
if signal.PnL != nil {
lines = append(lines, fmt.Sprintf("平仓盈亏: %s", formatPrice(*signal.PnL)))
lines = append(lines, fmt.Sprintf("平仓盈亏: %s", display.FormatPrice(*signal.PnL)))
}
if signal.AccountBalance != nil {
lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
lines = append(lines, fmt.Sprintf("账户余额：%s", display.FormatPrice(*signal.AccountBalance)))
}
case "ADD":
lines = append(lines, fmt.Sprintf("加仓价格: %s", formatPrice(signal.Price)))
lines = append(lines, fmt.Sprintf("加仓价格: %s", display.FormatPrice(signal.Price)))
if line := sizeLine("ADD", signal.Quantity, signal.AmountMarginRatio); line != "" {
lines = append(lines, line)
}
@@ -65,19 +64,19 @@ func Format(signal *Signal, opts ...FormatOptions) string {
lines = append(lines, fmt.Sprintf("杠杆: %dx", signal.Leverage))
}
case "REDUCE":
lines = append(lines, fmt.Sprintf("减仓价格: %s", formatPrice(signal.Price)))
lines = append(lines, fmt.Sprintf("减仓价格: %s", display.FormatPrice(signal.Price)))
if line := sizeLine("REDUCE", signal.Quantity, signal.PosMarginRatio); line != "" {
lines = append(lines, line)
}
lines = appendAvgPrice(lines, opt.AvgPrice)
if signal.PnL != nil {
lines = append(lines, fmt.Sprintf("减仓盈亏: %s", formatPrice(*signal.PnL)))
lines = append(lines, fmt.Sprintf("减仓盈亏: %s", display.FormatPrice(*signal.PnL)))
}
if signal.AccountBalance != nil {
lines = append(lines, fmt.Sprintf("账户余额：%s", formatPrice(*signal.AccountBalance)))
lines = append(lines, fmt.Sprintf("账户余额：%s", display.FormatPrice(*signal.AccountBalance)))
}
default:
lines = append(lines, fmt.Sprintf("价格: %s", formatPrice(signal.Price)))
lines = append(lines, fmt.Sprintf("价格: %s", display.FormatPrice(signal.Price)))
if line := sizeLine("", signal.Quantity, signal.AmountMarginRatio); line != "" {
lines = append(lines, line)
}
@@ -129,7 +128,7 @@ func appendAvgPrice(lines []string, avgPrice *float64) []string {
if avgPrice == nil || *avgPrice <= 0 {
return lines
}
return append(lines, fmt.Sprintf("平均单价: %s", formatPrice(*avgPrice)))
return append(lines, fmt.Sprintf("平均单价: %s", display.FormatPrice(*avgPrice)))
}
func closeSizeLine(quantity, posMarginRatio *float64) string {
@@ -190,19 +189,6 @@ func formatPercent(ratio float64) string {
return fmt.Sprintf("%.2f%%", ratio*100)
}
// formatPrice renders a price for display. Values >= 1 keep two decimals for
// readability; smaller values use the shortest exact representation so tiny
// prices like 0.00000059 are not collapsed to 0.00.
func formatPrice(v float64) string {
if v == 0 {
return "0.00"
}
if math.Abs(v) >= 1 {
return strconv.FormatFloat(v, 'f', 2, 64)
}
return strconv.FormatFloat(v, 'f', -1, 64)
}
func trimQuote(symbol string) string {
symbol = strings.ToUpper(symbol)
for _, suffix := range []string{"USDT", "USDC", "BUSD", "USD"} {