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feat: margin utilization summary - #16

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XucroYuri merged 4 commits into
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goratio-dev-margin-util
Sep 3, 2026
Merged

feat: margin utilization summary#16
XucroYuri merged 4 commits into
mainfrom
goratio-dev-margin-util

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新增 margin_utilization_summary,统计批量持仓保证金占用率。

Copilot AI lite review requested due to automatic review settings September 3, 2026 00:04

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🟢 Approval recommended

变更范围小且自包含,新增功能具备明确输入校验并有对应单元测试覆盖,文档/路线图同步更新一致。

Pull request overview

本 PR 增加了一个用于批量持仓模拟结果的保证金占用率统计摘要函数 margin_utilization_summary,用于在研究/回测场景下快速汇总逐笔近似的保证金占用水平,并补齐对应的单元测试与变更记录。

Changes:

  • goratio.margin 中新增 margin_utilization_summary(),基于 rows[*].margin_estimate 计算 mean/max utilization(相对 initial_capital)。
  • 新增单元测试覆盖 valid_margin_count、均值与最大占用率计算。
  • 更新 CHANGELOG 与 ROADMAP,记录新 API 与测试数量变化。
File summaries
File Description
tests/test_margin.py 增加 margin_utilization_summary() 的单测用例与断言。
src/goratio/margin.py 新增保证金占用率摘要函数实现与输入校验。
CHANGELOG.md 在 Unreleased 新增项中补充新函数条目。
.planning/ROADMAP.md 将新函数标记为已完成,并更新当前测试数量说明。
Review details
  • Files reviewed: 4/4 changed files
  • Comments generated: 0
  • Review effort level: Lite

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@XucroYuri
XucroYuri merged commit 28c3518 into main Sep 3, 2026
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@XucroYuri
XucroYuri deleted the goratio-dev-margin-util branch September 3, 2026 00:06
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2 participants