feat: net P&L after financing cost - #23
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Pull request overview
该 PR 扩展 position_pnl_estimate() 的输出，使其在原有换月收益 P&L 估算基础上，额外给出保证金资金成本与扣减后的净 P&L，以支持更贴近资金占用的持仓收益评估。
Changes:
- 在
position_pnl_estimate()中新增持有天数、资金成本估算与净 P&L 字段输出 - 补充单测对新增字段的基本断言
- 更新 CHANGELOG 与 ROADMAP，反映新增能力
File summaries
| File | Description |
|---|---|
| src/goratio/margin.py | 增加 holding_days、financing_cost_estimate、net_pnl_estimate 输出并参与净值计算 |
| tests/test_margin.py | 为 position_pnl_estimate() 新增字段增加断言 |
| CHANGELOG.md | 记录 position_pnl_estimate() 新增资金成本与净 P&L 估算 |
| .planning/ROADMAP.md | 勾选/记录“输出扣减资金成本后的净 P&L”里程碑 |
Review details
- Files reviewed: 4/4 changed files
- Comments generated: 5
- Review effort level: Lite
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| holding_days = max(0, (exit_date - entry_date).days) | ||
| financing = financing_cost_estimate(margin, holding_days) |
| "holding_days": holding_days, | ||
| "financing_cost_estimate": financing, | ||
| "pnl_estimate": pnl, | ||
| "net_pnl_estimate": net_pnl, |
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| self.assertGreater(result["holding_days"], 0) | ||
| self.assertIsNotNone(result["net_pnl_estimate"]) |
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| - `financing_cost_estimate()`：保证金资金成本估算； | ||
| - `position_pnl_estimate()` 增加资金成本与净 P&L 估算。 |
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| net_pnl = ( | ||
| pnl - financing | ||
| if pnl is not None | ||
| else None | ||
| ) |
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position_pnl_estimate 输出资金成本与扣费后净 P&L。