Add OKX hedge-plan P0: env group, preview page, and PnL scenario math.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-14 11:00:15 +08:00
parent d27ccbea8f
commit 1fa98425e7
18 changed files with 2232 additions and 1 deletions
@@ -0,0 +1,86 @@
+"""对冲计划 P0 测算口径单测."""
+import unittest
+
+from lib.hedge_plan.hedge_plan_calc_lib import (
+    build_options_options_preview,
+    build_perp_options_preview,
+    gate_status,
+    option_expiry_pnl,
+    option_premium_total,
+    perp_pnl,
+)
+
+
+class TestHedgePlanCalc(unittest.TestCase):
+    def test_perp_tp_accounting_is_profit_minus_premium(self):
+        p = build_perp_options_preview(
+            direction="long",
+            entry=3200,
+            tp=3400,
+            sl=3000,
+            contracts=50,
+            contract_size=0.01,
+            opt_type="P",
+            strike=3100,
+            sheets=10,
+            ct_mult=0.01,
+            premium_paid=8,
+            index_px=3200,
+        )
+        self.assertEqual(p["summary"]["tp_total"], 92.0)
+        self.assertEqual(p["scenarios"][0]["options_pnl"], -8.0)
+
+    def test_perp_sl_accounting_is_option_plus_perp_signed(self):
+        p = build_perp_options_preview(
+            direction="long",
+            entry=3200,
+            tp=3400,
+            sl=3000,
+            contracts=50,
+            contract_size=0.01,
+            opt_type="P",
+            strike=3100,
+            sheets=10,
+            ct_mult=0.01,
+            premium_paid=8,
+            index_px=3200,
+        )
+        self.assertEqual(p["summary"]["sl_total"], -98.0)
+        self.assertEqual(p["summary"]["hedge_ratio_at_sl"], 2.0)
+
+    def test_option_premium_and_expiry(self):
+        self.assertEqual(option_premium_total(ask=80, sheets=1, ct_mult=0.01), 0.8)
+        self.assertEqual(
+            option_expiry_pnl(
+                opt_type="P", strike=3100, spot=3000, sheets=10, ct_mult=0.01, premium_paid=8
+            ),
+            2.0,
+        )
+
+    def test_gate_perp_requires_full_margin_for_start_message(self):
+        g = gate_status(
+            hedge_enabled=True,
+            sizing_mode="risk",
+            plan_type="perp_options",
+            options_enabled=True,
+        )
+        self.assertTrue(g["can_preview"])
+        self.assertFalse(g["can_start"])
+        self.assertTrue(any("全仓" in r for r in g["reasons"]))
+
+    def test_oo_expiry_loss_flag(self):
+        a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        p = build_options_options_preview(target_price=3500, index_px=3200, leg_a=a, leg_b=b)
+        self.assertEqual(p["summary"]["premium_paid"], 10)
+        self.assertTrue(p["summary"]["expiry_is_loss"])
+
+    def test_perp_short_pnl(self):
+        self.assertEqual(
+            perp_pnl(direction="short", entry=100, exit_px=90, contracts=1, contract_size=1),
+            10,
+        )
+
+
+if __name__ == "__main__":
+    unittest.main()