Color 期期 preview PnL and show RR vs full premium loss.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-19 15:43:01 +08:00
parent 7938628485
commit 38ac258497
6 changed files with 77 additions and 18 deletions
+3
View File
@@ -110,6 +110,9 @@ class TestHedgePlanCalc(unittest.TestCase):
)
self.assertEqual(p["summary"]["premium_paid"], 10)
self.assertTrue(p["summary"]["expiry_is_loss"])
self.assertEqual(p["summary"]["rr_risk_premium"], 10)
self.assertIsNotNone(p["summary"]["rr_at_up"])
self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
self.assertEqual(len(p["scenarios"]), 4)
self.assertEqual(p["scenarios"][0]["id"], "target_up")
self.assertEqual(p["scenarios"][1]["id"], "target_down")