Fix strategy-logic P0s from audit: monitor false-flat, fill-confirmed open/close, mode gates.

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_hedge_plan_orders.py

@@ -50,12 +50,28 @@ class TestHedgePlanOrderPath(unittest.TestCase):
                 "tp": 1900,
                 "sl": 1700,
                 "contracts": 1,
-                "opt_inst_id": "X",
+                "opt_inst_id": "ETH-USD-260731-1800-P",
+                "opt_type": "P",
                 "sheets": 1,
                 "exchange_symbol": "ETH/USDT:USDT",
             },
         )
         self.assertIsNone(ok)
+        bad_type = validate_start_body(
+            "perp_options",
+            {
+                "direction": "long",
+                "entry": 1800,
+                "tp": 1900,
+                "sl": 1700,
+                "contracts": 1,
+                "opt_inst_id": "ETH-USD-260731-1800-C",
+                "opt_type": "C",
+                "sheets": 1,
+                "exchange_symbol": "ETH/USDT:USDT",
+            },
+        )
+        self.assertIsNotNone(bad_type)
 
     def test_gate_can_start_when_live(self):
         g = gate_status(
@@ -196,7 +212,7 @@ class TestHedgePlanOrderPath(unittest.TestCase):
         self.assertIn("卖一", out["msg"])
         cfg["place_option_limit_order"].assert_not_called()
 
-    def test_buy_caps_sheets_to_ask_depth(self):
+    def test_buy_rejects_when_ask_depth_below_request(self):
         from lib.hedge_plan.hedge_plan_orders_lib import _buy_option
 
         quote = MagicMock(
@@ -217,8 +233,9 @@ class TestHedgePlanOrderPath(unittest.TestCase):
             "td_mode_for_option_buy": lambda x: "isolated",
         }
         out = _buy_option(cfg, inst_id="X", sheets=9, dry_run=True)
-        self.assertTrue(out["ok"])
-        self.assertEqual(out["sheets"], 2)
+        self.assertFalse(out["ok"])
+        self.assertIn("不足请求", out["msg"])
+        cfg["place_option_limit_order"].assert_not_called()
 
 
 if __name__ == "__main__":

tests/test_hedge_po_monitor_safety.py

@@ -0,0 +1,101 @@
+"""永期监控:假平仓防护与 TP/SL 分类."""
+import unittest
+from unittest.mock import MagicMock, patch
+
+from lib.hedge_plan.hedge_plan_monitor_lib import (
+    _classify_po_flat_reason,
+    _tick_po,
+    _within_open_grace,
+)
+
+
+class TestPoMonitorSafety(unittest.TestCase):
+    def test_classify_sl_before_tp(self):
+        self.assertEqual(
+            _classify_po_flat_reason(
+                direction="long", entry=1800, mark=1690, tp=1900, sl=1700
+            ),
+            "perp_sl",
+        )
+        self.assertEqual(
+            _classify_po_flat_reason(
+                direction="long", entry=1800, mark=1910, tp=1900, sl=1700
+            ),
+            "perp_tp",
+        )
+
+    def test_classify_ambiguous_prefers_sl(self):
+        # mark 在中间:偏 SL,避免误判 TP 跳过强平期权
+        self.assertEqual(
+            _classify_po_flat_reason(
+                direction="long", entry=1800, mark=1800, tp=1900, sl=1700
+            ),
+            "perp_sl",
+        )
+
+    def test_classify_unknown_without_mark(self):
+        self.assertEqual(
+            _classify_po_flat_reason(
+                direction="long", entry=1800, mark=None, tp=1900, sl=1700
+            ),
+            "perp_flat_unknown",
+        )
+
+    def test_tick_po_skips_when_live_none(self):
+        cfg = {"get_live_position_contracts": lambda *_a, **_k: None}
+        plan = {"id": 1, "direction": "long", "entry_mark": 1800, "tp": 1900, "sl": 1700}
+        legs = [{"leg_role": "perp", "status": "open", "symbol": "ETH/USDT:USDT", "size": 1}]
+        self.assertIsNone(_tick_po(cfg, MagicMock(), plan, legs))
+
+    def test_tick_po_skips_when_live_positive(self):
+        cfg = {"get_live_position_contracts": lambda *_a, **_k: 2.0}
+        plan = {"id": 1, "direction": "long", "entry_mark": 1800, "tp": 1900, "sl": 1700}
+        legs = [{"leg_role": "perp", "status": "open", "symbol": "ETH/USDT:USDT", "size": 1}]
+        self.assertIsNone(_tick_po(cfg, MagicMock(), plan, legs))
+
+    def test_within_grace_true_without_opened_at(self):
+        self.assertTrue(_within_open_grace({}))
+
+    def test_pending_sl_sticky(self):
+        """perp_sl_pending_opt 粘滞,不因 mark 反弹改判 TP."""
+        cfg = {
+            "get_live_position_contracts": lambda *_a, **_k: 0.0,
+            "get_contract_size": lambda *_a, **_k: 0.01,
+            "exchange": None,
+        }
+        plan = {
+            "id": 9,
+            "direction": "long",
+            "entry_mark": 1800,
+            "tp": 1900,
+            "sl": 1700,
+            "premium_total": 5,
+            "opened_at": "2000-01-01 00:00:00",
+            "close_reason": "perp_sl_pending_opt",
+        }
+        legs = [
+            {"id": 1, "leg_role": "perp", "status": "open", "symbol": "ETH/USDT:USDT", "size": 1, "avg_open": 1800},
+            {
+                "id": 2,
+                "leg_role": "option_hedge",
+                "status": "open",
+                "inst_id": "ETH-USD-260731-1700-P",
+                "size": 1,
+                "avg_open": 10,
+            },
+        ]
+        with patch("lib.hedge_plan.hedge_plan_monitor_lib._sell_option") as sell:
+            sell.return_value = {"ok": False, "msg": "thin book", "fully_closed": False}
+            with patch("lib.hedge_plan.hedge_plan_monitor_lib.notify_hedge"):
+                with patch("lib.hedge_plan.hedge_plan_monitor_lib.update_plan") as up:
+                    conn = MagicMock()
+                    out = _tick_po(cfg, conn, plan, legs)
+                    self.assertTrue(out and out.get("retry"))
+                    up.assert_called()
+                    self.assertEqual(up.call_args.kwargs.get("close_reason"), "perp_sl_pending_opt")
+                    self.assertNotEqual(up.call_args.kwargs.get("status"), "closed")
+
+
+if __name__ == "__main__":
+    unittest.main()
+