Sync OKX options closed trades into hub archive with a separate tab.

Mirror perpetual archive flow into archive_options_trade_cache for offline calendar and review. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 00:39:59 +08:00
parent 6f1ae14b3d
commit 54f1857fa2
8 changed files with 1058 additions and 27 deletions
@@ -0,0 +1,69 @@
+"""期权档案缓存 upsert / 列表 / 日历."""
+
+from __future__ import annotations
+
+import tempfile
+import unittest
+from pathlib import Path
+
+from lib.hub.hub_options_archive_lib import (
+    init_options_archive_db,
+    list_archive_options_calendar,
+    list_daily_options_trades,
+    upsert_options_trades_cache,
+)
+
+
+class TestHubOptionsArchive(unittest.TestCase):
+    def setUp(self) -> None:
+        self._td = tempfile.TemporaryDirectory()
+        self.db = Path(self._td.name) / "hub_symbol_archive.db"
+        init_options_archive_db(self.db)
+
+    def tearDown(self) -> None:
+        self._td.cleanup()
+
+    def test_upsert_and_list_daily(self) -> None:
+        trades = [
+            {
+                "history_key": "local_opt:1",
+                "source_type": "option_spot",
+                "source_label": "纯期权",
+                "underlying": "ETH",
+                "inst_id": "ETH-USD-250725-3200-C",
+                "opt_type": "C",
+                "opened_at": "2026-07-20 10:00:00",
+                "closed_at": "2026-07-20 16:00:00",
+                "hold_seconds": 21600,
+                "realized_pnl_total": 12.5,
+                "premium_paid": 8.0,
+                "reviewed": True,
+                "strategy_tag": "假突破",
+            },
+            {
+                "history_key": "local_opt:2",
+                "source_type": "option_spot",
+                "underlying": "ETH",
+                "opened_at": "2026-07-19 10:00:00",
+                "closed_at": "2026-07-19 12:00:00",
+                "realized_pnl_total": -3.0,
+                "excluded_as_hedge_leg": 1,
+            },
+        ]
+        r = upsert_options_trades_cache("okx", trades, db_path=self.db)
+        self.assertEqual(r["upserted"], 1)
+        payload = list_daily_options_trades(
+            "2026-07-20",
+            period="today",
+            db_path=self.db,
+        )
+        self.assertEqual(len(payload["trades"]), 1)
+        self.assertEqual(payload["trades"][0]["history_key"], "local_opt:1")
+        self.assertAlmostEqual(payload["stats"]["pnl_total"], 12.5)
+        cal = list_archive_options_calendar(2026, 7, db_path=self.db)
+        self.assertIn("2026-07-20", cal["days"])
+        self.assertEqual(cal["days"]["2026-07-20"]["open_count"], 1)
+
+
+if __name__ == "__main__":
+    unittest.main()