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Fix hub total floating PnL by excluding OKX options from swap agent.

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Option legs were scored with linear swap math and then added again from the options snapshot, inflating 总浮盈亏 and 持有仓位.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-05 22:13:22 +08:00
parent 3f6e67661b
commit 7352d10254
5 changed files with 209 additions and 69 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_hub_agent_mark_price.py
+15
View File
@@ -14,6 +14,7 @@ sys.path.insert(0, str(ROOT))
from lib.hub.hub_position_metrics import ( # noqa: E402
enrich_ccxt_position_metrics_out,
estimate_linear_swap_upnl_usdt,
is_option_like_position,
parse_position_unrealized_pnl,
resolve_position_display_upnl,
)
@@ -89,6 +90,20 @@ class TestHubAgentMarkPrice(unittest.TestCase):
)
self.assertAlmostEqual(shown, 7.86, places=2)
def test_is_option_like_position(self):
self.assertTrue(
is_option_like_position({"symbol": "ETH/USD:USD-260806-1875-C", "contracts": 1})
)
self.assertTrue(
is_option_like_position(
{"symbol": "x", "info": {"instType": "OPTION", "instId": "ETH-USD-260806-1875-P"}}
)
)
self.assertFalse(
is_option_like_position({"symbol": "BTC/USDT:USDT", "contracts": 10})
)
self.assertFalse(is_option_like_position({"symbol": "ETH/USDT:USDT"}))
if __name__ == "__main__":
unittest.main()
tests/test_hub_monitor_totals_lib.py
+105 -66
View File
@@ -1,75 +1,114 @@
"""中控监控区今日统计聚合."""
import unittest
from lib.hub.hub_monitor_totals_lib import aggregate_monitor_board_totals
from lib.hub.hub_trades_lib import summarize_trades
def test_aggregate_monitor_board_totals_sums_rows():
rows = [
{
"day_stats": {
"ok": True,
"opens_today": 2,
"trade_stats": {
"closed_count": 1,
"win_count": 1,
"loss_count": 0,
"win_pnl_u": 5.5,
"loss_pnl_u": 0,
class TestHubMonitorTotals(unittest.TestCase):
def test_aggregate_monitor_board_totals_sums_rows(self):
rows = [
{
"day_stats": {
"ok": True,
"opens_today": 2,
"trade_stats": {
"closed_count": 1,
"win_count": 1,
"loss_count": 0,
"win_pnl_u": 5.5,
"loss_pnl_u": 0,
},
},
"agent": {"positions": [{"contracts": 1}], "total_unrealized_pnl": 1.2},
},
"agent": {"positions": [{"contracts": 1}], "total_unrealized_pnl": 1.2},
},
{
"day_stats": {
"ok": True,
"opens_today": 1,
"trade_stats": {
"closed_count": 2,
"win_count": 0,
"loss_count": 2,
"win_pnl_u": 0,
"loss_pnl_u": -3.0,
{
"day_stats": {
"ok": True,
"opens_today": 1,
"trade_stats": {
"closed_count": 2,
"win_count": 0,
"loss_count": 2,
"win_pnl_u": 0,
"loss_pnl_u": -3.0,
},
},
"agent": {"positions": [], "total_unrealized_pnl": 0},
},
"agent": {"positions": [], "total_unrealized_pnl": 0},
},
]
out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
assert out["open_count"] == 3
assert out["closed_count"] == 3
assert out["win_count"] == 1
assert out["loss_count"] == 2
assert out["win_pnl_u"] == 5.5
assert out["loss_pnl_u"] == -3.0
assert out["open_position_count"] == 1
assert out["float_pnl_u"] == 1.2
]
out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
self.assertEqual(out["open_count"], 3)
self.assertEqual(out["closed_count"], 3)
self.assertEqual(out["win_count"], 1)
self.assertEqual(out["loss_count"], 2)
self.assertEqual(out["win_pnl_u"], 5.5)
self.assertEqual(out["loss_pnl_u"], -3.0)
self.assertEqual(out["open_position_count"], 1)
self.assertEqual(out["float_pnl_u"], 1.2)
def test_aggregate_monitor_board_totals_includes_options(self):
rows = [
{
"capabilities": ["options"],
"options": {
"ok": True,
"enabled": True,
"positions": [{"inst_id": "X"}, {"inst_id": "Y"}],
"upl_total_usdc": 1.5,
},
"agent": {"positions": [], "total_unrealized_pnl": 0},
}
]
out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
self.assertEqual(out["options_open_position_count"], 2)
self.assertEqual(out["open_position_count"], 2)
self.assertEqual(out["options_float_pnl_u"], 1.5)
self.assertEqual(out["float_pnl_u"], 1.5)
def test_aggregate_excludes_option_like_agent_positions(self):
"""子代理误把期权当永续上报时:不算进持仓数,浮盈只用期权 snap."""
rows = [
{
"capabilities": ["options"],
"options": {
"ok": True,
"enabled": True,
"positions": [{"inst_id": "ETH-USD-260806-1875-C"}],
"upl_total_usdc": -0.4,
},
"agent": {
"positions": [
{
"symbol": "ETH/USD:USD-260806-1875-C",
"contracts": 66,
"unrealized_pnl": 27.6,
},
{
"symbol": "BTC/USDT:USDT",
"contracts": 1,
"unrealized_pnl": -4.66,
},
],
"total_unrealized_pnl": 22.94,
},
}
]
out = aggregate_monitor_board_totals(rows, trading_day="2026-08-05", reset_hour=8)
self.assertEqual(out["open_position_count"], 2)
self.assertEqual(out["options_open_position_count"], 1)
self.assertEqual(out["options_float_pnl_u"], -0.4)
self.assertEqual(out["float_pnl_u"], round(-4.66 + (-0.4), 4))
def test_summarize_trades_win_loss_amounts(self):
stats = summarize_trades(
[{"pnl_amount": 2.5}, {"pnl_amount": -1.0}, {"pnl_amount": 0}]
)
self.assertEqual(stats["win_count"], 1)
self.assertEqual(stats["loss_count"], 1)
self.assertEqual(stats["win_pnl_u"], 2.5)
self.assertEqual(stats["loss_pnl_u"], -1.0)
def test_aggregate_monitor_board_totals_includes_options():
rows = [
{
"capabilities": ["options"],
"options": {
"ok": True,
"enabled": True,
"positions": [{"inst_id": "X"}, {"inst_id": "Y"}],
"upl_total_usdc": 1.5,
},
"agent": {"positions": [], "total_unrealized_pnl": 0},
}
]
out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
assert out["options_open_position_count"] == 2
assert out["open_position_count"] == 2
assert out["options_float_pnl_u"] == 1.5
assert out["float_pnl_u"] == 1.5
def test_summarize_trades_win_loss_amounts():
from lib.hub.hub_trades_lib import summarize_trades
stats = summarize_trades(
[{"pnl_amount": 2.5}, {"pnl_amount": -1.0}, {"pnl_amount": 0}]
)
assert stats["win_count"] == 1
assert stats["loss_count"] == 1
assert stats["win_pnl_u"] == 2.5
assert stats["loss_pnl_u"] == -1.0
if __name__ == "__main__":
unittest.main()