币本位期权数据统计按指数折算为U,不再误标USDC导致0.00
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -84,3 +84,21 @@ class OptionsStatsLibTests(TestCase):
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self.assertAlmostEqual(out["profit_loss_ratio"], 0.33, places=2)
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self.assertEqual(out["open_count"], 1)
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self.assertAlmostEqual(out["net_realized_pnl"], round(0.87 - 3.99 - 1.33, 4), places=4)
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def test_compute_options_stats_coin_to_usdt(self):
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history = [
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{
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"status": "closed",
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"realized_pnl": 0.00078,
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"premium_ccy": "ETH",
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"margin_mode": "coin",
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"inst_id": "ETH-USD-260822-2250-C",
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"idx_px": 2280,
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"created_at": "2026-08-20 08:00:00",
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"closed_at": "2026-08-20 13:32:00",
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}
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]
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out = compute_options_stats_from_history(history)
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self.assertEqual(out["pnl_unit"], "U")
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self.assertEqual(out["total_closed"], 1)
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self.assertAlmostEqual(out["net_realized_pnl"], 0.00078 * 2280, places=4)
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