期权复盘支持纯期权自动生成标的永续双周期K线,按时间标记进场出场。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-15 11:06:44 +08:00
parent b63f6f0962
commit 8f37d02494
5 changed files with 506 additions and 4 deletions
@@ -0,0 +1,157 @@
"""期权复盘自动 K 线:单元测试."""
from __future__ import annotations
import sqlite3
import unittest
from unittest.mock import MagicMock, patch
from lib.options.options_review_chart_async_lib import (
OPTIONS_REVIEW_AUTO_CHART_TF,
build_options_review_chart_filename,
merge_auto_chart_into_images,
schedule_options_review_exchange_chart,
underlying_to_okx_perp_symbol,
)
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import save_review_entry, upsert_option_history_row
def _conn() -> sqlite3.Connection:
c = sqlite3.connect(":memory:")
c.row_factory = sqlite3.Row
init_options_review_tables(c)
return c
class OptionsReviewChartAsyncTests(unittest.TestCase):
def test_underlying_to_okx_perp_symbol(self):
self.assertEqual(
underlying_to_okx_perp_symbol(
"ETH-USD",
normalize_symbol_input_fn=lambda s: f"{s}/USDT",
normalize_okx_symbol_fn=lambda s: f"{s.split('/')[0]}/USDT:USDT"
if "/" in s
else s,
),
"ETH/USDT:USDT",
)
def test_merge_auto_chart_keeps_manual_slots(self):
merged = merge_auto_chart_into_images(
[
{"tf": "auto", "file": "old.png"},
{"tf": "15m", "file": "m15.png"},
],
"new_auto.png",
)
self.assertEqual(merged[0]["tf"], OPTIONS_REVIEW_AUTO_CHART_TF)
self.assertEqual(merged[0]["file"], "new_auto.png")
self.assertEqual(merged[1], {"tf": "15m", "file": "m15.png"})
def test_chart_filename(self):
self.assertEqual(
build_options_review_chart_filename(12), "options_journal_chart_12.png"
)
@patch("lib.options.options_review_chart_async_lib.threading.Thread")
def test_schedule_starts_daemon_thread(self, mock_thread_cls):
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=7,
exchange_symbol="ETH/USDT:USDT",
title_prefix="t",
journal_tfs=["15m", "1h"],
journal_limit=100,
marker_payload={},
upload_folder="/tmp",
generate_chart_fn=MagicMock(),
get_db_fn=MagicMock(),
now_str_fn=lambda: "2026-09-15 12:00:00",
)
mock_thread_cls.assert_called_once()
self.assertTrue(mock_thread_cls.call_args.kwargs.get("daemon"))
thread.start.assert_called_once()
def test_writeback_merges_auto_image(self):
import tempfile
from pathlib import Path
from lib.options.options_review_images_lib import parse_options_review_images_json
with tempfile.TemporaryDirectory() as td:
db_path = Path(td) / "t.db"
def get_db():
c = sqlite3.connect(str(db_path))
c.row_factory = sqlite3.Row
return c
conn = get_db()
init_options_review_tables(conn)
upsert_option_history_row(
conn,
{
"history_key": "ex:chart1",
"inst_id": "ETH-USD-260328-2000-C",
"underlying": "ETH",
"opt_type": "C",
"realized_pnl": 1.0,
"created_at": "2026-09-01 10:00:00",
"closed_at": "2026-09-01 12:00:00",
},
)
trade_id = conn.execute(
"SELECT id FROM options_review_trades WHERE history_key='ex:chart1'"
).fetchone()["id"]
save_review_entry(
conn,
trade_id,
{
"strategy_tag": "测试",
"images": [{"tf": "15m", "file": "options_journal_x_15m.png"}],
},
)
conn.commit()
conn.close()
chart_name = build_options_review_chart_filename(trade_id)
generate = MagicMock(return_value=chart_name)
with patch(
"lib.options.options_review_chart_async_lib.threading.Thread"
) as mock_thread_cls:
thread = MagicMock()
mock_thread_cls.return_value = thread
schedule_options_review_exchange_chart(
trade_id=trade_id,
exchange_symbol="ETH/USDT:USDT",
title_prefix="ETH review",
journal_tfs=["15m", "1h"],
journal_limit=200,
marker_payload={"entry_ts_ms": 1, "exit_ts_ms": 2},
upload_folder=td,
generate_chart_fn=generate,
get_db_fn=get_db,
now_str_fn=lambda: "2026-09-15 12:00:00",
)
target = mock_thread_cls.call_args.kwargs["target"]
target()
conn = get_db()
try:
row = conn.execute(
"SELECT images_json, image FROM options_review_entries WHERE trade_id=?",
(trade_id,),
).fetchone()
self.assertEqual(row["image"], chart_name)
images = parse_options_review_images_json(row["images_json"])
self.assertEqual(images[0]["tf"], "auto")
self.assertEqual(images[0]["file"], chart_name)
self.assertTrue(any(x.get("tf") == "15m" for x in images))
finally:
conn.close()
if __name__ == "__main__":
unittest.main()