Show hedge targets in options monitoring
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -4,6 +4,7 @@ import unittest
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from lib.hedge_plan.hedge_plan_db import (
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_metrics_from_pnls,
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active_options_targets_by_inst,
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delete_plan,
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init_hedge_plan_tables,
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insert_leg,
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@@ -116,6 +117,44 @@ class TestHedgeHistoryStats(unittest.TestCase):
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self.assertIn("永续 ETH/USDT:USDT", s)
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self.assertIn("ETH-USD_UM-260715-1790-P", s)
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def test_active_options_targets_are_read_only_plan_targets(self):
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conn = _mem()
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pid = insert_plan(
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conn,
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{
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"plan_type": "options_options",
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"status": "active",
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"underlying": "ETH",
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"target_price_up": 1950,
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"target_price_down": 1800,
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_a",
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"inst_id": "ETH-USD_UM-260719-1890-C",
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"opt_type": "C",
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"status": "open",
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_b",
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"inst_id": "ETH-USD_UM-260719-1850-P",
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"opt_type": "P",
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"status": "open",
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},
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)
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targets = active_options_targets_by_inst(conn)
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self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["target_index"], 1950)
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self.assertEqual(targets["ETH-USD_UM-260719-1850-P"]["target_index"], 1800)
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self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
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if __name__ == "__main__":
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unittest.main()
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