Add end-plan action; never show unfilled option legs as open.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-20 09:36:46 +08:00
parent 8597e47596
commit a43cb35d9a
6 changed files with 369 additions and 5 deletions
@@ -0,0 +1,140 @@
+"""对冲计划:人工结束 + 未成交不显示 open."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+from unittest import mock
+
+from lib.hedge_plan.hedge_plan_db import (
+    get_plan,
+    get_plan_legs,
+    init_hedge_plan_tables,
+    insert_leg,
+    insert_plan,
+    legs_contract_summary,
+)
+from lib.hedge_plan.hedge_plan_orders_lib import (
+    execute_manual_end_plan,
+    reconcile_unfilled_option_legs,
+)
+
+
+def _mem():
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_hedge_plan_tables(conn)
+    return conn
+
+
+class TestHedgePlanEnd(unittest.TestCase):
+    def test_legs_summary_marks_unfilled(self):
+        s = legs_contract_summary(
+            [
+                {"leg_role": "option_a", "inst_id": "ETH-C", "status": "pending"},
+                {"leg_role": "option_b", "inst_id": "ETH-P", "status": "open"},
+                {"leg_role": "option_a", "inst_id": "X", "status": "cancelled"},
+            ]
+        )
+        self.assertIn("(待补)", s)
+        self.assertIn("(未成交)", s)
+
+    def test_reconcile_ghost_open_to_pending(self):
+        conn = _mem()
+        pid = insert_plan(
+            conn,
+            {
+                "plan_type": "options_options",
+                "status": "active",
+                "underlying": "ETH",
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_a",
+                "inst_id": "ETH-USD_UM-260720-1870-C",
+                "status": "open",
+                "exchange_ord_id": "1",
+                "avg_open": 0.01,
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_b",
+                "inst_id": "ETH-USD_UM-260720-1870-P",
+                "status": "open",
+                "exchange_ord_id": "2",
+                "avg_open": 0.02,
+            },
+        )
+        cfg = {"exchange_options": object()}
+        with mock.patch(
+            "lib.hedge_plan.hedge_plan_orders_lib._live_option_pos_sheets",
+            side_effect=lambda ex, inst: 0.0 if "C" in inst else 50.0,
+        ), mock.patch(
+            "lib.exchange.okx_options_lib.fetch_option_order",
+            return_value={"ok": True, "state": "canceled", "acc_fill_sz": 0},
+        ):
+            notes = reconcile_unfilled_option_legs(cfg, conn, pid)
+        self.assertTrue(notes)
+        legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
+        self.assertEqual(legs["option_a"]["status"], "pending")
+        self.assertEqual(legs["option_b"]["status"], "open")
+        self.assertEqual(get_plan(conn, pid)["status"], "partial")
+
+    def test_manual_end_no_flat(self):
+        conn = _mem()
+        pid = insert_plan(
+            conn,
+            {
+                "plan_type": "options_options",
+                "status": "partial",
+                "underlying": "ETH",
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_a",
+                "inst_id": "ETH-C",
+                "status": "pending",
+                "exchange_ord_id": "9",
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_b",
+                "inst_id": "ETH-P",
+                "status": "open",
+                "exchange_ord_id": "8",
+            },
+        )
+        cfg = {"exchange_options": object()}
+        with mock.patch(
+            "lib.hedge_plan.hedge_plan_orders_lib.reconcile_unfilled_option_legs",
+            return_value=[],
+        ), mock.patch(
+            "lib.exchange.okx_options_lib.cancel_option_order",
+            return_value={"ok": True},
+        ) as cancel, mock.patch(
+            "lib.hedge_plan.hedge_plan_notify_lib.notify_plan_end",
+            return_value=True,
+        ):
+            out = execute_manual_end_plan(cfg, conn, pid)
+        self.assertTrue(out.get("ok"))
+        self.assertEqual(get_plan(conn, pid)["status"], "closed")
+        self.assertEqual(get_plan(conn, pid)["close_reason"], "manual")
+        legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
+        self.assertEqual(legs["option_a"]["status"], "cancelled")
+        self.assertEqual(legs["option_b"]["status"], "open")  # 已有持仓不动
+        cancel.assert_called()
+
+
+if __name__ == "__main__":
+    unittest.main()