chore: restore codebase to state before 2026-08-11 changes
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -102,7 +102,8 @@ class TestHedgePlanCalc(unittest.TestCase):
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a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
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b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
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p = build_options_options_preview(
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profit_rr=2,
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target_price_up=3500,
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target_price_down=3000,
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index_px=3200,
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leg_a=a,
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leg_b=b,
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@@ -110,11 +111,11 @@ class TestHedgePlanCalc(unittest.TestCase):
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self.assertEqual(p["summary"]["premium_paid"], 10)
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self.assertTrue(p["summary"]["expiry_is_loss"])
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self.assertEqual(p["summary"]["rr_risk_premium"], 10)
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self.assertEqual(p["summary"]["oo_profit_rr"], 2)
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self.assertAlmostEqual(p["summary"]["target_profit"], 20.0, places=4)
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self.assertEqual(len(p["scenarios"]), 3)
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self.assertEqual(p["scenarios"][0]["id"], "rr_target")
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self.assertEqual(p["scenarios"][1]["id"], "expiry_flat")
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self.assertIsNotNone(p["summary"]["rr_at_up"])
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self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
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self.assertEqual(len(p["scenarios"]), 4)
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self.assertEqual(p["scenarios"][0]["id"], "target_up")
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self.assertEqual(p["scenarios"][1]["id"], "target_down")
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def test_oo_legacy_single_target_still_works(self):
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a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
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@@ -123,21 +124,6 @@ class TestHedgePlanCalc(unittest.TestCase):
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self.assertEqual(p["target_price_up"], 3500)
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self.assertEqual(p["target_price_down"], 3500)
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def test_oo_legacy_up_down_rr_fields(self):
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a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
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b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
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p = build_options_options_preview(
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target_price_up=3500,
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target_price_down=3000,
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index_px=3200,
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leg_a=a,
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leg_b=b,
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)
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self.assertIsNotNone(p["summary"]["rr_at_up"])
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self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
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self.assertEqual(p["scenarios"][0]["id"], "target_up")
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self.assertEqual(p["scenarios"][1]["id"], "target_down")
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def test_perp_short_pnl(self):
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self.assertEqual(
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perp_pnl(direction="short", entry=100, exit_px=90, contracts=1, contract_size=1),
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@@ -155,32 +155,6 @@ class TestHedgeHistoryStats(unittest.TestCase):
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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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def test_active_options_targets_rr_mode_marks_managed(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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"oo_profit_rr": 2,
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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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targets = active_options_targets_by_inst(conn)
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self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
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self.assertIsNone(targets["ETH-USD_UM-260719-1890-C"]["target_index"])
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self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["oo_profit_rr"], 2.0)
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if __name__ == "__main__":
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unittest.main()
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@@ -1,55 +0,0 @@
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"""期权合约列表缓存与限频退避."""
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from __future__ import annotations
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import time
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import unittest
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from unittest.mock import MagicMock, patch
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from lib.exchange import okx_options_lib as m
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class FetchOptionInstrumentsCacheTests(unittest.TestCase):
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def setUp(self):
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m.invalidate_option_instruments_cache()
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def tearDown(self):
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m.invalidate_option_instruments_cache()
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def test_cache_hit_skips_second_api_call(self):
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ex = MagicMock()
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ex.public_get_public_instruments.return_value = {
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"data": [
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{
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"instId": "ETH-USD_UM-260812-2000-C",
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"state": "live",
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"expTime": "9999999999999",
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}
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]
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}
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a = m.fetch_option_instruments(ex, "ETH-USD_UM")
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b = m.fetch_option_instruments(ex, "ETH-USD_UM")
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self.assertEqual(len(a), 1)
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self.assertEqual(len(b), 1)
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self.assertEqual(ex.public_get_public_instruments.call_count, 1)
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@patch("lib.exchange.okx_options_lib.time.sleep", return_value=None)
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def test_rate_limit_falls_back_to_stale_cache(self, _sleep):
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ex = MagicMock()
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ex.public_get_public_instruments.return_value = {
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"data": [{"instId": "ETH-USD_UM-260812-2000-C", "state": "live"}]
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}
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first = m.fetch_option_instruments(ex, "ETH-USD_UM")
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self.assertEqual(len(first), 1)
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# 过期 TTL,但仍在 stale 窗口
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with m._INSTRUMENTS_CACHE_LOCK:
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m._INSTRUMENTS_CACHE["ETH-USD_UM"]["updated_at"] = time.time() - 120
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ex.public_get_public_instruments.side_effect = Exception(
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'okx {"msg":"Too Many Requests","code":"50011"}'
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)
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second = m.fetch_option_instruments(ex, "ETH-USD_UM")
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self.assertEqual(len(second), 1)
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self.assertEqual(second[0]["instId"], "ETH-USD_UM-260812-2000-C")
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if __name__ == "__main__":
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unittest.main()
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@@ -1,4 +1,4 @@
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"""期权目标委托单元测试(盈亏比 + 旧指数兼容)."""
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"""期权目标位委托单元测试."""
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from __future__ import annotations
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import sqlite3
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@@ -8,7 +8,6 @@ from lib.options.options_target_lib import (
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ensure_target_tables,
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list_active_targets,
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list_closing_targets,
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profit_rr_hit,
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run_options_target_closes,
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target_hit,
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upsert_target_monitor,
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@@ -22,67 +21,7 @@ class OptionsTargetLibTests(unittest.TestCase):
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self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
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self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
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def test_profit_rr_hit(self):
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# premium=10, rr=2 → need pnl≥20 → recycle≥30 → bid*sheets*ct ≥30
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self.assertTrue(
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profit_rr_hit(premium=10, bid=30, sheets=1, ct_mult=1, profit_rr=2)
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)
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self.assertFalse(
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profit_rr_hit(premium=10, bid=29.9, sheets=1, ct_mult=1, profit_rr=2)
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)
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self.assertFalse(
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profit_rr_hit(premium=10, bid=None, sheets=1, ct_mult=1, profit_rr=2)
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)
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def test_upsert_rr_and_trigger_close(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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ensure_target_tables(conn)
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out = upsert_target_monitor(
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conn,
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inst_id="ETH-USD_UM-260717-1900-C",
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profit_rr=2,
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opt_type="C",
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sheets=1,
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)
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self.assertTrue(out["ok"])
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self.assertEqual(out.get("profit_rr"), 2.0)
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self.assertEqual(len(list_active_targets(conn)), 1)
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closed = []
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def close_fn(inst_id: str):
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closed.append(inst_id)
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return {
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"ok": True,
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"submitted_sheets": 1,
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"premium_received": 30.0,
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"close_ord_id": "oid1",
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"fully_closed": True,
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"remaining_sheets": 0,
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}
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# bid=30, ct=1 → pnl=20 ≥ 2*10; premium 来自持仓字段
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n = run_options_target_closes(
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conn,
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[
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{
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"inst_id": "ETH-USD_UM-260717-1900-C",
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"idx_px": 1885,
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"opt_type": "C",
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"pos": 1,
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"ct_mult": 1,
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"premium_paid": 10,
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}
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],
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close_fn=close_fn,
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bid_fn=lambda _i: 30.0,
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)
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self.assertEqual(n, 1)
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self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
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self.assertEqual(len(list_active_targets(conn)), 0)
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def test_upsert_and_trigger_close_legacy_index(self):
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def test_upsert_and_trigger_close(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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ensure_target_tables(conn)
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@@ -168,6 +107,7 @@ class OptionsTargetLibTests(unittest.TestCase):
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self.assertEqual(len(list_active_targets(conn)), 0)
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self.assertEqual(len(list_closing_targets(conn)), 1)
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# 模拟后续 sync 异常也不会再推:closing 重试静默
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n2 = run_options_target_closes(
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conn,
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pos,
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@@ -180,6 +120,7 @@ class OptionsTargetLibTests(unittest.TestCase):
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self.assertEqual(len(list_closing_targets(conn)), 0)
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def test_commit_before_wechat_survives_later_rollback(self):
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"""状态在推送前已 commit,外层异常回滚不应让委托回到 active."""
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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ensure_target_tables(conn)
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@@ -208,10 +149,12 @@ class OptionsTargetLibTests(unittest.TestCase):
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close_fn=close_fn,
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send_wechat=notices.append,
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)
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# 模拟 loop 后续 sync 抛错后 close 未再 commit —— 但 status 已提前 commit
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conn.rollback()
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self.assertEqual(len(notices), 1)
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self.assertEqual(len(list_active_targets(conn)), 0)
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# 下一轮不应再次触发推送
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n2 = run_options_target_closes(
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conn,
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[{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}],
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