Gate option closes behind 2x recycle sustained for 2 minutes.

Require bid-side recoverable premium at least 2x cost continuously before target auto-close or depth close can fire.

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_options_close_gate_lib.py

@@ -0,0 +1,43 @@
+"""期权平仓门控:可回收≥2×权利金且持续持有."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
+
+
+class OptionsCloseGateTests(unittest.TestCase):
+    def setUp(self):
+        clear_close_gate()
+
+    def tearDown(self):
+        clear_close_gate()
+
+    def test_below_2x_not_ready(self):
+        g = update_close_gate("ETH-X", recycle_usdc=15.0, premium_paid=10.0, now=1000.0)
+        self.assertFalse(g["recycle_ok"])
+        self.assertFalse(g["ready"])
+
+    def test_meets_2x_needs_hold(self):
+        g1 = update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        self.assertTrue(g1["recycle_ok"])
+        self.assertFalse(g1["ready"])
+        self.assertAlmostEqual(g1["remain_seconds"], 120.0)
+
+        g2 = update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
+        self.assertTrue(g2["ready"])
+        self.assertGreaterEqual(g2["held_seconds"], 120.0)
+
+    def test_break_resets_timer(self):
+        update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1100.0)
+        g_break = update_close_gate("ETH-X", recycle_usdc=12.0, premium_paid=10.0, now=1110.0)
+        self.assertFalse(g_break["recycle_ok"])
+        g_again = update_close_gate("ETH-X", recycle_usdc=22.0, premium_paid=10.0, now=1111.0)
+        self.assertTrue(g_again["recycle_ok"])
+        self.assertFalse(g_again["ready"])
+        self.assertAlmostEqual(g_again["held_seconds"], 0.0)
+
+
+if __name__ == "__main__":
+    unittest.main()