Add options index target monitors that auto limit-close on hit.

Position and order forms can arm a target; right-side and hub panels show active monitors; expiry remains the stop with no separate SL.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-15 15:27:46 +08:00
parent 8d2da921ee
commit d6823a2903
13 changed files with 1011 additions and 18 deletions
+16 -11
View File
@@ -1,5 +1,5 @@
from unittest import TestCase
from unittest.mock import MagicMock
from unittest.mock import MagicMock, patch
from lib.options.options_hub_lib import build_options_hub_snapshot
@@ -10,7 +10,15 @@ class OptionsHubLibTests(TestCase):
self.assertFalse(out["enabled"])
self.assertTrue(out["ok"])
def test_build_options_hub_snapshot_positions(self):
@patch("lib.options.options_hub_lib._compute_options_stats", return_value={})
@patch("lib.options.options_positions_lib.build_display_option_positions")
def test_build_options_hub_snapshot_positions(self, mock_positions, _mock_stats):
mock_positions.return_value = [
{"inst_id": "ETH-USD_UM-260703-1800-C", "pos": 2, "upl": 1.5, "mark_px": 0.1}
]
conn = MagicMock()
conn.__enter__ = MagicMock(return_value=conn)
conn.__exit__ = MagicMock(return_value=False)
cfg = {
"enabled": True,
"exchange_options": object(),
@@ -18,19 +26,16 @@ class OptionsHubLibTests(TestCase):
"fetch_option_positions": lambda ex: [
{"instId": "ETH-USD_UM-260703-1800-C", "pos": "2", "upl": "1.5", "markPx": "0.1"}
],
"format_position_row": lambda p: {
"inst_id": p.get("instId"),
"pos": 2,
"upl": 1.5,
"mark_px": 0.1,
},
"fetch_options_balances": lambda ex: {"trading_usdc": 9.5, "funding_usdc": 12.0},
"get_db": MagicMock(),
"get_db": MagicMock(return_value=conn),
"trade_budget": 10,
"account_label": "OKX期权",
}
out = build_options_hub_snapshot(cfg)
self.assertTrue(out["ok"])
with patch("lib.options.options_target_lib.list_active_targets", return_value=[]):
with patch("lib.options.options_target_lib.targets_by_inst", return_value={}):
out = build_options_hub_snapshot(cfg)
self.assertTrue(out["ok"], out.get("msg"))
self.assertEqual(out["position_count"], 1)
self.assertEqual(out["upl_total_usdc"], 1.5)
self.assertEqual(out["trading_usdc"], 9.5)
self.assertEqual(out.get("target_monitors"), [])
+54
View File
@@ -0,0 +1,54 @@
"""期权目标位委托单元测试."""
from __future__ import annotations
import sqlite3
import unittest
from lib.options.options_target_lib import (
ensure_target_tables,
list_active_targets,
run_options_target_closes,
target_hit,
upsert_target_monitor,
)
class OptionsTargetLibTests(unittest.TestCase):
def test_target_hit_call_put(self):
self.assertTrue(target_hit(opt_type="C", index_px=2000, target_index=1950))
self.assertFalse(target_hit(opt_type="C", index_px=1900, target_index=1950))
self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
def test_upsert_and_trigger_close(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
ensure_target_tables(conn)
out = upsert_target_monitor(
conn,
inst_id="ETH-USD_UM-260717-1900-C",
target_index=1880,
opt_type="C",
sheets=1,
)
self.assertTrue(out["ok"])
self.assertEqual(len(list_active_targets(conn)), 1)
closed = []
def close_fn(inst_id: str):
closed.append(inst_id)
return {"ok": True, "submitted_sheets": 1, "premium_received": 1.2, "close_ord_id": "oid1"}
n = run_options_target_closes(
conn,
[{"inst_id": "ETH-USD_UM-260717-1900-C", "idx_px": 1885, "opt_type": "C"}],
close_fn=close_fn,
)
self.assertEqual(n, 1)
self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
self.assertEqual(len(list_active_targets(conn)), 0)
if __name__ == "__main__":
unittest.main()