修复币本位期权历史权利金/盈亏显示0.00；复盘盈亏按指数换算为U

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 21:51:03 +08:00
parent 1ddfe3f72e
commit e261df0009
7 changed files with 319 additions and 21 deletions
@@ -0,0 +1,50 @@
+"""期权历史/复盘币本位金额."""
+
+from __future__ import annotations
+
+import unittest
+
+from lib.exchange.okx_options_lib import format_option_history_row
+from lib.options.options_review_lib import convert_option_amounts_to_usdt
+
+
+class TestOptionsHistoryCoin(unittest.TestCase):
+    def test_format_option_history_row_coin_premium_fmt(self) -> None:
+        raw = {
+            "instId": "ETH-USD-260822-2250-C",
+            "openAvgPx": "0.02",
+            "closeAvgPx": "0.03",
+            "closeTotalPos": "2",
+            "realizedPnl": "0.002",
+            "pnlRatio": "0.5",
+            "type": "2",
+            "uTime": "1724146497000",
+            "cTime": "1724126855000",
+            "posId": "123",
+            "uly": "ETH-USD",
+        }
+        row = format_option_history_row(raw, tick_sz="0.0001", ct_mult=0.1)
+        self.assertEqual(row["margin_mode"], "coin")
+        self.assertEqual(row["premium_ccy"], "ETH")
+        self.assertAlmostEqual(float(row["premium_paid"]), 0.004, places=6)
+        self.assertNotEqual(row["premium_paid_fmt"], "0.00")
+        self.assertIn("0.004", str(row["premium_paid_fmt"]))
+
+    def test_convert_option_amounts_to_usdt(self) -> None:
+        out = convert_option_amounts_to_usdt(
+            {
+                "inst_id": "ETH-USD-260822-2250-C",
+                "premium_ccy": "ETH",
+                "margin_mode": "coin",
+                "premium_paid": 0.004,
+                "realized_pnl": 0.002,
+            },
+            index_px=2000.0,
+        )
+        self.assertEqual(out["pnl_quote_ccy"], "USDT")
+        self.assertEqual(out["premium_paid"], 8.0)
+        self.assertEqual(out["realized_pnl"], 4.0)
+
+
+if __name__ == "__main__":
+    unittest.main()