Add hub strategy compare page for perp vs options vs 7:3 hedge.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-23 14:39:59 +08:00
parent b6156e0049
commit ed3033d793
9 changed files with 1094 additions and 2 deletions
@@ -0,0 +1,82 @@
+"""策略对比仓位与情景测算."""
+from __future__ import annotations
+
+from lib.hub.hub_compare_lib import run_compare
+
+
+def test_long_eth_realistic_asks():
+    out = run_compare(
+        {
+            "base": "ETH",
+            "direction": "long",
+            "entry": 3500,
+            "sl": 3400,
+            "tp": 3700,
+            "risk_u": 10,
+            "option": {"opt_type": "C", "strike": 3600, "ask": 50},
+            "hedge": {
+                "main": {"opt_type": "C", "strike": 3600, "ask": 50},
+                "side": {"opt_type": "P", "strike": 3400, "ask": 30},
+            },
+        }
+    )
+    assert out["ok"] is True
+    perp = out["perp"]
+    # 每张止损 = 100 * 0.01 = 1U → 10 张
+    assert perp["sheets"] == 10
+    assert abs(perp["path_b_sl"] + 10) < 1e-6
+    assert perp["path_a_tp"] > 0
+    assert perp["path_c_realized"] == perp["path_b_sl"]
+    assert perp["path_c_missed"] == perp["path_a_tp"]
+
+    opt = out["option"]
+    assert opt["ok"] is True
+    # unit = 50 * 0.01 = 0.5U → 20 张, premium = 10
+    assert opt["sheets"] == 20
+    assert abs(opt["premium_u"] - 10) < 1e-6
+    assert abs(opt["path_b_worst"] + 10) < 1e-6
+    # at TP 3700, call 3600 intrinsic = 100 * 20 * 0.01 = 20, pnl = 20-10 = 10
+    assert abs(opt["path_a_tp"] - 10) < 1e-6
+    assert abs(opt["path_c_hold_to_tp"] - opt["path_a_tp"]) < 1e-6
+
+    hedge = out["hedge"]
+    assert hedge["ok"] is True
+    # main budget 7, unit 0.5 → 14 sheets; side budget 3, unit 0.3 → 10 sheets
+    assert hedge["main"]["sheets"] == 14
+    assert hedge["side"]["sheets"] == 10
+    assert out["recommend"]["choice"] in ("合约", "单期权", "期期对冲")
+
+
+def test_short_validation():
+    bad = run_compare(
+        {
+            "base": "ETH",
+            "direction": "short",
+            "entry": 3500,
+            "sl": 3400,
+            "tp": 3300,
+            "risk_u": 10,
+        }
+    )
+    assert bad["ok"] is False
+
+
+def test_recommend_has_bullets():
+    out = run_compare(
+        {
+            "base": "ETH",
+            "direction": "long",
+            "entry": 3500,
+            "sl": 3490,
+            "tp": 3520,
+            "risk_u": 10,
+            "option": {"opt_type": "C", "strike": 3500, "ask": 20},
+            "hedge": {
+                "main": {"opt_type": "C", "strike": 3500, "ask": 20},
+                "side": {"opt_type": "P", "strike": 3480, "ask": 15},
+            },
+        }
+    )
+    assert out["ok"] is True
+    assert out["recommend"]["choice"]
+    assert len(out["recommend"]["bullets"]) == 3