Preflight options position limit for dual-leg OO hedges.

Reject OO start when max active is under 2 free slots so limit=1 cannot open a half straddle. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-30 08:17:17 +08:00
parent 94c65cbd6e
commit f9c2a63cbc
5 changed files with 94 additions and 10 deletions
@@ -56,6 +56,36 @@ class OptionsPositionLimitTests(unittest.TestCase):
        )
        self.assertIsNone(msg)

+    def test_oo_needs_two_slots_when_max_one(self):
+        msg = option_position_limit_block_msg(
+            object(),
+            opening_inst_ids=["ETH-C", "ETH-P"],
+            max_active=1,
+            fetch_positions=lambda _ex: [],
+        )
+        self.assertIsNotNone(msg)
+        self.assertIn("期期", msg or "")
+
+    def test_oo_ok_when_max_two_empty(self):
+        msg = option_position_limit_block_msg(
+            object(),
+            opening_inst_ids=["ETH-C", "ETH-P"],
+            max_active=2,
+            fetch_positions=lambda _ex: [],
+        )
+        self.assertIsNone(msg)
+
+    def test_oo_block_when_one_slot_left(self):
+        rows = [{"instId": "OTHER", "pos": "1"}]
+        msg = option_position_limit_block_msg(
+            object(),
+            opening_inst_ids=["ETH-C", "ETH-P"],
+            max_active=2,
+            fetch_positions=lambda _ex: rows,
+        )
+        self.assertIsNotNone(msg)
+        self.assertIn("期期", msg or "")
+
    def test_fail_closed_when_fetch_none(self):
        msg = option_position_limit_block_msg(
            object(),