"""期权定价单测。"""
from lib.options.options_pricing_lib import (
    calc_order_size,
    premium_per_sheet,
    sheets_from_eth_amount,
    total_premium,
)
from lib.exchange.okx_options_lib import format_option_px, inst_family_from_inst_id, round_option_px


def test_inst_family_from_inst_id():
    assert inst_family_from_inst_id("ETH-USD_UM-260707-1790-C") == "ETH-USD_UM"
    assert inst_family_from_inst_id("BTC-USD-260925-60000-C") == "BTC-USD"


def test_round_option_px():
    assert round_option_px(14.9184, "0.2", "sell") == 14.8
    assert round_option_px(14.81, "0.2", "buy") == 15.0
    assert format_option_px(14.8, "0.2") == "14.8"


def test_premium_per_sheet():
    assert abs(premium_per_sheet(15.6, 0.01) - 0.156) < 1e-9


def test_total_premium_half_eth():
    assert abs(total_premium(15.6, 0.5) - 7.8) < 1e-9


def test_sheets_from_eth():
    assert sheets_from_eth_amount(0.5, 0.01) == 50


def test_calc_order_size_budget():
    r = calc_order_size(
        quote_per_unit=15.6,
        ct_mult=0.01,
        min_sz=1,
        budget_usdc=10,
        budget_buffer=0.95,
        budget_cap=10,
    )
    assert r["ok"] is True
    assert r["sheets"] >= 1
    assert r["total_premium"] <= 10


def test_calc_order_size_sheets():
    r = calc_order_size(
        quote_per_unit=15.6,
        ct_mult=0.01,
        min_sz=1,
        sheets=3,
        budget_cap=10,
    )
    assert r["ok"] is True
    assert r["sheets"] == 3
    assert abs(r["total_premium"] - 0.468) < 1e-9


def test_option_moneyness():
    from lib.options.options_pricing_lib import option_moneyness, option_moneyness_label

    assert option_moneyness(opt_type="C", strike=1700, index_px=1800) == "itm"
    assert option_moneyness(opt_type="C", strike=1900, index_px=1800) == "otm"
    assert option_moneyness_label("itm") == "实值"
    assert option_moneyness_label("otm") == "虚值"


def test_calc_order_size_too_small():
    r = calc_order_size(
        quote_per_unit=2000.0,
        ct_mult=0.01,
        min_sz=1,
        budget_usdc=10,
        budget_buffer=0.95,
        budget_cap=10,
    )
    assert r["ok"] is False