"""hub_perp_options_calc_lib 永期对冲测算."""

import unittest

from lib.hub.hub_perp_options_calc_lib import calc_perp_options_hedge


class HubPerpOptionsCalcTests(unittest.TestCase):
    def test_example_1800_50_15_100(self):
        data, err = calc_perp_options_hedge(
            base="ETH",
            spot=1800,
            capital_usdt=3000,
            target_profit_u=15,
            move_mode="points",
            move_value=50,
            perp_leverage=10,
            option_leverage=100,
            ct_mult=0.01,
        )
        self.assertIsNone(err)
        assert data is not None
        self.assertEqual(data["prem_per_coin"], 18.0)
        self.assertEqual(data["perp_gross_u"], 50.0)
        # fee = (1800+1850)*0.0005 = 1.825
        self.assertAlmostEqual(data["perp_fee_u"], 1.825, places=6)
        self.assertAlmostEqual(data["premium_budget_u"], 33.175, places=6)
        self.assertAlmostEqual(data["opt_coins"], 33.175 / 18.0, places=6)
        self.assertAlmostEqual(data["opt_sheets"], data["opt_coins"] / 0.01, places=4)
        self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=6)
        # B: opt_net = coins*50 - coins*18 = coins*32; portfolio = opt_net - 50
        coins = data["opt_coins"]
        self.assertAlmostEqual(data["case_b"]["opt_net_u"], coins * 32.0, places=6)
        self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], coins * 32.0 - 50.0, places=6)
        self.assertAlmostEqual(data["perp_margin_u"], 180.0, places=6)
        self.assertTrue(data["capital_ok"])

    def test_pct_mode(self):
        data, err = calc_perp_options_hedge(
            base="BTC",
            spot=100000,
            capital_usdt=5000,
            target_profit_u=100,
            move_mode="pct",
            move_value=1,
            perp_leverage=5,
            option_leverage=50,
            ct_mult=0.01,
        )
        self.assertIsNone(err)
        assert data is not None
        self.assertAlmostEqual(data["move_points"], 1000.0, places=6)
        self.assertAlmostEqual(data["perp_gross_u"], 1000.0, places=6)
        self.assertAlmostEqual(data["prem_per_coin"], 2000.0, places=6)

    def test_budget_too_small(self):
        data, err = calc_perp_options_hedge(
            base="ETH",
            spot=1800,
            capital_usdt=3000,
            target_profit_u=60,
            move_mode="points",
            move_value=50,
            perp_leverage=10,
            option_leverage=100,
        )
        self.assertIsNone(data)
        self.assertIn("无法开期权", err or "")

    def test_bad_base(self):
        data, err = calc_perp_options_hedge(
            base="SOL",
            spot=100,
            capital_usdt=1000,
            target_profit_u=10,
            move_mode="points",
            move_value=5,
            perp_leverage=5,
            option_leverage=20,
        )
        self.assertIsNone(data)
        self.assertIsNotNone(err)


if __name__ == "__main__":
    unittest.main()