"""期权目标位委托单元测试.""" from __future__ import annotations import sqlite3 import unittest from lib.options.options_target_lib import ( ensure_target_tables, list_active_targets, list_closing_targets, run_options_target_closes, target_hit, upsert_target_monitor, ) class OptionsTargetLibTests(unittest.TestCase): def test_target_hit_call_put(self): self.assertTrue(target_hit(opt_type="C", index_px=2000, target_index=1950)) self.assertFalse(target_hit(opt_type="C", index_px=1900, target_index=1950)) self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850)) self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850)) def test_upsert_and_trigger_close(self): conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row ensure_target_tables(conn) out = upsert_target_monitor( conn, inst_id="ETH-USD_UM-260717-1900-C", target_index=1880, opt_type="C", sheets=1, ) self.assertTrue(out["ok"]) self.assertEqual(len(list_active_targets(conn)), 1) closed = [] def close_fn(inst_id: str): closed.append(inst_id) return { "ok": True, "submitted_sheets": 1, "premium_received": 1.2, "close_ord_id": "oid1", "fully_closed": True, "remaining_sheets": 0, } n = run_options_target_closes( conn, [{"inst_id": "ETH-USD_UM-260717-1900-C", "idx_px": 1885, "opt_type": "C"}], close_fn=close_fn, ) self.assertEqual(n, 1) self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"]) self.assertEqual(len(list_active_targets(conn)), 0) def test_partial_fill_notifies_once_then_closing_retry_silent(self): conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row ensure_target_tables(conn) upsert_target_monitor( conn, inst_id="ETH-USD_UM-260715-1870-P", target_index=1872, opt_type="P", sheets=1, ) conn.commit() notices: list[str] = [] calls = {"n": 0} def close_fn(inst_id: str): calls["n"] += 1 if calls["n"] == 1: return { "ok": True, "submitted_sheets": 1, "premium_received": 0.032, "close_ord_id": "oid-a", "fully_closed": False, "remaining_sheets": 1, "stopped_reason": "order_not_filled", } return { "ok": True, "submitted_sheets": 1, "premium_received": 0.032, "close_ord_id": "oid-b", "fully_closed": True, "remaining_sheets": 0, "already_flat": True, } pos = [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1867.5, "opt_type": "P"}] n1 = run_options_target_closes( conn, pos, close_fn=close_fn, send_wechat=notices.append, account_label="主账户·期权", ) self.assertEqual(n1, 1) self.assertEqual(len(notices), 1) self.assertEqual(len(list_active_targets(conn)), 0) self.assertEqual(len(list_closing_targets(conn)), 1) # 模拟后续 sync 异常也不会再推:closing 重试静默 n2 = run_options_target_closes( conn, pos, close_fn=close_fn, send_wechat=notices.append, account_label="主账户·期权", ) self.assertEqual(n2, 0) self.assertEqual(len(notices), 1) self.assertEqual(len(list_closing_targets(conn)), 0) def test_commit_before_wechat_survives_later_rollback(self): """状态在推送前已 commit,外层异常回滚不应让委托回到 active.""" conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row ensure_target_tables(conn) upsert_target_monitor( conn, inst_id="ETH-USD_UM-260715-1870-P", target_index=1872, opt_type="P", ) conn.commit() notices: list[str] = [] def close_fn(inst_id: str): return { "ok": True, "submitted_sheets": 1, "premium_received": 0.03, "close_ord_id": "oid1", "fully_closed": True, "remaining_sheets": 0, } run_options_target_closes( conn, [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}], close_fn=close_fn, send_wechat=notices.append, ) # 模拟 loop 后续 sync 抛错后 close 未再 commit —— 但 status 已提前 commit conn.rollback() self.assertEqual(len(notices), 1) self.assertEqual(len(list_active_targets(conn)), 0) # 下一轮不应再次触发推送 n2 = run_options_target_closes( conn, [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}], close_fn=close_fn, send_wechat=notices.append, ) self.assertEqual(n2, 0) self.assertEqual(len(notices), 1) if __name__ == "__main__": unittest.main()