dekun
51 lines
1.7 KiB
Python
51 lines
1.7 KiB
Python
"""期权历史/复盘币本位金额."""
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from __future__ import annotations
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import unittest
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from lib.exchange.okx_options_lib import format_option_history_row
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from lib.options.options_review_lib import convert_option_amounts_to_usdt
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class TestOptionsHistoryCoin(unittest.TestCase):
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def test_format_option_history_row_coin_premium_fmt(self) -> None:
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raw = {
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"instId": "ETH-USD-260822-2250-C",
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"openAvgPx": "0.02",
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"closeAvgPx": "0.03",
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"closeTotalPos": "2",
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"realizedPnl": "0.002",
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"pnlRatio": "0.5",
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"type": "2",
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"uTime": "1724146497000",
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"cTime": "1724126855000",
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"posId": "123",
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"uly": "ETH-USD",
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}
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row = format_option_history_row(raw, tick_sz="0.0001", ct_mult=0.1)
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self.assertEqual(row["margin_mode"], "coin")
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self.assertEqual(row["premium_ccy"], "ETH")
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self.assertAlmostEqual(float(row["premium_paid"]), 0.004, places=6)
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self.assertNotEqual(row["premium_paid_fmt"], "0.00")
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self.assertIn("0.004", str(row["premium_paid_fmt"]))
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def test_convert_option_amounts_to_usdt(self) -> None:
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out = convert_option_amounts_to_usdt(
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{
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"inst_id": "ETH-USD-260822-2250-C",
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"premium_ccy": "ETH",
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"margin_mode": "coin",
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"premium_paid": 0.004,
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"realized_pnl": 0.002,
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},
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index_px=2000.0,
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)
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self.assertEqual(out["pnl_quote_ccy"], "USDT")
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self.assertEqual(out["premium_paid"], 8.0)
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self.assertEqual(out["realized_pnl"], 4.0)
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if __name__ == "__main__":
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unittest.main()
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