dekun
66 lines
2.4 KiB
Python
66 lines
2.4 KiB
Python
"""单独期权翻倍出场命中条件."""
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from __future__ import annotations
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import sqlite3
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import tempfile
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import unittest
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from pathlib import Path
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from lib.options.options_db import init_options_tables
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from lib.options.options_profit_exit_lib import (
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normalize_profit_exit_mult,
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profit_exit_by_inst,
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profit_exit_hit,
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required_recycle_usdc,
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set_profit_exit,
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)
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class TestOptionsProfitExit(unittest.TestCase):
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def test_hit_one_x_means_profit_equals_premium(self):
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# 1倍:盈利=权利金 ⇒ 回收≥2×权利金
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self.assertTrue(profit_exit_hit(premium_paid=10.0, recycle_usdc=20.0, mult=1.0))
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self.assertFalse(profit_exit_hit(premium_paid=10.0, recycle_usdc=19.9, mult=1.0))
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self.assertEqual(required_recycle_usdc(10.0, 1.0), 20.0)
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def test_hit_two_x(self):
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self.assertTrue(profit_exit_hit(premium_paid=10.0, recycle_usdc=30.0, mult=2.0))
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self.assertFalse(profit_exit_hit(premium_paid=10.0, recycle_usdc=29.9, mult=2.0))
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def test_normalize_mult(self):
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self.assertEqual(normalize_profit_exit_mult(None), 1.0)
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self.assertEqual(normalize_profit_exit_mult(0), 1.0)
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self.assertEqual(normalize_profit_exit_mult("1.5"), 1.5)
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def test_set_and_clear(self):
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with tempfile.TemporaryDirectory() as td:
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db = Path(td) / "t.db"
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conn = sqlite3.connect(str(db))
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conn.row_factory = sqlite3.Row
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init_options_tables(conn)
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conn.execute(
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"""
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INSERT INTO options_trades
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(inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
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VALUES ('ETH-X', 'ETH', 'C', 1, 0.01, 10.0, 'open')
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"""
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)
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conn.commit()
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out = set_profit_exit(conn, inst_id="ETH-X", enabled=True, mult=1.5)
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self.assertTrue(out["ok"])
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conn.commit()
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m = profit_exit_by_inst(conn)
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self.assertTrue(m["ETH-X"]["profit_exit_enabled"])
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self.assertEqual(m["ETH-X"]["profit_exit_mult"], 1.5)
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self.assertEqual(m["ETH-X"]["required_recycle"], 25.0)
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out2 = set_profit_exit(conn, inst_id="ETH-X", enabled=False, mult=1.5)
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self.assertTrue(out2["ok"])
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conn.commit()
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m2 = profit_exit_by_inst(conn)
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self.assertNotIn("ETH-X", m2)
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conn.close()
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if __name__ == "__main__":
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unittest.main()
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