dekun
134 lines
4.4 KiB
Python
134 lines
4.4 KiB
Python
"""期权平仓/到期状态同步单测."""
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import sqlite3
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from lib.exchange.okx_options_lib import resolve_option_close_from_history
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from lib.options.options_db import init_options_tables
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from lib.options.options_monitor_lib import sync_open_options_trades
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def test_resolve_option_close_from_history_picks_latest():
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rows = [
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{"instId": "ETH-USD_UM-260709-1700-P", "uTime": "1000", "realizedPnl": "-1.0", "closeAvgPx": "0"},
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{"instId": "ETH-USD_UM-260709-1700-P", "uTime": "2000", "realizedPnl": "-1.24", "closeAvgPx": "0", "posId": "9"},
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]
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got = resolve_option_close_from_history(rows, open_ms=500)
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assert got is not None
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assert got["realized_pnl"] == -1.24
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assert got["pos_id"] == "9"
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def test_sync_open_options_trades_marks_expired_closed():
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conn = sqlite3.connect(":memory:")
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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, strike, exp_time, sheets, eth_amount,
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open_quote, premium_paid, status)
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VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open')
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""",
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("ETH-USD_UM-260709-1700-P",),
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)
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conn.commit()
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n = sync_open_options_trades(
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conn,
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live_inst_ids=set(),
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fetch_history_fn=lambda _inst: [],
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)
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assert n == 1
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row = conn.execute("SELECT status, premium_received, realized_pnl, signal_note FROM options_trades").fetchone()
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assert row["status"] == "closed"
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assert row["premium_received"] == 0.0
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assert row["realized_pnl"] == -1.24
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assert "到期结算" in (row["signal_note"] or "")
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def test_sync_open_options_trades_skips_without_close_evidence():
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conn = sqlite3.connect(":memory:")
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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, strike, exp_time, sheets, eth_amount,
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open_quote, premium_paid, status, created_at)
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VALUES (?, 'BTC', 'P', 62000, '', 1, 0.01, 380.0, 3.8, 'open', '2026-07-09 08:00:00')
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""",
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("BTC-USD_UM-260710-62000-P",),
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)
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conn.commit()
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n = sync_open_options_trades(
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conn,
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live_inst_ids=set(),
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fetch_history_fn=lambda _inst: [],
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)
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assert n == 0
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row = conn.execute("SELECT status FROM options_trades").fetchone()
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assert row["status"] == "open"
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def test_reconcile_live_open_trades_reopens_sync_artifact():
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conn = sqlite3.connect(":memory:")
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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, strike, exp_time, sheets, eth_amount,
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open_quote, premium_paid, status, closed_at)
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VALUES (?, 'BTC', 'P', 62000, '', 1, 0.01, 380.0, 3.8, 'closed', '2026-07-09 09:10:34')
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""",
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("BTC-USD_UM-260710-62000-P",),
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)
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conn.commit()
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from lib.options.options_monitor_lib import reconcile_live_open_trades
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n = reconcile_live_open_trades(conn, live_inst_ids={"BTC-USD_UM-260710-62000-P"})
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assert n == 1
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row = conn.execute("SELECT status, closed_at FROM options_trades").fetchone()
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assert row["status"] == "open"
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assert row["closed_at"] is None
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conn = sqlite3.connect(":memory:")
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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, strike, exp_time, sheets, eth_amount,
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open_quote, premium_paid, status, created_at)
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VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open', '2026-07-08 02:32:44')
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""",
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("ETH-USD_UM-260709-1700-P",),
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)
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conn.commit()
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def _hist(_inst):
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return [
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{
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"instId": "ETH-USD_UM-260709-1700-P",
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"uTime": "1784000000000",
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"realizedPnl": "-0.5",
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"closeAvgPx": "0.1",
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"posId": "pos-1",
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}
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]
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n = sync_open_options_trades(
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conn,
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live_inst_ids=set(),
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fetch_history_fn=_hist,
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)
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assert n == 1
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row = conn.execute(
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"SELECT status, premium_received, realized_pnl, close_ord_id FROM options_trades"
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).fetchone()
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assert row["status"] == "closed"
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assert row["realized_pnl"] == -0.5
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assert row["premium_received"] == 0.74
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assert row["close_ord_id"] == "pos-1"
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