dekun
d6823a2903
Position and order forms can arm a target; right-side and hub panels show active monitors; expiry remains the stop with no separate SL. Co-authored-by: Cursor <cursoragent@cursor.com>
55 lines
1.7 KiB
Python
55 lines
1.7 KiB
Python
"""期权目标位委托单元测试."""
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from __future__ import annotations
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import sqlite3
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import unittest
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from lib.options.options_target_lib import (
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ensure_target_tables,
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list_active_targets,
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run_options_target_closes,
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target_hit,
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upsert_target_monitor,
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)
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class OptionsTargetLibTests(unittest.TestCase):
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def test_target_hit_call_put(self):
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self.assertTrue(target_hit(opt_type="C", index_px=2000, target_index=1950))
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self.assertFalse(target_hit(opt_type="C", index_px=1900, target_index=1950))
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self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
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self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
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def test_upsert_and_trigger_close(self):
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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ensure_target_tables(conn)
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out = upsert_target_monitor(
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conn,
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inst_id="ETH-USD_UM-260717-1900-C",
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target_index=1880,
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opt_type="C",
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sheets=1,
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)
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self.assertTrue(out["ok"])
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self.assertEqual(len(list_active_targets(conn)), 1)
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closed = []
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def close_fn(inst_id: str):
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closed.append(inst_id)
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return {"ok": True, "submitted_sheets": 1, "premium_received": 1.2, "close_ord_id": "oid1"}
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n = run_options_target_closes(
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conn,
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[{"inst_id": "ETH-USD_UM-260717-1900-C", "idx_px": 1885, "opt_type": "C"}],
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close_fn=close_fn,
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)
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self.assertEqual(n, 1)
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self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
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self.assertEqual(len(list_active_targets(conn)), 0)
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if __name__ == "__main__":
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unittest.main()
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