dekun
baf94b4feb
Share history loading between history and stats APIs so average profit/loss matches the option history tab. Co-authored-by: Cursor <cursoragent@cursor.com>
86 lines
3.8 KiB
Python
86 lines
3.8 KiB
Python
"""期权统计单测."""
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import sqlite3
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from datetime import datetime, timedelta
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from unittest import TestCase
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from lib.options.options_db import init_options_tables
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from lib.options.options_stats_lib import compute_options_stats, compute_options_stats_from_history
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class OptionsStatsLibTests(TestCase):
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def _conn(self):
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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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return conn
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def test_compute_options_stats_empty(self):
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conn = self._conn()
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out = compute_options_stats(lambda: conn)
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self.assertEqual(out["total_closed"], 0)
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self.assertEqual(out["open_count"], 0)
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self.assertIsNone(out["avg_hold_sec"])
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def test_compute_options_stats_hold_times(self):
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conn = self._conn()
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now = datetime.now()
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win_open = (now - timedelta(hours=2)).strftime("%Y-%m-%d %H:%M:%S")
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win_close = (now - timedelta(hours=1)).strftime("%Y-%m-%d %H:%M:%S")
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loss_open = (now - timedelta(hours=4)).strftime("%Y-%m-%d %H:%M:%S")
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loss_close = (now - timedelta(hours=1)).strftime("%Y-%m-%d %H:%M:%S")
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open_at = (now - timedelta(minutes=30)).strftime("%Y-%m-%d %H:%M:%S")
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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, sheets, eth_amount, status,
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realized_pnl, created_at, closed_at)
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VALUES ('A', 'ETH', 'C', 1800, 1, 0.01, 'closed', 1.2, ?, ?)
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""",
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(win_open, win_close),
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)
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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, sheets, eth_amount, status,
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realized_pnl, created_at, closed_at)
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VALUES ('B', 'ETH', 'P', 1700, 1, 0.01, 'closed', -1.0, ?, ?)
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""",
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(loss_open, loss_close),
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)
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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, sheets, eth_amount, status, created_at)
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VALUES ('C', 'BTC', 'C', 62000, 1, 0.01, 'open', ?)
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""",
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(open_at,),
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)
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conn.commit()
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out = compute_options_stats(lambda: conn)
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self.assertEqual(out["total_closed"], 2)
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self.assertEqual(out["win_count"], 1)
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self.assertEqual(out["loss_count"], 1)
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self.assertEqual(out["win_rate"], 50.0)
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self.assertAlmostEqual(out["avg_win"], 1.2, places=4)
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self.assertAlmostEqual(out["avg_loss"], 1.0, places=4)
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self.assertAlmostEqual(out["avg_win_hold_sec"], 3600.0, delta=5.0)
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self.assertAlmostEqual(out["avg_loss_hold_sec"], 3 * 3600.0, delta=5.0)
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self.assertEqual(out["open_count"], 1)
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self.assertGreater(out["avg_open_hold_sec"], 1700.0)
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def test_compute_options_stats_from_history_exchange_rows(self):
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history = [
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{"status": "open", "created_at": "2026-07-11 08:08:38"},
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{"status": "closed", "realized_pnl": -3.99, "created_at": "2026-07-09 14:11:46", "closed_at": "2026-07-10 16:00:35"},
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{"status": "closed", "realized_pnl": 0.87, "created_at": "2026-07-09 14:11:46", "closed_at": "2026-07-10 09:55:34"},
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{"status": "closed", "realized_pnl": -1.33, "created_at": "2026-07-08 02:32:44", "closed_at": "2026-07-09 16:00:26"},
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]
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out = compute_options_stats_from_history(history)
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self.assertEqual(out["total_closed"], 3)
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self.assertEqual(out["win_count"], 1)
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self.assertEqual(out["loss_count"], 2)
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self.assertAlmostEqual(out["avg_win"], 0.87, places=4)
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self.assertAlmostEqual(out["avg_loss"], 2.66, places=2)
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self.assertAlmostEqual(out["profit_loss_ratio"], 0.33, places=2)
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self.assertEqual(out["open_count"], 1)
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