dekun
7352d10254
Option legs were scored with linear swap math and then added again from the options snapshot, inflating 总浮盈亏 and 持有仓位. Co-authored-by: Cursor <cursoragent@cursor.com>
110 lines
3.6 KiB
Python
110 lines
3.6 KiB
Python
"""子代理持仓:三所标记价字段统一解析."""
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from __future__ import annotations
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import sys
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import unittest
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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sys.path.insert(0, str(ROOT / "manual_trading_hub"))
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from agent import _position_mark_price, _ticker_mark_price # noqa: E402
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sys.path.insert(0, str(ROOT))
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from lib.hub.hub_position_metrics import ( # noqa: E402
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enrich_ccxt_position_metrics_out,
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estimate_linear_swap_upnl_usdt,
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is_option_like_position,
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parse_position_unrealized_pnl,
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resolve_position_display_upnl,
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)
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class TestHubAgentMarkPrice(unittest.TestCase):
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def test_binance_mark_price(self):
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px = _position_mark_price({"markPrice": 65880.1, "info": {}})
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self.assertAlmostEqual(px, 65880.1)
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def test_okx_mark_px(self):
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px = _position_mark_price({"info": {"markPx": "72.85"}})
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self.assertAlmostEqual(px, 72.85)
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def test_gate_info_mark(self):
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px = _position_mark_price({"info": {"mark_price": "0.2241"}})
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self.assertAlmostEqual(px, 0.2241)
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def test_missing_returns_none(self):
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self.assertIsNone(_position_mark_price({"info": {}}))
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def test_infer_from_notional_and_contracts(self):
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p = {"notional": 1000, "contracts": 10, "info": {}}
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px = _position_mark_price(p)
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self.assertAlmostEqual(px, 100.0)
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def test_ticker_fallback(self):
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class _Ex:
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def fetch_ticker(self, sym):
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return {"mark": 99.5, "info": {}}
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self.assertAlmostEqual(_ticker_mark_price(_Ex(), "BTC/USDT:USDT"), 99.5)
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def test_gate_unrealised_pnl_in_info(self):
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pnl = parse_position_unrealized_pnl(
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{"info": {"unrealised_pnl": "6.81"}, "unrealizedPnl": None}
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)
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self.assertAlmostEqual(pnl, 6.81)
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def test_okx_upl_signed(self):
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pnl = parse_position_unrealized_pnl(
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{"info": {"upl": "-2.15"}, "unrealizedPnl": None}
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)
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self.assertAlmostEqual(pnl, -2.15)
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def test_enrich_aligns_short_gate_metrics(self):
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pos = {
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"side": "short",
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"contracts": 11,
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"entryPrice": 73.187,
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"markPrice": 66.038,
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"info": {"unrealised_pnl": "7.86"},
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}
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out = {"unrealized_pnl": 7.86, "mark_price": 66.038}
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enrich_ccxt_position_metrics_out(pos, out, contract_size=1.0, funds_decimals=2)
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self.assertGreater(out["unrealized_pnl"], 70.0)
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def test_estimate_short_hype_contract_size(self):
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upnl = estimate_linear_swap_upnl_usdt(
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"short", 73.187, 66.038, 11, 0.1
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)
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self.assertAlmostEqual(upnl, 7.86, places=1)
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def test_resolve_prefers_computed_when_exchange_off(self):
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shown = resolve_position_display_upnl(
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"short", 73.187, 66.038, 11, 1.0, 7.86
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)
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self.assertAlmostEqual(shown, 78.64, places=1)
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def test_resolve_keeps_exchange_when_aligned(self):
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shown = resolve_position_display_upnl(
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"short", 73.187, 66.038, 11, 0.1, 7.86
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)
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self.assertAlmostEqual(shown, 7.86, places=2)
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def test_is_option_like_position(self):
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self.assertTrue(
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is_option_like_position({"symbol": "ETH/USD:USD-260806-1875-C", "contracts": 1})
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)
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self.assertTrue(
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is_option_like_position(
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{"symbol": "x", "info": {"instType": "OPTION", "instId": "ETH-USD-260806-1875-P"}}
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)
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)
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self.assertFalse(
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is_option_like_position({"symbol": "BTC/USDT:USDT", "contracts": 10})
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)
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self.assertFalse(is_option_like_position({"symbol": "ETH/USDT:USDT"}))
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if __name__ == "__main__":
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unittest.main()
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