dekun
113 lines
3.9 KiB
Python
113 lines
3.9 KiB
Python
from unittest import TestCase
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from lib.hub.hub_options_funds_lib import (
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merge_board_row_balances,
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merge_perp_options_balances,
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options_balances_usdt_equiv,
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repair_double_counted_fund_entry,
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)
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class HubOptionsFundsLibTests(TestCase):
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def test_options_balances_usdt_equiv(self):
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snap = {
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"ok": True,
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"enabled": True,
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"balances": {"funding_usdc": 10, "trading_usdt": 5, "trading_usdc": 2},
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}
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out = options_balances_usdt_equiv(snap)
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self.assertTrue(out["ok"])
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self.assertEqual(out["funding_usdt"], 10.0)
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self.assertEqual(out["trading_usdt"], 7.0)
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self.assertEqual(out["funding_usdc_equiv"], 10.0)
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self.assertEqual(out["trading_usdc_equiv"], 2.0)
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def test_merge_perp_options_balances_adds_usdc_only(self):
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"""永续已含同账户 USDT 时,只叠加期权 USDC,避免双计."""
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out = merge_perp_options_balances(
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100,
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50,
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{
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"ok": True,
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"enabled": True,
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"balances": {
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"funding_usdt": 100,
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"funding_usdc": 8,
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"trading_usdt": 50,
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"trading_usdc": 4,
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},
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},
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)
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self.assertEqual(out["funding_usdt"], 108.0)
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self.assertEqual(out["trading_usdt"], 54.0)
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self.assertEqual(out["total_usdt"], 162.0)
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self.assertEqual(out["options_funding_usdt"], 8.0)
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self.assertEqual(out["options_trading_usdt"], 4.0)
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def test_merge_board_row_balances(self):
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row = {
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"account_ok": True,
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"funding_usdt": 20,
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"trading_usdt": 30,
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"capabilities": ["options"],
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"options": {
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"ok": True,
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"enabled": True,
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"balances": {"funding_usdt": 20, "funding_usdc": 1, "trading_usdc": 2},
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"positions": [{"inst_id": "X"}],
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"upl_total_usdc": 0.5,
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},
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}
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out = merge_board_row_balances(row)
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self.assertEqual(out["total_usdt"], 53.0)
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self.assertEqual(out["options_open_position_count"], 1)
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self.assertEqual(out["options_float_pnl_u"], 0.5)
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def test_options_float_pnl_usdt_coin_converts_by_index(self):
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from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
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snap = {
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"ok": True,
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"enabled": True,
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"options_margin_mode": "coin",
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"options_index_px": 2280.0,
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"upl_total_usdc": 0.0016,
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"positions": [
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{
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"inst_id": "ETH-USD-260822-2250-C",
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"margin_mode": "coin",
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"premium_ccy": "ETH",
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"upl": 0.0016,
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"idx_px": 2280.0,
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}
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],
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}
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out = options_float_pnl_usdt(snap)
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self.assertAlmostEqual(out, round(0.0016 * 2280.0, 4), places=4)
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def test_repair_double_counted_fund_entry(self):
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raw = {
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"funding_usdt": 586.82,
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"trading_usdt": 69.46,
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"total_usdt": 656.28,
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"options_funding_usdt": 293.26,
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"options_trading_usdt": 69.44,
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}
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fixed = repair_double_counted_fund_entry(raw)
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self.assertTrue(fixed.get("repaired_double_count"))
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self.assertEqual(fixed["funding_usdt"], 293.26)
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self.assertEqual(fixed["trading_usdt"], 69.44)
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self.assertEqual(fixed["total_usdt"], round(293.26 + 69.44, 4))
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def test_repair_skips_new_usdc_only_options_line(self):
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raw = {
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"funding_usdt": 293.26,
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"trading_usdt": 69.44,
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"total_usdt": 362.7,
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"options_funding_usdt": 0.5,
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"options_trading_usdt": 69.42,
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}
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fixed = repair_double_counted_fund_entry(raw)
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self.assertFalse(fixed.get("repaired_double_count"))
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self.assertEqual(fixed["total_usdt"], 362.7)
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