dekun
4bc238b014
Stop treating total_received=0 as a real bid recycle, fall back to exchange upl for display totals, and keep row/summary aligned. Co-authored-by: Cursor <cursoragent@cursor.com>
72 lines
2.3 KiB
Python
72 lines
2.3 KiB
Python
"""期权净盈亏汇总与持仓卡口径一致."""
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from unittest import TestCase
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from unittest.mock import patch
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from lib.options.options_positions_lib import (
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display_pnl_from_option_row,
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net_pnl_from_display_row,
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sum_options_net_pnl_usdc,
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)
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class OptionsNetPnlSumTests(TestCase):
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def test_net_pnl_from_display_row(self):
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self.assertEqual(
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net_pnl_from_display_row({"close_preview": {"estimated_pnl": -2.8}, "premium_paid": 4.95}),
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-2.8,
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)
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self.assertIsNone(
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net_pnl_from_display_row({"close_preview": {"bid_invalid": True, "estimated_pnl": -1}})
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)
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self.assertEqual(
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net_pnl_from_display_row(
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{
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"close_preview": {"total_received": 2.15, "covered_sheets": 1},
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"premium_paid": 4.95,
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}
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),
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round(2.15 - 4.95, 4),
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)
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# bid 无效时 total_received=0 不得算出 −权利金
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self.assertIsNone(
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net_pnl_from_display_row(
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{
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"close_preview": {
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"bid_invalid": True,
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"total_received": 0.0,
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"covered_sheets": 0,
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},
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"premium_paid": 9.49,
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"upl": -4.2,
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}
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)
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)
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def test_display_pnl_falls_back_to_exchange_upl(self):
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self.assertEqual(
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display_pnl_from_option_row(
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{
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"close_preview": {"bid_invalid": True, "total_received": 0.0},
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"premium_paid": 9.49,
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"upl": -4.2,
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}
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),
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-4.2,
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)
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@patch("lib.options.options_positions_lib.build_display_option_positions")
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def test_sum_options_net_pnl_usdc(self, mock_build):
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mock_build.return_value = [
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{"close_preview": {"estimated_pnl": -2.8}},
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{"close_preview": {"estimated_pnl": 1.0}},
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{"close_preview": {"bid_invalid": True, "estimated_pnl": 9}, "upl": -0.5},
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]
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cfg = {"fetch_option_positions": lambda ex: [{"instId": "X"}]}
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self.assertEqual(sum_options_net_pnl_usdc(cfg, object()), -2.3)
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if __name__ == "__main__":
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from unittest import main
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main()
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