dekun
141 lines
4.4 KiB
Python
141 lines
4.4 KiB
Python
"""对冲计划:人工结束 + 未成交不显示 open."""
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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 unittest import mock
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from lib.hedge_plan.hedge_plan_db import (
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get_plan,
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get_plan_legs,
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init_hedge_plan_tables,
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insert_leg,
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insert_plan,
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legs_contract_summary,
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)
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from lib.hedge_plan.hedge_plan_orders_lib import (
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execute_manual_end_plan,
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reconcile_unfilled_option_legs,
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)
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def _mem():
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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init_hedge_plan_tables(conn)
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return conn
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class TestHedgePlanEnd(unittest.TestCase):
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def test_legs_summary_marks_unfilled(self):
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s = legs_contract_summary(
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[
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{"leg_role": "option_a", "inst_id": "ETH-C", "status": "pending"},
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{"leg_role": "option_b", "inst_id": "ETH-P", "status": "open"},
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{"leg_role": "option_a", "inst_id": "X", "status": "cancelled"},
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]
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)
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self.assertIn("(待补)", s)
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self.assertIn("(未成交)", s)
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def test_reconcile_ghost_open_to_pending(self):
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conn = _mem()
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pid = insert_plan(
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conn,
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{
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"plan_type": "options_options",
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"status": "active",
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"underlying": "ETH",
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_a",
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"inst_id": "ETH-USD_UM-260720-1870-C",
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"status": "open",
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"exchange_ord_id": "1",
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"avg_open": 0.01,
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_b",
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"inst_id": "ETH-USD_UM-260720-1870-P",
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"status": "open",
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"exchange_ord_id": "2",
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"avg_open": 0.02,
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},
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)
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cfg = {"exchange_options": object()}
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with mock.patch(
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"lib.hedge_plan.hedge_plan_orders_lib._live_option_pos_sheets",
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side_effect=lambda ex, inst: 0.0 if "C" in inst else 50.0,
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), mock.patch(
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"lib.exchange.okx_options_lib.fetch_option_order",
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return_value={"ok": True, "state": "canceled", "acc_fill_sz": 0},
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):
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notes = reconcile_unfilled_option_legs(cfg, conn, pid)
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self.assertTrue(notes)
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legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
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self.assertEqual(legs["option_a"]["status"], "pending")
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self.assertEqual(legs["option_b"]["status"], "open")
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self.assertEqual(get_plan(conn, pid)["status"], "partial")
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def test_manual_end_no_flat(self):
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conn = _mem()
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pid = insert_plan(
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conn,
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{
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"plan_type": "options_options",
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"status": "partial",
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"underlying": "ETH",
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_a",
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"inst_id": "ETH-C",
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"status": "pending",
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"exchange_ord_id": "9",
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},
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)
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insert_leg(
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conn,
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{
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"plan_id": pid,
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"leg_role": "option_b",
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"inst_id": "ETH-P",
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"status": "open",
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"exchange_ord_id": "8",
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},
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)
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cfg = {"exchange_options": object()}
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with mock.patch(
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"lib.hedge_plan.hedge_plan_orders_lib.reconcile_unfilled_option_legs",
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return_value=[],
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), mock.patch(
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"lib.exchange.okx_options_lib.cancel_option_order",
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return_value={"ok": True},
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) as cancel, mock.patch(
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"lib.hedge_plan.hedge_plan_notify_lib.notify_plan_end",
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return_value=True,
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):
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out = execute_manual_end_plan(cfg, conn, pid)
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self.assertTrue(out.get("ok"))
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self.assertEqual(get_plan(conn, pid)["status"], "closed")
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self.assertEqual(get_plan(conn, pid)["close_reason"], "manual")
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legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
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self.assertEqual(legs["option_a"]["status"], "cancelled")
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self.assertEqual(legs["option_b"]["status"], "open") # 已有持仓不动
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cancel.assert_called()
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if __name__ == "__main__":
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unittest.main()
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