dekun
f0d5b47f50
Display, close gate, alerts, and full-close accounting no longer use only the latest fill row. Co-authored-by: Cursor <cursoragent@cursor.com>
70 lines
2.0 KiB
Python
70 lines
2.0 KiB
Python
"""期权加仓后权利金汇总."""
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from __future__ import annotations
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import sqlite3
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from lib.options.options_db import init_options_tables, sum_open_premium_paid, sum_open_sheets
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def _mem_db() -> sqlite3.Connection:
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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_sum_open_premium_after_add():
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conn = _mem_db()
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inst = "BTC-USD_UM-260717-65500-C"
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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, sheets, eth_amount, open_quote, premium_paid, status)
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VALUES (?, 'BTC-USD_UM', 'C', 1, 0.01, 530, 5.3, 'open')
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""",
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(inst,),
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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, sheets, eth_amount, open_quote, premium_paid, status)
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VALUES (?, 'BTC-USD_UM', 'C', 1, 0.01, 140, 1.4, 'open')
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""",
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(inst,),
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)
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conn.commit()
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assert sum_open_premium_paid(conn, inst) == 6.7
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assert sum_open_sheets(conn, inst) == 2
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# 最新一笔单独是 1.4,汇总不能只取最新
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latest = conn.execute(
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"SELECT premium_paid FROM options_trades WHERE inst_id=? AND status='open' ORDER BY id DESC LIMIT 1",
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(inst,),
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).fetchone()
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assert float(latest["premium_paid"]) == 1.4
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conn.close()
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def test_sum_open_premium_ignores_closed():
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conn = _mem_db()
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inst = "ETH-USD_UM-260101-2000-C"
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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, sheets, eth_amount, premium_paid, status)
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VALUES (?, 'ETH-USD_UM', 'C', 1, 0.01, 2.0, 'closed')
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""",
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(inst,),
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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, sheets, eth_amount, premium_paid, status)
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VALUES (?, 'ETH-USD_UM', 'C', 2, 0.02, 3.5, 'open')
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""",
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(inst,),
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)
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conn.commit()
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assert sum_open_premium_paid(conn, inst) == 3.5
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assert sum_open_sheets(conn, inst) == 2
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conn.close()
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