dekun
1909eea654
Manual close checks liquidity only; target auto still requires 2x recycle hold once, then reuses the shared bid1 executor. Add /options/guide doc and update hedge-plan refs. Co-authored-by: Cursor <cursoragent@cursor.com>
65 lines
2.5 KiB
Python
65 lines
2.5 KiB
Python
"""期权平仓门控:可回收≥2×权利金且持续持有."""
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from __future__ import annotations
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import unittest
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from lib.options.options_close_gate_lib import (
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clear_close_gate,
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is_close_gate_passed,
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mark_close_gate_passed,
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update_close_gate,
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)
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class OptionsCloseGateTests(unittest.TestCase):
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def setUp(self):
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clear_close_gate()
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def tearDown(self):
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clear_close_gate()
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def test_below_2x_not_ready(self):
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g = update_close_gate("ETH-X", recycle_usdc=15.0, premium_paid=10.0, now=1000.0)
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self.assertFalse(g["recycle_ok"])
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self.assertFalse(g["ready"])
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def test_meets_2x_needs_hold(self):
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g1 = update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
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self.assertTrue(g1["recycle_ok"])
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self.assertFalse(g1["ready"])
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self.assertAlmostEqual(g1["remain_seconds"], 120.0)
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g2 = update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
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self.assertTrue(g2["ready"])
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self.assertGreaterEqual(g2["held_seconds"], 120.0)
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def test_break_resets_timer(self):
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update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
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update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1100.0)
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g_break = update_close_gate("ETH-X", recycle_usdc=12.0, premium_paid=10.0, now=1110.0)
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self.assertFalse(g_break["recycle_ok"])
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g_again = update_close_gate("ETH-X", recycle_usdc=22.0, premium_paid=10.0, now=1111.0)
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self.assertTrue(g_again["recycle_ok"])
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self.assertFalse(g_again["ready"])
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self.assertAlmostEqual(g_again["held_seconds"], 0.0)
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def test_passed_latches_after_ready(self):
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update_close_gate("ETH-Y", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
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g_ready = update_close_gate("ETH-Y", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
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self.assertTrue(g_ready["ready"])
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self.assertTrue(g_ready["passed"])
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self.assertTrue(is_close_gate_passed("ETH-Y"))
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# 后续回收跌破 2×:计时重置,但 passed 仍保留供续批只验流动性
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g_drop = update_close_gate("ETH-Y", recycle_usdc=5.0, premium_paid=10.0, now=1130.0)
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self.assertFalse(g_drop["recycle_ok"])
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self.assertTrue(g_drop["passed"])
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self.assertFalse(g_drop["auto_close_blocked"])
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def test_mark_passed_manual(self):
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mark_close_gate_passed("ETH-Z")
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self.assertTrue(is_close_gate_passed("ETH-Z"))
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if __name__ == "__main__":
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unittest.main()
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