dekun
127 lines
4.6 KiB
Python
127 lines
4.6 KiB
Python
"""币本位模式预算与合约族单测."""
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from __future__ import annotations
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import os
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import unittest
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from unittest.mock import patch
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class TestOptionsMarginMode(unittest.TestCase):
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def test_normalize_mode(self):
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from lib.options.options_margin_mode_lib import normalize_options_margin_mode
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self.assertEqual(normalize_options_margin_mode("usdc"), "usdc")
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self.assertEqual(normalize_options_margin_mode("coin"), "coin")
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self.assertEqual(normalize_options_margin_mode("币本位"), "coin")
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with patch.dict(os.environ, {}, clear=False):
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os.environ.pop("OKX_OPTIONS_MARGIN_MODE", None)
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self.assertEqual(normalize_options_margin_mode(None), "coin")
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self.assertEqual(normalize_options_margin_mode(""), "coin")
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def test_inst_family(self):
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from lib.options.options_margin_mode_lib import inst_family_for_underlying
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self.assertEqual(inst_family_for_underlying("ETH", margin_mode="usdc"), "ETH-USD_UM")
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self.assertEqual(inst_family_for_underlying("ETH", margin_mode="coin"), "ETH-USD")
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def test_margin_mode_from_inst_id(self):
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from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
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self.assertEqual(margin_mode_from_inst_id("ETH-USD_UM-260701-2500-C"), "usdc")
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self.assertEqual(margin_mode_from_inst_id("ETH-USD-260701-2500-C"), "coin")
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def test_coin_budget_compound(self):
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from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
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with patch.dict(os.environ, {}, clear=False):
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r = compute_coin_budget_usdt(
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20.0,
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compound=True,
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buffer=0.95,
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max_enabled=False,
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)
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self.assertTrue(r["ok"])
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self.assertAlmostEqual(r["budget_usdt"], 19.0, places=6)
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def test_coin_budget_max_cap(self):
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from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
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r = compute_coin_budget_usdt(
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100.0,
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compound=True,
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buffer=0.95,
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max_enabled=True,
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max_usdt=50.0,
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)
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self.assertTrue(r["ok"])
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self.assertAlmostEqual(r["budget_usdt"], 50.0, places=6)
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self.assertTrue(r["capped_by_max"])
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def test_coin_budget_fixed(self):
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from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
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r = compute_coin_budget_usdt(
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100.0,
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compound=False,
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buffer=0.95,
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fixed_budget_usdt=10.0,
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max_enabled=False,
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)
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self.assertAlmostEqual(r["budget_usdt"], 9.5, places=6)
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def test_sheets_from_coin(self):
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from lib.options.options_margin_mode_lib import calc_sheets_from_coin_balance
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# ask 0.01 ETH per 1 ETH, ctMult 0.01 → 每张 0.0001 ETH; 0.01 ETH×0.97 缓冲可开 97 张
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r = calc_sheets_from_coin_balance(
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quote_per_unit=0.01,
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ct_mult=0.01,
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min_sz=1,
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coin_available=0.01,
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)
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self.assertTrue(r["ok"])
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self.assertEqual(r["sheets"], 97)
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def test_spot_buy_buffer_normalize(self):
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from lib.options.options_margin_mode_lib import normalize_coin_spot_buy_buffer
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self.assertAlmostEqual(normalize_coin_spot_buy_buffer(1.10), 1.10)
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self.assertAlmostEqual(normalize_coin_spot_buy_buffer(0.10), 1.10)
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self.assertAlmostEqual(normalize_coin_spot_buy_buffer(1.25), 1.25)
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def test_plan_coin_open_by_budget(self):
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from lib.options.options_margin_mode_lib import plan_coin_open_by_budget
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# ask 0.01, ct 0.1 → 单张权利金 0.001 ETH;×1.1=0.0011;×指数 2000 → 2.2 USDT/张
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r = plan_coin_open_by_budget(
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quote_per_unit=0.01,
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ct_mult=0.1,
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min_sz=1,
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budget_usdt=10.0,
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index_px=2000.0,
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ask_sz=100,
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spot_buy_buffer=1.10,
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)
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self.assertTrue(r["ok"], r.get("msg"))
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self.assertEqual(r["sheets"], 4) # floor(10/2.2)=4
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self.assertAlmostEqual(r["buy_usdt"], 4 * 0.01 * 0.1 * 1.10 * 2000, places=4)
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self.assertLess(r["buy_usdt"], 10.0)
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one = plan_coin_open_by_budget(
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quote_per_unit=0.01,
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ct_mult=0.1,
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min_sz=1,
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budget_usdt=10.0,
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index_px=2000.0,
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ask_sz=100,
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spot_buy_buffer=1.10,
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target_sheets=1,
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)
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self.assertTrue(one["ok"], one.get("msg"))
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self.assertEqual(one["sheets"], 1)
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self.assertAlmostEqual(one["buy_usdt"], 0.01 * 0.1 * 1.10 * 2000, places=4)
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if __name__ == "__main__":
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unittest.main()
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