dekun
c2a0cea3f4
Require bid-side recoverable premium at least 2x cost continuously before target auto-close or depth close can fire. Co-authored-by: Cursor <cursoragent@cursor.com>
44 lines
1.6 KiB
Python
44 lines
1.6 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 clear_close_gate, update_close_gate
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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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if __name__ == "__main__":
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unittest.main()
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