dekun
32746b0a34
翻倍出场按全仓买一判定且对冲表异常不再整段跳过；面板按当前倍数展示需回收公式。 Co-authored-by: Cursor <cursoragent@cursor.com>
45 lines
1.4 KiB
Python
45 lines
1.4 KiB
Python
"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
|
|
from __future__ import annotations
|
|
|
|
import unittest
|
|
|
|
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
|
|
|
|
|
class DisplayPnlUsdtTests(unittest.TestCase):
|
|
def test_btc_coin_pnl_times_index(self):
|
|
row = {
|
|
"inst_id": "BTC-USD-260327-100000-P",
|
|
"premium_ccy": "BTC",
|
|
"margin_mode": "coin",
|
|
"idx_px": 100000.0,
|
|
"upl": -0.001,
|
|
"close_preview": {"bid_invalid": True},
|
|
}
|
|
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
|
|
|
|
def test_btc_infers_ccy_when_premium_ccy_missing(self):
|
|
row = {
|
|
"inst_id": "BTC-USD-260327-100000-C",
|
|
"margin_mode": "coin",
|
|
"underlying": "BTC",
|
|
"idx_px": 95000.0,
|
|
"upl": 0.002,
|
|
"close_preview": {"bid_invalid": True},
|
|
}
|
|
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
|
|
|
|
def test_usdc_unchanged(self):
|
|
row = {
|
|
"inst_id": "BTC-USD_UM-260327-100000-C",
|
|
"premium_ccy": "USDC",
|
|
"margin_mode": "usdc",
|
|
"upl": -12.5,
|
|
"close_preview": {"bid_invalid": True},
|
|
}
|
|
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|