dekun
7352d10254
Option legs were scored with linear swap math and then added again from the options snapshot, inflating 总浮盈亏 and 持有仓位. Co-authored-by: Cursor <cursoragent@cursor.com>
115 lines
4.4 KiB
Python
115 lines
4.4 KiB
Python
"""中控监控区今日统计聚合."""
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import unittest
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from lib.hub.hub_monitor_totals_lib import aggregate_monitor_board_totals
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from lib.hub.hub_trades_lib import summarize_trades
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class TestHubMonitorTotals(unittest.TestCase):
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def test_aggregate_monitor_board_totals_sums_rows(self):
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rows = [
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{
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"day_stats": {
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"ok": True,
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"opens_today": 2,
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"trade_stats": {
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"closed_count": 1,
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"win_count": 1,
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"loss_count": 0,
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"win_pnl_u": 5.5,
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"loss_pnl_u": 0,
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},
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},
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"agent": {"positions": [{"contracts": 1}], "total_unrealized_pnl": 1.2},
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},
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{
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"day_stats": {
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"ok": True,
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"opens_today": 1,
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"trade_stats": {
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"closed_count": 2,
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"win_count": 0,
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"loss_count": 2,
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"win_pnl_u": 0,
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"loss_pnl_u": -3.0,
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},
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},
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"agent": {"positions": [], "total_unrealized_pnl": 0},
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},
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]
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out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
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self.assertEqual(out["open_count"], 3)
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self.assertEqual(out["closed_count"], 3)
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self.assertEqual(out["win_count"], 1)
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self.assertEqual(out["loss_count"], 2)
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self.assertEqual(out["win_pnl_u"], 5.5)
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self.assertEqual(out["loss_pnl_u"], -3.0)
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self.assertEqual(out["open_position_count"], 1)
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self.assertEqual(out["float_pnl_u"], 1.2)
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def test_aggregate_monitor_board_totals_includes_options(self):
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rows = [
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{
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"capabilities": ["options"],
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"options": {
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"ok": True,
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"enabled": True,
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"positions": [{"inst_id": "X"}, {"inst_id": "Y"}],
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"upl_total_usdc": 1.5,
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},
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"agent": {"positions": [], "total_unrealized_pnl": 0},
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}
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]
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out = aggregate_monitor_board_totals(rows, trading_day="2026-07-04", reset_hour=8)
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self.assertEqual(out["options_open_position_count"], 2)
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self.assertEqual(out["open_position_count"], 2)
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self.assertEqual(out["options_float_pnl_u"], 1.5)
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self.assertEqual(out["float_pnl_u"], 1.5)
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def test_aggregate_excludes_option_like_agent_positions(self):
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"""子代理误把期权当永续上报时:不算进持仓数,浮盈只用期权 snap."""
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rows = [
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{
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"capabilities": ["options"],
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"options": {
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"ok": True,
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"enabled": True,
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"positions": [{"inst_id": "ETH-USD-260806-1875-C"}],
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"upl_total_usdc": -0.4,
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},
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"agent": {
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"positions": [
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{
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"symbol": "ETH/USD:USD-260806-1875-C",
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"contracts": 66,
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"unrealized_pnl": 27.6,
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},
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{
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"symbol": "BTC/USDT:USDT",
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"contracts": 1,
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"unrealized_pnl": -4.66,
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},
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],
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"total_unrealized_pnl": 22.94,
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},
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}
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]
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out = aggregate_monitor_board_totals(rows, trading_day="2026-08-05", reset_hour=8)
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self.assertEqual(out["open_position_count"], 2)
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self.assertEqual(out["options_open_position_count"], 1)
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self.assertEqual(out["options_float_pnl_u"], -0.4)
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self.assertEqual(out["float_pnl_u"], round(-4.66 + (-0.4), 4))
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def test_summarize_trades_win_loss_amounts(self):
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stats = summarize_trades(
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[{"pnl_amount": 2.5}, {"pnl_amount": -1.0}, {"pnl_amount": 0}]
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)
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self.assertEqual(stats["win_count"], 1)
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self.assertEqual(stats["loss_count"], 1)
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self.assertEqual(stats["win_pnl_u"], 2.5)
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self.assertEqual(stats["loss_pnl_u"], -1.0)
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if __name__ == "__main__":
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unittest.main()
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