Initialize crypto_monitor_user (user edition) from monitor codebase.

Retarget git remote, install path, and deploy docs from crypto_monitor to crypto_monitor_user.

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_options_stats_lib.py

@@ -0,0 +1,86 @@
+"""期权统计单测."""
+import sqlite3
+from datetime import datetime, timedelta
+from unittest import TestCase
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_stats_lib import compute_options_stats, compute_options_stats_from_history
+
+
+class OptionsStatsLibTests(TestCase):
+    def _conn(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        return conn
+
+    def test_compute_options_stats_empty(self):
+        conn = self._conn()
+        out = compute_options_stats(lambda: conn)
+        self.assertEqual(out["total_closed"], 0)
+        self.assertEqual(out["open_count"], 0)
+        self.assertIsNone(out["avg_hold_sec"])
+
+    def test_compute_options_stats_hold_times(self):
+        conn = self._conn()
+        now = datetime.now()
+        win_open = (now - timedelta(hours=2)).strftime("%Y-%m-%d %H:%M:%S")
+        win_close = (now - timedelta(hours=1)).strftime("%Y-%m-%d %H:%M:%S")
+        loss_open = (now - timedelta(hours=4)).strftime("%Y-%m-%d %H:%M:%S")
+        loss_close = (now - timedelta(hours=1)).strftime("%Y-%m-%d %H:%M:%S")
+        open_at = (now - timedelta(minutes=30)).strftime("%Y-%m-%d %H:%M:%S")
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, strike, sheets, eth_amount, status,
+             realized_pnl, created_at, closed_at)
+            VALUES ('A', 'ETH', 'C', 1800, 1, 0.01, 'closed', 1.2, ?, ?)
+            """,
+            (win_open, win_close),
+        )
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, strike, sheets, eth_amount, status,
+             realized_pnl, created_at, closed_at)
+            VALUES ('B', 'ETH', 'P', 1700, 1, 0.01, 'closed', -1.0, ?, ?)
+            """,
+            (loss_open, loss_close),
+        )
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, strike, sheets, eth_amount, status, created_at)
+            VALUES ('C', 'BTC', 'C', 62000, 1, 0.01, 'open', ?)
+            """,
+            (open_at,),
+        )
+        conn.commit()
+        out = compute_options_stats(lambda: conn)
+        self.assertEqual(out["total_closed"], 2)
+        self.assertEqual(out["win_count"], 1)
+        self.assertEqual(out["loss_count"], 1)
+        self.assertEqual(out["win_rate"], 50.0)
+        self.assertAlmostEqual(out["avg_win"], 1.2, places=4)
+        self.assertAlmostEqual(out["avg_loss"], 1.0, places=4)
+        self.assertAlmostEqual(out["avg_win_hold_sec"], 3600.0, delta=5.0)
+        self.assertAlmostEqual(out["avg_loss_hold_sec"], 3 * 3600.0, delta=5.0)
+        self.assertEqual(out["open_count"], 1)
+        self.assertGreater(out["avg_open_hold_sec"], 1700.0)
+
+    def test_compute_options_stats_from_history_exchange_rows(self):
+        history = [
+            {"status": "open", "created_at": "2026-07-11 08:08:38"},
+            {"status": "closed", "realized_pnl": -3.99, "created_at": "2026-07-09 14:11:46", "closed_at": "2026-07-10 16:00:35"},
+            {"status": "closed", "realized_pnl": 0.87, "created_at": "2026-07-09 14:11:46", "closed_at": "2026-07-10 09:55:34"},
+            {"status": "closed", "realized_pnl": -1.33, "created_at": "2026-07-08 02:32:44", "closed_at": "2026-07-09 16:00:26"},
+        ]
+        out = compute_options_stats_from_history(history)
+        self.assertEqual(out["total_closed"], 3)
+        self.assertEqual(out["win_count"], 1)
+        self.assertEqual(out["loss_count"], 2)
+        self.assertAlmostEqual(out["avg_win"], 0.87, places=4)
+        self.assertAlmostEqual(out["avg_loss"], 2.66, places=2)
+        self.assertAlmostEqual(out["profit_loss_ratio"], 0.33, places=2)
+        self.assertEqual(out["open_count"], 1)
+        self.assertAlmostEqual(out["net_realized_pnl"], round(0.87 - 3.99 - 1.33, 4), places=4)