Files
crypto_monitor_user/tests/test_options_target_lib.py
dekun 53863559f4 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>
2026-07-17 16:18:13 +08:00

170 lines
5.5 KiB
Python

"""期权目标位委托单元测试."""
from __future__ import annotations
import sqlite3
import unittest
from lib.options.options_target_lib import (
ensure_target_tables,
list_active_targets,
list_closing_targets,
run_options_target_closes,
target_hit,
upsert_target_monitor,
)
class OptionsTargetLibTests(unittest.TestCase):
def test_target_hit_call_put(self):
self.assertTrue(target_hit(opt_type="C", index_px=2000, target_index=1950))
self.assertFalse(target_hit(opt_type="C", index_px=1900, target_index=1950))
self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
def test_upsert_and_trigger_close(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
ensure_target_tables(conn)
out = upsert_target_monitor(
conn,
inst_id="ETH-USD_UM-260717-1900-C",
target_index=1880,
opt_type="C",
sheets=1,
)
self.assertTrue(out["ok"])
self.assertEqual(len(list_active_targets(conn)), 1)
closed = []
def close_fn(inst_id: str):
closed.append(inst_id)
return {
"ok": True,
"submitted_sheets": 1,
"premium_received": 1.2,
"close_ord_id": "oid1",
"fully_closed": True,
"remaining_sheets": 0,
}
n = run_options_target_closes(
conn,
[{"inst_id": "ETH-USD_UM-260717-1900-C", "idx_px": 1885, "opt_type": "C"}],
close_fn=close_fn,
)
self.assertEqual(n, 1)
self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
self.assertEqual(len(list_active_targets(conn)), 0)
def test_partial_fill_notifies_once_then_closing_retry_silent(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
ensure_target_tables(conn)
upsert_target_monitor(
conn,
inst_id="ETH-USD_UM-260715-1870-P",
target_index=1872,
opt_type="P",
sheets=1,
)
conn.commit()
notices: list[str] = []
calls = {"n": 0}
def close_fn(inst_id: str):
calls["n"] += 1
if calls["n"] == 1:
return {
"ok": True,
"submitted_sheets": 1,
"premium_received": 0.032,
"close_ord_id": "oid-a",
"fully_closed": False,
"remaining_sheets": 1,
"stopped_reason": "order_not_filled",
}
return {
"ok": True,
"submitted_sheets": 1,
"premium_received": 0.032,
"close_ord_id": "oid-b",
"fully_closed": True,
"remaining_sheets": 0,
"already_flat": True,
}
pos = [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1867.5, "opt_type": "P"}]
n1 = run_options_target_closes(
conn,
pos,
close_fn=close_fn,
send_wechat=notices.append,
account_label="主账户·期权",
)
self.assertEqual(n1, 1)
self.assertEqual(len(notices), 1)
self.assertEqual(len(list_active_targets(conn)), 0)
self.assertEqual(len(list_closing_targets(conn)), 1)
# 模拟后续 sync 异常也不会再推:closing 重试静默
n2 = run_options_target_closes(
conn,
pos,
close_fn=close_fn,
send_wechat=notices.append,
account_label="主账户·期权",
)
self.assertEqual(n2, 0)
self.assertEqual(len(notices), 1)
self.assertEqual(len(list_closing_targets(conn)), 0)
def test_commit_before_wechat_survives_later_rollback(self):
"""状态在推送前已 commit,外层异常回滚不应让委托回到 active."""
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
ensure_target_tables(conn)
upsert_target_monitor(
conn,
inst_id="ETH-USD_UM-260715-1870-P",
target_index=1872,
opt_type="P",
)
conn.commit()
notices: list[str] = []
def close_fn(inst_id: str):
return {
"ok": True,
"submitted_sheets": 1,
"premium_received": 0.03,
"close_ord_id": "oid1",
"fully_closed": True,
"remaining_sheets": 0,
}
run_options_target_closes(
conn,
[{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}],
close_fn=close_fn,
send_wechat=notices.append,
)
# 模拟 loop 后续 sync 抛错后 close 未再 commit —— 但 status 已提前 commit
conn.rollback()
self.assertEqual(len(notices), 1)
self.assertEqual(len(list_active_targets(conn)), 0)
# 下一轮不应再次触发推送
n2 = run_options_target_closes(
conn,
[{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}],
close_fn=close_fn,
send_wechat=notices.append,
)
self.assertEqual(n2, 0)
self.assertEqual(len(notices), 1)
if __name__ == "__main__":
unittest.main()