feat期权链与持仓展示 Delta。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-14 22:14:07 +08:00
parent 48f544b1f5
commit 627c27a6f8
8 changed files with 88 additions and 5 deletions
@@ -0,0 +1,45 @@
+# -*- coding: utf-8 -*-
+import unittest
+
+from lib.exchange.okx_options_lib import format_position_row
+
+
+class OptionsDeltaFieldsTests(unittest.TestCase):
+    def test_format_position_exposes_delta_bs(self):
+        row = format_position_row(
+            {
+                "instId": "ETH-USD-261015-2500-C",
+                "pos": "10",
+                "avgPx": "0.02",
+                "markPx": "0.025",
+                "idxPx": "2600",
+                "optType": "C",
+                "stk": "2500",
+                "deltaBS": "0.6123",
+                "deltaPA": "1.23",
+            },
+            ct_mult=0.1,
+        )
+        self.assertAlmostEqual(row["delta"], 0.6123, places=4)
+        self.assertAlmostEqual(row["delta_bs"], 0.6123, places=4)
+        self.assertAlmostEqual(row["delta_pa"], 1.23, places=4)
+
+    def test_format_position_falls_back_delta_field(self):
+        row = format_position_row(
+            {
+                "instId": "BTC-USD-261015-80000-P",
+                "pos": "1",
+                "avgPx": "0.01",
+                "markPx": "0.012",
+                "idxPx": "82000",
+                "optType": "P",
+                "stk": "80000",
+                "delta": "-0.45",
+            },
+            ct_mult=0.01,
+        )
+        self.assertAlmostEqual(row["delta"], -0.45, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()