修复期权币本位高危缺陷:开仓估量、卖回封顶、握库超时与条件单嵌套锁。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-07 12:00:08 +08:00
parent ea3e029eb9
commit 77fe0fa679
16 changed files with 724 additions and 201 deletions
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"""粉尘阈值 / 卖回封顶 / 买入增量逻辑相关单测."""
from __future__ import annotations
import unittest
from lib.options.options_spot_bridge_lib import (
display_sellable_coin,
is_sellable_spot_coin,
spot_min_sell_sz,
)
class TestSpotDust(unittest.TestCase):
def test_min_sz_fallback(self):
self.assertAlmostEqual(spot_min_sell_sz(None, "ETH"), 0.0001)
self.assertAlmostEqual(spot_min_sell_sz(None, "BTC"), 0.00001)
def test_dust_not_sellable(self):
self.assertFalse(is_sellable_spot_coin(None, "ETH", 0.000004))
self.assertFalse(is_sellable_spot_coin(None, "BTC", 0.000002))
self.assertEqual(display_sellable_coin(None, "ETH", 0.000004), 0.0)
def test_above_min_sellable(self):
self.assertTrue(is_sellable_spot_coin(None, "ETH", 0.0001))
self.assertTrue(is_sellable_spot_coin(None, "BTC", 0.00001))
self.assertGreater(display_sellable_coin(None, "ETH", 0.001), 0)
class TestSellCapLogic(unittest.TestCase):
def test_excess_cap_math(self):
bought, keep = 0.01, 0.004
excess = max(0.0, bought - keep)
self.assertAlmostEqual(excess, 0.006)
sell_amt = min(0.02, excess)
self.assertAlmostEqual(sell_amt, 0.006)
if __name__ == "__main__":
unittest.main()