dekun/crypto_okx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix模拟盘盈亏：按权利金净额×平仓指数，不再把买币预算差额当盈利。

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-08 23:49:02 +08:00
parent a16dd4f9cc
commit a0ee1fa8a0
5 changed files with 115 additions and 95 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_options_review_pnl_freeze.py
+7 -6
View File
@@ -26,8 +26,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
created_at, closed_at
) VALUES (
'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
0.01, 0.02, 0.01172, 'BTC',
'closed', 1947.05, 85000.0,
0.01, 0.02, 0.01, 'BTC',
'closed', 850.0, 85000.0,
'2026-10-05 05:11:30', '2026-10-07 10:03:53'
)
"""
@@ -45,8 +45,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
("local_opt:1",),
).fetchone()
self.assertIsNotNone(row)
# 必须是冻结现金 1947.05,不是 0.01172*999999
self.assertAlmostEqual(float(row["realized_pnl_total"]), 1947.05, places=2)
# (0.02-0.01)*85000=850,不是 0.01*999999
self.assertAlmostEqual(float(row["realized_pnl_total"]), 850.0, places=2)
conn.close()
def test_second_sync_stable_when_index_moves(self):
@@ -70,7 +70,7 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
) VALUES (
'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
0.01, 0.02, 0.01, 'BTC',
'closed', 952.96, 80000.0,
'closed', 800.0, 80000.0,
'2026-10-05 05:11:30', '2026-10-07 10:03:53'
)
"""
@@ -99,7 +99,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
("local_opt:1",),
).fetchone()["realized_pnl_total"]
)
self.assertAlmostEqual(v1, 952.96, places=2)
# (0.02-0.01)*80000=800; 实时指数变也不改
self.assertAlmostEqual(v1, 800.0, places=2)
self.assertAlmostEqual(v2, v1, places=6)
conn.close()