"""复盘真盈亏=期权历史币盈亏×平仓价.""" from __future__ import annotations import sqlite3 import unittest class ReviewLocalSyncFreezeTests(unittest.TestCase): def test_refresh_recomputes_u_keeps_frozen_qty_px(self): """刷新按币盈亏×平仓价重算U;币盈亏/平仓价不变.""" from lib.options.options_db import init_options_tables from lib.options.options_review_lib import sync_options_from_local_trades from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_runtime_settings_table(conn) runtime_set(conn, TRADING_MODE_KEY, MODE_SIM) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, open_fee, close_fee, status, realized_pnl_usdt, open_index_px, close_index_px, pnl_settled, created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', 0, 0, 'closed', -51.0, 90000.0, 80000.0, 1, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() sync_options_from_local_trades(conn, None) sync_options_from_local_trades(conn, None) trade = conn.execute( "SELECT realized_pnl_usdt, open_index_px, close_index_px, pnl_settled, realized_pnl, premium_paid FROM options_trades WHERE id=1" ).fetchone() # 0.01*80000=800;旧错账 -51 被刷新纠正 self.assertAlmostEqual(float(trade["realized_pnl_usdt"]), 800.0, places=2) self.assertAlmostEqual(float(trade["open_index_px"]), 90000.0, places=2) self.assertAlmostEqual(float(trade["close_index_px"]), 80000.0, places=2) self.assertEqual(int(trade["pnl_settled"]), 1) self.assertAlmostEqual(float(trade["realized_pnl"]), 0.01, places=8) row = conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone() self.assertAlmostEqual(float(row["realized_pnl_total"]), 800.0, places=2) conn.close() def test_refresh_prefers_bridge_sell_vwap_over_wrong_index(self): """有卖回 VWAP 时优先用它折U.""" from lib.options.options_db import init_options_tables from lib.options.options_review_lib import sync_options_from_local_trades from lib.options.options_spot_bridge_lib import ( BRIDGE_CLOSED, add_bridge_buy_fill, add_bridge_close_sell_fill, ensure_bridge_table, insert_bridge, update_bridge, ) from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_bridge_table(conn) ensure_runtime_settings_table(conn) runtime_set(conn, TRADING_MODE_KEY, MODE_SIM) bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=990.0) add_bridge_buy_fill(conn, bid, usdt_spent=840.10, coin_bought=0.01) add_bridge_close_sell_fill(conn, bid, usdt_recovered=814.18, coin_sold=0.01) update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, open_fee, close_fee, status, realized_pnl_usdt, open_index_px, close_index_px, pnl_settled, bridge_id, created_at, closed_at ) VALUES ( 'BTC-USD-261015-84000-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', 0, 0, 'closed', 1544.0, 88086.0, 85400.0, 1, ?, '2026-10-12 01:46:50', '2026-10-13 08:07:35' ) """, (bid,), ) conn.commit() sync_options_from_local_trades(conn, None) trade = conn.execute( "SELECT realized_pnl_usdt, close_index_px FROM options_trades WHERE id=1" ).fetchone() self.assertAlmostEqual(float(trade["close_index_px"]), 81418.0, places=2) # 0.01*81418 self.assertAlmostEqual(float(trade["realized_pnl_usdt"]), 814.18, places=2) conn.close() def test_premium_usdt_move_formula(self): from lib.options.options_db import init_options_tables from lib.options.options_review_lib import sync_options_from_local_trades from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_runtime_settings_table(conn) runtime_set(conn, TRADING_MODE_KEY, MODE_SIM) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, open_fee, close_fee, status, realized_pnl_usdt, open_index_px, close_index_px, trading_usdt_before, trading_usdt_after, pnl_settled, created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', 0, 0, 'closed', NULL, 90000.0, 80000.0, 1000.0, 2506.0, 0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() out = sync_options_from_local_trades(conn, None) self.assertTrue(out.get("ok")) row = conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone() self.assertAlmostEqual(float(row["realized_pnl_total"]), 800.0, places=2) healed = conn.execute( "SELECT realized_pnl_usdt FROM options_trades WHERE id=1" ).fetchone() self.assertAlmostEqual(float(healed["realized_pnl_usdt"]), 800.0, places=2) conn.close() def test_uncomputable_old_trade_marked(self): from lib.options.options_db import init_options_tables from lib.options.options_review_lib import sync_options_from_local_trades from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_runtime_settings_table(conn) runtime_set(conn, TRADING_MODE_KEY, MODE_SIM) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, status, realized_pnl_usdt, pnl_settled, created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', 'closed', NULL, 0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() sync_options_from_local_trades(conn, None) row = conn.execute( "SELECT realized_pnl_total, status_raw FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone() self.assertEqual(str(row["status_raw"]), "缺价未核") self.assertIsNone(row["realized_pnl_total"]) trade = conn.execute( "SELECT realized_pnl_usdt, pnl_settled FROM options_trades WHERE id=1" ).fetchone() self.assertIsNone(trade["realized_pnl_usdt"]) self.assertEqual(int(trade["pnl_settled"] or 0), 0) conn.close() def test_same_open_close_px_equals_coin_times_close(self): from lib.options.options_db import init_options_tables from lib.options.options_review_lib import sync_options_from_local_trades from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_runtime_settings_table(conn) runtime_set(conn, TRADING_MODE_KEY, MODE_SIM) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, open_fee, close_fee, status, open_index_px, close_index_px, created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', 0, 0, 'closed', 85000.0, 85000.0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() sync_options_from_local_trades(conn, None) row = conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone() self.assertAlmostEqual(float(row["realized_pnl_total"]), 850.0, places=2) conn.close() if __name__ == "__main__": unittest.main()