"""模拟盘到期结算:币本位盈亏须用币,不能把 U 实值减权利金币."""
from __future__ import annotations

import sqlite3
import unittest

from lib.options.options_db import init_options_tables
from lib.sim.broker_lib import SimBroker
from lib.sim.db_lib import init_sim_tables


class SimExpiryCoinPnlTests(unittest.TestCase):
    def test_coin_expiry_pnl_not_usd_minus_coin(self):
        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        init_sim_tables(conn)
        # 251001 = 2025-10-01 08:00 UTC 已过期
        inst = "BTC-USD-251001-100000-P"
        prem = 0.001
        sheets = 1.0
        ct_mult = 0.01
        spot = 90000.0
        conn.execute(
            """
            INSERT INTO sim_option_positions(
                inst_id, side, sheets, entry_px, ct_mult, premium_paid_usdc, updated_at
            ) VALUES (?,?,?,?,?,?,?)
            """,
            (inst, "buy", sheets, 0.1, ct_mult, prem, "2025-09-01 10:00:00"),
        )
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, strike, sheets, eth_amount,
                premium_paid, status, premium_ccy, open_index_px, open_fee,
                created_at
            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)
            """,
            (
                inst,
                "BTC",
                "P",
                100000,
                int(sheets),
                sheets * ct_mult,
                prem,
                "open",
                "BTC",
                95000.0,
                0.0,
                "2025-09-01 10:00:00",
            ),
        )
        conn.commit()

        class _Proxy:
            def __getattr__(self, name):
                return getattr(conn, name)

            def close(self):
                return None

        broker = SimBroker(lambda: _Proxy())  # type: ignore[arg-type]
        broker._index_px_for_option = lambda *_a, **_k: spot  # type: ignore[method-assign]
        # 跳过卖回(本测只核币盈亏)
        import lib.options.options_spot_bridge_lib as bridge

        bridge.sell_residual_after_option_flat = lambda *_a, **_k: {"ok": True, "skipped": True}

        # 2025-10-02 UTC
        now_ms = 1759363200000
        out = broker.settle_expired_option_positions(None, now_ms=now_ms)
        self.assertEqual(len(out), 1)

        intrinsic_u = 100000.0 - spot  # 10000
        settle_recv = (intrinsic_u / spot) * sheets * ct_mult
        expected_pnl = settle_recv - prem
        # 旧 bug: option_expiry_pnl = intrinsic_u*sheets*ct_mult - prem ≈ 99.999
        wrong_old = intrinsic_u * sheets * ct_mult - prem
        self.assertGreater(abs(wrong_old - expected_pnl), 1.0)

        row = conn.execute(
            "SELECT premium_received, realized_pnl, close_index_px, status FROM options_trades WHERE id=1"
        ).fetchone()
        self.assertEqual(str(row["status"]), "closed")
        self.assertAlmostEqual(float(row["premium_received"]), settle_recv, places=8)
        self.assertAlmostEqual(float(row["realized_pnl"]), expected_pnl, places=8)
        self.assertAlmostEqual(float(row["close_index_px"]), spot, places=2)
        self.assertLess(abs(float(row["realized_pnl"])), 1.0)  # 币量级,绝不是 ~100 U


if __name__ == "__main__":
    unittest.main()