"""复盘导入须使用冻结 U,不得用实时指数改写.""" from __future__ import annotations import sqlite3 import unittest class ReviewLocalSyncFreezeTests(unittest.TestCase): def test_prefers_realized_pnl_usdt_over_live_index(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, close_index_px, 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, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() class _Ex: def public_get_market_ticker(self, params): return {"data": [{"last": "999999"}]} out = sync_options_from_local_trades(conn, _Ex()) self.assertTrue(out.get("ok")) row = conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("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) conn.close() def test_second_sync_stable_when_index_moves(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, 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', 'closed', 952.96, 80000.0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() class _Ex1: def public_get_market_ticker(self, params): return {"data": [{"last": "70000"}]} class _Ex2: def public_get_market_ticker(self, params): return {"data": [{"last": "120000"}]} sync_options_from_local_trades(conn, _Ex1()) v1 = float( conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone()["realized_pnl_total"] ) sync_options_from_local_trades(conn, _Ex2()) v2 = float( conn.execute( "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?", ("local_opt:1",), ).fetchone()["realized_pnl_total"] ) self.assertAlmostEqual(v1, 952.96, places=2) self.assertAlmostEqual(v2, v1, places=6) conn.close() if __name__ == "__main__": unittest.main()