"""交易账户快照盈亏结算.""" from __future__ import annotations import sqlite3 import unittest class AccountPnlSettleTests(unittest.TestCase): def test_settle_after_minus_before(self): from lib.options.options_account_pnl_lib import ( settle_closed_trades_from_trading_account, ) from lib.options.options_db import init_options_tables conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status, bridge_id, trading_usdt_before, pnl_settled, created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 'closed', 7, 1000.0, 0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) conn.commit() n = settle_closed_trades_from_trading_account( conn, trading_usdt_after=1947.05, bridge_id=7 ) self.assertEqual(n, 1) row = conn.execute( "SELECT trading_usdt_after, realized_pnl_usdt, pnl_settled FROM options_trades WHERE id=1" ).fetchone() self.assertAlmostEqual(float(row["trading_usdt_after"]), 1947.05, places=2) self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 947.05, places=2) self.assertEqual(int(row["pnl_settled"]), 1) # 已冻结不再改 n2 = settle_closed_trades_from_trading_account( conn, trading_usdt_after=9999.0, bridge_id=7 ) self.assertEqual(n2, 0) row2 = conn.execute( "SELECT realized_pnl_usdt FROM options_trades WHERE id=1" ).fetchone() self.assertAlmostEqual(float(row2["realized_pnl_usdt"]), 947.05, places=2) conn.close() def test_stats_only_count_settled_account_trades(self): from lib.options.options_db import init_options_tables from lib.options.options_stats_lib import ( compute_options_stats_from_history, history_pnl_to_usdt, load_local_options_stats_history, ) conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) # 待结算:不进统计 conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, status, trading_usdt_before, pnl_settled, created_at, closed_at ) VALUES ( 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'ETH', 'closed', 500.0, 0, '2026-10-06 10:00:00', '2026-10-08 14:00:00' ) """ ) # 已结算 conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, status, trading_usdt_before, trading_usdt_after, realized_pnl_usdt, pnl_settled, created_at, closed_at ) VALUES ( 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'ETH', 'closed', 1000.0, 1952.96, 952.96, 1, '2026-10-01 10:00:00', '2026-10-02 14:00:00' ) """ ) conn.commit() hist = load_local_options_stats_history(conn, None) stats = compute_options_stats_from_history(history_pnl_to_usdt(hist, None)) self.assertEqual(int(stats["total_closed"]), 1) self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2) conn.close() def test_header_stats_skip_unsettled_account_trades(self): from datetime import datetime, timezone from lib.options.options_db import init_options_tables from lib.options.options_stats_lib import header_options_stats_for_window conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, realized_pnl, premium_ccy, status, trading_usdt_before, pnl_settled, created_at, closed_at ) VALUES ( 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, 0.01, 0.01, 'ETH', 'closed', 500.0, 0, '2026-10-08 10:00:00', '2026-10-08 12:00:00' ) """ ) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, realized_pnl, premium_ccy, status, trading_usdt_before, trading_usdt_after, realized_pnl_usdt, pnl_settled, created_at, closed_at ) VALUES ( 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, 0.01, 0.01, 'ETH', 'closed', 1000.0, 1100.0, 100.0, 1, '2026-10-08 08:00:00', '2026-10-08 09:00:00' ) """ ) conn.commit() win = { "start_utc": datetime(2026, 10, 1, tzinfo=timezone.utc), "end_utc": datetime(2026, 10, 31, 23, 59, 59, tzinfo=timezone.utc), } out = header_options_stats_for_window(conn, win, timezone.utc, None) self.assertEqual(int(out["total"]), 1) conn.close() if __name__ == "__main__": unittest.main()