dekun
8a62cfbb48
币本位 BTC/ETH 净盈亏须 × 指数后再标 U；并兜底从合约推断 premium_ccy，避免缺失时漏折算。 Co-authored-by: Cursor <cursoragent@cursor.com>
46 lines
1.5 KiB
Python
46 lines
1.5 KiB
Python
"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
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from __future__ import annotations
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import unittest
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from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
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class DisplayPnlUsdtTests(unittest.TestCase):
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def test_btc_coin_pnl_times_index(self):
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row = {
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"inst_id": "BTC-USD-260327-100000-P",
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"premium_ccy": "BTC",
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"margin_mode": "coin",
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"idx_px": 100000.0,
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"upl": -0.001,
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"close_preview": {"bid_invalid": True},
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}
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# 残档回退 upl: -0.001 BTC × 100000 = -100 U
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self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
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def test_btc_infers_ccy_when_premium_ccy_missing(self):
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row = {
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"inst_id": "BTC-USD-260327-100000-C",
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"margin_mode": "coin",
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"underlying": "BTC",
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"idx_px": 95000.0,
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"upl": 0.002,
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"close_preview": {"bid_invalid": True},
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}
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self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
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def test_usdc_unchanged(self):
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row = {
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"inst_id": "BTC-USD_UM-260327-100000-C",
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"premium_ccy": "USDC",
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"margin_mode": "usdc",
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"upl": -12.5,
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"close_preview": {"bid_invalid": True},
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}
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self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
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if __name__ == "__main__":
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unittest.main()
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