dekun
9d77a430e5
平仓卖光可卖币后再按账户差分结算复盘；数据统计改为历史币盈亏×卖回价；复盘展示初始权利金与盈利率，并附历史修复脚本。 Co-authored-by: Cursor <cursoragent@cursor.com>
110 lines
3.7 KiB
Python
110 lines
3.7 KiB
Python
"""粉尘阈值 / 卖回封顶 / 买入增量逻辑相关单测."""
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from __future__ import annotations
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import unittest
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from lib.options.options_spot_bridge_lib import (
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display_sellable_coin,
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is_sellable_spot_coin,
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spot_min_sell_sz,
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)
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class TestSpotDust(unittest.TestCase):
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def test_min_sz_fallback(self):
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self.assertAlmostEqual(spot_min_sell_sz(None, "ETH"), 0.0001)
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self.assertAlmostEqual(spot_min_sell_sz(None, "BTC"), 0.00001)
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def test_dust_not_sellable(self):
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self.assertFalse(is_sellable_spot_coin(None, "ETH", 0.000004))
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self.assertFalse(is_sellable_spot_coin(None, "BTC", 0.000002))
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self.assertEqual(display_sellable_coin(None, "ETH", 0.000004), 0.0)
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def test_above_min_sellable(self):
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self.assertTrue(is_sellable_spot_coin(None, "ETH", 0.0001))
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self.assertTrue(is_sellable_spot_coin(None, "BTC", 0.00001))
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self.assertGreater(display_sellable_coin(None, "ETH", 0.001), 0)
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class TestSellCapLogic(unittest.TestCase):
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def test_excess_cap_math(self):
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"""开仓清过量仍按 coin_bought 封顶;平仓卖回不再用权利金封顶."""
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bought, keep = 0.01, 0.004
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excess = max(0.0, bought - keep)
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self.assertAlmostEqual(excess, 0.006)
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sell_amt = min(0.02, excess)
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self.assertAlmostEqual(sell_amt, 0.006)
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def test_flat_sell_does_not_use_premium_cap(self):
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import inspect
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from lib.options import options_spot_bridge_lib as m
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src = inspect.getsource(m.sell_residual_after_option_flat)
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self.assertIn("coin_amount=None", src)
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self.assertNotIn("sell_cap if", src)
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class TestMaybeSellAfterCloseGuard(unittest.TestCase):
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"""平仓后卖回:持仓查询失败/空响应绝不卖币."""
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def test_none_positions_no_sell(self):
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from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
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called = {"sell": 0}
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def _fetch(_ex):
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return None
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cfg = {
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"fetch_option_positions": _fetch,
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"get_db": lambda: (_ for _ in ()).throw(AssertionError("不应开库卖币")),
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}
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out = maybe_sell_spot_after_close(
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cfg, object(), inst_id="ETH-USD-260701-2500-C"
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)
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self.assertIsInstance(out, dict)
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self.assertFalse(out.get("ok"))
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self.assertTrue(out.get("skipped"))
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self.assertIn("空响应", str(out.get("msg") or ""))
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self.assertEqual(called["sell"], 0)
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def test_fetch_raises_no_sell(self):
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from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
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def _fetch(_ex):
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raise RuntimeError("network down")
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cfg = {
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"fetch_option_positions": _fetch,
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"get_db": lambda: (_ for _ in ()).throw(AssertionError("不应开库卖币")),
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}
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out = maybe_sell_spot_after_close(
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cfg, object(), inst_id="ETH-USD-260701-2500-C"
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)
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self.assertIsInstance(out, dict)
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self.assertFalse(out.get("ok"))
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self.assertTrue(out.get("skipped"))
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self.assertIn("持仓查询失败", str(out.get("msg") or ""))
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def test_still_open_skips_sell(self):
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from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
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inst = "ETH-USD-260701-2500-C"
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def _fetch(_ex):
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return [{"instId": inst, "pos": "1"}]
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cfg = {
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"fetch_option_positions": _fetch,
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"get_db": lambda: (_ for _ in ()).throw(AssertionError("有仓不应卖币")),
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}
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out = maybe_sell_spot_after_close(cfg, object(), inst_id=inst)
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self.assertTrue(out.get("ok"))
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self.assertTrue(out.get("skipped"))
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self.assertIn("仍有持仓", str(out.get("msg") or ""))
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if __name__ == "__main__":
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unittest.main()
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