dekun
0acba5e351
交易模式锁定 options；okx_trade_mode / 到期盈亏迁入 options；保留期权/桥/关键位/企微与中控预留快照口径。恢复点：backup/before-remove-hedge 与 tag backup-before-remove-hedge-20260930。 Co-authored-by: Cursor <cursoragent@cursor.com>
53 lines
1.7 KiB
Python
53 lines
1.7 KiB
Python
"""对冲拆除后的冒烟:交易模式锁定单独期权;hedge_plan 包已移除."""
|
|
from __future__ import annotations
|
|
|
|
import importlib
|
|
import unittest
|
|
|
|
|
|
class RemoveHedgeSmokeTests(unittest.TestCase):
|
|
def test_trade_mode_always_options(self):
|
|
from lib.options.okx_trade_mode_lib import (
|
|
get_okx_trade_mode,
|
|
hedge_module_enabled,
|
|
standalone_options_open_allowed,
|
|
block_standalone_open_by_mode_msg,
|
|
normalize_okx_trade_mode,
|
|
)
|
|
|
|
self.assertEqual(normalize_okx_trade_mode("options_options"), "options")
|
|
self.assertEqual(normalize_okx_trade_mode("perp_options"), "options")
|
|
self.assertEqual(get_okx_trade_mode(), "options")
|
|
self.assertFalse(hedge_module_enabled())
|
|
self.assertTrue(standalone_options_open_allowed())
|
|
self.assertIsNone(block_standalone_open_by_mode_msg())
|
|
|
|
def test_hedge_plan_package_gone(self):
|
|
with self.assertRaises(ModuleNotFoundError):
|
|
importlib.import_module("lib.hedge_plan")
|
|
|
|
def test_option_expiry_pnl_available(self):
|
|
from lib.options.options_pricing_lib import option_expiry_pnl
|
|
|
|
pnl = option_expiry_pnl(
|
|
opt_type="P",
|
|
strike=2700,
|
|
spot=2600,
|
|
sheets=10,
|
|
ct_mult=0.01,
|
|
premium_paid=1.0,
|
|
)
|
|
# intrinsic = 100 * 10 * 0.01 = 10; pnl = 10 - 1 = 9
|
|
self.assertAlmostEqual(pnl, 9.0, places=6)
|
|
|
|
def test_profit_exit_no_hedge_import(self):
|
|
import inspect
|
|
from lib.options import options_profit_exit_lib as m
|
|
|
|
src = inspect.getsource(m)
|
|
self.assertNotIn("hedge_plan", src)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|