dekun
76 lines
2.9 KiB
Python
76 lines
2.9 KiB
Python
"""已实现盈亏曲线:累计平仓真盈亏,不受划转影响."""
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from __future__ import annotations
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import sqlite3
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import unittest
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class RealizedPnlCurveTests(unittest.TestCase):
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def _init(self):
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from lib.options.options_db import init_options_tables
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conn = sqlite3.connect(":memory:")
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conn.row_factory = sqlite3.Row
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init_options_tables(conn)
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return conn
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def test_cumulative_steps(self):
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from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
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conn = self._init()
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conn.execute(
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"""
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INSERT INTO options_trades(
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inst_id, underlying, opt_type, sheets, eth_amount,
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premium_paid, premium_received, realized_pnl, premium_ccy,
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status, realized_pnl_usdt, close_index_px,
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created_at, closed_at
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) VALUES
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('BTC-A','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',100.0,80000,
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'2026-10-01 10:00:00','2026-10-01 12:00:00'),
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('BTC-B','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',50.0,80000,
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'2026-10-02 10:00:00','2026-10-02 12:00:00'),
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('BTC-C','BTC','P',1,0.01,0.01,0.02,-0.01,'BTC','closed',-20.0,80000,
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'2026-10-03 10:00:00','2026-10-03 12:00:00')
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"""
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)
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conn.commit()
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out = query_realized_pnl_series_with_db(conn, range_key="all")
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self.assertTrue(out["ok"])
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self.assertEqual(out["metric"], "realized_pnl")
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self.assertEqual(out["trade_count"], 3)
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# 点含区间起点/各笔台阶/延伸到 now;累计最终 130
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self.assertAlmostEqual(float(out["latest"]), 130.0, places=2)
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vals = [p["v"] for p in out["points"]]
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self.assertIn(100.0, vals)
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self.assertIn(150.0, vals)
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self.assertIn(130.0, vals)
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conn.close()
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def test_range_carries_baseline(self):
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from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
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conn = self._init()
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# 一笔很早的盈利,窗口内无新单 → 水平线在 80
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conn.execute(
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"""
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INSERT INTO options_trades(
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inst_id, underlying, opt_type, sheets, eth_amount,
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premium_paid, premium_received, realized_pnl, premium_ccy,
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status, realized_pnl_usdt, created_at, closed_at
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) VALUES (
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'BTC-OLD','BTC','P',1,0.01,0.01,0.02,0.01,'BTC',
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'closed', 80.0, '2020-01-01 10:00:00', '2020-01-01 12:00:00'
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)
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"""
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)
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conn.commit()
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out = query_realized_pnl_series_with_db(conn, range_key="7d")
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self.assertAlmostEqual(float(out["latest"]), 80.0, places=2)
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self.assertTrue(all(abs(float(p["v"]) - 80.0) < 1e-6 for p in out["points"]))
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conn.close()
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if __name__ == "__main__":
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unittest.main()
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