dekun
73 lines
2.7 KiB
Python
73 lines
2.7 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."""
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from __future__ import annotations
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import importlib
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import unittest
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class RemoveHedgeSmokeTests(unittest.TestCase):
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def test_trade_mode_always_options(self):
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from lib.options.okx_trade_mode_lib import (
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get_okx_trade_mode,
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hedge_module_enabled,
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standalone_options_open_allowed,
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block_standalone_open_by_mode_msg,
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normalize_okx_trade_mode,
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)
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self.assertEqual(normalize_okx_trade_mode("options_options"), "options")
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self.assertEqual(normalize_okx_trade_mode("perp_options"), "options")
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self.assertEqual(get_okx_trade_mode(), "options")
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self.assertFalse(hedge_module_enabled())
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self.assertTrue(standalone_options_open_allowed())
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self.assertIsNone(block_standalone_open_by_mode_msg())
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def test_hedge_plan_package_gone(self):
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with self.assertRaises(ModuleNotFoundError):
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importlib.import_module("lib.hedge_plan")
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def test_option_expiry_pnl_available(self):
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from lib.options.options_pricing_lib import option_expiry_pnl
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pnl = option_expiry_pnl(
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opt_type="P",
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strike=2700,
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spot=2600,
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sheets=10,
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ct_mult=0.01,
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premium_paid=1.0,
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)
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# intrinsic = 100 * 10 * 0.01 = 10; pnl = 10 - 1 = 9
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self.assertAlmostEqual(pnl, 9.0, places=6)
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def test_profit_exit_no_hedge_import(self):
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import inspect
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from lib.options import options_profit_exit_lib as m
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src = inspect.getsource(m)
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self.assertNotIn("hedge_plan", src)
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def test_nav_display_meta_no_hedge(self):
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from lib.instance.instance_display_prefs_lib import display_meta_for_ui, tab_allowed
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from lib.instance.instance_embed_lib import EMBED_TABS
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labels = [e["label"] for g in display_meta_for_ui() for e in g["entries"]]
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self.assertNotIn("对冲计划", labels)
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self.assertFalse(tab_allowed("hedge_plan"))
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self.assertNotIn("hedge_plan", EMBED_TABS)
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def test_positions_api_still_builds_target_maps(self):
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"""删对冲时勿再漏掉 tgt_map / profit_exit_map 赋值,否则有仓时接口 500、前端暂无持仓."""
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import inspect
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from lib.options import options_register
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src = inspect.getsource(options_register.register_options_routes)
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self.assertIn("tgt_map = targets_by_inst(conn)", src)
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self.assertIn("profit_exit_map = profit_exit_by_inst(conn)", src)
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self.assertNotIn("hedge_target_map", src)
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self.assertNotIn("hedge_plan_target", src)
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if __name__ == "__main__":
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unittest.main()
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