crypto_okx/tests/test_options_account_pnl.py

"""交易账户快照盈亏结算."""
from __future__ import annotations

import sqlite3
import unittest


class AccountPnlSettleTests(unittest.TestCase):
    def test_settle_after_minus_before(self):
        from lib.options.options_account_pnl_lib import (
            settle_closed_trades_from_trading_account,
        )
        from lib.options.options_db import init_options_tables

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, status, bridge_id, trading_usdt_before, pnl_settled,
                created_at, closed_at
            ) VALUES (
                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
                0.01, 'closed', 7, 1000.0, 0,
                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
            )
            """
        )
        conn.commit()
        n = settle_closed_trades_from_trading_account(
            conn, trading_usdt_after=1947.05, bridge_id=7
        )
        self.assertEqual(n, 1)
        row = conn.execute(
            "SELECT trading_usdt_after, realized_pnl_usdt, pnl_settled FROM options_trades WHERE id=1"
        ).fetchone()
        self.assertAlmostEqual(float(row["trading_usdt_after"]), 1947.05, places=2)
        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 947.05, places=2)
        self.assertEqual(int(row["pnl_settled"]), 1)

        # 已冻结不再改
        n2 = settle_closed_trades_from_trading_account(
            conn, trading_usdt_after=9999.0, bridge_id=7
        )
        self.assertEqual(n2, 0)
        row2 = conn.execute(
            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
        ).fetchone()
        self.assertAlmostEqual(float(row2["realized_pnl_usdt"]), 947.05, places=2)
        conn.close()

    def test_stats_only_count_settled_account_trades(self):
        from lib.options.options_db import init_options_tables
        from lib.options.options_stats_lib import (
            compute_options_stats_from_history,
            history_pnl_to_usdt,
            load_local_options_stats_history,
        )

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        # 待结算:不进统计
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl, premium_ccy,
                status, trading_usdt_before, pnl_settled, created_at, closed_at
            ) VALUES (
                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
                0.01, 0.02, 0.01, 'ETH',
                'closed', 500.0, 0, '2026-10-06 10:00:00', '2026-10-08 14:00:00'
            )
            """
        )
        # 已结算
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl, premium_ccy,
                status, trading_usdt_before, trading_usdt_after,
                realized_pnl_usdt, pnl_settled, created_at, closed_at
            ) VALUES (
                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
                0.01, 0.02, 0.01, 'ETH',
                'closed', 1000.0, 1952.96,
                952.96, 1, '2026-10-01 10:00:00', '2026-10-02 14:00:00'
            )
            """
        )
        conn.commit()
        hist = load_local_options_stats_history(conn, None)
        stats = compute_options_stats_from_history(history_pnl_to_usdt(hist, None))
        self.assertEqual(int(stats["total_closed"]), 1)
        self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2)
        conn.close()

    def test_header_stats_skip_unsettled_account_trades(self):
        from datetime import datetime, timezone

        from lib.options.options_db import init_options_tables
        from lib.options.options_stats_lib import header_options_stats_for_window

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, realized_pnl, premium_ccy, status,
                trading_usdt_before, pnl_settled, created_at, closed_at
            ) VALUES (
                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
                0.01, 0.01, 'ETH', 'closed',
                500.0, 0, '2026-10-08 10:00:00', '2026-10-08 12:00:00'
            )
            """
        )
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, realized_pnl, premium_ccy, status,
                trading_usdt_before, trading_usdt_after, realized_pnl_usdt,
                pnl_settled, created_at, closed_at
            ) VALUES (
                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
                0.01, 0.01, 'ETH', 'closed',
                1000.0, 1100.0, 100.0,
                1, '2026-10-08 08:00:00', '2026-10-08 09:00:00'
            )
            """
        )
        conn.commit()
        win = {
            "start_utc": datetime(2026, 10, 1, tzinfo=timezone.utc),
            "end_utc": datetime(2026, 10, 31, 23, 59, 59, tzinfo=timezone.utc),
        }
        out = header_options_stats_for_window(conn, win, timezone.utc, None)
        self.assertEqual(int(out["total"]), 1)
        conn.close()


if __name__ == "__main__":
    unittest.main()