crypto_okx/tests/test_options_review_pnl_freeze.py

"""复盘真盈亏=卖光收回−买币;禁止权利金×指数冒充."""
from __future__ import annotations

import sqlite3
import unittest


class ReviewLocalSyncFreezeTests(unittest.TestCase):
    def test_account_after_minus_before_is_true_pnl(self):
        from lib.options.options_db import init_options_tables
        from lib.options.options_review_lib import sync_options_from_local_trades
        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        ensure_runtime_settings_table(conn)
        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl, premium_ccy,
                status, realized_pnl_usdt, close_index_px,
                trading_usdt_before, trading_usdt_after, pnl_settled,
                created_at, closed_at
            ) VALUES (
                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
                0.01, 0.02, 0.01, 'BTC',
                'closed', -51.0, 85000.0,
                1000.0, 2506.0, 1,
                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
            )
            """
        )
        conn.commit()

        class _Ex:
            def public_get_market_ticker(self, params):
                return {"data": [{"last": "999999"}]}

        out = sync_options_from_local_trades(conn, _Ex())
        self.assertTrue(out.get("ok"))
        row = conn.execute(
            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
            ("local_opt:1",),
        ).fetchone()
        self.assertIsNotNone(row)
        # 真盈亏=after−before=1506,不是错误冻结 -51,也不是指数折算
        self.assertAlmostEqual(float(row["realized_pnl_total"]), 1506.0, places=2)
        healed = conn.execute(
            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
        ).fetchone()
        self.assertAlmostEqual(float(healed["realized_pnl_usdt"]), 1506.0, places=2)
        conn.close()

    def test_bridge_cash_is_true_pnl_when_no_after(self):
        from lib.options.options_db import init_options_tables
        from lib.options.options_review_lib import sync_options_from_local_trades
        from lib.options.options_spot_bridge_lib import ensure_bridge_table
        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        ensure_bridge_table(conn)
        ensure_runtime_settings_table(conn)
        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
        conn.execute(
            """
            INSERT INTO options_spot_bridge(
                id, underlying, status, budget_usdt, usdt_recovered, message
            ) VALUES (7, 'BTC', 'closed', 2200.0, 3706.0, 'done')
            """
        )
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl, premium_ccy,
                status, realized_pnl_usdt, close_index_px,
                trading_usdt_before, bridge_id, pnl_settled,
                created_at, closed_at
            ) VALUES (
                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
                0.01, 0.02, 0.01, 'BTC',
                'closed', 850.0, 85000.0,
                1000.0, 7, 0,
                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
            )
            """
        )
        conn.commit()
        sync_options_from_local_trades(conn, None)
        row = conn.execute(
            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
            ("local_opt:1",),
        ).fetchone()
        # 3706 − 2200 = 1506;不是 0.01*85000
        self.assertAlmostEqual(float(row["realized_pnl_total"]), 1506.0, places=2)
        conn.close()

    def test_index_formula_not_shown_as_true_pnl(self):
        from lib.options.options_db import init_options_tables
        from lib.options.options_review_lib import sync_options_from_local_trades
        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        ensure_runtime_settings_table(conn)
        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl, premium_ccy,
                status, realized_pnl_usdt, close_index_px,
                created_at, closed_at
            ) VALUES (
                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
                0.01, 0.02, 0.01, 'BTC',
                'closed', 850.0, 85000.0,
                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
            )
            """
        )
        conn.commit()
        sync_options_from_local_trades(conn, None)
        row = conn.execute(
            "SELECT realized_pnl_total, status_raw FROM options_review_trades WHERE history_key=?",
            ("local_opt:1",),
        ).fetchone()
        # 无账户/桥快照:不得用指数折 U 冒充真盈亏
        self.assertIsNone(row["realized_pnl_total"])
        conn.close()


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