crypto_okx/tests/test_options_pnl_settle.py

"""期权已实现盈亏:扣手续费 + 按开仓成本冻结 U(不跟平仓价重估开仓成本)."""
from __future__ import annotations

import unittest

from lib.options.options_pnl_settle_lib import (
    fee_to_premium_ccy,
    settle_closed_pnl,
    settle_exchange_realized_pnl,
)
from lib.options.options_stats_lib import (
    compute_options_stats_from_history,
    history_pnl_to_usdt,
    recompute_closed_realized_pnl_usdt,
)


class FeeConvertTests(unittest.TestCase):
    def test_fee_same_ccy(self):
        self.assertAlmostEqual(
            fee_to_premium_ccy(0.001, "ETH", premium_ccy="ETH", index_px=3000),
            0.001,
            places=8,
        )

    def test_fee_usdt_to_eth(self):
        self.assertAlmostEqual(
            fee_to_premium_ccy(3.0, "USDT", premium_ccy="ETH", index_px=3000),
            0.001,
            places=8,
        )


class SettleClosedPnlTests(unittest.TestCase):
    def test_same_index_matches_net_times_index(self):
        # 开平指数相同:(recv-paid-fees)*idx
        s = settle_closed_pnl(
            premium_paid=0.01,
            premium_received=0.02,
            open_fee=0.0005,
            close_fee=0.0005,
            premium_ccy="ETH",
            index_px=3000,
            open_index_px=3000,
        )
        self.assertAlmostEqual(float(s["realized_pnl"]), 0.009, places=8)
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)

    def test_open_cost_not_revalued_at_close(self):
        # 开仓 2500、平仓 3000:不得把已付也按 3000 计
        # exit=0.02*3000=60, entry=0.01*2500=25, fee=0.0005*2500+0.0005*3000=2.75
        # usdt=60-25-2.75=32.25  (旧口径 0.009*3000=27 偏亏)
        s = settle_closed_pnl(
            premium_paid=0.01,
            premium_received=0.02,
            open_fee=0.0005,
            close_fee=0.0005,
            premium_ccy="ETH",
            index_px=3000,
            open_index_px=2500,
        )
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 32.25, places=4)

    def test_budget_usdt_as_entry(self):
        # budget=26 作为真实开仓 USDT 成本;ETH 开仓费不再重复扣
        s = settle_closed_pnl(
            premium_paid=0.01,
            premium_received=0.02,
            open_fee=0.0005,
            close_fee=0.0005,
            premium_ccy="ETH",
            index_px=3000,
            budget_usdt=26.0,
            fee_ccy="ETH",
        )
        # exit=60, entry=26, close_fee_u=1.5 → 32.5
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 32.5, places=4)

    def test_usdc_freeze_is_net(self):
        s = settle_closed_pnl(
            premium_paid=10,
            premium_received=12,
            open_fee=0.1,
            close_fee=0.1,
            premium_ccy="USDC",
            index_px=None,
        )
        self.assertAlmostEqual(float(s["realized_pnl"]), 1.8, places=4)
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 1.8, places=4)

    def test_exchange_realized_not_fee_again(self):
        s = settle_exchange_realized_pnl(
            realized_pnl=0.009,
            premium_ccy="ETH",
            index_px=3000,
            fee_hint=0.001,
        )
        self.assertAlmostEqual(float(s["realized_pnl"]), 0.009, places=8)
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)


class FrozenStatsTests(unittest.TestCase):
    def test_frozen_usdt_ignores_live_index(self):
        history = [
            {
                "status": "closed",
                "inst_id": "ETH-USD-260701-2500-C",
                "underlying": "ETH",
                "premium_ccy": "ETH",
                "realized_pnl": 0.01,
                "realized_pnl_usdt": 25.0,
                "close_index_px": 2500.0,
                "created_at": "2026-10-01 10:00:00",
                "closed_at": "2026-10-01 12:00:00",
            }
        ]

        class _Ex:
            def public_get_market_ticker(self, params):
                return {"data": [{"last": "99999"}]}

        converted = history_pnl_to_usdt(history, _Ex())
        self.assertAlmostEqual(float(converted[0]["realized_pnl"]), 25.0, places=4)
        stats = compute_options_stats_from_history(converted)
        self.assertAlmostEqual(float(stats["net_realized_pnl"]), 25.0, places=4)


class RecomputeClosedUsdtTests(unittest.TestCase):
    def test_recompute_uses_budget_not_close_revalue(self):
        import sqlite3

        from lib.options.options_db import init_options_tables

        conn = sqlite3.connect(":memory:")
        conn.row_factory = sqlite3.Row
        init_options_tables(conn)
        # 旧错误冻结: (0.02-0.01)*3000=30
        conn.execute(
            """
            INSERT INTO options_trades(
                inst_id, underlying, opt_type, sheets, eth_amount,
                premium_paid, premium_received, realized_pnl,
                premium_ccy, status, budget_usdt, close_index_px, realized_pnl_usdt
            ) VALUES (
                'ETH-USD-260701-2500-C', 'ETH', 'C', 1, 0.01,
                0.01, 0.02, 0.01,
                'ETH', 'closed', 26.0, 3000, 30.0
            )
            """
        )
        conn.commit()
        n = recompute_closed_realized_pnl_usdt(conn, None)
        self.assertEqual(n, 1)
        row = conn.execute(
            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
        ).fetchone()
        # exit 60 - budget 26 = 34 (无手续费列)
        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 34.0, places=4)
        conn.close()


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