Add OKX trading-account USDC auto-swap and lock exit target while in position.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/tests/test_auto_usdc.py

@@ -0,0 +1,99 @@
+"""OKX 交易账户自动兑 USDC 测试。"""
+
+from __future__ import annotations
+
+from unittest.mock import MagicMock, patch
+
+from app.strategy.auto_usdc import ensure_okx_trading_usdc
+
+
+def test_skip_when_usdc_enough() -> None:
+    cap = {
+        "option_need_usdc": 100.0,
+        "option_have_usdc": 100.0,
+        "perp_need_usdt": 50.0,
+        "perp_have_usdt": 500.0,
+        "option_can_open": True,
+    }
+    with (
+        patch("app.strategy.auto_usdc._is_okx", return_value=True),
+        patch("app.strategy.auto_usdc.assess_open_capacity", return_value=cap),
+    ):
+        r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap)
+    assert r["skipped"] is True
+    assert r["acted"] is False
+    assert "已够开仓" in r["detail"]
+
+
+def test_skip_non_okx() -> None:
+    with patch("app.strategy.auto_usdc._is_okx", return_value=False):
+        r = ensure_okx_trading_usdc(db=MagicMock())
+    assert r["skipped"] is True
+    assert "非 OKX" in r["detail"]
+
+
+def test_sim_convert_to_2x_need() -> None:
+    """USDC 不足 → 交易账户兑到 需×2（预留永续保证金）。"""
+    cap = {
+        "option_need_usdc": 100.0,
+        "option_have_usdc": 20.0,
+        "perp_need_usdt": 50.0,
+        "perp_have_usdt": 500.0,
+        "option_can_open": False,
+    }
+    cap_after = {
+        **cap,
+        "option_have_usdc": 200.0,
+        "option_can_open": True,
+        "perp_have_usdt": 320.0,
+    }
+    wallets = MagicMock()
+    wallets.convert.return_value = {"ok": True, "detail": "converted"}
+
+    with (
+        patch("app.strategy.auto_usdc._is_okx", return_value=True),
+        patch("app.strategy.auto_usdc.assess_open_capacity", side_effect=[cap, cap_after]),
+        patch("app.strategy.auto_usdc.get_settings") as gs,
+        patch("app.live.okx_funds.usdc_usdt_mid_rate", return_value=1.0),
+        patch("app.sim.funds_wallets.SimFundsWallets", return_value=wallets),
+        patch("app.strategy.auto_usdc.invalidate_live_balance_cache"),
+    ):
+        gs.return_value.is_sim = True
+        r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap)
+
+    assert r["acted"] is True
+    assert r["ok"] is True
+    # target=200, have=20 → gap=180 USDT
+    wallets.convert.assert_called_once()
+    kwargs = wallets.convert.call_args.kwargs
+    assert kwargs["direction"] == "usdt_to_usdc"
+    assert kwargs["account"] == "trading"
+    assert kwargs["amount"] == 180.0
+
+
+def test_reserve_perp_margin() -> None:
+    """可兑 USDT = 交易 USDT − 永续所需。"""
+    cap = {
+        "option_need_usdc": 100.0,
+        "option_have_usdc": 0.0,
+        "perp_need_usdt": 400.0,
+        "perp_have_usdt": 450.0,  # 可兑仅 50
+        "option_can_open": False,
+    }
+    wallets = MagicMock()
+    wallets.convert.return_value = {"ok": True, "detail": "converted"}
+    cap_after = {**cap, "option_have_usdc": 50.0}
+
+    with (
+        patch("app.strategy.auto_usdc._is_okx", return_value=True),
+        patch("app.strategy.auto_usdc.assess_open_capacity", side_effect=[cap, cap_after]),
+        patch("app.strategy.auto_usdc.get_settings") as gs,
+        patch("app.live.okx_funds.usdc_usdt_mid_rate", return_value=1.0),
+        patch("app.sim.funds_wallets.SimFundsWallets", return_value=wallets),
+        patch("app.strategy.auto_usdc.invalidate_live_balance_cache"),
+    ):
+        gs.return_value.is_sim = True
+        r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap)
+
+    assert r["acted"] is True
+    assert wallets.convert.call_args.kwargs["amount"] == 50.0

backend/tests/test_exit_lock.py

@@ -0,0 +1,42 @@
+"""持仓锁定出场目标。"""
+
+from __future__ import annotations
+
+from app.strategy.exits import check_exits, resolve_exit_target
+
+
+def test_locked_target_ignores_setting_drift() -> None:
+    d = check_exits(
+        net_pnl=20.0,
+        exit_mode="fixed_usdt",
+        net_profit_target=50.0,  # 设置已被改大
+        premium_exit_multiple=1.0,
+        initial_premium=10.0,
+        locked_exit_target=15.0,  # 开仓锁定
+    )
+    assert d.should_close is True
+    assert d.target == 15.0
+
+
+def test_locked_target_not_yet() -> None:
+    d = check_exits(
+        net_pnl=10.0,
+        exit_mode="fixed_usdt",
+        net_profit_target=5.0,
+        premium_exit_multiple=1.0,
+        initial_premium=10.0,
+        locked_exit_target=15.0,
+    )
+    assert d.should_close is False
+    assert d.target == 15.0
+
+
+def test_resolve_premium_still_works_without_lock() -> None:
+    t, mode = resolve_exit_target(
+        exit_mode="premium_multiple",
+        net_profit_target=15.0,
+        premium_exit_multiple=2.0,
+        initial_premium=10.0,
+    )
+    assert t == 20.0
+    assert mode == "premium_multiple"