Show trade open/close times and hold period by target exit.

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

backend/tests/test_hold_timing.py

@@ -0,0 +1,63 @@
+"""hold_timing unit tests."""
+
+from backend.app.api.hold_timing import hold_timing
+
+
+def test_hold_target_perp_only_uses_perp_close():
+    g = {
+        "open_at_ms": 1_000,
+        "close_at_ms": 9_000,  # later residual settle would have overwritten
+        "status": "closed",
+        "close_reason": "target_perp_only",
+    }
+    fills = [
+        {"leg": "option", "action": "open", "ts_ms": 1_000},
+        {"leg": "perp", "action": "open", "ts_ms": 1_100},
+        {"leg": "perp", "action": "close", "ts_ms": 5_000},
+        {"leg": "option", "action": "close", "ts_ms": 9_000},
+    ]
+    h = hold_timing(g, fills)
+    assert h["hold_open_at_ms"] == 1_000
+    assert h["hold_close_at_ms"] == 5_000
+    assert h["hold_ms"] == 4_000
+    assert h["hold_basis"] == "perp"
+
+
+def test_hold_option_residual_uses_perp():
+    g = {
+        "open_at_ms": 100,
+        "close_at_ms": 500,
+        "status": "option_residual",
+        "close_reason": "target_perp_only",
+    }
+    fills = [
+        {"leg": "perp", "action": "close", "ts_ms": 500},
+    ]
+    h = hold_timing(g, fills)
+    assert h["hold_close_at_ms"] == 500
+    assert h["hold_ms"] == 400
+
+
+def test_hold_dual_leg_uses_group_close():
+    g = {
+        "open_at_ms": 100,
+        "close_at_ms": 800,
+        "status": "closed",
+        "close_reason": "fixed_usdt",
+    }
+    fills = [
+        {"leg": "option", "action": "close", "ts_ms": 790},
+        {"leg": "perp", "action": "close", "ts_ms": 800},
+    ]
+    h = hold_timing(g, fills)
+    assert h["hold_close_at_ms"] == 800
+    assert h["hold_ms"] == 700
+    assert h["hold_basis"] == "group"
+
+
+def test_hold_open_no_close():
+    g = {"open_at_ms": 100, "close_at_ms": None, "status": "open", "close_reason": None}
+    h = hold_timing(g, [])
+    assert h["hold_close_at_ms"] is None
+    assert h["hold_ms"] is None
+    assert h["hold_basis"] == "open"