Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-30 01:06:32 +08:00
parent 4c537e7520
commit 200702d066
14 changed files with 471 additions and 139 deletions
@@ -0,0 +1,47 @@
+"""资金门 fail-closed 测试。"""
+
+from __future__ import annotations
+
+from app.strategy.open_capacity import funds_gate_blocks
+
+
+def test_funds_gate_blocks_none() -> None:
+    blocked, msg = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": None,
+            "perp_label": "a",
+            "option_label": "b",
+        }
+    )
+    assert blocked is True
+    assert "未知" in msg or "拒绝" in msg
+
+
+def test_funds_gate_blocks_false() -> None:
+    blocked, msg = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": False,
+            "perp_label": "永续可开",
+            "option_label": "期权不可开",
+            "perp_need_usdt": 1,
+            "perp_have_usdt": 10,
+            "option_need_usdc": 100,
+            "option_have_usdc": 1,
+        }
+    )
+    assert blocked is True
+    assert "不可开" in msg or "不足" in msg
+
+
+def test_funds_gate_ok_only_when_both_true() -> None:
+    blocked, _ = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": True,
+            "perp_label": "永续可开",
+            "option_label": "期权可开",
+        }
+    )
+    assert blocked is False