Implement P1 local matcher/ledger and P2 strategy engine.

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

backend/tests/test_p1_p2_rules.py

@@ -0,0 +1,61 @@
+from app.strategy.signal import decide
+from app.strategy.exits import check_exits
+from app.sim.pricing import option_fill, perp_fill
+from app.strategy.clock import can_open_new, window_key
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+_SH = ZoneInfo("Asia/Shanghai")
+
+
+def test_signal_buy_call_short_perp() -> None:
+    s = decide(20.0, 15.0)
+    assert s is not None
+    assert s.option_side == "call"
+    assert s.perp_side == "short"
+
+
+def test_signal_buy_put_long_perp() -> None:
+    s = decide(10.0, 16.0)
+    assert s is not None
+    assert s.option_side == "put"
+    assert s.perp_side == "long"
+
+
+def test_signal_equal() -> None:
+    assert decide(10.0, 10.0) is None
+
+
+def test_exit_premium_and_move() -> None:
+    assert check_exits(
+        perp_upl=50, initial_premium=40, move_points=1, exit_move_points=30
+    ).reason == "premium_cover"
+    assert check_exits(
+        perp_upl=1, initial_premium=40, move_points=30, exit_move_points=30
+    ).reason == "move_points"
+
+
+def test_perp_pricing() -> None:
+    r = perp_fill(side="long", action="open", bid=100, ask=101, qty_eth=1, fee_rate=0.001)
+    assert abs(r.fill_px - 101 * 1.001) < 1e-9
+
+
+def test_option_open_close_pricing() -> None:
+    o = option_fill(action="open", bid=10, ask=12, qty_eth=2, fee_rate=0.001)
+    assert o.fill_px > 12
+    c = option_fill(action="close", bid=10, ask=12, qty_eth=2, fee_rate=0.001)
+    assert c.fill_px < 10
+
+
+def test_window() -> None:
+    # 17:00 can open, window key today
+    n = datetime(2026, 7, 24, 17, 0, tzinfo=_SH)
+    assert can_open_new(n) is True
+    assert window_key(n) == "20260724"
+    # 10:00 cannot open
+    n2 = datetime(2026, 7, 24, 10, 0, tzinfo=_SH)
+    assert can_open_new(n2) is False
+    # 07:00 still previous window, can open
+    n3 = datetime(2026, 7, 24, 7, 0, tzinfo=_SH)
+    assert can_open_new(n3) is True
+    assert window_key(n3) == "20260723"