Prefer open direction from ATM vs spot (below=Call/short, above=Put/long).
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -28,6 +28,31 @@ def test_signal_equal() -> None:
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assert decide(10.0, 10.0) is None
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def test_signal_strike_below_spot_call_short() -> None:
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# 现价 1859、ATM 1850:即使 Put 卖一更高,也走 Call+空
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s = decide(10.0, 20.0, strike=1850, mark_px=1859)
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assert s is not None
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assert s.option_side == "call"
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assert s.perp_side == "short"
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assert s.bias == "strike_below_spot"
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def test_signal_strike_above_spot_put_long() -> None:
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# 现价 1859、ATM 1875:即使 Call 卖一更高,也走 Put+多
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s = decide(20.0, 10.0, strike=1875, mark_px=1859)
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assert s is not None
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assert s.option_side == "put"
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assert s.perp_side == "long"
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assert s.bias == "strike_above_spot"
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def test_signal_strike_flat_falls_back_to_ask() -> None:
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s = decide(20.0, 15.0, strike=1860, mark_px=1860)
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assert s is not None
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assert s.bias == "call_ask_gt_put"
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assert s.option_side == "call"
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def test_exit_fixed_and_premium_multiple() -> None:
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fixed = check_exits(
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net_pnl=15.0,
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