Skip used/residual expiries so ATM monitors the next day.

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

backend/tests/test_skip_expiry_next.py

@@ -0,0 +1,61 @@
+"""空仓选约：跳过当日已用到期与残留待结算到期。"""
+
+from __future__ import annotations
+
+from app.strategy.clock import (
+    expiry_blocked_by_one_per_day,
+    pending_residual_expiry_ymds,
+    used_expiry_ymds_for_day,
+)
+
+
+class _FakeDB:
+    def __init__(
+        self,
+        *,
+        groups: list[dict] | None = None,
+        residuals: list[dict] | None = None,
+    ) -> None:
+        self._groups = groups or []
+        self._residuals = residuals or []
+
+    def fetchall(self, sql: str, params: tuple = ()) -> list[dict]:
+        s = " ".join(sql.split()).lower()
+        if "from groups" in s:
+            like = params[0] if params else ""
+            prefix = like.replace("%", "")
+            return [
+                r
+                for r in self._groups
+                if str(r.get("group_id", "")).startswith(prefix)
+            ]
+        if "from residual_options" in s:
+            return [r for r in self._residuals if r.get("status") == "pending"]
+        return []
+
+
+def test_used_expiry_ymds_for_day() -> None:
+    db = _FakeDB(
+        groups=[
+            {"group_id": "G-20260802-01", "expiry_ymd": "260803"},
+            {"group_id": "G-20260801-01", "expiry_ymd": "260802"},
+        ]
+    )
+    from datetime import datetime
+    from zoneinfo import ZoneInfo
+
+    now = datetime(2026, 8, 2, 12, 0, tzinfo=ZoneInfo("Asia/Shanghai"))
+    assert used_expiry_ymds_for_day(db, now) == {"260803"}
+    assert expiry_blocked_by_one_per_day("260803", {"260803"}, enabled=True)
+    assert not expiry_blocked_by_one_per_day("260804", {"260803"}, enabled=True)
+
+
+def test_pending_residual_expiry_ymds() -> None:
+    db = _FakeDB(
+        residuals=[
+            {"expiry_ymd": "260803", "status": "pending"},
+            {"expiry_ymd": "260802", "status": "settled"},
+            {"expiry_ymd": "", "status": "pending"},
+        ]
+    )
+    assert pending_residual_expiry_ymds(db) == {"260803"}