Gate one-open-per-expiry by historical expiry_ymd across days.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -152,22 +152,23 @@ def test_one_expiry_per_day(tmp_path, monkeypatch) -> None:
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from app.models.db import Database
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db = Database(tmp_path / "one_exp.db")
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day = datetime(2026, 8, 1, 12, 0, tzinfo=_SH)
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# 日历已跨到 8.3,但 8.2 开过的 260803 仍须占用
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day = datetime(2026, 8, 3, 0, 0, 2, tzinfo=_SH)
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with db._lock:
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db._conn.execute(
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"""INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
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VALUES ('G-20260802-01','closed','260803',1)"""
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)
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db._conn.execute(
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"""INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
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VALUES ('G-20260801-01','closed','260802',1)"""
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)
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db._conn.execute(
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"""INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
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VALUES ('G-20260731-01','closed','260801',1)"""
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)
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db._conn.commit()
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used = used_expiry_ymds_for_day(db, day)
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assert used == {"260802"}
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assert expiry_blocked_by_one_per_day("260802", used, enabled=True) is True
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assert expiry_blocked_by_one_per_day("260803", used, enabled=True) is False
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assert expiry_blocked_by_one_per_day("260802", used, enabled=False) is False
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assert used == {"260803", "260802"}
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assert expiry_blocked_by_one_per_day("260803", used, enabled=True) is True
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assert expiry_blocked_by_one_per_day("260804", used, enabled=True) is False
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assert expiry_blocked_by_one_per_day("260803", used, enabled=False) is False
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db.close()
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@@ -1,11 +1,14 @@
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"""空仓选约:跳过当日已用到期与残留待结算到期。"""
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"""空仓选约:跳过历史上已用到期与残留待结算到期。"""
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from __future__ import annotations
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from datetime import datetime
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from zoneinfo import ZoneInfo
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from app.strategy.clock import (
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expiry_blocked_by_one_per_day,
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pending_residual_expiry_ymds,
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used_expiry_ymds_for_day,
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used_expiry_ymds,
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)
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@@ -22,32 +25,29 @@ class _FakeDB:
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def fetchall(self, sql: str, params: tuple = ()) -> list[dict]:
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s = " ".join(sql.split()).lower()
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if "from groups" in s:
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like = params[0] if params else ""
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prefix = like.replace("%", "")
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return [
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r
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for r in self._groups
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if str(r.get("group_id", "")).startswith(prefix)
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if str(r.get("expiry_ymd") or "").strip()
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]
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if "from residual_options" in s:
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return [r for r in self._residuals if r.get("status") == "pending"]
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return []
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def test_used_expiry_ymds_for_day() -> None:
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def test_used_expiry_ymds_across_calendar_days() -> None:
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"""8.2 开过 260803 后,8.3 零点仍须拦截同到期。"""
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db = _FakeDB(
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groups=[
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{"group_id": "G-20260802-01", "expiry_ymd": "260803"},
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{"group_id": "G-20260801-01", "expiry_ymd": "260802"},
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]
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)
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from datetime import datetime
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from zoneinfo import ZoneInfo
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now = datetime(2026, 8, 2, 12, 0, tzinfo=ZoneInfo("Asia/Shanghai"))
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assert used_expiry_ymds_for_day(db, now) == {"260803"}
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assert expiry_blocked_by_one_per_day("260803", {"260803"}, enabled=True)
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assert not expiry_blocked_by_one_per_day("260804", {"260803"}, enabled=True)
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now_aug3 = datetime(2026, 8, 3, 0, 0, 2, tzinfo=ZoneInfo("Asia/Shanghai"))
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used = used_expiry_ymds(db, now_aug3)
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assert used == {"260803", "260802"}
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assert expiry_blocked_by_one_per_day("260803", used, enabled=True)
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assert not expiry_blocked_by_one_per_day("260804", used, enabled=True)
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def test_pending_residual_expiry_ymds() -> None:
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