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"