dekun
bf3441537e
Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss. Co-authored-by: Cursor <cursoragent@cursor.com>
81 lines
2.4 KiB
Python
81 lines
2.4 KiB
Python
"""LIVE 金额与组净盈亏口径。"""
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from __future__ import annotations
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from app.live.live_pnl import enrich_live_unrealized, group_paid_fees_usdt
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from app.live.money import abs_fee_usdt, to_usdt
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def test_to_usdt_one_to_one() -> None:
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assert to_usdt(12.5, "USDC") == 12.5
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assert to_usdt(-3.0, "USDT") == -3.0
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assert abs_fee_usdt(-0.2, "USDC") == 0.2
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def test_group_paid_fees(tmp_path, monkeypatch) -> None:
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monkeypatch.setenv("MODE", "SIM")
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from app.models.db import Database
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db = Database(tmp_path / "f.db")
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with db._lock:
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db._conn.execute(
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"""INSERT INTO groups(group_id, status, open_at_ms, fees)
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VALUES ('G1','open',1,0)"""
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)
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db._conn.execute(
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"""INSERT INTO fills(group_id, leg, action, side, inst_id, qty_eth,
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fill_px, fee, slip, notional, ts_ms)
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VALUES ('G1','option','open','long','OPT',2,10,0.5,0,20,1)"""
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)
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db._conn.execute(
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"""INSERT INTO fills(group_id, leg, action, side, inst_id, qty_eth,
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fill_px, fee, slip, notional, ts_ms)
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VALUES ('G1','perp','open','short','SWAP',1,100,-0.3,0,100,2)"""
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)
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db._conn.commit()
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assert group_paid_fees_usdt(db, "G1") == 0.8
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db.close()
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class _FakeClient:
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def get_perp_upl_usdt(self, *a, **k):
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return 8.0
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def get_funding_usdt(self, *a, **k):
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return -1.5
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def test_enrich_live_unrealized_keeps_book_net_plus_funding() -> None:
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base = {
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"has_position": True,
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"group_id": "G1",
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"perp_side": "short",
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"perp_upl": 1.0,
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"option_upl": 5.0,
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"est_close_fees": 0.8,
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"net_pnl": -3.9,
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}
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class _Db:
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def fetchall(self, *a, **k):
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return [{"fee": 0.4}, {"fee": 0.1}]
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out = enrich_live_unrealized(
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base=base,
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db=_Db(),
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client=_FakeClient(),
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exchange="okx",
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perp_inst_id="ETH-USDT-SWAP",
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perp_side="short",
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open_at_ms=1,
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)
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assert out["perp_upl"] == 1.0 # 盘口可平
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assert out["perp_upl_exchange"] == 8.0
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assert out["option_upl"] == 5.0
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assert out["fees_paid"] == 0.5
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assert out["funding_usdt"] == -1.5
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assert out["est_close_fees"] == 0.8
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# 盯盘净利 = 盘口净利 + 资金费，不用标记 UPL 覆盖
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assert abs(out["net_pnl"] - (-3.9 - 1.5)) < 1e-9
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assert out["pnl_source"] == "live_book_plus_funding"
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