Files
eth_hedge_sim/backend/tests/test_skip_expiry_next.py
2026-08-03 07:35:44 +08:00

62 lines
1.9 KiB
Python

"""空仓选约:跳过历史上已用到期与残留待结算到期。"""
from __future__ import annotations
from datetime import datetime
from zoneinfo import ZoneInfo
from app.strategy.clock import (
expiry_blocked_by_one_per_day,
pending_residual_expiry_ymds,
used_expiry_ymds,
)
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:
return [
r
for r in self._groups
if str(r.get("expiry_ymd") or "").strip()
]
if "from residual_options" in s:
return [r for r in self._residuals if r.get("status") == "pending"]
return []
def test_used_expiry_ymds_across_calendar_days() -> None:
"""8.2 开过 260803 后,8.3 零点仍须拦截同到期。"""
db = _FakeDB(
groups=[
{"group_id": "G-20260802-01", "expiry_ymd": "260803"},
{"group_id": "G-20260801-01", "expiry_ymd": "260802"},
]
)
now_aug3 = datetime(2026, 8, 3, 0, 0, 2, tzinfo=ZoneInfo("Asia/Shanghai"))
used = used_expiry_ymds(db, now_aug3)
assert used == {"260803", "260802"}
assert expiry_blocked_by_one_per_day("260803", used, enabled=True)
assert not expiry_blocked_by_one_per_day("260804", used, 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"}