dekun
64 lines
1.8 KiB
Python
64 lines
1.8 KiB
Python
"""hold_timing unit tests."""
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from backend.app.api.hold_timing import hold_timing
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def test_hold_target_perp_only_uses_perp_close():
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g = {
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"open_at_ms": 1_000,
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"close_at_ms": 9_000, # later residual settle would have overwritten
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"status": "closed",
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"close_reason": "target_perp_only",
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}
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fills = [
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{"leg": "option", "action": "open", "ts_ms": 1_000},
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{"leg": "perp", "action": "open", "ts_ms": 1_100},
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{"leg": "perp", "action": "close", "ts_ms": 5_000},
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{"leg": "option", "action": "close", "ts_ms": 9_000},
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]
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h = hold_timing(g, fills)
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assert h["hold_open_at_ms"] == 1_000
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assert h["hold_close_at_ms"] == 5_000
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assert h["hold_ms"] == 4_000
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assert h["hold_basis"] == "perp"
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def test_hold_option_residual_uses_perp():
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g = {
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"open_at_ms": 100,
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"close_at_ms": 500,
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"status": "option_residual",
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"close_reason": "target_perp_only",
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}
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fills = [
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{"leg": "perp", "action": "close", "ts_ms": 500},
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]
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h = hold_timing(g, fills)
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assert h["hold_close_at_ms"] == 500
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assert h["hold_ms"] == 400
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def test_hold_dual_leg_uses_group_close():
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g = {
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"open_at_ms": 100,
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"close_at_ms": 800,
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"status": "closed",
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"close_reason": "fixed_usdt",
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}
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fills = [
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{"leg": "option", "action": "close", "ts_ms": 790},
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{"leg": "perp", "action": "close", "ts_ms": 800},
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]
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h = hold_timing(g, fills)
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assert h["hold_close_at_ms"] == 800
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assert h["hold_ms"] == 700
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assert h["hold_basis"] == "group"
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def test_hold_open_no_close():
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g = {"open_at_ms": 100, "close_at_ms": None, "status": "open", "close_reason": None}
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h = hold_timing(g, [])
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assert h["hold_close_at_ms"] is None
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assert h["hold_ms"] is None
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assert h["hold_basis"] == "open"
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