dekun
586469482e
Startup ignored DB exchange choice and kept OKX ATM ids under a Binance health label, so option bid/ask stayed empty. Co-authored-by: Cursor <cursoragent@cursor.com>
92 lines
2.9 KiB
Python
92 lines
2.9 KiB
Python
"""币安符号解析与中性到期工具测试。"""
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from app.exchange.binance.parse import parse_option_symbol, rows_to_option_contracts
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from app.exchange.expiry import expiry_ms_from_ymd, ymd_from_expiry_ms
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from app.exchange.runtime import normalize_exchange_name
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def test_binance_parse_option_symbol() -> None:
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y, stk, side = parse_option_symbol("ETH-250726-1860-C")
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assert y == "250726"
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assert stk == 1860.0
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assert side == "C"
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y2, _, side2 = parse_option_symbol("ETH-250726-1860-P")
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assert y2 == "250726" and side2 == "P"
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assert parse_option_symbol("ETHUSDT")[0] is None
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def test_binance_rows_to_contracts() -> None:
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rows = [
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{
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"symbol": "ETH-250726-1860-C",
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"status": "TRADING",
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"strikePrice": "1860",
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"side": "CALL",
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"expiryDate": expiry_ms_from_ymd("250726"),
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"unit": "1",
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"underlying": "ETHUSDT",
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},
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{
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"symbol": "ETH-250726-1860-P",
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"status": "TRADING",
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"strikePrice": "1860",
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"side": "PUT",
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"expiryDate": expiry_ms_from_ymd("250726"),
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"unit": 1,
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"underlying": "ETHUSDT",
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},
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]
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out = rows_to_option_contracts(rows)
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assert len(out) == 2
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assert out[0]["expiry_ymd"] == "250726"
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assert out[0]["ct_mult"] == 1.0
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assert out[0]["side"] in ("C", "P")
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def test_expiry_ms_roundtrip() -> None:
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ms = expiry_ms_from_ymd("250726")
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assert ymd_from_expiry_ms(ms) == "250726"
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# UTC 08:00
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from datetime import datetime, timezone
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dt = datetime.fromtimestamp(ms / 1000, tz=timezone.utc)
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assert dt.hour == 8 and dt.minute == 0
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def test_normalize_exchange() -> None:
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assert normalize_exchange_name("BN") == "binance"
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assert normalize_exchange_name("okx") == "okx"
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assert normalize_exchange_name(None) == "okx"
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def test_binance_maps_okx_family_name() -> None:
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"""误传 OKX family 时不应按 startswith(ETH) 乱匹配，应映射到 ETHUSDT。"""
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from app.exchange.binance.rest import BinanceRestClient
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cli = BinanceRestClient.__new__(BinanceRestClient)
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cli._exchange_info = {
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"optionSymbols": [
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{
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"symbol": "ETH-260726-1860-C",
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"underlying": "ETHUSDT",
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"status": "TRADING",
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"strikePrice": "1860",
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"side": "CALL",
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"expiryDate": 1785052800000,
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"unit": "1",
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},
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{
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"symbol": "BTC-260726-100000-C",
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"underlying": "BTCUSDT",
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"status": "TRADING",
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"strikePrice": "100000",
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"side": "CALL",
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"expiryDate": 1785052800000,
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"unit": "1",
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},
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]
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}
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rows = BinanceRestClient.fetch_option_instruments(cli, "ETH-USD_UM")
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assert len(rows) == 1
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assert rows[0]["symbol"] == "ETH-260726-1860-C"
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