dekun
127 lines
4.2 KiB
Python
127 lines
4.2 KiB
Python
"""OKX 交易账户自动兑 USDC 测试。"""
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from __future__ import annotations
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from unittest.mock import MagicMock, patch
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from app.strategy.auto_usdc import ensure_okx_trading_usdc
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def test_skip_when_usdc_enough() -> None:
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cap = {
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"option_need_usdc": 100.0,
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"option_have_usdc": 100.0,
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"perp_need_usdt": 50.0,
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"perp_have_usdt": 500.0,
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"option_can_open": True,
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}
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with (
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patch("app.strategy.auto_usdc._is_okx", return_value=True),
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patch("app.strategy.auto_usdc.assess_open_capacity", return_value=cap),
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):
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r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap)
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assert r["skipped"] is True
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assert r["acted"] is False
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assert "已够开仓" in r["detail"]
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def test_skip_non_okx() -> None:
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with patch("app.strategy.auto_usdc._is_okx", return_value=False):
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r = ensure_okx_trading_usdc(db=MagicMock())
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assert r["skipped"] is True
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assert "非 OKX" in r["detail"]
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def test_sim_convert_to_2x_need() -> None:
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"""USDC 不足 → 交易账户兑到 需×2（预留永续保证金）。"""
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import app.strategy.auto_usdc as m
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m._last_attempt_ts = 0.0
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cap = {
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"option_need_usdc": 100.0,
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"option_have_usdc": 20.0,
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"perp_need_usdt": 50.0,
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"perp_have_usdt": 500.0,
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"option_can_open": False,
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}
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cap_after = {
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**cap,
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"option_have_usdc": 200.0,
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"option_can_open": True,
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"perp_have_usdt": 320.0,
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}
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wallets = MagicMock()
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wallets.convert.return_value = {"ok": True, "detail": "converted"}
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with (
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patch("app.strategy.auto_usdc._is_okx", return_value=True),
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patch("app.strategy.auto_usdc.assess_open_capacity", side_effect=[cap, cap_after]),
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patch("app.strategy.auto_usdc.get_settings") as gs,
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patch("app.live.okx_funds.usdc_usdt_mid_rate", return_value=1.0),
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patch("app.sim.funds_wallets.SimFundsWallets", return_value=wallets),
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patch("app.strategy.auto_usdc.invalidate_live_balance_cache"),
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):
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gs.return_value.is_sim = True
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r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap)
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assert r["acted"] is True
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assert r["ok"] is True
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# target=200, have=20 → gap=180 USDT
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wallets.convert.assert_called_once()
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kwargs = wallets.convert.call_args.kwargs
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assert kwargs["direction"] == "usdt_to_usdc"
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assert kwargs["account"] == "trading"
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assert kwargs["amount"] == 180.0
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def test_reserve_perp_margin() -> None:
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"""可兑 USDT = 交易 USDT − 永续所需。"""
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import app.strategy.auto_usdc as m
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m._last_attempt_ts = 0.0
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cap = {
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"option_need_usdc": 100.0,
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"option_have_usdc": 0.0,
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"perp_need_usdt": 400.0,
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"perp_have_usdt": 450.0, # 可兑仅 50
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"option_can_open": False,
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}
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wallets = MagicMock()
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wallets.convert.return_value = {"ok": True, "detail": "converted"}
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cap_after = {**cap, "option_have_usdc": 50.0}
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with (
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patch("app.strategy.auto_usdc._is_okx", return_value=True),
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patch("app.strategy.auto_usdc.assess_open_capacity", side_effect=[cap, cap_after]),
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patch("app.strategy.auto_usdc.get_settings") as gs,
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patch("app.live.okx_funds.usdc_usdt_mid_rate", return_value=1.0),
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patch("app.sim.funds_wallets.SimFundsWallets", return_value=wallets),
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patch("app.strategy.auto_usdc.invalidate_live_balance_cache"),
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):
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gs.return_value.is_sim = True
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r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap, force=True)
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assert r["acted"] is True
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assert wallets.convert.call_args.kwargs["amount"] == 50.0
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def test_force_does_not_bypass_cooldown() -> None:
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import app.strategy.auto_usdc as m
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import time
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m._last_attempt_ts = time.time()
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cap = {
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"option_need_usdc": 100.0,
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"option_have_usdc": 0.0,
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"perp_need_usdt": 10.0,
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"perp_have_usdt": 500.0,
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"option_can_open": False,
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}
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with (
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patch("app.strategy.auto_usdc._is_okx", return_value=True),
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patch("app.strategy.auto_usdc.assess_open_capacity", return_value=cap),
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):
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r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap, force=True)
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assert r["acted"] is False
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assert "冷却" in r["detail"]
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