first commit

scripts/backfill_index.py

@@ -0,0 +1,34 @@
+"""可选：手动回填到期结算 / 历史指数。"""
+
+from __future__ import annotations
+
+import os
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+os.chdir(ROOT)
+
+from apps.worker.settle import backfill_settlements
+from packages.config import get_settings
+from packages.db import Repository
+
+
+def main() -> int:
+    s = get_settings()
+    repo = Repository(s.db_path)
+    try:
+        result = backfill_settlements(
+            repo,
+            underlying=s.underlying,
+            index_inst_id=s.index_inst_id,
+        )
+        print(result)
+        return 0 if not result["errors"] else 1
+    finally:
+        repo.close()
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

scripts/smoke_collect.py

@@ -0,0 +1,43 @@
+"""冒烟：拉一次 OKX 指数 + 选 ATM 并打印（不强制写库）。"""
+
+from __future__ import annotations
+
+import os
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+os.chdir(ROOT)
+
+from apps.collector.okx_rest import OkxRestClient
+from apps.collector.selectors import rows_to_contracts, select_atm_pair
+from packages.config import get_settings
+from packages.domain import option_leverage
+
+
+def main() -> int:
+    s = get_settings()
+    with OkxRestClient(base_url=s.okx_base_url, proxy=s.okx_proxy or None) as client:
+        idx = client.fetch_index_ticker(s.index_inst_id)
+        print(f"index {s.index_inst_id} = {idx}")
+        raw = client.fetch_option_instruments(s.option_inst_family)
+        contracts = rows_to_contracts(raw)
+        print(f"live contracts = {len(contracts)}")
+        pair = select_atm_pair(contracts, index_px=float(idx or 0), min_hours=s.min_option_hours)
+        if not pair:
+            print("no ATM pair")
+            return 1
+        print(
+            f"ATM expiry={pair.expiry_ymd} strike={pair.strike} "
+            f"C={pair.call_inst_id} P={pair.put_inst_id}"
+        )
+        for side, inst in (("C", pair.call_inst_id), ("P", pair.put_inst_id)):
+            ask, bid, *_ = client.fetch_books(inst)
+            lev = option_leverage(float(idx), ask)
+            print(f"  {side}: ask={ask} bid={bid} leverage={lev}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())