first commit

tests/test_aggregate.py

@@ -0,0 +1,65 @@
+from packages.domain.aggregate import aggregate_leverage, summarize_values
+from packages.domain.range import resolve_range
+
+
+def test_summarize_values():
+    s = summarize_values([100, 200, 300, 400], min_leverage=200)
+    assert s["n"] == 4
+    assert s["mean"] == 250
+    assert s["median"] == 250
+    assert s["pct_ge_min"] == 0.75
+
+
+def test_summarize_empty():
+    s = summarize_values([], min_leverage=100)
+    assert s["n"] == 0
+    assert s["mean"] is None
+
+
+def test_resolve_range_day():
+    info = resolve_range("day", "2026-07-31")
+    assert info["start_ymd"] == "2026-07-31"
+    assert info["end_ymd"] == "2026-07-31"
+    assert info["days"] == 1
+    assert info["end_ms"] > info["start_ms"]
+
+
+def test_resolve_range_week():
+    info = resolve_range("week", "2026-07-31")
+    assert info["start_ymd"] == "2026-07-25"
+    assert info["end_ymd"] == "2026-07-31"
+    assert info["days"] == 7
+
+
+def test_resolve_range_month_rolling():
+    info = resolve_range("month", "2026-07-31", month_mode="rolling_30")
+    assert info["start_ymd"] == "2026-07-02"
+    assert info["days"] == 30
+
+
+def test_resolve_range_month_calendar():
+    info = resolve_range("month", "2026-07-31", month_mode="calendar")
+    assert info["start_ymd"] == "2026-07-01"
+    assert info["end_ymd"] == "2026-07-31"
+
+
+def test_aggregate_leverage_buckets():
+    # 2026-07-31 14:30 Asia/Shanghai
+    from datetime import datetime
+    from zoneinfo import ZoneInfo
+
+    sh = ZoneInfo("Asia/Shanghai")
+    ts = int(datetime(2026, 7, 31, 14, 30, tzinfo=sh).timestamp() * 1000)
+    rows = [
+        {"ts_ms": ts, "side": "C", "leverage": 120},
+        {"ts_ms": ts, "side": "P", "leverage": 80},
+        {"ts_ms": ts, "side": "C", "leverage": 180},
+    ]
+    buckets = aggregate_leverage(rows, bucket_minutes=60, min_leverage=100, side="C")
+    assert len(buckets) == 24
+    b14 = next(b for b in buckets if b["bucket_start_min"] == 14 * 60)
+    assert b14["n"] == 2
+    assert b14["mean"] == 150
+    assert b14["label"] == "14:00"
+    empty = next(b for b in buckets if b["bucket_start_min"] == 0)
+    assert empty["n"] == 0

tests/test_auth.py

@@ -0,0 +1,44 @@
+import os
+
+from packages.config.settings import get_settings
+
+
+def _with_env(**kwargs):
+    old = {}
+    for k, v in kwargs.items():
+        old[k] = os.environ.get(k)
+        os.environ[k] = v
+    get_settings.cache_clear()
+    return old
+
+
+def _restore(old: dict):
+    for k, v in old.items():
+        if v is None:
+            os.environ.pop(k, None)
+        else:
+            os.environ[k] = v
+    get_settings.cache_clear()
+
+
+def test_issue_token_ok():
+    from apps.api.auth import expected_token, issue_token
+
+    old = _with_env(AUTH_SECRET="unit-secret", ADMIN_PASSWORD="pass123")
+    try:
+        tok = issue_token("pass123")
+        assert tok is not None
+        assert tok == expected_token()
+        assert issue_token("wrong") is None
+    finally:
+        _restore(old)
+
+
+def test_auth_disabled():
+    from apps.api.auth import auth_disabled
+
+    old = _with_env(AUTH_SECRET="disabled")
+    try:
+        assert auth_disabled() is True
+    finally:
+        _restore(old)

tests/test_buckets.py

@@ -0,0 +1,27 @@
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+from packages.domain.buckets import shanghai_bucket, shanghai_bucket_hour, shanghai_day
+
+_SH = ZoneInfo("Asia/Shanghai")
+
+
+def _ms(y, m, d, hh, mm=0):
+    return int(datetime(y, m, d, hh, mm, tzinfo=_SH).timestamp() * 1000)
+
+
+def test_shanghai_day():
+    # UTC 2026-07-31 16:00 = 上海 2026-08-01 00:00
+    ts = int(datetime(2026, 7, 31, 16, 0, tzinfo=ZoneInfo("UTC")).timestamp() * 1000)
+    assert shanghai_day(ts) == "2026-08-01"
+
+
+def test_bucket_hour():
+    ts = _ms(2026, 7, 31, 14, 35)
+    assert shanghai_bucket(ts, 60) == 14 * 60
+    assert shanghai_bucket_hour(ts) == 14
+
+
+def test_bucket_30m():
+    ts = _ms(2026, 7, 31, 14, 35)
+    assert shanghai_bucket(ts, 30) == 14 * 60 + 30

tests/test_leverage.py

@@ -0,0 +1,13 @@
+from packages.domain import option_leverage
+
+
+def test_leverage_basic():
+    assert option_leverage(2000.0, 20.0) == 100.0
+    assert option_leverage(3500.0, 35.0) == 100.0
+
+
+def test_leverage_invalid():
+    assert option_leverage(0, 10) is None
+    assert option_leverage(100, 0) is None
+    assert option_leverage(100, None) is None
+    assert option_leverage(-1, 1) is None

tests/test_move_aggregate.py

@@ -0,0 +1,57 @@
+from packages.domain.aggregate import aggregate_move_points, build_move_samples, move_points_stats_payload
+from packages.domain.range import resolve_range
+
+
+def test_build_move_samples_settled_and_pending():
+    from datetime import datetime
+    from zoneinfo import ZoneInfo
+
+    sh = ZoneInfo("Asia/Shanghai")
+    ts = int(datetime(2026, 7, 30, 10, 0, tzinfo=sh).timestamp() * 1000)
+    rows = [
+        {"ts_ms": ts, "side": "C", "expiry_ymd": "260720", "index_px": 3400},  # settled
+        {"ts_ms": ts, "side": "P", "expiry_ymd": "260720", "index_px": 3450},
+        {"ts_ms": ts, "side": "C", "expiry_ymd": "991231", "index_px": 3500},  # pending far
+    ]
+    settlements = {
+        "260720": {"settle_ts_ms": ts - 1000, "settle_index_px": 3500},
+    }
+    samples, meta = build_move_samples(rows, settlements, side="both", now_ms=ts)
+    assert meta["settled_count"] == 2
+    assert meta["pending_count"] == 1
+    assert meta["pending_expiry"] is True
+    assert samples[0]["move_signed"] == 100.0  # 3500-3400
+    assert samples[1]["move_abs"] == 50.0
+
+
+def test_aggregate_move_points():
+    from datetime import datetime
+    from zoneinfo import ZoneInfo
+
+    sh = ZoneInfo("Asia/Shanghai")
+    ts = int(datetime(2026, 7, 30, 14, 20, tzinfo=sh).timestamp() * 1000)
+    samples = [
+        {"ts_ms": ts, "move_signed": 100, "move_abs": 100},
+        {"ts_ms": ts, "move_signed": -40, "move_abs": 40},
+    ]
+    buckets = aggregate_move_points(samples, bucket_minutes=60)
+    b14 = next(b for b in buckets if b["bucket_start_min"] == 14 * 60)
+    assert b14["n"] == 2
+    assert b14["mean_signed"] == 30.0
+    assert b14["mean_abs"] == 70.0
+
+
+def test_move_points_payload_pending_message():
+    info = resolve_range("day", "2026-07-30")
+    payload = move_points_stats_payload(
+        [{"ts_ms": info["start_ms"] + 3600_000, "side": "C", "expiry_ymd": "991231", "index_px": 1}],
+        {},
+        range_info=info,
+        bucket_minutes=60,
+        side="both",
+        now_ms=info["start_ms"],
+    )
+    assert payload["status"] == "ok"
+    assert payload["pending_expiry"] is True
+    assert payload["settled_count"] == 0
+    assert payload["sample_count"] == 0

tests/test_move_points.py

@@ -0,0 +1,18 @@
+from packages.domain import move_points
+from packages.domain.expiry import expiry_ms_from_ymd
+
+
+def test_move_points_signed():
+    assert move_points(3600.0, 3500.0) == 100.0
+    assert move_points(3400.0, 3500.0) == -100.0
+    assert abs(move_points(3400.0, 3500.0)) == 100.0
+
+
+def test_expiry_ms_utc8():
+    # 260731 → 2026-07-31 08:00 UTC
+    ms = expiry_ms_from_ymd("260731")
+    from datetime import datetime, timezone
+
+    dt = datetime.fromtimestamp(ms / 1000, tz=timezone.utc)
+    assert dt.year == 2026 and dt.month == 7 and dt.day == 31
+    assert dt.hour == 8 and dt.minute == 0

tests/test_selectors.py

@@ -0,0 +1,27 @@
+from apps.collector.selectors import pick_atm_strike, select_atm_pair
+
+
+def test_pick_atm_strike():
+    assert pick_atm_strike([3490, 3500, 3510], 3502) == 3500
+    assert pick_atm_strike([3490, 3510], 3500) == 3490  # 等距取较小
+
+
+def test_select_atm_pair():
+    # 构造远到期，避免 min_hours 过滤
+    contracts = []
+    for k in (3490.0, 3500.0, 3510.0):
+        for side in ("C", "P"):
+            contracts.append(
+                {
+                    "inst_id": f"ETH-USD_UM-991231-{int(k)}-{side}",
+                    "expiry_ymd": "991231",
+                    "expiry_ms": 4102358400000,  # 远未来
+                    "strike": k,
+                    "side": side,
+                }
+            )
+    pair = select_atm_pair(contracts, index_px=3501.0, min_hours=0)
+    assert pair is not None
+    assert pair.strike == 3500.0
+    assert pair.call_inst_id.endswith("-C")
+    assert pair.put_inst_id.endswith("-P")

tests/test_wecom.py

@@ -0,0 +1,56 @@
+import os
+
+from packages.config.settings import get_settings
+from packages.notify import wecom
+
+
+def _with_env(**kwargs):
+    old = {}
+    for k, v in kwargs.items():
+        old[k] = os.environ.get(k)
+        os.environ[k] = v
+    get_settings.cache_clear()
+    return old
+
+
+def _restore(old: dict):
+    for k, v in old.items():
+        if v is None:
+            os.environ.pop(k, None)
+        else:
+            os.environ[k] = v
+    get_settings.cache_clear()
+
+
+def test_build_markdown_contains_tag():
+    md = wecom.build_markdown(tag="FAULT", title="测试", lines=["a", "b"])
+    assert "`FAULT`" in md
+    assert "比特骆驼行情采集分析" in md
+    assert "测试" in md
+
+
+def test_fault_below_threshold():
+    wecom.reset_alert_state()
+    old = _with_env(WECOM_ENABLED="0", ALERT_FAIL_THRESHOLD="5")
+    try:
+        ok, msg = wecom.notify_collector_fault(error="x", consecutive_failures=2)
+        assert ok is False
+        assert "below threshold" in msg
+    finally:
+        _restore(old)
+        wecom.reset_alert_state()
+
+
+def test_fault_when_disabled():
+    wecom.reset_alert_state()
+    old = _with_env(WECOM_ENABLED="0", ALERT_FAIL_THRESHOLD="3")
+    try:
+        ok, msg = wecom.notify_collector_fault(error="boom", consecutive_failures=3)
+        assert ok is False
+        assert "未开启" in msg
+        ok2, msg2 = wecom.notify_collector_fault(error="boom", consecutive_failures=3)
+        assert ok2 is False
+        assert msg2 == "dedup"
+    finally:
+        _restore(old)
+        wecom.reset_alert_state()