first commit

2026-08-01 10:33:19 +08:00
commit d9a34d4f20
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+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")