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