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