Captain has a cage for sleeping in/playing in when the people are away and then a seperate cage for playing in when the people are around... so I suppose it's the same as a sleep cage

When we moved, I just kept the cage she was used to for her sleeping cage (I also didn't take her toys down when we moved, I left them all the same so she would still have somewhere familiar to go in the big scary new house) and turned the new one into her play cage. She didn't mind at all. It worked out famously because now her one cage means she gets all her favorite toys (regularly rotated of course!) and perches and the other cage means she gets new toys and gets to hang out with her family, so she's happy and playful in both.
She's a funny bird though and almost staged a hostile takeover of an empty cage in Petland the other day. She found a standup cage that was blue like hers and decided this one needed to be hers too... silly fid!

If she had her way the house would be a sea of 1000000000 houses and toys for her and the people would be little more than bird butlers.