qmt系统对接提交

scripts/test_wiring.py

@@ -298,12 +298,67 @@ class FakeRepo:
         return len(rows)
 
 
+class FakeQmtRepo:
+    """ws 通道三表的内存替身 (pms_qmt_order / pms_qmt_inbox / pms_ws_state)。
+
+    只实现 dispatcher 用得到的那几个 —— 出栈、落库、seq 水位是常驻进程 (app/ws/runner.py)
+    的事, 由 test_batch6_units.py 的纯逻辑用例覆盖; 这里只管「服务层接线对不对」。
+    """
+    LIVE = ("QUEUED", "SENDING", "SENT", "ACCEPTED", "SUBMITTED", "PARTIAL")
+
+    def __init__(self):
+        self.state = {"id": 1, "last_seq": 0, "acked_seq": 0, "server_seq": 0,
+                      "conn_state": "INIT", "heartbeat_at": None, "connected_at": None,
+                      "resync_flag": 0, "last_error": None, "stat": {}}
+        self.orders = {}
+
+    def set_channel(self, conn_state="ONLINE", alive=True):
+        """摆一个通道状态出来 —— 「进程活没活」和「连接通没通」是两件事。"""
+        self.state["conn_state"] = conn_state
+        self.state["heartbeat_at"] = datetime.now() if alive else None
+
+    # ---- 以下与真 repo 同名同义 ----
+    def get_state(self):
+        return dict(self.state)
+
+    def inbox_pending_count(self):
+        return 0
+
+    def queue_depth(self):
+        d = {}
+        for o in self.orders.values():
+            d[o["status"]] = d.get(o["status"], 0) + 1
+        return d
+
+    def enqueue_order(self, *, instruction_id, parent_id, ts_code, side, qty, limit_price,
+                      valid_until, intent="OPEN", note=None):
+        self.orders[instruction_id] = {
+            "instruction_id": instruction_id, "parent_id": parent_id, "ts_code": ts_code,
+            "side": side, "qty": int(qty), "limit_price": float(limit_price),
+            "valid_until": int(valid_until), "intent": intent, "note": note,
+            "status": "QUEUED", "cancel_state": "NONE", "cancel_id": None}
+        return 1
+
+    def request_cancel(self, *, parent_id, cancel_id):
+        n = 0
+        for o in self.orders.values():
+            if (o["parent_id"] == parent_id and o["cancel_state"] == "NONE"
+                    and o["status"] in self.LIVE):
+                o.update({"cancel_state": "REQUESTED", "cancel_id": cancel_id})
+                n += 1
+        return n
+
+
 def install_fakes(prices=None, positions=None, params=None, high5=None):
-    """把内存桩装到各模块上, 返回 FakeRepo 实例。"""
+    """把内存桩装到各模块上, 返回 FakeRepo 实例 (ws 通道桩挂在 .qmt 上)。"""
-    from app.repo import downstream_repo, pms_repo
+    from app.repo import downstream_repo, pms_repo, qmt_repo
     from app.services import industry, market, param_store, portfolio
 
     fake = FakeRepo()
+    fake.qmt = FakeQmtRepo()
+    for _n in ("get_state", "inbox_pending_count", "queue_depth", "enqueue_order",
+               "request_cancel"):
+        setattr(qmt_repo, _n, getattr(fake.qmt, _n))
     fake.params.update(params or {})
     for p in (positions or []):
         base = {"ts_code": p["ts_code"], "status": "HOLDING", "frozen_reason": "NONE",
@@ -849,8 +904,9 @@ def _():
     assert fake.instructions["INS_A2"]["status"] == "EXPIRED"
 
 
-@case("下发通道·两模式描述与影子回执; ws 未实现时明确拒发; 撤销走本地置状态")
+@case("下发通道·影子回执 / ws 出口队列 / 进程与连接两级降级 / 撤销走本地置状态")
 def _():
+    from datetime import datetime as _dtm
     from app.services import dispatcher, executor, param_store
     fake = install_fakes()
     assert dispatcher.mode() == "shadow"
@@ -861,12 +917,47 @@ def _():
     # 已作废的通道名不能再被设进来
     for dead in ("bad_mode", "plan_x", "channel_y"):
         assert param_store.set_param("PMS_DISPATCH_MODE", dead)["ok"] is False, dead
-    # ws 通道未实现: 必须 ok=False 而不是静默成功 —— executor 据此不改指令状态
     assert param_store.set_param("PMS_DISPATCH_MODE", "ws")["ok"] is True
-    d2 = dispatcher.dispatch(instruction_id="INS_2", ts_code="600000.SH", side="sell",
+    vu = _dtm.now().replace(hour=14, minute=45, second=0, microsecond=0)
-                             qty=1000, limit_price=9.98)
+
-    assert d2["ok"] is False and d2["mode"] == "ws" and "尚未实现" in d2["error"], d2
+    def _send(iid, side="sell", qty=1000, px=9.98):
-    assert dispatcher.cancel(instruction_id="INS_2")["ok"] is False
+        return dispatcher.dispatch(instruction_id=iid, parent_id=iid.rsplit("_D", 1)[0],
+                                   ts_code="600000.SH", side=side, qty=qty,
+                                   limit_price=px, valid_until=vu, intent="TRIM")
+
+    # ① ws 进程没在跑 (心跳陈旧): 买卖一律拒发 —— 排进队列也没人发, 装作成功更危险
+    fake.qmt.set_channel("OFFLINE", alive=False)
+    for side in ("sell", "buy"):
+        r = _send(f"INS_2{side}_D01", side=side, qty=1000)
+        assert r["ok"] is False and r["mode"] == "ws" and "未在线" in r["error"], r
+    assert not fake.qmt.orders, "进程不在时不该往出口表里塞东西"
+
+    # ② 进程在、连接断: 协议 §6.3 —— 停发增持, 减持照常入队等重连
+    fake.qmt.set_channel("OFFLINE", alive=True)
+    rb = _send("INS_3buy_D01", side="buy", qty=1000)
+    assert rb["ok"] is False and "§6.3" in rb["error"], rb
+    rs = _send("INS_3sell_D01", side="sell", qty=1000)
+    assert rs["ok"] and "重连后" in rs["note"], rs
+    assert fake.qmt.orders["INS_3sell_D01"]["status"] == "QUEUED"
+    assert fake.qmt.orders["INS_3sell_D01"]["parent_id"] == "INS_3sell"
+
+    # ③ 连接正常: 买入也放行, 落出口表即返回 (不等 QMT 的 ack)
+    fake.qmt.set_channel("ONLINE", alive=True)
+    rb2 = _send("INS_4buy_D01", side="buy", qty=1000, px=9.876)
+    assert rb2["ok"] and rb2["ref"] == "INS_4buy_D01", rb2
+    o = fake.qmt.orders["INS_4buy_D01"]
+    assert o["limit_price"] == 9.88 and o["valid_until"] > 10 ** 12, o   # 2位小数 + 毫秒
+
+    # ④ 不合协议的参数在本地就拦下, 不换对端一个 BAD_PARAM
+    bad = _send("INS_5buy_D01", side="buy", qty=150)                     # 买入非整百
+    assert bad["ok"] is False and "不合协议" in bad["error"], bad
+    assert "INS_5buy_D01" not in fake.qmt.orders
+
+    # ⑤ 撤单: 标记父指令名下所有在途子单, 由 ws 进程逐张发 cancel_order
+    c = dispatcher.cancel(instruction_id="INS_3sell")
+    assert c["ok"] and c["cancelled"] == 1 and c["cancel_id"].startswith("CXL-"), c
+    assert fake.qmt.orders["INS_3sell_D01"]["cancel_state"] == "REQUESTED"
+    assert dispatcher.cancel(instruction_id="INS_NOBODY")["cancelled"] == 0
     param_store.set_param("PMS_DISPATCH_MODE", "shadow")
 
     fake.insert_instruction(instruction_id="INS_C", origin_type="plan", origin_id="P1",