# -*- coding: utf-8 -*- """ 第四批模块单测 (实机运行, 零外部依赖) ====================================== 运行: 在 tradingSystem 仓库根目录执行 python scripts/test_batch4_units.py 覆盖: action_engine 四类自主动作的触发边界与数量口径 (FILL/ADD/DCA/TRIM) 及扫描剪枝。 """ import os import sys import traceback sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) from app.core import action_engine as ae # noqa: E402 RESULTS = [] def case(name): def deco(fn): RESULTS.append((name, fn)) return fn return deco PARAMS = {"scale": 2_000_000, "stock_target_default": 0.06, "batch_split": (0.5, 0.25, 0.25), "cushion_solid": 0.03, "trim_peak": 0.06, "trim_giveback": 0.5, "dca_triggers": (-0.08, -0.15), "dca_deep_confirm": -0.15, "dca_max_ratio": 0.5, "no_chase_ma5": 0.06, "build_window_tdays": 10, "fill_max_loss": -0.03} def pos(**kw): p = {"ts_code": "600000.SH", "price": 10.0, "avg_cost": 10.0, "total_qty": 6000, "base_qty": 6000, "add_qty": 0, "dca_qty": 0, "market_value": 60_000, "cushion_pct": 0.0, "cushion_peak": 0.0, "target_pct": 0.06, "support_ref": None, "pressure_ref": None, "stop_ref": None, "fill_count": 0, "dca_count": 0, "frozen_reason": "NONE"} p.update(kw) return p def mkt(**kw): m = {"ma5": 10.0, "high5": 10.0, "tdays_since_open": 3, "tdays_since_last_add": 5} m.update(kw) return m # ================================================================ FILL @case("回踩补足·建仓期内浅亏未破支撑 → 按补足批额度补到目标") def _(): c = ae.eval_fill(pos(price=9.8, cushion_pct=-0.02, support_ref=9.7, market_value=58_800), PARAMS, mkt()) assert c and c["action"] == "FILL" and c["side"] == "buy", c assert c["qty"] == 3000, c # 补足批 3 万 ÷ 9.8 → 3000 股 assert c["judge_required"] and not c["needs_user_confirm"] assert "未破支撑" in c["reason"] @case("回踩补足·每票一次 / 出建仓期 / 亏太深 / 破支撑 / 无支撑 一律不提") def _(): base = dict(price=9.8, cushion_pct=-0.02, support_ref=9.7, market_value=58_800) assert ae.eval_fill(pos(**base, fill_count=1), PARAMS, mkt()) is None assert ae.eval_fill(pos(**base), PARAMS, mkt(tdays_since_open=11)) is None assert ae.eval_fill(pos(price=9.5, cushion_pct=-0.05, support_ref=9.0, market_value=57_000), PARAMS, mkt()) is None assert ae.eval_fill(pos(price=9.5, cushion_pct=-0.02, support_ref=9.7, market_value=57_000), PARAMS, mkt()) is None # 破支撑 assert ae.eval_fill(pos(**{**base, "support_ref": None}), PARAMS, mkt()) is None # 已转盈就不是「回踩补足」的场景了 assert ae.eval_fill(pos(price=10.5, cushion_pct=0.05, support_ref=9.7, market_value=63_000), PARAMS, mkt()) is None # ================================================================ ADD @case("盈利加仓·厚垫 + 创5日新高 → 按加仓批额度加") def _(): c = ae.eval_add(pos(price=11.0, cushion_pct=0.10, market_value=66_000), PARAMS, mkt(ma5=10.6, high5=11.0)) assert c and c["action"] == "ADD" and c["qty"] == 2700, c # 3万 ÷ 11 → 2700 股 assert "创 5 日新高" in c["reason"], c # 站上压力位也算 c2 = ae.eval_add(pos(price=11.0, cushion_pct=0.10, pressure_ref=10.9, market_value=66_000), PARAMS, mkt(ma5=10.6, high5=12.0)) assert c2 and "压力位" in c2["reason"], c2 @case("盈利加仓·薄垫/未突破/距上次<2日/追高 一律不提") def _(): assert ae.eval_add(pos(price=11.0, cushion_pct=0.02, market_value=66_000), PARAMS, mkt(high5=11.0)) is None # 垫子不厚 assert ae.eval_add(pos(price=10.5, cushion_pct=0.10, market_value=63_000), PARAMS, mkt(high5=12.0)) is None # 没新高没压力位 assert ae.eval_add(pos(price=11.0, cushion_pct=0.10, market_value=66_000), PARAMS, mkt(high5=11.0, tdays_since_last_add=1)) is None assert ae.eval_add(pos(price=11.0, cushion_pct=0.10, market_value=66_000), PARAMS, mkt(ma5=10.0, high5=11.0)) is None # 距 MA5 10% > 6% # ================================================================ DCA @case("补仓·触及 -8% 首档 → 按底仓一半提, 不强制确认") def _(): c = ae.eval_dca(pos(price=9.1, cushion_pct=-0.09, market_value=54_600), PARAMS, mkt()) assert c and c["action"] == "DCA" and c["qty"] == 3000, c # 底仓 6000 × 50% assert c["needs_user_confirm"] is False and c["judge_required"], c assert c["hard_numbers"]["stage"] == 1 @case("补仓·-15% 及更深 永远需用户确认 + 研判须答杀逻辑还是杀情绪") def _(): c = ae.eval_dca(pos(price=8.4, cushion_pct=-0.16, market_value=50_400), PARAMS, mkt()) assert c and c["needs_user_confirm"] is True, c assert c["hard_numbers"]["stage"] == 2 and "必须用户确认" in c["reason"], c @case("补仓·各档只评估一次 / 终身只执行一次 / 浮盈不评估") def _(): assert ae.eval_dca(pos(cushion_pct=-0.09, dca_count=1), PARAMS, mkt()) is None assert ae.eval_dca(pos(cushion_pct=-0.16, dca_count=1), PARAMS, mkt()) is not None assert ae.eval_dca(pos(cushion_pct=-0.16, dca_count=2), PARAMS, mkt()) is None assert ae.eval_dca(pos(cushion_pct=-0.20, dca_qty=1000), PARAMS, mkt()) is None assert ae.eval_dca(pos(cushion_pct=-0.05), PARAMS, mkt()) is None assert ae.eval_dca(pos(cushion_pct=0.05), PARAMS, mkt()) is None # ================================================================ TRIM @case("保垫减仓·峰值≥6%且回吐过半 → 减 1/3, 不需研判不需确认") def _(): c = ae.eval_trim(pos(cushion_peak=0.08, cushion_pct=0.04), PARAMS) assert c and c["action"] == "TRIM" and c["side"] == "sell", c assert c["qty"] == 2000, c # 6000 的 1/3 assert not c["judge_required"] and not c["needs_user_confirm"], c @case("保垫减仓·峰值不足或回吐不到一半 不提") def _(): assert ae.eval_trim(pos(cushion_peak=0.05, cushion_pct=-0.01), PARAMS) is None assert ae.eval_trim(pos(cushion_peak=0.08, cushion_pct=0.0401), PARAMS) is None assert ae.eval_trim(pos(cushion_peak=0.08, cushion_pct=None), PARAMS) is None assert ae.eval_trim(pos(cushion_peak=0.08, cushion_pct=0.04, total_qty=200), PARAMS) is None # 1/3 不足一手 # ================================================================ 目标价到价 (EXIT) @case("目标价·到价产出清仓候选: 全部持仓 / 不送研判 / 强制交人裁决") def _(): c = ae.eval_target(pos(price=13.0, target_price=12.5, total_qty=6050, avail_qty=6050, cushion_pct=0.30), PARAMS) assert c and c["action"] == ae.A_EXIT and c["side"] == "sell", c assert c["qty"] == 6050, c # 全部持仓, 零股一并 (与清仓命令同口径) assert not c["judge_required"], c # 减持不送研判 assert c["needs_user_confirm"] is True, c # 必定交人 assert c["source"] == ae.SRC_TARGET_PRICE, c assert c["confirm_why"] == ae.WHY_TARGET_PRICE_CONFIRM, c assert c["hard_numbers"]["target_price"] == 12.5, c["hard_numbers"] # 恰好等于目标价也算到价 (不设缓冲、不做平滑 —— 那个数是用户自己填的) assert ae.eval_target(pos(price=12.5, target_price=12.5), PARAMS) is not None @case("目标价·未到价 / 没设 / 取不到现价 / 空仓 一律不产出") def _(): assert ae.eval_target(pos(price=12.4, target_price=12.5), PARAMS) is None # 差一分不算 assert ae.eval_target(pos(price=13.0), PARAMS) is None # 没设目标价 assert ae.eval_target(pos(price=13.0, target_price=0), PARAMS) is None # 取不到现价: price 是拿摊薄成本顶的假价, 绝不能折成「到价了」 assert ae.eval_target(pos(price=13.0, target_price=12.5, price_ok=False), PARAMS) is None assert ae.eval_target(pos(price=0, target_price=12.5), PARAMS) is None assert ae.eval_target(pos(price=None, target_price=12.5), PARAMS) is None assert ae.eval_target(pos(price=13.0, target_price=12.5, total_qty=0), PARAMS) is None @case("扫描·目标价从个股参数命令读 (不读持仓行投影) / 冻结不挡 / 同轮买入让路") def _(): ps = [pos(ts_code="600000.SH", price=13.0, cushion_pct=0.30, market_value=78_000, frozen_reason="COMMAND_HALT")] m = {"600000.SH": mkt(ma5=12.0, high5=13.0)} # 不传 stock_params → 这条动作根本不评估, 其余四类行为与从前一字不差 r0 = ae.scan(positions=ps, params=PARAMS, market=m) assert not any(c["action"] == ae.A_EXIT for c in r0["candidates"]), r0["candidates"] # 传了命令表里的目标价 → 到价产出清仓候选; 冻结只禁增持, 挡不住它 r = ae.scan(positions=ps, params=PARAMS, market=m, stock_params={"600000.SH": {"target_price": 12.5}}) acts = {(c["ts_code"], c["action"]) for c in r["candidates"]} assert ("600000.SH", ae.A_EXIT) in acts, acts # 同轮买卖互斥: 一边提议清仓一边提议加仓是自相矛盾, 买入侧让路 ps2 = [pos(ts_code="000001.SZ", price=13.0, cushion_pct=0.30, market_value=78_000)] m2 = {"000001.SZ": mkt(ma5=12.5, high5=13.0)} # 不追高那道过得去, 才真会出 ADD r2 = ae.scan(positions=ps2, params=PARAMS, market=m2, stock_params={"000001.SZ": {"target_price": 12.5}}) acts2 = {c["action"] for c in r2["candidates"]} assert ae.A_EXIT in acts2 and "ADD" not in acts2, acts2 assert any("买卖互斥" in (s.get("why") or "") for s in r2["skipped"]), r2["skipped"] # 传进来的持仓行不许被改写 (合并出的是本轮副本) assert "target_price" not in ps2[0], ps2[0] @case("扫描·同轮只发一条减持: 到价清仓优先于保垫减仓, 免得人点了采纳却卖不成") def _(): # 复现被修掉的那个场景: 峰值安全垫 20% 回落到 9% 会触发保垫减仓, 同时现价已到目标价。 # 修之前两条会一起留下 —— 保垫减仓不用确认、当场卖掉一部分, 而到价清仓记的是扫描那一刻 # 的全部持仓、要等人拍板; 等人第二天点采纳, 持仓已经少了, 落指令时数量超过实际持仓, # 卖出前的检查会整条驳回, 人点了「清掉」结果一股没卖。 ps = [pos(ts_code="600000.SH", price=13.0, total_qty=6000, avail_qty=6000, cushion_peak=0.20, cushion_pct=0.09, market_value=78_000)] m = {"600000.SH": mkt(ma5=12.0, high5=13.0)} r = ae.scan(positions=ps, params=PARAMS, market=m, stock_params={"600000.SH": {"target_price": 12.5}}) sells = [c for c in r["candidates"] if c["side"] == ae.SELL] assert len(sells) == 1, sells # 一轮只发一条 assert sells[0]["action"] == ae.A_EXIT, sells # 留下的是人设的目标价那条 assert sells[0]["qty"] == 6000, sells # 数量仍是全部持仓 assert any("一轮只发一条减持" in (s.get("why") or "") for s in r["skipped"]), r["skipped"] # 没设目标价时保垫减仓照旧, 老行为一个字不变 r2 = ae.scan(positions=ps, params=PARAMS, market=m) sells2 = [c for c in r2["candidates"] if c["side"] == ae.SELL] assert len(sells2) == 1 and sells2[0]["action"] == ae.A_TRIM, sells2 # ================================================================ 扫描 @case("扫描·冻结票只评减仓 / 已在途不重复提 / 单票异常不拖垮整轮") def _(): ps = [pos(ts_code="600000.SH", cushion_peak=0.08, cushion_pct=0.04, frozen_reason="COMMAND_HALT"), pos(ts_code="000001.SZ", price=11.0, cushion_pct=0.10, market_value=66_000), pos(ts_code="600519.SH", price=None, cushion_pct=0.10, market_value=66_000)] r = ae.scan(positions=ps, params=PARAMS, market={ "600000.SH": mkt(), "000001.SZ": mkt(ma5=10.6, high5=11.0), "600519.SH": mkt()}) acts = {(c["ts_code"], c["action"]) for c in r["candidates"]} assert ("600000.SH", "TRIM") in acts, acts # 冻结不挡减仓 assert not any(c[0] == "600000.SH" and c[1] != "TRIM" for c in acts), acts assert ("000001.SZ", "ADD") in acts, acts # 2026-09-04 起这句话按冻结的三种来路分开写, 不再印枚举值。三种来路对交易员是 # 三件不同的事: 你下的命令、你手设的、系统刹车期间。 assert all("只卖不买" in s["why"] and "不评估加仓" in s["why"] for s in r["skipped"]), r["skipped"] assert any("你下过命令" in s["why"] for s in r["skipped"]), r["skipped"] for s in r["skipped"]: # 枚举值不许再出现在给人看的句子里 for w in ("COMMAND_HALT", "MANUAL", "BRAKE"): assert w not in s["why"], s["why"] r2 = ae.scan(positions=ps, params=PARAMS, market={"600000.SH": mkt(), "000001.SZ": mkt(ma5=10.6, high5=11.0), "600519.SH": mkt()}, skip={("000001.SZ", "ADD")}) assert ("000001.SZ", "ADD") not in {(c["ts_code"], c["action"]) for c in r2["candidates"]} # 2026-08-06: skip 改成 {(代码, 动作): 原因} 的字典, 好让 skipped 说得出是哪一种跳过 # (在途提议 / 在途指令 / 今日被规则闸拒过 / 今日被研判闸驳回过 —— 前两种明天照样被挡, # 后两种日切就重新评估)。这里传的仍是**集合**, 走的是向后兼容那条路, 所以拿到兜底话。 assert any(s.get("why") == ae.SKIP_WHY_FALLBACK for s in r2["skipped"]), r2["skipped"] # 空仓票直接跳过, 不进候选 r3 = ae.scan(positions=[pos(ts_code="300750.SZ", total_qty=0)], params=PARAMS, market={}) assert r3["candidates"] == [] @case("扫描·批次额度与距目标空间口径") def _(): p = pos(market_value=100_000) assert ae.batch_amount(p, PARAMS, 0) == 60_000.0 # 底仓 50% assert ae.batch_amount(p, PARAMS, 1) == 30_000.0 # 补足 25% assert ae.batch_amount(p, PARAMS, 2) == 30_000.0 # 加仓 25% assert ae.room_to_target(p, PARAMS) == 20_000.0 assert ae.room_to_target(pos(market_value=130_000), PARAMS) == 0.0 # ---------------------------------------------------------------- runner def main(): passed, failed = 0, 0 for name, fn in RESULTS: try: fn() print(f" PASS {name}") passed += 1 except Exception: print(f" FAIL {name}") traceback.print_exc() failed += 1 print("-" * 60) if failed: print(f"FAILED: {failed} / {passed + failed}") sys.exit(1) print(f"ALL PASS ({passed} cases)") if __name__ == "__main__": main()