193 lines
8.5 KiB
Python
193 lines
8.5 KiB
Python
# -*- coding: utf-8 -*-
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"""
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第十三批模块单测 (实机运行, 零外部依赖)
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========================================
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运行: 在 tradingSystem 仓库根目录执行 python scripts/test_batch13_units.py
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覆盖 (2026-08-18 决策系统卖出采纳复核后的三处改动):
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* 消化门槛降到 0.60 后 digest 的分档 (纯逻辑);
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* 清仓完成清场的"每次闭仓只清一次"标记 (_cleanup_todo 纯逻辑);
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* 确认即加速: 决策系统卖出命中在途清仓 → 只把卖出**指令**升级紧急 (打桩 repo);
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* 闭仓清场: 撤策略/在途建仓/买单/提议, 幂等第二遍无动作 (打桩 repo/service)。
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"""
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import os
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import sys
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import traceback
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from app.core import signal_rules as sr # noqa: E402
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from app.services import command_service as csvc # noqa: E402
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from app.services import signal_service as ssvc # noqa: E402
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from app.repo import pms_repo # noqa: E402
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RESULTS = []
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def case(name):
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def deco(fn):
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RESULTS.append((name, fn))
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return fn
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return deco
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HELD = {"ts_code": "300474.SZ", "total_qty": 3000, "avail_qty": 3000, "price": 8.0}
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PRM60 = {"sell_conf_min": 0.60, "auto_exit_conf": 0.85, "trim_ratio": 1 / 3}
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# ================================================================ 门槛分档
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@case("门槛 0.60·持仓票卖出: <60 忽略 / 60~84 提议 / ≥85 清仓")
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def _():
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def sell(conf):
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return {"source": "risk_sell", "ts_code": "300474.SZ", "action": "SELL",
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"confidence": conf}
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assert sr.digest(sell(0.55), HELD, PRM60)["action"] == sr.ACT_IGNORE
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assert sr.digest(sell(0.60), HELD, PRM60)["action"] == sr.ACT_PROPOSE # 恰好到线, 采纳
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assert sr.digest(sell(0.72), HELD, PRM60)["action"] == sr.ACT_PROPOSE # 实测这一带最多
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assert sr.digest(sell(0.84), HELD, PRM60)["action"] == sr.ACT_PROPOSE
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assert sr.digest(sell(0.85), HELD, PRM60)["action"] == sr.ACT_EXIT
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assert sr.digest(sell(0.92), HELD, PRM60)["action"] == sr.ACT_EXIT
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# 未持有仍一律忽略 (不因降门槛就对没持仓的票动手)
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assert sr.digest(sell(0.95), {"total_qty": 0}, PRM60)["action"] == sr.ACT_IGNORE
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# ================================================================ 清场标记 (纯逻辑)
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@case("清场标记·每次闭仓只清一次, 重开的票掉出标记下次再清")
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def _():
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# 首轮: A/B 刚闭仓, 都要清
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todo, done = csvc._cleanup_todo({"A", "B"}, set())
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assert todo == ["A", "B"] and done == {"A", "B"}
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# 次轮: 还是 A/B 闭仓且已清过 → 不再清
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todo, done = csvc._cleanup_todo({"A", "B"}, {"A", "B"})
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assert todo == [] and done == {"A", "B"}
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# A 重新建仓(掉出闭仓集), 新来 C 闭仓 → 只清 C; A 从标记移除
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todo, done = csvc._cleanup_todo({"B", "C"}, {"A", "B"})
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assert todo == ["C"] and done == {"B", "C"} and "A" not in done
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# A 又闭仓 → 因已移出标记, 会被重新清
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todo, done = csvc._cleanup_todo({"A", "B", "C"}, {"B", "C"})
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assert todo == ["A"] and done == {"A", "B", "C"}
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# ---------------------------------------------------------------- 打桩工具
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class _Rec:
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"""记录型假 repo/service: 存住调用, 供断言。"""
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def __init__(self):
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self.instr = [] # 在途指令
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self.updates = {} # instruction_id -> progress
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self.ledger = []
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self.plans = []
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self.strategies = []
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self.proposals = []
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self.positions = []
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self.plan_cancelled = []
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self.prop_declined = []
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self.strat_cancelled = []
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self.instr_cancelled = []
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self.param = {}
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def _patch_signal(rec):
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pms_repo.list_instructions = lambda **kw: [i for i in rec.instr
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if (kw.get("ts_code") in (None, i["ts_code"]))
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and (kw.get("side") in (None, i.get("side")))]
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def _upd(iid, **kw):
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if "progress" in kw:
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rec.updates[iid] = kw["progress"]
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return 1
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pms_repo.update_instruction = _upd
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pms_repo.insert_ledger = lambda **kw: rec.ledger.append(kw)
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@case("确认加速·只升级在途卖出指令, 买单与已紧急的不动")
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def _():
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rec = _Rec()
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rec.instr = [
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{"instruction_id": "S1", "ts_code": "600150.SH", "side": "sell", "progress": {}},
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{"instruction_id": "S2", "ts_code": "600150.SH", "side": "sell",
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"progress": {"urgent": True}}, # 已紧急, 不重复
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{"instruction_id": "B1", "ts_code": "600150.SH", "side": "buy", "progress": {}},
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]
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_patch_signal(rec)
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ids = ssvc._escalate_inflight_sells("600150.SH", "决策系统确认卖出")
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assert ids == ["S1"], ids # 只 S1 被升级
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assert rec.updates["S1"]["urgent"] is True
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assert "escalated_by_signal" in rec.updates["S1"]
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assert "B1" not in rec.updates and "S2" not in rec.updates
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assert any(l.get("action") == "EXIT" and "紧急直通" in l.get("reason", "")
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for l in rec.ledger)
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def _patch_cleanup(rec):
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import app.services.executor as ex
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import app.services.strategy_service as strat
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pms_repo.list_positions = lambda **kw: rec.positions
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pms_repo.list_strategies = lambda **kw: [s for s in rec.strategies
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if s.get("status") in (kw.get("statuses") or [s.get("status")])]
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pms_repo.list_plans = lambda **kw: rec.plans
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pms_repo.list_instructions = lambda **kw: [i for i in rec.instr
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if kw.get("side") in (None, i.get("side"))]
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pms_repo.list_proposals = lambda **kw: rec.proposals
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pms_repo.update_plan = lambda pid, **kw: rec.plan_cancelled.append(pid) or 1
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pms_repo.decide_proposal = lambda pid, st: rec.prop_declined.append((pid, st)) or 1
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pms_repo.insert_ledger = lambda **kw: rec.ledger.append(kw)
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pms_repo.get_param = lambda k: rec.param.get(k)
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pms_repo.set_param = lambda k, v, by=None: rec.param.__setitem__(k, v)
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strat.set_status = lambda sid, st, by=None: (rec.strat_cancelled.append((sid, st))
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or {"ok": True})
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ex.cancel_instruction = lambda iid, reason=None: (rec.instr_cancelled.append(iid)
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or {"ok": True})
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@case("闭仓清场·撤策略/建仓方案/买单/提议, 幂等第二遍无动作")
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def _():
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rec = _Rec()
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rec.positions = [
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{"ts_code": "300474.SZ", "status": "CLOSED", "total_qty": 0}, # 刚闭仓, 要清
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{"ts_code": "600150.SH", "status": "HOLDING", "total_qty": 1700}, # 在持, 不碰
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]
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rec.strategies = [{"strategy_id": "G1", "ts_code": "300474.SZ", "status": "ACTIVE"},
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{"strategy_id": "G2", "ts_code": "600150.SH", "status": "ACTIVE"}]
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rec.plans = [{"plan_id": "P1", "ts_code": "300474.SZ", "action": "OPEN"},
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{"plan_id": "P2", "ts_code": "300474.SZ", "action": "EXIT"}] # 卖出方案不撤
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rec.instr = [{"instruction_id": "IB", "ts_code": "300474.SZ", "side": "buy"}]
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rec.proposals = [{"proposal_id": "PR1", "ts_code": "300474.SZ", "action": "ADD"}]
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_patch_cleanup(rec)
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r = csvc.cleanup_exited_positions()
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assert len(r["cleaned"]) == 1 and r["cleaned"][0]["ts_code"] == "300474.SZ", r
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assert rec.strat_cancelled == [("G1", "CANCELLED")] # 只撤闭仓票的策略
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assert rec.plan_cancelled == ["P1"] # 只撤建仓方案, 不撤 EXIT
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assert rec.instr_cancelled == ["IB"]
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assert rec.prop_declined == [("PR1", "DECLINED")]
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assert any(l.get("action") == "CLEANUP" for l in rec.ledger)
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assert "300474.SZ" in rec.param.get(csvc.CLEANUP_MARK_KEY, "")
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# 幂等: 第二遍 (标记已记 300474) → 不再动任何东西
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rec.strat_cancelled.clear(); rec.plan_cancelled.clear()
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rec.instr_cancelled.clear(); rec.prop_declined.clear()
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r2 = csvc.cleanup_exited_positions()
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assert r2["cleaned"] == [] and not rec.strat_cancelled and not rec.plan_cancelled, r2
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# ================================================================ runner
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def main():
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passed = failed = 0
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for name, fn in RESULTS:
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try:
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fn()
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print(f" PASS {name}")
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passed += 1
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except Exception:
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print(f" FAIL {name}")
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traceback.print_exc()
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failed += 1
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print("-" * 60)
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if failed:
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print(f"FAILED: {failed} / {passed + failed}")
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sys.exit(1)
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print(f"ALL PASS ({passed} cases)")
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if __name__ == "__main__":
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main()
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