399 lines
19 KiB
Python
399 lines
19 KiB
Python
# -*- coding: utf-8 -*-
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"""三源合议 · 工作包二接入下单链路 (2026-09-11 方案第五节, 台账 006/009)。全部离线, 不连库。
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工作包二的三块「大脑」(纯逻辑 / 装配服务 / 仓位矩阵) 由第二十八批守; 本批守它们**接进下单链路**
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那一段, 也就是交接文档第五节的活。每一组都带一条「开关关掉逐字回旧」——这是「加不改」的机器证明。
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A scan_open 合议分流: 跳过/观察不占名额、交人强制确认、放行照常、缺合议退回旧路、开关关掉回旧。
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B 定档改用 advise_v2 与六键进硬数字, 且六键一个都不进 judge.OPEN_JUDGE_KEYS。
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C 持仓增持门 consensus_gate_why 矩阵与 scan 端到端 (减持不受影响、开关关掉回旧)。
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D 装配服务 _attach_consensus 与持仓 decorate_positions。
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E 候选按质地排序 (质地看多分桶在前、技术面不参与、观察档进池开关、开关关掉回旧)。
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F 三个新参数登记。
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"""
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import unit_test_guard # noqa: F401，单独运行也禁止联网
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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 action_engine as ae # noqa: E402
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from app.services import judge as jd # noqa: E402
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from app.services import plan_feed as pf # noqa: E402
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from app.services import param_store as ps # 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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# ================================================================ 夹具
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def params(**kw):
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p = {"scale": 2_000_000.0, "stock_target_default": 0.06,
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"batch_split": (0.5, 0.25, 0.25), "min_lot_merge": True}
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p.update(kw)
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return p
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def caps(**kw):
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c = {"scale": 2_000_000.0, "portfolio_cap": 0.70, "stock_cap": 0.08,
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"max_names": 20, "portfolio_mv": 0.0, "names_count": 0,
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"stock_mv": 0.0, "is_new_name": False, "sector": None,
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"sector_names": 0, "sector_mv": 0.0, "sector_names_map": {}, "sector_mv_map": {},
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"sector_max_names": 4, "sector_max_ratio": 0.40, "cash_reserve": 0.0,
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"sector_source_ready": True, "cash_avail": None, "cash_source": "estimate"}
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c.update(kw)
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return c
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def cand(code, price=10.0, score=100.0, rank=1, **kw):
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d = {"ts_code": code, "price": price, "score": score, "sector": kw.pop("sector", None),
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"theme": kw.pop("theme", None), "tier": kw.pop("tier", "强传导"),
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"upside": kw.pop("upside", 0.3), "heat": kw.pop("heat", 0.5),
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"rank": rank, "bucket": "main", "src": "plan_api"}
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d.update(kw)
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return d
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def with_con(c, route, *, fund="看多", tech="看多", timing="看多", reason=None):
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"""给候选手挂一份合议 (直接控制路由, 不经装配服务) —— 单测 scan_open 分流本身。"""
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c = dict(c)
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con = {"route": route, "route_reason": reason or ("合议判" + route),
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"direction": "看多", "votes": {"fund": fund, "tech": tech, "timing": timing},
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"strength": "强", "reason": "三票 → 看多"}
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c["consensus"] = con
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c["consensus_blocks"] = {"fund": {"stance": fund}, "tech": {"stance": tech},
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"timing": {"stance": timing}, "consensus": con}
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c["consensus_hard"] = {"fund_stance": {"stance": fund}, "tech": {"stance": tech},
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"tech_text": "技术面理由", "timing": {"stance": timing},
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"consensus": con, "consensus_text": "合议理由"}
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return c
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PARAMS = {"scale": 2_000_000, "stock_target_default": 0.06,
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"batch_split": (0.5, 0.25, 0.25), "cushion_solid": 0.03,
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"trim_peak": 0.06, "trim_giveback": 0.5,
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"dca_triggers": (-0.08, -0.15), "dca_deep_confirm": -0.15, "dca_max_ratio": 0.5,
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"no_chase_ma5": 0.06, "build_window_tdays": 10, "fill_max_loss": -0.03}
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def pos(**kw):
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p = {"ts_code": "600000.SH", "price": 10.0, "avg_cost": 10.0, "total_qty": 6000,
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"base_qty": 6000, "add_qty": 0, "dca_qty": 0, "market_value": 60_000,
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"cushion_pct": 0.0, "cushion_peak": 0.0, "target_pct": 0.06,
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"support_ref": None, "pressure_ref": None, "stop_ref": None,
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"fill_count": 0, "dca_count": 0, "frozen_reason": "NONE"}
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p.update(kw)
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return p
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def mkt(**kw):
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m = {"ma5": 10.0, "high5": 10.0, "tdays_since_open": 3, "tdays_since_last_add": 5}
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m.update(kw)
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return m
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def _blocks(direction="中性", tech="中性", fund="中性"):
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return {"consensus": {"direction": direction}, "tech": {"stance": tech}, "fund": {"stance": fund}}
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# ================================================================ A scan_open 合议分流
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@case("A 分流·开关关掉逐字回旧: 挂了跳过的合议也照出候选, 与不挂时一字不差")
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def _():
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base = cand("600000.SH")
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r_plain = ae.scan_open(candidates=[dict(base)], params=params(consensus_route=False),
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caps=caps(), room_amt=1_400_000, slots=20)
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r_con = ae.scan_open(candidates=[with_con(base, "跳过")], params=params(consensus_route=False),
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caps=caps(), room_amt=1_400_000, slots=20)
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assert r_plain == r_con, "关掉合议时, 挂不挂合议、路由是不是跳过, 结果必须一字不差"
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assert len(r_plain["candidates"]) == 1
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@case("A 分流·跳过: 不产候选、不占名额 (后面的票补上)")
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def _():
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cs = [with_con(cand("600000.SH", score=200), "跳过", reason="没有买方评析"),
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with_con(cand("000001.SZ", score=100), "放行")]
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r = ae.scan_open(candidates=cs, params=params(consensus_route=True),
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caps=caps(), room_amt=1_400_000, slots=1)
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assert [c["ts_code"] for c in r["candidates"]] == ["000001.SZ"], "跳过的票不该占掉唯一名额"
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assert any(s["ts_code"] == "600000.SH" and "买方评析" in s["why"] for s in r["skipped"])
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@case("A 分流·观察: 不产候选、带处置词 wait_tech")
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def _():
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r = ae.scan_open(candidates=[with_con(cand("600000.SH"), "观察", reason="等技术面开口")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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assert r["candidates"] == []
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s = next(s for s in r["skipped"] if s["ts_code"] == "600000.SH")
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assert s.get("disp") == ae.DISP_WAIT_TECH and "技术面" in s["why"]
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@case("A 分流·交人: 照常产候选、占名额, 但强制人工确认并带原因")
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def _():
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r = ae.scan_open(candidates=[with_con(cand("600000.SH"), "交人", reason="基本面看空、技术面看多，试探仓")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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assert len(r["candidates"]) == 1
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c = r["candidates"][0]
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assert c.get("needs_user_confirm") is True and "试探" in (c.get("confirm_why") or "")
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@case("A 分流·放行: 正常产候选, 不强制确认")
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def _():
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r = ae.scan_open(candidates=[with_con(cand("600000.SH"), "放行")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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assert len(r["candidates"]) == 1 and not r["candidates"][0].get("needs_user_confirm")
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@case("A 分流·缺合议但开关开: 退回旧路照常产出 (装不上不拦)")
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def _():
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r = ae.scan_open(candidates=[cand("600000.SH")], params=params(consensus_route=True),
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caps=caps(), room_amt=1_400_000, slots=20)
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assert len(r["candidates"]) == 1
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# ================================================================ B advise_v2 定档与六键
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@case("B 定档·合议开着用 advise_v2 (矩阵, version=2); 关着用旧 advise (version=1)")
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def _():
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on = ae.scan_open(candidates=[with_con(cand("600000.SH"), "放行", fund="看多", tech="看多")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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adv_on = on["candidates"][0]["hard_numbers"]["advice"]
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assert adv_on.get("version") == "2", "合议开着定档应改用 advise_v2"
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off = ae.scan_open(candidates=[cand("600000.SH")], params=params(consensus_route=False),
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caps=caps(), room_amt=1_400_000, slots=20)
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assert off["candidates"][0]["hard_numbers"]["advice"].get("version") == "1"
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@case("B 六键·合议开着六键进硬数字")
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def _():
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r = ae.scan_open(candidates=[with_con(cand("600000.SH"), "放行")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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hn = r["candidates"][0]["hard_numbers"]
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for k in ("fund_stance", "tech", "tech_text", "timing", "consensus", "consensus_text"):
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assert k in hn, f"六键 {k} 应进硬数字"
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@case("B 六键·一个都不进 judge.OPEN_JUDGE_KEYS (基本面技术面不重判)")
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def _():
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six = {"fund_stance", "tech", "tech_text", "timing", "consensus", "consensus_text"}
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assert six.isdisjoint(set(jd.OPEN_JUDGE_KEYS)), "六键混进送研判白名单会让决策系统重判基本面/技术面"
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@case("B 六键·送研判裁剪后确实不含这六键 (机器证明)")
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def _():
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r = ae.scan_open(candidates=[with_con(cand("600000.SH"), "放行")],
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params=params(consensus_route=True), caps=caps(), room_amt=1_400_000, slots=20)
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sent = jd._judge_hard_numbers("OPEN", r["candidates"][0]["hard_numbers"])
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for k in ("fund_stance", "tech", "tech_text", "timing", "consensus", "consensus_text"):
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assert k not in sent
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# ================================================================ C 持仓增持门 (纯逻辑矩阵)
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@case("C 增持门·合议看空停三类 (回踩补足/盈利加仓/补仓)")
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def _():
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for act in (ae.A_FILL, ae.A_ADD, ae.A_DCA):
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assert ae.consensus_gate_why(_blocks(direction="看空"), act), act
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@case("C 增持门·技术面看空停回踩补足与盈利加仓, 不停补仓")
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def _():
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b = _blocks(direction="中性", tech="看空", fund="中性")
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assert ae.consensus_gate_why(b, ae.A_FILL) and ae.consensus_gate_why(b, ae.A_ADD)
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assert ae.consensus_gate_why(b, ae.A_DCA) is None
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@case("C 增持门·基本面看空停补仓, 不停回踩补足与盈利加仓")
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def _():
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b = _blocks(direction="中性", tech="中性", fund="看空")
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assert ae.consensus_gate_why(b, ae.A_DCA)
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assert ae.consensus_gate_why(b, ae.A_FILL) is None and ae.consensus_gate_why(b, ae.A_ADD) is None
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@case("C 增持门·三方非看空不设门; 缺块或无读数不设门 (弃权)")
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def _():
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b = _blocks(direction="看多", tech="看多", fund="看多")
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for act in (ae.A_FILL, ae.A_ADD, ae.A_DCA):
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assert ae.consensus_gate_why(b, act) is None
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assert ae.consensus_gate_why(None, ae.A_FILL) is None
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assert ae.consensus_gate_why({}, ae.A_DCA) is None
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assert ae.consensus_gate_why(_blocks("无读数", "无读数", "无读数"), ae.A_DCA) is None
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@case("C 增持门·scan 端到端: 合议看空真拦下 FILL")
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def _():
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p = pos(price=9.8, cushion_pct=-0.02, support_ref=9.7, market_value=58_800)
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p["consensus_blocks"] = _blocks(direction="看空", tech="看空", fund="看空")
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r = ae.scan(positions=[p], params={**PARAMS, "tech_gate_increase": True},
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market={p["ts_code"]: mkt()})
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assert not any(c["side"] == "buy" for c in r["candidates"]), "合议看空时不该出增持候选"
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assert any(s["action"] == ae.A_FILL and "看空" in s["why"] for s in r["skipped"])
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@case("C 增持门·scan 端到端: 减持侧 (保垫减仓) 不受合议看空影响")
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def _():
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p = pos(cushion_peak=0.08, cushion_pct=0.04)
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p["consensus_blocks"] = _blocks(direction="看空", tech="看空", fund="看空")
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r = ae.scan(positions=[p], params={**PARAMS, "tech_gate_increase": True},
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market={p["ts_code"]: mkt()})
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assert any(c["action"] == ae.A_TRIM for c in r["candidates"]), "减持不该被增持门拦"
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@case("C 增持门·开关关掉逐字回旧: 挂了合议看空也照出 FILL")
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def _():
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base = pos(price=9.8, cushion_pct=-0.02, support_ref=9.7, market_value=58_800)
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r_plain = ae.scan(positions=[dict(base)], params=PARAMS, market={base["ts_code"]: mkt()})
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p2 = dict(base)
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p2["consensus_blocks"] = _blocks(direction="看空", tech="看空", fund="看空")
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r_con = ae.scan(positions=[p2], params=PARAMS, market={base["ts_code"]: mkt()}) # PARAMS 无 tech_gate_increase
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assert [c["action"] for c in r_plain["candidates"]] == [c["action"] for c in r_con["candidates"]]
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assert any(c["action"] == ae.A_FILL for c in r_con["candidates"])
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# ================================================================ D 装配服务
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_ASM_P = {"fund_required": True, "fund_stale_days": 120, "fund_consensus_good_min": 8,
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"consensus_route": True, "timing_stale_tdays": 3}
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def _cr(overall="好"):
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return {"overall": overall, "valuation": "便宜",
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"grade_counts": {"好": 8, "中": 2, "差": 0}, "groups": {}, "doubt_hard": False, "age_days": 0}
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@case("D 装配·decorate_positions 给持仓挂 consensus_blocks, 评析从 company_reviews 带出")
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def _():
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from app.services import consensus_service as csv
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rows = [{"ts_code": "600000.SH"}, {"ts_code": "000001.SZ"}]
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csv.decorate_positions(rows, nightly={}, tech_states={},
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company_reviews={"600000.SH": _cr("好")}, params=_ASM_P)
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assert rows[0]["consensus_blocks"]["fund"]["stance"] == "看多"
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assert rows[1]["consensus_blocks"]["fund"]["stance"] == "无读数" # 没带评析 = 无读数, 绝不折看空
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@case("D 装配·decorate_positions 单行异常不塌 (缺 ts_code 抹掉键)")
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def _():
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from app.services import consensus_service as csv
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rows = [{"ts_code": ""}]
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csv.decorate_positions(rows, nightly={}, tech_states={}, company_reviews={}, params=_ASM_P)
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assert "consensus_blocks" not in rows[0]
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# ================================================================ E 候选按质地排序
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def _row(code, score, overall=None, rank=1):
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r = {"ts_code": code, "name": "股票", "score": score, "rank": rank, "tier": "强传导",
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"bucket": "main"}
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if overall:
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r["company_review"] = {"overall": overall, "valuation": "便宜", "age_days": 0,
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"grade_counts": {}, "groups": {}}
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return r
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@case("E 排序·开关关掉逐字回旧: 纯按分数降序")
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def _():
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plan = {"date": "2026-09-11", "main": [_row("600000.SH", 100), _row("000001.SZ", 90, "好")],
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"observe": []}
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out = pf.select_candidates(plan, rank_by_quality=False)
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assert [x["ts_code"] for x in out["items"]] == ["600000.SH", "000001.SZ"]
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@case("E 排序·按质地: 质地看多分桶在前, 低分看多排在高分无评析之前")
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def _():
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plan = {"date": "2026-09-11", "main": [_row("600000.SH", 100), _row("000001.SZ", 90, "好")],
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"observe": []}
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out = pf.select_candidates(plan, rank_by_quality=True)
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assert [x["ts_code"] for x in out["items"]] == ["000001.SZ", "600000.SH"]
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@case("E 排序·同桶内仍按分数 (质地差与无评析同桶, 高分在前)")
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def _():
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plan = {"date": "2026-09-11",
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"main": [_row("600000.SH", 80, "差"), _row("000001.SZ", 90)], "observe": []}
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out = pf.select_candidates(plan, rank_by_quality=True)
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assert [x["ts_code"] for x in out["items"]] == ["000001.SZ", "600000.SH"]
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@case("E 排序·观察档进池开关: 默认关不进, 开了质地看多的进")
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def _():
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plan = {"date": "2026-09-11", "main": [_row("600000.SH", 100)],
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"observe": [_row("000001.SZ", 50, "好"), _row("000002.SZ", 60)]}
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off = pf.select_candidates(plan, rank_by_quality=False, observe_if_fund_bull=False)
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||
assert [x["ts_code"] for x in off["items"]] == ["600000.SH"]
|
||
on = pf.select_candidates(plan, rank_by_quality=False, observe_if_fund_bull=True)
|
||
codes = {x["ts_code"] for x in on["items"]}
|
||
assert "000001.SZ" in codes and "000002.SZ" not in codes # 只进质地看多的观察行
|
||
|
||
|
||
# ================================================================ F 参数登记
|
||
@case("F 参数·三个新开关登记进 RUNTIME_EXTRA, 类型与默认对")
|
||
def _():
|
||
for k in ("PMS_TECH_GATE_INCREASE", "PMS_PLAN_RANK_BY_QUALITY", "PMS_PLAN_OBSERVE_IF_FUND_BULL"):
|
||
assert k in ps.RUNTIME_EXTRA, k
|
||
assert ps.RUNTIME_EXTRA[k][1] is bool
|
||
assert ps.RUNTIME_EXTRA["PMS_TECH_GATE_INCREASE"][0] is True
|
||
assert ps.RUNTIME_EXTRA["PMS_PLAN_RANK_BY_QUALITY"][0] is True
|
||
assert ps.RUNTIME_EXTRA["PMS_PLAN_OBSERVE_IF_FUND_BULL"][0] is False # 守宁缺毋滥, 默认关
|
||
|
||
|
||
# ================================================================ G 上游名次排 (2026-09-17 工作包乙)
|
||
@case("G 上游名次排·rank_axis=quality 且开关开: 按上游名次升序、立场桶不参与、rank_mode=upstream")
|
||
def _():
|
||
# 高分好票名次靠后(rank=3)、低分无评析名次靠前(rank=1): upstream 按名次排 → 无评析在前, 证明立场桶不参与
|
||
plan = {"date": "2026-09-17", "rank_axis": "quality",
|
||
"main": [_row("600000.SH", 100, "好", rank=3), _row("000001.SZ", 60, rank=1)], "observe": []}
|
||
out = pf.select_candidates(plan, rank_by_upstream=True, rank_by_quality=True)
|
||
assert [x["ts_code"] for x in out["items"]] == ["000001.SZ", "600000.SH"]
|
||
assert out["rank_mode"] == "upstream"
|
||
|
||
|
||
@case("G 上游名次排·上游没带 rank_axis: 逐字回按分桶排 (rank_by_quality 生效, rank_mode=quality_bucket)")
|
||
def _():
|
||
plan = {"date": "2026-09-17", # 无 rank_axis 键 (旧计划或选股系统回退)
|
||
"main": [_row("600000.SH", 100, rank=1), _row("000001.SZ", 90, "好", rank=2)], "observe": []}
|
||
out = pf.select_candidates(plan, rank_by_upstream=True, rank_by_quality=True)
|
||
assert [x["ts_code"] for x in out["items"]] == ["000001.SZ", "600000.SH"] # 看多分桶在前, 与既有用例同口径
|
||
assert out["rank_mode"] == "quality_bucket"
|
||
|
||
|
||
@case("G 上游名次排·rank_mode 三态、四键透传、新开关登记")
|
||
def _():
|
||
q = {"date": "2026-09-17", "rank_axis": "quality", "main": [_row("600000.SH", 100, rank=1)], "observe": []}
|
||
assert pf.select_candidates(q, rank_by_upstream=True, rank_by_quality=True)["rank_mode"] == "upstream"
|
||
assert pf.select_candidates(q, rank_by_upstream=False, rank_by_quality=True)["rank_mode"] == "quality_bucket"
|
||
assert pf.select_candidates(q, rank_by_upstream=False, rank_by_quality=False)["rank_mode"] == "score"
|
||
p2 = {"date": "2026-09-17", "rank_axis": "quality", "observe": [],
|
||
"main": [{**_row("600000.SH", 100, rank=1),
|
||
"quality_band": 3, "pointed": True, "rank_axis": "quality", "rank_old": 5}]}
|
||
it = pf.select_candidates(p2, rank_by_upstream=True)["items"][0]
|
||
assert (it["quality_band"], it["pointed"], it["rank_axis"], it["rank_old"]) == (3, True, "quality", 5)
|
||
assert "PMS_PLAN_RANK_BY_UPSTREAM" in ps.RUNTIME_EXTRA
|
||
assert ps.RUNTIME_EXTRA["PMS_PLAN_RANK_BY_UPSTREAM"][1] is bool
|
||
assert ps.RUNTIME_EXTRA["PMS_PLAN_RANK_BY_UPSTREAM"][0] is True
|
||
|
||
|
||
def main():
|
||
from test_wiring import install_fakes
|
||
install_fakes() # 参数与仓储默认用内存，各用例再覆盖需要的依赖。
|
||
ok = 0
|
||
for name, fn in RESULTS:
|
||
try:
|
||
fn()
|
||
ok += 1
|
||
print(" ok " + name)
|
||
except Exception:
|
||
print(" FAIL " + name)
|
||
traceback.print_exc()
|
||
print("-" * 60)
|
||
if ok == len(RESULTS):
|
||
print("ALL PASS (%d cases)" % ok)
|
||
return 0
|
||
print("FAILED %d/%d" % (len(RESULTS) - ok, len(RESULTS)))
|
||
return 1
|
||
|
||
|
||
if __name__ == "__main__":
|
||
sys.exit(main())
|