155 lines
7.1 KiB
Python
155 lines
7.1 KiB
Python
# -*- coding: utf-8 -*-
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"""
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第五批模块单测 (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_batch5_units.py
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覆盖: signal_rules 两条信号流的解析 (含两条流置信度尺度不同这个坑) 与消化口径。
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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 json
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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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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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PRM = {"sell_conf_min": 0.75, "auto_exit_conf": 0.85, "trim_ratio": 1 / 3}
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POS = {"ts_code": "600000.SH", "total_qty": 6000, "avail_qty": 6000, "price": 10.0}
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# ================================================================ 解析
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@case("解析·盘中流 (db2): 扁平字段 + component_scores 内嵌 JSON, 置信度本就是 0~1")
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def _():
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s = sr.parse_intraday({"ts_code": "600000.SH", "action": "buy", "confidence": "0.83",
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"component_scores": json.dumps({"minute_qrs": 2.4}),
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"suggested_price": "10.25"}, msg_id="1-1")
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assert s["source"] == sr.SRC_INTRADAY and s["ts_code"] == "600000.SH"
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assert s["action"] == "BUY" and abs(s["confidence"] - 0.83) < 1e-9
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assert abs(s["minute_qrs"] - 2.4) < 1e-9 and s["suggested_price"] == 10.25
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# component_scores 给成 dict 或坏 JSON 都不能炸
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assert sr.parse_intraday({"component_scores": {"minute_qrs": 3}})["minute_qrs"] == 3.0
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assert sr.parse_intraday({"component_scores": "{坏"})["minute_qrs"] == 0.0
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@case("解析·风控流 (db3): 外层套 data JSON, 置信度是 0~100 要归一")
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def _():
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inner = {"ts_code": "600000.SH", "action": "SELL", "confidence": 88,
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"dominant_signal": "破位", "llm_reason": "跌破关键支撑且量能背离"}
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s = sr.parse_risk_sell({"data": json.dumps(inner, ensure_ascii=False)}, msg_id="2-1")
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assert s["source"] == sr.SRC_RISK_SELL and s["action"] == "SELL"
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assert abs(s["confidence"] - 0.88) < 1e-9, s # 88 → 0.88, 两条流尺度不同
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assert s["dominant_signal"] == "破位" and "支撑" in s["reason"]
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# 2026-08-28 口径修正: 风控流按文档**固定 0~100 制, 一律除以 100**, 不再做
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# "大于 1 才除"的猜测 —— 原口径下 0~100 制里的 1 (即 1%) 会被当成 100% 直接清仓。
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assert abs(sr.parse_risk_sell({"data": json.dumps({"ts_code": "x", "action": "SELL",
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"confidence": 0.9})})["confidence"]
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- 0.009) < 1e-9
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# 危险边界: 1 是 1%, 绝不能被解释成 100%
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assert abs(sr.parse_risk_sell({"data": json.dumps({"ts_code": "x", "action": "SELL",
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"confidence": 1})})["confidence"]
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- 0.01) < 1e-9
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# 盘中流 (0~1 制) 的口径不变: 0.9 就是 90%
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assert abs(sr.parse_intraday({"ts_code": "x", "action": "SELL",
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"confidence": "0.9"})["confidence"] - 0.9) < 1e-9
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# 坏 JSON → 明确标记, 不抛异常
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bad = sr.parse_risk_sell({"data": "{不是JSON"})
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assert bad["ts_code"] == "" and "解析失败" in bad["parse_error"]
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# ================================================================ 消化
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@case("消化·高置信风控卖出 → 直接清仓 (减持不设确认门槛)")
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def _():
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s = sr.parse_risk_sell({"data": json.dumps({"ts_code": "600000.SH", "action": "SELL",
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"confidence": 90, "llm_reason": "逻辑走坏"})})
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d = sr.digest(s, POS, PRM)
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assert d["action"] == sr.ACT_EXIT and d["qty"] == 6000, d
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assert "清仓" in d["reason"] and "逻辑走坏" in d["reason"], d
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assert d["hard_numbers"]["confidence"] == 0.9
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@case("消化·中等置信 → 落提议待确认 (按比例减)")
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def _():
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s = sr.parse_risk_sell({"data": json.dumps({"ts_code": "600000.SH", "action": "SELL",
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"confidence": 80})})
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d = sr.digest(s, POS, PRM)
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assert d["action"] == sr.ACT_PROPOSE and d["qty"] == 2000, d # 6000 的 1/3, 整百
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assert "待确认" in d["reason"]
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@case("消化·低置信 / 未持有 / 缺代码 一律不动")
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def _():
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low = sr.parse_risk_sell({"data": json.dumps({"ts_code": "600000.SH", "action": "SELL",
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"confidence": 60})})
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assert sr.digest(low, POS, PRM)["action"] == sr.ACT_IGNORE
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hi = sr.parse_risk_sell({"data": json.dumps({"ts_code": "600000.SH", "action": "SELL",
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"confidence": 95})})
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assert sr.digest(hi, {"total_qty": 0}, PRM)["action"] == sr.ACT_IGNORE
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assert sr.digest(hi, None, PRM)["action"] == sr.ACT_IGNORE
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assert sr.digest({"ts_code": "", "action": "SELL", "confidence": 0.95},
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POS, PRM)["action"] == sr.ACT_IGNORE
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@case("消化·BUY/HOLD 信号只留痕不买 (买什么买多少由 PMS 自己决定)")
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def _():
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# 2026-08-06: BUY 从 ACT_RECORD 改判 ACT_NOTE_BUY。**「不买」这条口径一个字没变** ——
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# 变的只是留痕范围: RECORD 只给持仓票写账本, 而未持仓的票正是新建仓关心的那一批,
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# 从前它们连一行痕迹都没有。NOTE_BUY 持没持仓都写。HOLD 等其余类型仍走 RECORD。
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b = sr.parse_intraday({"ts_code": "600000.SH", "action": "BUY", "confidence": "0.95"})
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d = sr.digest(b, POS, PRM)
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assert d["action"] == sr.ACT_NOTE_BUY and d["qty"] == 0, d
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assert "只留痕" in d["reason"] and "买不买由动作引擎" in d["reason"], d
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h = sr.parse_intraday({"ts_code": "600000.SH", "action": "HOLD", "confidence": "0.99"})
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assert sr.digest(h, POS, PRM)["action"] == sr.ACT_RECORD
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assert "不据此买入" in sr.digest(h, POS, PRM)["reason"]
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@case("消化·盘中流里的 SELL 也照样消化 (两条流同一套口径)")
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def _():
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s = sr.parse_intraday({"ts_code": "600000.SH", "action": "SELL", "confidence": "0.92"})
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d = sr.digest(s, POS, PRM)
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assert d["action"] == sr.ACT_EXIT and d["qty"] == 6000, d
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@case("去重键·同票同源同动作当日只算一次")
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def _():
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s = {"source": sr.SRC_RISK_SELL, "ts_code": "600000.SH", "action": "SELL"}
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k1 = sr.dedup_key(s, 20260728)
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assert k1 == sr.dedup_key(dict(s), 20260728)
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assert k1 != sr.dedup_key(s, 20260729)
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assert k1 != sr.dedup_key({**s, "source": sr.SRC_INTRADAY}, 20260728)
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# ---------------------------------------------------------------- runner
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def main():
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passed, failed = 0, 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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