326 lines
14 KiB
Python
326 lines
14 KiB
Python
# -*- coding: utf-8 -*-
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"""
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第九批模块单测 (零外部依赖, 不连库不触网)
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==========================================
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运行: 在 tradingSystem 仓库根目录执行 python scripts/test_batch9_units.py
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覆盖: 接管既有持仓前的成本价体检 (app/core/rebuild_check.py)。
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这一批守的是一个**只发生一次、且不可逆**的决定: 账本清空后按「以下游为准」认领真实持仓,
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那一刻定死每只票的开仓价 → 摊薄成本 → 安全垫 → 补仓/加仓/保垫减仓的共同判据。
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2026-07-29 首次接管 22 只持仓时踩过一次 (全按现价开仓, 安全垫齐刷刷是 0)。
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所以用例的重点不是"算得对不对", 而是**该拦的拦不拦得住**, 以及**不该拦的会不会误伤** ——
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误伤的代价是多等一天, 漏拦的代价是一本每个数都错、却和真账长得一模一样的账。
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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 rebuild_check as rb # 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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def _p(code, qty=1000, cost=10.0, avail=None, price=None):
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"""一行下游持仓 (downstream_repo.fetch_positions 的行形态)。"""
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return {"ts_code": code, "qty": qty, "cost": cost,
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"avail_qty": qty if avail is None else avail, "price": price}
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# ================================================================ [A] 单只票的判定
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@case("[A1] 成本价正常 → OK, 并算出安全垫")
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def t_a1():
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r = rb.check_row(_p("600000.SH", cost=20.0), price=10.0)
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assert r["verdict"] == rb.OK
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assert abs(r["cushion_pct"] - (-0.5)) < 1e-9, "真实成本 20、现价 10 就是实亏 50%"
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@case("[A2] 成本价缺失 / 为 0 / 为负 → MISSING")
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def t_a2():
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for bad in (None, 0, 0.0, -1.0, ""):
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r = rb.check_row(_p("600000.SH", cost=bad), price=10.0)
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assert r["verdict"] == rb.MISSING, f"cost={bad!r} 应判 MISSING"
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assert "安全垫恒为 0" in rb.check_row(_p("600000.SH", cost=0), price=10.0)["why"]
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@case("[A3] 成本 ≈ 现价 → EQ_PRICE (安全垫≈0)")
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def t_a3():
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r = rb.check_row(_p("600000.SH", cost=10.02), price=10.0) # 差 0.2% < 0.5%
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assert r["verdict"] == rb.EQ_PRICE
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r2 = rb.check_row(_p("600000.SH", cost=10.30), price=10.0) # 差 3% > 0.5%
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assert r2["verdict"] == rb.OK, "正常的小幅浮盈不该被当成'拿现价充数'"
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@case("[A4] 成本与现价差两个数量级 → ABSURD (多半是单位错)")
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def t_a4():
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assert rb.check_row(_p("600000.SH", cost=1000.0), price=10.0)["verdict"] == rb.ABSURD
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assert rb.check_row(_p("600000.SH", cost=0.05), price=10.0)["verdict"] == rb.ABSURD
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# 分/元 混用是最典型的一种: 成本记成 1002 分而现价是 10.02 元
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r = rb.check_row(_p("600000.SH", cost=1002.0), price=10.02)
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assert r["verdict"] == rb.ABSURD and "单位" in r["why"]
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@case("[A5] 可用量 > 总量 或为负 → AVAIL_BAD")
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def t_a5():
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assert rb.check_row(_p("600000.SH", qty=1000, avail=1500), price=10.0)["verdict"] \
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== rb.AVAIL_BAD
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assert rb.check_row(_p("600000.SH", qty=1000, avail=-1), price=10.0)["verdict"] \
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== rb.AVAIL_BAD
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# 当日买入是合法的: 可用 < 总量 (成本给个与现价不同的值, 免得撞上 EQ_PRICE)
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assert rb.check_row(_p("600000.SH", qty=1000, avail=0, cost=20.0),
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price=10.0)["verdict"] == rb.OK
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@case("[A6] 取不到现价 → NO_PRICE, 但成本本身仍算可用")
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def t_a6():
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r = rb.check_row(_p("600000.SH", cost=20.0), price=None)
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assert r["verdict"] == rb.NO_PRICE and r["cushion_pct"] is None
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assert "成本值本身可用" in r["why"]
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@case("[A7] 可用量的判定排在成本之前 —— 两个都坏时先报可用量")
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def t_a7():
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r = rb.check_row(_p("600000.SH", qty=100, avail=999, cost=0), price=10.0)
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assert r["verdict"] == rb.AVAIL_BAD
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# ================================================================ [B] 整批的阻断判据
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@case("[B1] 全部正常 → 不阻断")
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def t_b1():
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rows = [_p("600000.SH", cost=20.0), _p("600519.SH", cost=1500.0)]
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out = rb.check_costs(rows, {"600000.SH": 10.0, "600519.SH": 1800.0})
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assert out["blocking"] is False and out["reasons"] == []
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assert "可以建账" in out["hint"]
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@case("[B2] 少数几只没成本价不阻断, 但要单独列出来")
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def t_b2():
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# 既有设计对"某一只没成本价"有逐只回退现价的路径 (build_recon_fixes, 带 price_source
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# 留痕)。闸不该推翻它 —— 闸管的是"一本从头就错的账", 不是替既有设计做二次判断。
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rows = [_p("600000.SH", cost=20.0), _p("600519.SH", cost=0)]
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out = rb.check_costs(rows, {"600000.SH": 10.0, "600519.SH": 1800.0})
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assert out["blocking"] is False
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assert out["estimated"] == ["600519.SH"]
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assert "改不回来" in out["hint"], "估出来的成本后续对账不会再碰, 这句必须说出来"
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@case("[B2b] 全部没成本价 → 阻断 (对端那一列整个没填)")
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def t_b2b():
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rows = [_p("600000.SH", cost=0), _p("600519.SH", cost=None)]
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out = rb.check_costs(rows, {"600000.SH": 10.0, "600519.SH": 1800.0})
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assert out["blocking"] is True and out["estimated"] == []
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assert "全部" in out["reasons"][0]
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@case("[B2c] 数据是**错的**而不是缺的 → 一只就阻断")
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def t_b2c():
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# ABSURD/AVAIL_BAD 说明这批数据的生产方式有问题, 不该只怀疑那一只
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for bad in ({"cost": 1000.0}, {"avail": 9999}):
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rows = [_p("600000.SH", cost=20.0), _p("600519.SH", **bad)]
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out = rb.check_costs(rows, {"600000.SH": 10.0, "600519.SH": 10.0})
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assert out["blocking"] is True, bad
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assert "错的" in out["reasons"][0]
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@case("[B3] 整组成本≈现价 → 阻断 (这就是 07-29 那个坑的模样)")
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def t_b3():
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rows = [_p(f"60000{i}.SH", cost=10.0) for i in range(1, 6)]
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out = rb.check_costs(rows, {f"60000{i}.SH": 10.0 for i in range(1, 6)})
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assert out["blocking"] is True and out["eq_ratio"] == 1.0
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assert "安全垫会是 0" in out["reasons"][0]
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@case("[B4] 少数几只成本≈现价 → 不阻断 (当日买入是正常的)")
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def t_b4():
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rows = [_p("600000.SH", cost=20.0), _p("600519.SH", cost=1800.0),
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_p("600036.SH", cost=30.0), _p("601318.SH", cost=10.0)]
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px = {"600000.SH": 10.0, "600519.SH": 1500.0, "600036.SH": 40.0, "601318.SH": 10.0}
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out = rb.check_costs(rows, px)
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assert out["counts"].get(rb.EQ_PRICE) == 1
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assert out["blocking"] is False, "四只里一只当日买入很正常, 不该拦"
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@case("[B5] 只有一只票时不按占比阻断 —— 样本太小, 它可能真是当日买的")
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def t_b5():
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out = rb.check_costs([_p("600000.SH", cost=10.0)], {"600000.SH": 10.0})
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assert out["counts"].get(rb.EQ_PRICE) == 1
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assert out["blocking"] is False
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@case("[B6] 取不到现价的票不稀释 EQ_PRICE 占比")
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def t_b6():
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# 两只成本≈现价 + 八只取不到现价。若拿 10 做分母, 占比 20% 不阻断 —— 那是错的:
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# 能判的两只全是 EQ_PRICE, 该阻断。
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rows = [_p("600001.SH", cost=10.0), _p("600002.SH", cost=10.0)] + \
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[_p(f"6001{i:02d}.SH", cost=5.0) for i in range(1, 9)]
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px = {"600001.SH": 10.0, "600002.SH": 10.0} # 其余取不到价
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out = rb.check_costs(rows, px)
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assert out["counts"].get(rb.NO_PRICE) == 8
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assert out["eq_ratio"] == 1.0 and out["blocking"] is True
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@case("[B7] 零持仓行不参与体检")
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def t_b7():
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rows = [_p("600000.SH", qty=0, cost=0), _p("600519.SH", cost=1800.0)]
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out = rb.check_costs(rows, {"600519.SH": 1500.0})
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assert out["n"] == 1 and out["blocking"] is False, "qty=0 的行是历史残留, 不该拖累建账"
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@case("[B8] 下游一只持仓都没有 → 不阻断但说清是没账可建")
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def t_b8():
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out = rb.check_costs([], {})
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assert out["n"] == 0 and out["blocking"] is False
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assert "无账可建" in out["hint"]
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@case("[B9] 阻断时的 hint 要给出可执行的下一步")
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def t_b9():
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out = rb.check_costs([_p("600000.SH", cost=0)], {"600000.SH": 10.0}) # 唯一一只且缺失
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assert "cost_price" in out["hint"], "得说清要对端改哪一列, 不是只说'数据有问题'"
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assert "长得一模一样" in out["hint"], "得说清为什么不能将就着建"
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# ================================================================ [C] 情形覆盖 (不阻断)
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@case("[C1] 四种情形齐全 → enough")
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def t_c1():
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rows = [_p("600000.SH", cost=10.0), # 浮盈 +50%
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_p("600519.SH", cost=20.0), # 浮亏 −25%
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_p("600036.SH", cost=10.0, qty=1000, avail=0), # 当日买入
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_p("601318.SH", cost=10.0)]
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px = {"600000.SH": 15.0, "600519.SH": 15.0, "600036.SH": 11.0, "601318.SH": 11.0}
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cov = rb.coverage(rb.check_costs(rows, px)["rows"])
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assert cov["enough"] is True and cov["missing"] == []
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@case("[C2] 全是不赚不亏 → 报出这轮验不到哪些纪律")
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def t_c2():
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rows = [_p(f"60000{i}.SH", cost=10.0) for i in range(1, 4)]
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cov = rb.coverage(rb.check_costs(rows, {f"60000{i}.SH": 10.05 for i in range(1, 4)})["rows"])
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assert cov["enough"] is False
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assert any("浮盈" in m for m in cov["missing"])
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assert any("浮亏" in m for m in cov["missing"])
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@case("[C3] 只有一只持仓 → 报持仓不足 3 只")
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def t_c3():
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cov = rb.coverage(rb.check_costs([_p("600000.SH", cost=20.0)], {"600000.SH": 10.0})["rows"])
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assert cov["enough"] is False and any("不足 3 只" in m for m in cov["missing"])
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@case("[C4] 覆盖不全绝不阻断建账 —— 数据是真的就该建")
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def t_c4():
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rows = [_p("600000.SH", cost=20.0), _p("600519.SH", cost=3000.0)]
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out = rb.check_costs(rows, {"600000.SH": 10.0, "600519.SH": 1500.0})
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cov = rb.coverage(out["rows"])
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assert out["blocking"] is False and cov["enough"] is False
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# ================================================================ [D] 健壮性
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@case("[D1] 脏数据不炸")
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def t_d1():
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for bad in ({"ts_code": "600000.SH"}, {"ts_code": None, "qty": "x", "cost": "y"},
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{"ts_code": "600000.SH", "qty": "1000", "cost": "20.0", "avail_qty": "1000"}):
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rb.check_row(bad, price=10.0)
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out = rb.check_costs([{"ts_code": "600000.SH", "qty": "1000", "cost": "20.0"}],
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{"600000.SH": "10.0"})
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assert out["n"] == 1, "字符串数字要能吃进去 —— 库里 DECIMAL 列取出来常是字符串"
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@case("[D2] rows 为 None 不炸")
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def t_d2():
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assert rb.check_costs(None, None)["n"] == 0
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assert rb.coverage(None)["enough"] is False
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@case("[D3] 判定常量互不相同 —— 别把两种故障混成一个码")
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def t_d3():
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vs = [rb.OK, rb.MISSING, rb.EQ_PRICE, rb.ABSURD, rb.AVAIL_BAD, rb.NO_PRICE]
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assert len(set(vs)) == len(vs)
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# ================================================================ [E] 连续不一致按日推进
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# 2026-07-31 实机暴露: 日报关注区写出「连续 175 日不一致」, 而项目 07-14 才开工。
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# 原因是每调一次 reconcile() 就 +1, 而盘中轻对账每分钟调一次 —— 设计里「连续 3 日 → ERROR
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# 待人工」实际成了「连续 3 分钟」。假警报天天响, 真告警就被埋掉。
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from app.core import recon as rc # noqa: E402
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@case("[E1] 同一天内反复对账不重复计数")
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def t_e1():
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s = rc.advance_streak(0, 0, 20260731, True)
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assert s["streak"] == 1 and s["changed"] is True
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for _ in range(5): # 手工点五次「对账」
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s = rc.advance_streak(s["streak"], s["ymd"], 20260731, True)
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assert s["streak"] == 1, "同一天点几次都只算一天 —— 否则三分钟就升 ERROR"
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assert s["changed"] is False
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@case("[E2] 跨交易日才 +1")
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def t_e2():
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s = rc.advance_streak(1, 20260731, 20260801, True)
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assert s["streak"] == 2 and s["ymd"] == 20260801
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s = rc.advance_streak(s["streak"], s["ymd"], 20260803, True) # 跨周末
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assert s["streak"] == 3
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@case("[E3] 差异消失立刻归零, 不必等下一天")
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def t_e3():
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s = rc.advance_streak(7, 20260731, 20260731, False)
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assert s["streak"] == 0 and s["changed"] is True and s["ymd"] == 20260731
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@case("[E4] 本来就是 0 且没差异 → 什么都没变, 不必写库")
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def t_e4():
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assert rc.advance_streak(0, 20260731, 20260731, False)["changed"] is False
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@case("[E5] 三日门槛与 severity 对得上")
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def t_e5():
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assert rc.recon_severity(0) == rc.SEV_OK
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assert rc.recon_severity(1) == rc.SEV_WARN and rc.recon_severity(2) == rc.SEV_WARN
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assert rc.recon_severity(3) == rc.SEV_ERROR
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# 走满三个交易日才该到 ERROR —— 这条串起来验, 免得两边各改一半
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s = {"streak": 0, "ymd": 0}
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for i, d in enumerate((20260731, 20260801, 20260803), start=1):
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s = rc.advance_streak(s["streak"], s["ymd"], d, True)
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assert rc.recon_severity(s["streak"]) == (rc.SEV_ERROR if i >= 3 else rc.SEV_WARN)
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@case("[E6] 缺日期时退化成每次都推进, 但不会把已有计数弄丢")
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def t_e6():
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s = rc.advance_streak(2, 0, 0, True) # 两个 ymd 都拿不到
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assert s["streak"] == 3, "判不了是不是同一天就按保守走(照常推进), 别把计数清零"
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def main():
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import logging
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logging.disable(logging.CRITICAL)
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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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