feat(paper): C-S2 分策略归因(/strategies 聚合成交/拒单/费用)

2026-07-07 12:07:37 +08:00
parent 041dca59e2
commit 14088eac13
3 changed files with 58 additions and 0 deletions
@@ -59,3 +59,34 @@ def test_get_paper_404(tmp_path):
 def test_unauthorized_401(tmp_path):
    c, _ = _client(tmp_path)
    assert c.get("/api/v1/paper/1").status_code == 401
+
+
+def test_strategy_summary_aggregation(tmp_path):
+    """C-S2 归因：分策略成交/拒单/费用聚合（spec §7）。"""
+    from sanguo_trader.persistence import init_db, save_account, save_trade
+
+    c, token = _client(tmp_path)
+    db = os.path.join(str(tmp_path), "p.db")
+    aid = c.post(
+        "/api/v1/paper/create",
+        json={"symbols": ["600000"],
+              "strategies": [{"name": "S", "symbol": "600000"}],
+              "start": "2024-01-01", "end": "2024-06-30"},
+        headers=_auth(token),
+    ).json()["account_id"]
+    # 造假 2 笔成交 + 1 拒单（s1），1 成交（s2）
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 10,
+                         "volume": 100, "commission": 5, "transfer_fee": 0.02})
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 11,
+                         "volume": 100, "commission": 5, "stamp_duty": 0.55,
+                         "transfer_fee": 0.02})
+    save_trade(db, aid, {"strategy_id": "s1", "symbol": "300750"},
+               rejected=True, reject_reason="limit_up_locked")
+    save_trade(db, aid, {"strategy_id": "s2", "symbol": "000001", "price": 15,
+                         "volume": 100, "commission": 5})
+    resp = c.get(f"/api/v1/paper/{aid}/strategies", headers=_auth(token))
+    assert resp.status_code == 200
+    summary = {s["strategy_id"]: s for s in resp.json()}
+    assert summary["s1"]["filled"] == 2
+    assert summary["s1"]["rejected"] == 1
+    assert summary["s2"]["filled"] == 1