From 2393097074f096301916be5aa5c389fc8fd0ddf7 Mon Sep 17 00:00:00 2001 From: claude_dev Date: Sat, 11 Jul 2026 05:41:43 +0800 Subject: [PATCH] =?UTF-8?q?test(live):=20D-4a=E9=9B=86=E6=88=90=E6=B5=8B?= =?UTF-8?q?=E8=AF=95(mock=20bridge=E7=9C=9FHTTP,=20sanguo=E5=8D=8A?= =?UTF-8?q?=E8=BE=B94=E4=BE=8B=E7=BB=BF)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - _MockBridge HTTP server模拟bridge(health/order/account/positions+鉴权) - bridge_client真发HTTP(urlopen+X-Bridge-Token)+响应解析+错token 401返回None - _shadow_trades_to_bridge真HTTP链路:注入成交→真POST→mock收到下单+symbol转sh600000→paper_shadow_orders记录 - NAS容器4 passed - D-4a sanguo半边端到端验证(真HTTP); miniQMT真报单另半边待Windows bridge实跑 --- tests/trader/test_d4a_integration.py | 152 +++++++++++++++++++++++++++ 1 file changed, 152 insertions(+) create mode 100644 tests/trader/test_d4a_integration.py diff --git a/tests/trader/test_d4a_integration.py b/tests/trader/test_d4a_integration.py new file mode 100644 index 0000000..52cfdcb --- /dev/null +++ b/tests/trader/test_d4a_integration.py @@ -0,0 +1,152 @@ +"""D-4a 集成测试：sanguo → bridge 真实 HTTP round-trip（mock bridge server）。 + +不依赖 Windows——本地起 mock HTTP server 模拟 bridge（health/order/account/positions + 鉴权）， +验证 BridgeClient 真发 HTTP（urlopen + X-Bridge-Token + JSON 解析）+ _shadow_trades_to_bridge +完整链路在真实 HTTP 环境跑通。 + +验证范围（D-4a sanguo 半边）： +- bridge_client HTTP 层真发请求、带鉴权 header、解析响应 +- _shadow_trades_to_bridge → bridge_client → 真 HTTP → mock bridge 收到下单 → paper_shadow_orders + +未覆盖（D-4a 另一半，物理依赖 Windows）： +- bridge → xtquant → miniQMT 真报单（miniQMT 只 Windows，需 Windows bridge 实跑） +""" +import json +import threading +from http.server import BaseHTTPRequestHandler, HTTPServer +from types import SimpleNamespace +from urllib.parse import urlparse + +from sanguo_trader.bridge_client import BridgeClient +from sanguo_trader.live_orchestrator import _shadow_trades_to_bridge +from sanguo_trader.persistence import init_db, is_trade_shadowed, save_trade + +_TOKEN = "integration-test-token" + + +class _MockBridgeHandler(BaseHTTPRequestHandler): + """模拟 Windows bridge 的 4 接口 + token 鉴权（契约同 sanguo_qmt_bridge/bridge.py）。""" + + def log_message(self, *args): # 静默测试日志 + pass + + def _has_token(self) -> bool: + return self.headers.get("X-Bridge-Token") == _TOKEN + + def _respond(self, code: int, payload: dict) -> None: + body = json.dumps(payload).encode() + self.send_response(code) + self.send_header("Content-Type", "application/json") + self.send_header("Content-Length", str(len(body))) + self.end_headers() + self.wfile.write(body) + + def do_GET(self): + path = urlparse(self.path).path + if path == "/health": + self._respond(200, {"status": "ok", "miniqmt_connected": True}) + elif path in ("/account", "/positions"): + if not self._has_token(): + self._respond(401, {"detail": "token 无效"}) + return + self._respond(200, {"ok": True, "cash": 1e7, "frozen": 0.0, + "market_value": 0.0, "total": 1e7, "positions": []}) + else: + self._respond(404, {"detail": "not found"}) + + def do_POST(self): + path = urlparse(self.path).path + if path != "/order": + self._respond(404, {"detail": "not found"}) + return + if not self._has_token(): + self._respond(401, {"detail": "token 无效"}) + return + length = int(self.headers.get("Content-Length", 0)) + req = json.loads(self.rfile.read(length)) + self.server.orders.append(req) # 记录，供测试断言 + self._respond(200, {"ok": True, "order_id": 99999}) + + +class _MockBridge: + """mock bridge HTTP server（后台线程）。""" + + def __init__(self): + self.server = HTTPServer(("127.0.0.1", 0), _MockBridgeHandler) + self.server.orders = [] + self.port = self.server.server_address[1] + self.thread = threading.Thread(target=self.server.serve_forever, daemon=True) + + def start(self) -> "_MockBridge": + self.thread.start() + return self + + def stop(self) -> None: + self.server.shutdown() + + @property + def url(self) -> str: + return f"http://127.0.0.1:{self.port}" + + @property + def orders(self) -> list: + """mock bridge 收到的下单请求（handler 写入 server.orders）。""" + return self.server.orders + + +class TestBridgeClientRealHttp: + """BridgeClient 真发 HTTP round-trip（验证 HTTP 层 + 鉴权 + 解析）。""" + + def test_get_account_with_token(self): + b = _MockBridge().start() + try: + r = BridgeClient(b.url, _TOKEN).get_account() + assert r is not None and r["ok"] is True and r["cash"] == 1e7 + finally: + b.stop() + + def test_order_real_http_payload(self): + b = _MockBridge().start() + try: + r = BridgeClient(b.url, _TOKEN).place_order("sh600000", "buy", 10.5, 100) + assert r == {"ok": True, "order_id": 99999} + assert b.orders == [{"code": "sh600000", "action": "buy", "price": 10.5, + "volume": 100, "price_type": "limit", "reason": ""}] + finally: + b.stop() + + def test_wrong_token_returns_none_on_401(self): + b = _MockBridge().start() + try: + # 错 token → mock 返回 401 → urlopen 抛 HTTPError → bridge_client 返回 None + r = BridgeClient(b.url, "wrong-token").get_account() + assert r is None + finally: + b.stop() + + +def _cfg(url: str) -> SimpleNamespace: + return SimpleNamespace(live={"enabled": True, "bridge_url": url, "shadow": True}) + + +class TestShadowTradesRealHttp: + """_shadow_trades_to_bridge 真发 HTTP 到 mock bridge（D-4a sanguo 半边端到端）。""" + + def test_full_shadow_roundtrip(self, tmp_path, monkeypatch): + db = str(tmp_path / "t.db") + init_db(db) + trade_id = save_trade(db, 1, {"symbol": "600000", "direction": "buy", "price": 10.5, + "volume": 100, "bar_date": "2026-07-11", + "strategy_id": "s1"}) + monkeypatch.setenv("BRIDGE_TOKEN", _TOKEN) + b = _MockBridge().start() + try: + _shadow_trades_to_bridge(db, 1, "2026-07-11", _cfg(b.url)) + # mock bridge 真收到下单（symbol 已转 sh600000） + assert len(b.orders) == 1 + assert b.orders[0]["code"] == "sh600000" + assert b.orders[0]["action"] == "buy" + # paper_shadow_orders 真记录 + assert is_trade_shadowed(db, 1, trade_id) + finally: + b.stop()