feat(shadow-desk): 通路测试策略channel_test+模拟盘列表改造: 策略=每日等权轮换ETF/蓝筹(卖旧买新走全买卖通路)+T+1当日卖探针(两端应一致拒单,验证拒单通路),注册backtest/live/前端,默认universe 5只高流动ETF,4单测(坑:BrokerFacade是dataclass,子类方法被父类__init__实例属性遮蔽须实例注入); 模拟盘列表:加类型列(个股/组合)+创建时间列,标的去JSON中括号,列宽重排,模式筛选加影子 [vps]

tests/portfolio/test_channel_test.py

@@ -0,0 +1,86 @@
+"""通路测试策略(ChannelTestStrategy)单元测试。
+
+验证轮换目标集 + 卖旧买新调度 + T+1 探针,用 mock broker 记录下单调用。
+"""
+from __future__ import annotations
+
+from sanguo_portfolio.strategies import ChannelTestConfig, ChannelTestStrategy
+from sanguo_portfolio.strategies.all_weather import BrokerFacade
+
+
+class _MockBroker(BrokerFacade):
+    def __init__(self) -> None:
+        # 注意:BrokerFacade 是 dataclass,父类 __init__ 会用字段默认值覆盖同名
+        # 实例属性,子类方法重写会被遮蔽 → 必须在 super().__init__() 之后
+        # 用实例属性注入记录函数。
+        self.calls: list[tuple[str, str, float]] = []  # (method, code, value)
+        super().__init__()
+        self.order_target_value = self._record_otv
+
+    def _record_otv(self, code: str, value: float):
+        self.calls.append(("otv", code, value))
+        return None
+
+
+class _Pos:
+    def __init__(self, value: float) -> None:
+        self.value = value
+
+
+class _Ctx:
+    def __init__(self, positions: dict, cash: float) -> None:
+        self.portfolio = type("P", (), {"positions": positions,
+                                        "available_cash": cash,
+                                        "total_value": cash + sum(p.value for p in positions.values())})()
+
+
+def test_target_set_rotates_with_day():
+    s = ChannelTestStrategy(provider=None, config=ChannelTestConfig(
+        universe=["A", "B", "C", "D"], hold_n=2, period=1))
+    s._day = 0
+    assert set(s._target_set()) <= {"A", "B", "C", "D"}
+    s._day = 1
+    t1 = s._target_set()
+    s._day = 2
+    t2 = s._target_set()
+    assert len(t1) == 2 and len(t2) == 2
+    assert t1 != t2  # 不同周期目标偏移
+
+
+def test_rotate_sells_non_target_and_buys_target():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B", "C", "D"], hold_n=2, period=1, probe_t1=False))
+    # rotate#1 → day=1 → offset=1 → target=[B,C];当前持仓 C,D
+    # → 卖出 D(C 在目标内保留),对 B,C 调仓(买入)
+    ctx = _Ctx({"C": _Pos(1000), "D": _Pos(1000)}, cash=8000)
+    s.rotate(ctx)
+    zero_calls = {c for m, c, v in broker.calls if m == "otv" and v == 0}
+    assert zero_calls == {"D"}                    # 只卖非目标的 D
+    buys = {c for m, c, v in broker.calls if m == "otv" and v > 0}
+    assert buys == {"B", "C"}                     # 买新 B + 调仓 C
+
+
+def test_rotate_t1_probe_fires():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B"], hold_n=1, period=1, probe_t1=True))
+    ctx = _Ctx({}, cash=10000)
+    s.rotate(ctx)
+    # rotate#1 → target=[B];探针对 target[0]=B 再次 order_target_value(0)(当日卖,预期被 T+1 拒)
+    otv_calls = [c for m, c, v in broker.calls if m == "otv"]
+    assert otv_calls.count("B") >= 2  # 一次买入调仓 + 一次 T+1 探针
+
+
+def test_period_skips_off_cycle_days():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B"], hold_n=1, period=3, probe_t1=False))
+    ctx = _Ctx({}, cash=10000)
+    s.rotate(ctx)              # day1 → 触发
+    n1 = len(broker.calls)
+    s.rotate(ctx)              # day2 → 跳过
+    s.rotate(ctx)              # day3 → 跳过
+    assert len(broker.calls) == n1
+    s.rotate(ctx)              # day4 → 触发
+    assert len(broker.calls) > n1