feat(live): 成交回报回执②回执↔账本闭环比对器——用户钦点「再出现时根因可查」:09-04实证柜台有成交/台账无行/引擎会话视图无行且时间退化,「推送到达→回调处理→落库」三跳全静默无法定位故障点;观测契约三层=①引擎侧trade-receipt指纹行(策略session实现,tag/字段名以本模块解析器为准)+②本模块parse+compare:有回执无账行=引擎处理丢(直接证据),柜台有成交无回执=柜台没推(EOD恒等式层),③账本行带柜台成交号硬键(替换会退化的时间五元组);原则宁缺勿错:tid=NONE不做模糊匹配硬凑,如实分列;ledger_only为信息项(回执上线前旧行/repair行)不判脏;TDD 8测先红(模块不存在)后绿 [vps]

2026-09-06 10:53:24 +08:00
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+# -*- coding: utf-8 -*-
+"""trade_receipt:成交回报回执解析+回执↔账本闭环比对。
+
+背景(2026-09-04 实证):柜台有成交、台账无行、引擎会话视图也无行——
+故障点在「推送到达→回调处理→落库」三跳上且全静默。①(引擎侧)每笔回调
+到达即打 [trade-receipt] 指纹行;本模块②解析该行并与 live_trades 闭环:
+有回执无账行=引擎处理丢,柜台有成交无回执=柜台没推——一分为二定位。
+"""
+
+import pytest
+
+from sanguo_trader.shadow.trade_receipt import (
+    compare_receipts_with_ledger,
+    parse_trade_receipts,
+)
+
+
+class TestParseTradeReceipts:
+    def test_parse_full_line(self):
+        text = ("2026-09-04 09:34:23,101 INFO __main__: [trade-receipt] "
+                "tid=b9765f order=1098910971 acc=20 sym=002633.XSHE "
+                "vol=100 px=14.84 t_raw=09:34:23 recv=09:34:23.101")
+        rs = parse_trade_receipts(text)
+        assert len(rs) == 1
+        r = rs[0]
+        assert r["tid"] == "b9765f"
+        assert r["order"] == "1098910971"
+        assert r["acc"] == "20"
+        assert r["sym"] == "002633.XSHE"
+        assert r["vol"] == 100
+        assert r["px"] == 14.84
+        assert r["t_raw"] == "09:34:23"
+
+    def test_parse_none_t_raw_still_counted(self):
+        """时间字段退化(2026-09-04 实证形态)也必须留痕可解析。"""
+        text = ("2026-09-04 13:37:38,975 INFO __main__: [trade-receipt] "
+                "tid=5d9496 order=1098910973 acc=20 sym=002633.XSHE "
+                "vol=400 px=14.84 t_raw=NONE recv=13:37:38.975")
+        rs = parse_trade_receipts(text)
+        assert len(rs) == 1
+        assert rs[0]["t_raw"] is None
+        assert rs[0]["vol"] == 400
+
+    def test_parse_ignores_noise_and_duplicates(self):
+        """噪线不误吞;同 tid 重复回执去重计数(重复本身值得知道)。"""
+        text = "\n".join([
+            "2026-09-04 09:30:00 INFO jq_strategy: 开盘调度 start",
+            ("2026-09-04 09:34:23 INFO __main__: [trade-receipt] tid=aaa "
+             "order=1 acc=20 sym=600036.XSHG vol=100 px=41.4 t_raw=09:34:23 recv=09:34:23.5"),
+            "2026-09-04 09:34:24 INFO __main__: [instance-ledger] 恢复 1 笔",
+            ("2026-09-04 09:34:25 INFO __main__: [trade-receipt] tid=aaa "
+             "order=1 acc=20 sym=600036.XSHG vol=100 px=41.4 t_raw=09:34:23 recv=09:34:25.0"),
+        ])
+        rs = parse_trade_receipts(text)
+        assert len(rs) == 1
+        assert rs[0]["dup_count"] == 2
+
+    def test_parse_tid_missing_kept_with_none(self):
+        """tid 缺失(异常形态)不丢弃行——留痕优先。"""
+        text = ("2026-09-04 09:34:23 INFO __main__: [trade-receipt] "
+                "tid=NONE order=2 acc=20 sym=510500.XSHG vol=100 px=7.85 t_raw=NONE recv=x")
+        rs = parse_trade_receipts(text)
+        assert len(rs) == 1
+        assert rs[0]["tid"] is None
+
+
+class TestCompareReceiptsWithLedger:
+    def test_all_matched_clean(self):
+        receipts = [
+            {"tid": "a", "order": "1", "sym": "002633.XSHE", "vol": 100, "px": 14.84},
+            {"tid": "b", "order": "1", "sym": "002633.XSHE", "vol": 400, "px": 14.84},
+        ]
+        ledger = [
+            {"tid": "a", "symbol": "002633.XSHE", "volume": 100, "price": 14.84},
+            {"tid": "b", "symbol": "002633.XSHE", "volume": 400, "price": 14.84},
+        ]
+        rep = compare_receipts_with_ledger(receipts, ledger)
+        assert rep["receipts_n"] == 2
+        assert rep["ledger_n"] == 2
+        assert rep["matched_n"] == 2
+        assert rep["receipt_only"] == []
+        assert rep["ledger_only"] == []
+        assert rep["clean"] is True
+
+    def test_receipt_only_is_the_smoking_gun(self):
+        """有回执无账行=引擎处理丢(②③之间)——2026-09-04 的未定位跳。"""
+        receipts = [
+            {"tid": "a", "order": "1", "sym": "002633.XSHE", "vol": 100, "px": 14.84},
+            {"tid": "b", "order": "1", "sym": "002633.XSHE", "vol": 100, "px": 14.84},
+        ]
+        ledger = [{"tid": "a", "symbol": "002633.XSHE", "volume": 100, "price": 14.84}]
+        rep = compare_receipts_with_ledger(receipts, ledger)
+        assert rep["clean"] is False
+        assert [r["tid"] for r in rep["receipt_only"]] == ["b"]
+
+    def test_ledger_only_informational(self):
+        """有账行无回执=回执日志后上线前的旧行/估算行,信息项不算脏。"""
+        receipts = []
+        ledger = [{"tid": "repair:x", "symbol": "002633.XSHE", "volume": 100, "price": 14.84}]
+        rep = compare_receipts_with_ledger(receipts, ledger)
+        assert rep["ledger_only"] == ledger
+        assert rep["clean"] is True  # ledger_only 不判脏:只盯「到了没记」
+
+    def test_tid_none_rows_never_match_by_guess(self):
+        """tid=NONE 的行不做模糊匹配硬凑——宁缺勿错。"""
+        receipts = [{"tid": None, "order": "1", "sym": "002633.XSHE", "vol": 100, "px": 14.84}]
+        ledger = [{"tid": None, "symbol": "002633.XSHE", "volume": 100, "price": 14.84}]
+        rep = compare_receipts_with_ledger(receipts, ledger)
+        # tid 缺失双方都不猜:receipt_only 与 ledger_only 各自如实列出
+        assert rep["matched_n"] == 0
+        assert len(rep["receipt_only"]) == 1
+        assert len(rep["ledger_only"]) == 1