feat(trader): PositionLedger 单标的持仓(T+1冻结/均价)

This commit is contained in:
2026-07-07 10:03:42 +08:00
parent 59c8133152
commit 84bf00ea8d
2 changed files with 131 additions and 0 deletions
+91
View File
@@ -0,0 +1,91 @@
"""PositionLedger 单标的持仓对象测试(raw 计均价、T+1 冻结)。"""
import pytest
from sanguo_trader.position_ledger import PositionLedger
def test_new_position_empty():
p = PositionLedger(symbol="600000")
assert p.volume == 0
assert p.frozen == 0
assert p.avg_price == 0.0
assert p.available == 0
def test_buy_sets_avg_price_and_freezes():
p = PositionLedger(symbol="600000")
p.apply_buy(price=10.0, volume=100)
assert p.volume == 100
assert p.frozen == 100 # T+1:买入当日冻结
assert p.available == 0 # 当日不可卖
assert p.avg_price == 10.0
def test_avg_price_weighted_on_add():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
p.unfreeze() # 次日解冻
p.apply_buy(12.0, 100)
assert p.avg_price == 11.0 # (10*100 + 12*100)/200
assert p.volume == 200
# 新买的 100 又被冻结(T+1
assert p.frozen == 100
assert p.available == 100
def test_cannot_sell_frozen():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
assert p.frozen == 100
assert p.available == 0 # 当日不可卖
def test_unfreeze_makes_available():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
p.unfreeze()
assert p.frozen == 0
assert p.available == 100
def test_sell_reduces_volume():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 200)
p.unfreeze()
p.apply_sell(11.0, 100)
assert p.volume == 100
assert p.available == 100
def test_sell_odd_lot_allowed():
"""A 股卖出允许零股(退出持仓的基本操作)。"""
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 200)
p.unfreeze()
p.apply_sell(11.0, 50) # 50 股零股
assert p.volume == 150
def test_sell_over_available_raises():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
p.unfreeze()
with pytest.raises(ValueError, match="available"):
p.apply_sell(11.0, 200)
def test_sell_frozen_raises():
"""T+1:当日买入冻结,卖出冻结量必报错。"""
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
with pytest.raises(ValueError):
p.apply_sell(11.0, 50)
def test_clear_position_avg_price_resets():
p = PositionLedger(symbol="600000")
p.apply_buy(10.0, 100)
p.unfreeze()
p.apply_sell(11.0, 100)
assert p.volume == 0
assert p.avg_price == 0.0