feat(trader): 影子账户 params 透传 factor 系 env——挑战者实例换因子通路(#69 影子A/B) [vps] [no-doc]

2026-09-27 07:23:55 +08:00
parent 16641f0723
commit cc995faf00
2 changed files with 42 additions and 0 deletions
@@ -62,3 +62,34 @@ def test_account_env_defaults_on_sparse_row():
    assert env["SANGUO_LIVE_STRATEGY"] == "all_weather"
    assert env["SANGUO_LIVE_CASH"] == "1000000"
    assert env["SANGUO_SHADOW_ACCOUNT_ID"] == "9"
+
+
+def test_account_env_factor_params_passthrough():
+    """#69 影子A/B 挑战者:params factor 五键 → SANGUO_LIVE_FACTOR_* env 齐透传。"""
+    acc = {"id": 43, "strategies": json.dumps([{"name": "factor_topn", "params": {
+        "factor_name": "challenger_v1",
+        "factor_dir": r"C:\sanguo_vnpy_v2\data\factors\challenger",
+        "top_n": 200.0,
+        "reb_days": 21,
+        "band": 1.5,
+    }}]), "initial_capital": 1_000_000}
+    env = account_env(acc, "db")
+    assert env["SANGUO_LIVE_FACTOR_NAME"] == "challenger_v1"
+    # factor_dir 字符串原样透传
+    assert env["SANGUO_LIVE_FACTOR_DIR"] == r"C:\sanguo_vnpy_v2\data\factors\challenger"
+    assert env["SANGUO_LIVE_FACTOR_TOP_N"] == "200"  # 整数不带小数点(200.0 → "200")
+    assert env["SANGUO_LIVE_FACTOR_REB_DAYS"] == "21"
+    assert env["SANGUO_LIVE_FACTOR_BAND"] == "1.5"
+
+
+def test_account_env_factor_absent_not_set(monkeypatch):
+    """params 无 factor 键:不设 SANGUO_LIVE_FACTOR_*(live_strategy 默认值兜底)。"""
+    for k in ("SANGUO_LIVE_FACTOR_NAME", "SANGUO_LIVE_FACTOR_DIR",
+              "SANGUO_LIVE_FACTOR_TOP_N", "SANGUO_LIVE_FACTOR_REB_DAYS",
+              "SANGUO_LIVE_FACTOR_BAND"):
+        monkeypatch.delenv(k, raising=False)
+    acc = {"id": 44, "strategies": json.dumps([{"name": "factor_topn",
+                                                "params": {"max_pool": 0}}]),
+           "initial_capital": None}
+    env = account_env(acc, "db")
+    assert not [k for k in env if k.startswith("SANGUO_LIVE_FACTOR_")]