feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1)

- Account: cash资金T0/合并持仓/equity盯市/cash_enough买单检查 - StrategyRunner: 分户持仓+realized_pnl归因/unrealized_pnl - transfer_fee 直接用(matcher已双向,不再×2,review H3) - unfreeze_all 对称(总账+分户,T+1每日解冻) 7 tests passed.
2026-07-07 11:50:40 +08:00
parent 05d74fc2c1
commit e5e4eef807
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+"""Account + StrategyRunner 双层记账测试（spec §7）。"""
+import pytest
+from sanguo_trader.account import Account
+from sanguo_trader.strategy_runner import StrategyRunner
+from sanguo_trader.models import MatchSession, OrderSide, PaperTrade
+
+
+def mktrade(side, price=10.0, volume=100, commission=5.0, stamp=0.0,
+            transfer_fee=0.02, strategy_id="s1", symbol="600000"):
+    return PaperTrade(
+        strategy_id, symbol, side, price, volume, commission,
+        stamp, transfer_fee, "", MatchSession.NEXT_OPEN,
+    )
+
+
+def test_capital_t0_sell_then_buy_immediately():
+    """资金 T+0：卖出现金立即可用于再买。"""
+    acc = Account(initial_capital=1_000_000)
+    acc.apply_trade(mktrade(OrderSide.BUY, price=10.0, volume=100))
+    acc.unfreeze_all()
+    cash_after_buy = acc.cash
+    acc.apply_trade(mktrade(OrderSide.SELL, price=11.0, volume=100, stamp=0.55))
+    assert acc.cash > cash_after_buy                  # 卖出后现金立即增加
+    assert acc.cash_enough(mktrade(OrderSide.BUY, price=11.0, volume=50))  # 可立即再买
+
+
+def test_share_t1_buy_frozen_until_unfreeze():
+    """股票 T+1：买入当日 frozen，unfreeze 后才可卖。"""
+    acc = Account(initial_capital=1_000_000)
+    acc.apply_trade(mktrade(OrderSide.BUY, volume=100))
+    pos = acc.positions["600000"]
+    assert pos.frozen == 100
+    assert pos.available == 0
+    acc.unfreeze_all()
+    assert pos.available == 100
+
+
+def test_cash_enough_insufficient_rejected():
+    acc = Account(initial_capital=1000)
+    # cost = 10*100 + 5 + 0.02 = 1005.02 > 1000
+    assert acc.cash_enough(mktrade(OrderSide.BUY, price=10.0, volume=100)) is False
+
+
+def test_transfer_fee_not_doubled_on_buy():
+    """review H3：matcher 出双向 transfer_fee，Account 直接用不再 ×2。"""
+    acc = Account(initial_capital=1_000_000)
+    acc.apply_trade(mktrade(OrderSide.BUY, price=10.0, volume=100, transfer_fee=0.02))
+    assert acc.cash == pytest.approx(1_000_000 - 1005.02)
+
+
+def test_double_entry_account_equals_sum_of_runners():
+    """双层记账一致性：总账持仓 = 各分户持仓之和。"""
+    acc = Account(initial_capital=1_000_000)
+    r1 = StrategyRunner("s1")
+    r2 = StrategyRunner("s2")
+    t1 = mktrade(OrderSide.BUY, volume=100, strategy_id="s1")
+    t2 = mktrade(OrderSide.BUY, volume=200, strategy_id="s2")
+    for t in (t1, t2):
+        acc.apply_trade(t)
+    r1.apply_trade(t1)
+    r2.apply_trade(t2)
+    assert acc.positions["600000"].volume == 300
+    assert r1.positions["600000"].volume + r2.positions["600000"].volume == 300
+
+
+def test_runner_realized_pnl_on_sell():
+    acc = Account(initial_capital=1_000_000)
+    runner = StrategyRunner("s1")
+    buy_t = mktrade(OrderSide.BUY, price=10.0, volume=100, strategy_id="s1")
+    acc.apply_trade(buy_t)
+    runner.apply_trade(buy_t)
+    acc.unfreeze_all()
+    runner.unfreeze_all()
+    sell_t = mktrade(OrderSide.SELL, price=12.0, volume=100, stamp=0.6, strategy_id="s1")
+    acc.apply_trade(sell_t)
+    runner.apply_trade(sell_t)
+    # (12-10)*100 - 5(佣) - 0.6(印) - 0.02(过) = 194.38
+    assert runner.realized_pnl == pytest.approx(194.38)
+
+
+def test_equity_mark_to_market():
+    acc = Account(initial_capital=1_000_000)
+    acc.apply_trade(mktrade(OrderSide.BUY, price=10.0, volume=100))
+    acc.unfreeze_all()
+    acc.mark_to_market({"600000": 11.0})
+    assert acc.market_value == pytest.approx(1100.0)
+    assert acc.equity == pytest.approx(acc.cash + 1100.0)