feat(trader): PaperCtaEngine 策略适配器(拦截send_order→PaperOrder)

2026-07-07 12:00:14 +08:00
parent b2c5d8fd79
commit f0d8fd2a03
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+"""PaperCtaEngine 适配器测试（mock 策略，不依赖 vnpy_ctastrategy，spec §5）。"""
+import pytest
+from sanguo_trader.cta_adapter import PaperCtaEngine, _direction_to_side
+from sanguo_trader.models import MatchSession, OrderSide, PaperOrder
+
+
+class MockStrategy:
+    """模拟 CtaTemplate：on_bar 调 cta_engine.send_order。"""
+    def __init__(self, engine, vt_symbol="600000.SSE"):
+        self.cta_engine = engine
+        self.vt_symbol = vt_symbol
+
+    def on_bar(self, bar):
+        # 模拟策略：每根 bar 买 100 股 @10.0
+        self.cta_engine.send_order(self, "LONG", "OPEN", 10.0, 100)
+
+
+def test_send_order_collects_paper_order():
+    engine = PaperCtaEngine("s1")
+    strat = MockStrategy(engine)
+    engine.set_strategy(strat)
+    engine.on_bar(None)   # 触发策略 on_bar → send_order
+    orders = engine.pop_orders()
+    assert len(orders) == 1
+    assert isinstance(orders[0], PaperOrder)
+    assert orders[0].strategy_id == "s1"
+    assert orders[0].symbol == "600000"
+    assert orders[0].side == OrderSide.BUY
+    assert orders[0].price == 10.0
+
+
+def test_match_session_propagates():
+    engine = PaperCtaEngine("s1", match_session="current_close")
+    strat = MockStrategy(engine)
+    engine.set_strategy(strat)
+    engine.on_bar(None)
+    orders = engine.pop_orders()
+    assert orders[0].match_session == MatchSession.CURRENT_CLOSE
+
+
+def test_on_bar_clears_previous_pending():
+    engine = PaperCtaEngine("s1")
+    engine.pending_orders.append(PaperOrder("s1", "600000", OrderSide.BUY, 10, 100))
+    strat = MockStrategy(engine)
+    engine.set_strategy(strat)
+    engine.on_bar(None)   # 应清空上一根，只留本根 1 单
+    assert len(engine.pending_orders) == 1
+
+
+def test_cancel_order_removes_pending():
+    engine = PaperCtaEngine("s1")
+    strat = MockStrategy(engine)
+    engine.set_strategy(strat)
+    engine.on_bar(None)
+    oids = engine.send_order(strat, "LONG", "OPEN", 11.0, 200)  # 第 2 单
+    assert len(engine.pending_orders) == 2
+    engine.cancel_order(oids[0])
+    assert len(engine.pending_orders) == 1
+
+
+def test_direction_mapping():
+    assert _direction_to_side("LONG") == OrderSide.BUY
+    assert _direction_to_side("SHORT") == OrderSide.SELL
+    assert _direction_to_side("多") == OrderSide.BUY
+    assert _direction_to_side("空") == OrderSide.SELL