# -*- 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