"""Tests for 组合策略实盘(R3-1): live_accounts 组合列 + create 路由 + supervisor env 映射。 runner_live 的引擎装配依赖 miniQMT/VPS,不在单测范围;这里测的是 「web 建组合实盘 → DB 字段落对 → supervisor 能翻译出正确 env」这条契约链。 直调路由函数风格与 test_paper_lifecycle.py 一致(免 auth)。 """ import sqlite3 import pytest from sanguo_api import routes_live as rl from sanguo_live import persistence as live_persistence from sanguo_live import runner as live_runner @pytest.fixture() def live_db(tmp_path): db = str(tmp_path / "live.db") rl.set_db_path(db) return db def _create_portfolio(db, **kw): req = rl.LiveCreateRequest( name=kw.get("name", "组合实盘1"), account=kw.get("account", "66639661"), strategy_name=kw.get("strategy_name", "portfolio_all_weather"), strategy_type="portfolio", strategy_class=kw.get("strategy_class", "all_weather"), pool=kw.get("pool", "hs300_subset"), max_pool=kw.get("max_pool", 30), benchmark=kw.get("benchmark", "000300.XSHG"), interval=kw.get("interval", ""), initial_capital=kw.get("initial_capital", 500000), ) return rl.create_live(req)["account_id"] def test_save_account_portfolio_fields(live_db): aid = live_persistence.save_account(live_db, { "name": "portfolio-live", "account": "66639661", "strategy_class": "all_weather", "strategy_name": "portfolio_all_weather", "strategy_type": "portfolio", "pool": "hs300_subset", "max_pool": 30, "benchmark": "000300.XSHG", "status": "running", "vt_symbol": "hs300_subset", }) acc = live_persistence.get_account(live_db, aid) assert acc["strategy_type"] == "portfolio" assert acc["pool"] == "hs300_subset" assert acc["max_pool"] == 30 assert acc["benchmark"] == "000300.XSHG" def test_init_db_migrates_old_live_accounts(tmp_path): """旧库(无组合列)init_db 后补列且默认 cta。""" db = str(tmp_path / "old.db") old_schema = """ CREATE TABLE live_accounts ( id INTEGER PRIMARY KEY AUTOINCREMENT, name TEXT, account TEXT, vt_symbol TEXT, strategy_class TEXT, strategy_name TEXT, setting TEXT, status TEXT, interval TEXT, initial_capital REAL, connect_wait_sec INTEGER, init_wait_sec INTEGER, mini_path TEXT, error_msg TEXT, created_at TEXT, updated_at TEXT ); """ with sqlite3.connect(db) as conn: conn.executescript(old_schema) conn.execute("INSERT INTO live_accounts (name, status) VALUES ('old', 'stopped')") live_persistence.init_db(db) acc = live_persistence.get_account(db, 1) assert acc["strategy_type"] == "cta" # ALTER DEFAULT 生效于旧行 def test_create_portfolio_live(live_db): aid = _create_portfolio(live_db) acc = live_persistence.get_account(live_db, aid) assert acc["strategy_type"] == "portfolio" assert acc["vt_symbol"] == "hs300_subset" # 组合行 vt_symbol=池名 assert acc["interval"] == "d" # 未传周期 → 组合默认日线 assert acc["status"] == "stopped" def test_create_portfolio_interval_passthrough(live_db): """组合实盘周期由前端下拉传(miniQMT 档位),后端不写死。""" aid = _create_portfolio(live_db, interval="15m") acc = live_persistence.get_account(live_db, aid) assert acc["interval"] == "15m" def test_create_portfolio_rejects_empty_strategy(live_db): with pytest.raises(Exception): _create_portfolio(live_db, strategy_class="") def test_create_cta_defaults_unchanged(live_db): req = rl.LiveCreateRequest(account="66639661", strategy_name="dm1") aid = rl.create_live(req)["account_id"] acc = live_persistence.get_account(live_db, aid) assert acc["strategy_type"] == "cta" assert acc["interval"] == "15m" assert acc["vt_symbol"] == "600000.SSE" def test_portfolio_env_mapping(): """live_accounts 行 → runner_live env(env 是组合实盘唯一参数契约)。""" acc = { "id": 7, "account": "66639661", "mini_path": r"C:\qmt\userdata_mini", "strategy_class": "value_selection", "max_pool": 20, "benchmark": "000905.XSHG", "initial_capital": 2_000_000, } env = live_runner._portfolio_env_for(acc, "live.db") assert env["SANGUO_QMT_ACCOUNT"] == "66639661" assert env["SANGUO_QMT_PATH"] == r"C:\qmt\userdata_mini" assert env["SANGUO_LIVE_STRATEGY"] == "value_selection" assert env["SANGUO_LIVE_MAX_POOL"] == "20" assert env["SANGUO_LIVE_BENCHMARK"] == "000905.XSHG" assert env["SANGUO_LIVE_CASH"] == "2000000" assert env["SANGUO_LIVE_DB"] == "live.db" assert env["SANGUO_LIVE_ACCOUNT_ID"] == "7" def test_runner_live_env_defaults(monkeypatch): """runner_live.live_env 带默认值(手动跑不传参也不炸)。""" from sanguo_portfolio import runner_live for k in ("SANGUO_LIVE_STRATEGY", "SANGUO_LIVE_MAX_POOL", "SANGUO_LIVE_BENCHMARK", "SANGUO_LIVE_CASH", "SANGUO_QMT_ACCOUNT", "SANGUO_QMT_PATH", "SANGUO_LIVE_DB", "SANGUO_LIVE_ACCOUNT_ID"): monkeypatch.delenv(k, raising=False) cfg = runner_live.live_env() assert cfg["strategy"] == "all_weather" assert cfg["max_pool"] == "30" assert cfg["benchmark"] == "000300.XSHG" assert cfg["account"] == "" # 空 → run_live 拒绝启动(防误下单) def test_live_strategy_adapter_builds_all_strategies(monkeypatch): """适配文件的策略工厂:env → StrategyTemplate(4 策略各识别一次)。""" from sanguo_portfolio import live_strategy class _FakeProvider: pass for name, cls_name in ( ("all_weather", "AllWeatherStrategy"), ("momentum_timing", "MomentumTimingStrategy"), ("value_selection", "ValueSelectionStrategy"), ("small_cap", "SmallCapStrategy"), ): monkeypatch.setenv("SANGUO_LIVE_STRATEGY", name) s = live_strategy._build_live_strategy(_FakeProvider()) assert type(s).__name__ == cls_name monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "nope") with pytest.raises(ValueError): live_strategy._build_live_strategy(_FakeProvider()) def test_normalize_vt_symbol_bare_code_gets_exchange_suffix(): """CTA 实盘标的:裸 6 位码自动补交易所后缀(6→SSE,0/3→SZSE)。""" from sanguo_api.routes_live import _normalize_vt_symbol assert _normalize_vt_symbol("600000") == "600000.SSE" assert _normalize_vt_symbol("000001") == "000001.SZSE" assert _normalize_vt_symbol("300750") == "300750.SZSE" # 已带后缀/非 6 位(池名等)原样 assert _normalize_vt_symbol("600000.SSE") == "600000.SSE" assert _normalize_vt_symbol("hs300_subset") == "hs300_subset" assert _normalize_vt_symbol("") == "" def test_update_live_normalizes_vt_symbol(tmp_path, monkeypatch): """编辑实盘裸码补后缀(2026-08-14 实况:编辑漏补→引擎订阅跳过→假运行)。""" import os from fastapi.testclient import TestClient from sanguo_api.app import create_app from sanguo_api.auth import create_token, set_jwt_config from sanguo_api.routes_live import set_db_path set_jwt_config(secret="t", expire_minutes=60) db = os.path.join(str(tmp_path), "l.db") app = create_app(db_path=db) set_db_path(db) c = TestClient(app) h = {"Authorization": f"Bearer {create_token('admin')}"} aid = c.post("/api/v1/live/create", json={ "name": "t", "account": "A1", "vt_symbol": "600000.SSE", "strategy_class": "AShareDoubleMaStrategy", "strategy_name": "AShareDoubleMa_600000", }, headers=h).json()["account_id"] r = c.put(f"/api/v1/live/{aid}", json={"vt_symbol": "300024"}, headers=h) assert r.status_code == 200 acc = c.get(f"/api/v1/live/{aid}", headers=h).json() assert acc["vt_symbol"] == "300024.SZSE" def test_snapshot_once_skips_unsynced_cash(): """cash<=0(账户未同步完成)不落 balance——治假收益率(2026-08-14 实况 341080%)。""" import os import tempfile import types from sanguo_live.persistence import init_db, list_balance from sanguo_portfolio.runner_live import _snapshot_once db = os.path.join(tempfile.mkdtemp(), "l.db") init_db(db) def _mk_portfolio(cash, total): p = types.SimpleNamespace( available_cash=cash, total_value=total, positions={}) ctx = types.SimpleNamespace(portfolio=p) return types.SimpleNamespace(context=ctx) # 未同步完成: cash=0, total=持仓市值 → 不落 balance _snapshot_once(_mk_portfolio(0, 2931.0), db, 3) assert list_balance(db, 3) == [] # 正常: cash>0 → 落库 _snapshot_once(_mk_portfolio(9_997_077.51, 10_000_008.51), db, 3) rows = list_balance(db, 3) assert len(rows) == 1 assert rows[0]["total"] == 10_000_008.51 def test_get_live_return_uses_first_snapshot_baseline(live_db): """监控页收益率与列表页同口径(首快照基线),不再用 initial_capital 兜底。""" from sanguo_live.persistence import save_balance aid = _create_portfolio(live_db) save_balance(live_db, aid, "2026-08-14 20:00:00", 9_000_000, 1_000_000, total=10_000_000) save_balance(live_db, aid, "2026-08-14 21:00:00", 9_100_000, 1_050_000, total=10_150_000) acc = rl.get_live(aid) assert acc["latest_equity"] == 10_150_000 assert acc["total_return"] == (10_150_000 - 10_000_000) / 10_000_000