172 lines
7.6 KiB
Python
172 lines
7.6 KiB
Python
"""§12.6 策略实例做实：绑定/发起即建档/同步/删除保护/读时聚合/全景。"""
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import json
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import os
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import sqlite3
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from fastapi.testclient import TestClient
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from sanguo_api import instance_store
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from sanguo_api.app import create_app
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from sanguo_api.auth import create_token, set_jwt_config
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from sanguo_api.routes_paper import set_db_path as set_paper_db
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from sanguo_api.routes_live import set_db_path as set_live_db
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def _setup(tmp_path, monkeypatch):
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# 档案 JSON 隔离到临时文件（否则读写仓库 data/ 互相污染）
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monkeypatch.setattr(instance_store, "_STORE_PATH", str(tmp_path / "inst.json"))
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set_jwt_config(secret="t", expire_minutes=60)
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pdb = os.path.join(str(tmp_path), "paper.db")
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ldb = os.path.join(str(tmp_path), "live.db")
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app = create_app(db_path=pdb)
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set_paper_db(pdb)
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set_live_db(ldb)
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return TestClient(app), create_token("admin")
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def _auth(token):
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return {"Authorization": f"Bearer {token}"}
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_LIVE_BODY = {
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"mode": "live",
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"symbols": ["600000"],
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"strategies": [{"name": "DoubleMaStrategy", "symbol": "600000",
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"params": {"fast_window": 5}, "match_session": "next_open"}],
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"start": "2024-01-01", "end": "",
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"initial_capital": 1_000_000,
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}
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def test_auto_create_instance_on_launch(tmp_path, monkeypatch):
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"""发起即建档：不带 instance_id 创建模拟盘 → 自动建档案并绑定。"""
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c, token = _setup(tmp_path, monkeypatch)
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r = c.post("/api/v1/paper/create", json=_LIVE_BODY, headers=_auth(token))
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assert r.status_code == 200
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insts = c.get("/api/v1/strategy/instances").json()["instances"]
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assert len(insts) == 1
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iid = insts[0]["id"]
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assert insts[0]["params"] == {"fast_window": 5}
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# 账户行带上 instance_id
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row = sqlite3.connect(set_paper_db.__self__ if False else _paper_db_path(c)).execute(
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"SELECT instance_id FROM paper_accounts WHERE id=1").fetchone()
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assert row[0] == iid
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def _paper_db_path(c):
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from sanguo_api.routes_paper import _db_path
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return _db_path["path"]
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def test_bind_existing_instance(tmp_path, monkeypatch):
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"""带合法 instance_id → 直接绑定，不新建档案。"""
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c, token = _setup(tmp_path, monkeypatch)
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iid = instance_store.create_instance({
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"code_file": "double_ma.py", "name": "双均线·浦发", "type": "cta",
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"params": {"fast_window": 10}, "symbol_or_pool": "600000", "interval": "d",
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})
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body = {**_LIVE_BODY, "instance_id": iid}
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r = c.post("/api/v1/paper/create", json=body, headers=_auth(token))
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assert r.status_code == 200
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# 发起时快照（D1）：账户参数=档案当时的参数（fast=10），即使 body 里另有参数
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raw = sqlite3.connect(_paper_db_path(c)).execute(
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"SELECT strategies, instance_id FROM paper_accounts WHERE id=1").fetchone()
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assert raw[1] == iid
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assert json.loads(raw[0])[0]["params"] == {"fast_window": 10}
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def test_sync_params_to_running_accounts(tmp_path, monkeypatch):
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"""D2/D3：档案改参 → 同步接口批量刷运行中模拟账户（实走+影子一起）。"""
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c, token = _setup(tmp_path, monkeypatch)
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iid = instance_store.create_instance({
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"code_file": "", "name": "x", "type": "cta",
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"params": {"fast_window": 5}, "symbol_or_pool": "600000", "interval": "d",
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})
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c.post("/api/v1/paper/create", json={**_LIVE_BODY, "instance_id": iid}, headers=_auth(token))
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c.post("/api/v1/paper/create", json={
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**_LIVE_BODY, "instance_id": iid, "mode": "shadow",
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}, headers=_auth(token))
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# 档案改参 → 漂移出现
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instance_store.update_instance(iid, {"params": {"fast_window": 20}})
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enriched = c.get("/api/v1/strategy/instances/enriched").json()["instances"]
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me = [i for i in enriched if i["id"] == iid][0]
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assert me["drift"] is True
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# 同步 → 两个模拟账户参数齐刷
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r = c.post(f"/api/v1/paper/sync/{iid}", headers=_auth(token))
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assert r.status_code == 200
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assert r.json()["synced"] == 2
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rows = sqlite3.connect(_paper_db_path(c)).execute(
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"SELECT strategies FROM paper_accounts WHERE instance_id=?", (iid,)).fetchall()
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for (raw,) in rows:
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assert json.loads(raw)[0]["params"] == {"fast_window": 20}
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def test_delete_protection_with_running_account(tmp_path, monkeypatch):
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"""D5：档案下有运行中账户 → 删除被拦（409）。"""
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c, token = _setup(tmp_path, monkeypatch)
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r = c.post("/api/v1/paper/create", json=_LIVE_BODY, headers=_auth(token))
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assert r.status_code == 200
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iid = c.get("/api/v1/strategy/instances").json()["instances"][0]["id"]
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resp = c.delete(f"/api/v1/strategy/instances/{iid}", headers=_auth(token))
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assert resp.status_code == 409
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assert "运行中" in resp.json()["detail"]
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# 无运行账户的档案可删
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iid2 = instance_store.create_instance({"name": "free", "params": {}})
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assert c.delete(f"/api/v1/strategy/instances/{iid2}", headers=_auth(token)).status_code == 200
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def test_enriched_and_overview(tmp_path, monkeypatch):
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"""读时聚合（四格实走格 running）+ P1 全景（runs + 合并持仓归因）。"""
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c, token = _setup(tmp_path, monkeypatch)
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r = c.post("/api/v1/paper/create", json=_LIVE_BODY, headers=_auth(token))
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iid = c.get("/api/v1/strategy/instances").json()["instances"][0]["id"]
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enriched = c.get("/api/v1/strategy/instances/enriched").json()["instances"]
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me = [i for i in enriched if i["id"] == iid][0]
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assert me["status"]["paper_live"] == "running"
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assert len(me["running_accounts"]) == 1
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# 写持仓快照 → 全景归因出现
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db = _paper_db_path(c)
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from sanguo_trader.persistence import init_db, save_positions
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init_db(db)
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save_positions(db, 1, "live",
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{"600000": {"volume": 100, "frozen": 0, "avg_price": 10.5}},
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date="2026-08-15")
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ov = c.get(f"/api/v1/strategy/instances/{iid}/overview").json()
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assert ov["instance"]["name"]
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assert len(ov["runs"]) == 1 and ov["runs"][0]["kind"] == "paper"
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assert ov["positions"] and ov["positions"][0]["symbol"] == "600000"
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assert ov["positions"][0]["volume"] == 100
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def test_live_create_auto_instance(tmp_path, monkeypatch):
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"""实盘发起同样绑档案（发起即建档）。"""
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c, token = _setup(tmp_path, monkeypatch)
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r = c.post("/api/v1/live/create", json={
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"name": "live1", "account": "8886000519",
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"strategy_class": "AShareDoubleMaStrategy", "strategy_name": "dm",
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"setting": {"fast_window": 5},
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}, headers=_auth(token))
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assert r.status_code == 200
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from sanguo_live.persistence import list_accounts
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ldb = os.path.join(str(tmp_path), "live.db")
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accs = list_accounts(ldb)
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assert accs and accs[0].get("instance_id")
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insts = c.get("/api/v1/strategy/instances").json()["instances"]
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assert insts[0]["id"] == accs[0]["instance_id"]
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def test_update_instance_run_event_kinds(tmp_path, monkeypatch):
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"""事件型回写只认 backtest/replay；paper_live/live 拒绝（读时聚合负责）。"""
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monkeypatch.setattr(instance_store, "_STORE_PATH", str(tmp_path / "i.json"))
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iid = instance_store.create_instance({"name": "a", "params": {}})
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assert instance_store.update_instance_run(iid, "backtest", "done", 0.15)
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assert instance_store.update_instance_run(iid, "replay", "failed")
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assert not instance_store.update_instance_run(iid, "paper_live", "running")
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inst = instance_store.get_instance(iid)["instance"]
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assert inst["status"]["backtest"] == "done"
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assert inst["status"]["replay"] == "failed"
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assert inst["last_return"] == 0.15
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# 不存在的档案静默丢弃
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assert not instance_store.update_instance_run(999, "backtest", "done")
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