146 lines
5.3 KiB
Python
146 lines
5.3 KiB
Python
"""模拟盘 API 路由测试（spec §10）。"""
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import os
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from fastapi.testclient import TestClient
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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
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def _client(tmp_path):
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set_jwt_config(secret="t", expire_minutes=60)
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db = os.path.join(str(tmp_path), "p.db")
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app = create_app(db_path=db)
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set_db_path(db)
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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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def test_create_paper(tmp_path):
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c, token = _client(tmp_path)
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resp = c.post(
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"/api/v1/paper/create",
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json={
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"symbols": ["600000"],
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"strategies": [{"name": "DoubleMa", "symbol": "600000",
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"match_session": "next_open"}],
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"start": "2024-01-01", "end": "2024-06-30",
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"initial_capital": 1_000_000,
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},
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headers=_auth(token),
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)
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assert resp.status_code == 200
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assert "account_id" in resp.json()
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def test_get_paper_and_empty_trades(tmp_path):
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c, token = _client(tmp_path)
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aid = c.post(
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"/api/v1/paper/create",
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json={"symbols": ["600000"],
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"strategies": [{"name": "S", "symbol": "600000"}],
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"start": "2024-01-01", "end": "2024-06-30"},
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headers=_auth(token),
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).json()["account_id"]
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assert c.get(f"/api/v1/paper/{aid}", headers=_auth(token)).status_code == 200
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assert c.get(f"/api/v1/paper/{aid}/trades", headers=_auth(token)).json() == []
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assert c.get(f"/api/v1/paper/{aid}/equity", headers=_auth(token)).json() == []
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def test_get_paper_404(tmp_path):
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c, token = _client(tmp_path)
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assert c.get("/api/v1/paper/999", headers=_auth(token)).status_code == 404
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def test_unauthorized_401(tmp_path):
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c, _ = _client(tmp_path)
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assert c.get("/api/v1/paper/1").status_code == 401
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def test_strategy_summary_aggregation(tmp_path):
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"""C-S2 归因：分策略成交/拒单/费用聚合（spec §7）。"""
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from sanguo_trader.persistence import init_db, save_account, save_trade
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c, token = _client(tmp_path)
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db = os.path.join(str(tmp_path), "p.db")
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aid = c.post(
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"/api/v1/paper/create",
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json={"symbols": ["600000"],
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"strategies": [{"name": "S", "symbol": "600000"}],
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"start": "2024-01-01", "end": "2024-06-30"},
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headers=_auth(token),
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).json()["account_id"]
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# 造假 2 笔成交 + 1 拒单（s1），1 成交（s2）
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save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 10,
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"volume": 100, "commission": 5, "transfer_fee": 0.02})
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save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000", "price": 11,
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"volume": 100, "commission": 5, "stamp_duty": 0.55,
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"transfer_fee": 0.02})
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save_trade(db, aid, {"strategy_id": "s1", "symbol": "300750"},
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rejected=True, reject_reason="limit_up_locked")
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save_trade(db, aid, {"strategy_id": "s2", "symbol": "000001", "price": 15,
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"volume": 100, "commission": 5})
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resp = c.get(f"/api/v1/paper/{aid}/strategies", headers=_auth(token))
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assert resp.status_code == 200
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summary = {s["strategy_id"]: s for s in resp.json()}
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assert summary["s1"]["filled"] == 2
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assert summary["s1"]["rejected"] == 1
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assert summary["s2"]["filled"] == 1
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def test_positions_endpoint(tmp_path):
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"""Phase 3c：当前持仓快照（{symbol:{volume,frozen,avg_price}} → list）。"""
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from sanguo_trader.persistence import save_positions
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c, token = _client(tmp_path)
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db = os.path.join(str(tmp_path), "p.db")
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aid = c.post(
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"/api/v1/paper/create",
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json={"symbols": ["600000"],
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"strategies": [{"name": "S", "symbol": "600000"}],
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"start": "2024-01-01", "end": "2024-06-30"},
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headers=_auth(token),
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).json()["account_id"]
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save_positions(db, aid, "account",
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{"600000": {"volume": 100, "frozen": 0, "avg_price": 10.5}},
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"2024-01-15")
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resp = c.get(f"/api/v1/paper/{aid}/positions", headers=_auth(token))
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assert resp.status_code == 200
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data = resp.json()
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assert len(data) == 1
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assert data[0]["symbol"] == "600000"
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assert data[0]["volume"] == 100
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assert data[0]["frozen"] == 0
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assert data[0]["avg_price"] == 10.5
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def test_pending_endpoint(tmp_path):
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"""Phase 3c：跨日 pending 订单（C-S3）。"""
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from sanguo_trader.persistence import save_pending_orders
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c, token = _client(tmp_path)
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db = os.path.join(str(tmp_path), "p.db")
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aid = c.post(
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"/api/v1/paper/create",
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json={"symbols": ["600000"],
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"strategies": [{"name": "S", "symbol": "600000"}],
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"start": "2024-01-01", "end": "2024-06-30"},
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headers=_auth(token),
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).json()["account_id"]
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save_pending_orders(db, aid, [
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{"strategy_id": "s1", "symbol": "600000", "side": "buy",
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"price": 10.0, "volume": 100, "is_market": True,
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"match_session": "next_open", "listing_days": 0},
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])
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resp = c.get(f"/api/v1/paper/{aid}/pending", headers=_auth(token))
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assert resp.status_code == 200
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data = resp.json()
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assert len(data) == 1
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assert data[0]["symbol"] == "600000"
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assert data[0]["side"] == "buy"
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assert data[0]["is_market"] is True
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