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