369 lines
15 KiB
Python
369 lines
15 KiB
Python
"""Tests for 组合策略实盘(R3-1): live_accounts 组合列 + create 路由 + supervisor env 映射。
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runner_live 的引擎装配依赖 miniQMT/VPS,不在单测范围;这里测的是
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「web 建组合实盘 → DB 字段落对 → supervisor 能翻译出正确 env」这条契约链。
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直调路由函数风格与 test_paper_lifecycle.py 一致(免 auth)。
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"""
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import sqlite3
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import pytest
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from sanguo_api import routes_live as rl
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from sanguo_live import persistence as live_persistence
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from sanguo_live import runner as live_runner
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@pytest.fixture()
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def live_db(tmp_path):
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db = str(tmp_path / "live.db")
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rl.set_db_path(db)
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# B3 起 create 校验预算(需新鲜账户快照),测试播种一份
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live_persistence.upsert_account_snapshot(
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db, "66639661", cash=1_000_000_000.0, market_value=0.0,
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total=1_000_000_000.0, positions=[])
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return db
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def _create_portfolio(db, **kw):
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req = rl.LiveCreateRequest(
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name=kw.get("name", "组合实盘1"), account=kw.get("account", "66639661"),
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strategy_name=kw.get("strategy_name", "portfolio_all_weather"),
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strategy_type="portfolio", strategy_class=kw.get("strategy_class", "all_weather"),
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pool=kw.get("pool", "hs300_subset"), max_pool=kw.get("max_pool", 30),
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benchmark=kw.get("benchmark", "000300.XSHG"),
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interval=kw.get("interval", ""),
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initial_capital=kw.get("initial_capital", 500000),
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)
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return rl.create_live(req)["account_id"]
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def test_save_account_portfolio_fields(live_db):
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aid = live_persistence.save_account(live_db, {
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"name": "portfolio-live", "account": "66639661",
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"strategy_class": "all_weather", "strategy_name": "portfolio_all_weather",
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"strategy_type": "portfolio", "pool": "hs300_subset",
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"max_pool": 30, "benchmark": "000300.XSHG",
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"status": "running", "vt_symbol": "hs300_subset",
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})
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acc = live_persistence.get_account(live_db, aid)
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assert acc["strategy_type"] == "portfolio"
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assert acc["pool"] == "hs300_subset"
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assert acc["max_pool"] == 30
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assert acc["benchmark"] == "000300.XSHG"
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def test_init_db_migrates_old_live_accounts(tmp_path):
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"""旧库(无组合列)init_db 后补列且默认 cta。"""
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db = str(tmp_path / "old.db")
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old_schema = """
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CREATE TABLE live_accounts (
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id INTEGER PRIMARY KEY AUTOINCREMENT, name TEXT, account TEXT,
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vt_symbol TEXT, strategy_class TEXT, strategy_name TEXT, setting TEXT,
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status TEXT, interval TEXT, initial_capital REAL,
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connect_wait_sec INTEGER, init_wait_sec INTEGER, mini_path TEXT,
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error_msg TEXT, created_at TEXT, updated_at TEXT
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);
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"""
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with sqlite3.connect(db) as conn:
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conn.executescript(old_schema)
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conn.execute("INSERT INTO live_accounts (name, status) VALUES ('old', 'stopped')")
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live_persistence.init_db(db)
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acc = live_persistence.get_account(db, 1)
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assert acc["strategy_type"] == "cta" # ALTER DEFAULT 生效于旧行
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def test_create_portfolio_live(live_db):
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aid = _create_portfolio(live_db)
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acc = live_persistence.get_account(live_db, aid)
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assert acc["strategy_type"] == "portfolio"
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assert acc["vt_symbol"] == "hs300_subset" # 组合行 vt_symbol=池名
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assert acc["interval"] == "d" # 未传周期 → 组合默认日线
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assert acc["status"] == "stopped"
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def test_create_portfolio_interval_passthrough(live_db):
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"""组合实盘周期由前端下拉传(miniQMT 档位),后端不写死。"""
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aid = _create_portfolio(live_db, interval="15m")
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acc = live_persistence.get_account(live_db, aid)
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assert acc["interval"] == "15m"
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def test_create_portfolio_rejects_empty_strategy(live_db):
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with pytest.raises(Exception):
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_create_portfolio(live_db, strategy_class="")
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def test_create_cta_defaults_unchanged(live_db):
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req = rl.LiveCreateRequest(account="66639661", strategy_name="dm1")
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aid = rl.create_live(req)["account_id"]
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acc = live_persistence.get_account(live_db, aid)
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assert acc["strategy_type"] == "cta"
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assert acc["interval"] == "15m"
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assert acc["vt_symbol"] == "600000.SSE"
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def test_portfolio_env_mapping():
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"""live_accounts 行 → runner_live env(env 是组合实盘唯一参数契约)。"""
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acc = {
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"id": 7, "account": "66639661", "mini_path": r"C:\qmt\userdata_mini",
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"strategy_class": "value_selection", "max_pool": 20,
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"benchmark": "000905.XSHG", "initial_capital": 2_000_000,
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}
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env = live_runner._portfolio_env_for(acc, "live.db")
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assert env["SANGUO_QMT_ACCOUNT"] == "66639661"
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assert env["SANGUO_QMT_PATH"] == r"C:\qmt\userdata_mini"
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assert env["SANGUO_LIVE_STRATEGY"] == "value_selection"
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assert env["SANGUO_LIVE_MAX_POOL"] == "20"
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assert env["SANGUO_LIVE_BENCHMARK"] == "000905.XSHG"
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assert env["SANGUO_LIVE_CASH"] == "2000000"
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assert env["SANGUO_LIVE_DB"] == "live.db"
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assert env["SANGUO_LIVE_ACCOUNT_ID"] == "7"
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def test_runner_live_env_defaults(monkeypatch):
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"""runner_live.live_env 带默认值(手动跑不传参也不炸)。"""
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from sanguo_portfolio import runner_live
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for k in ("SANGUO_LIVE_STRATEGY", "SANGUO_LIVE_MAX_POOL", "SANGUO_LIVE_BENCHMARK",
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"SANGUO_LIVE_CASH", "SANGUO_QMT_ACCOUNT", "SANGUO_QMT_PATH",
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"SANGUO_LIVE_DB", "SANGUO_LIVE_ACCOUNT_ID"):
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monkeypatch.delenv(k, raising=False)
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cfg = runner_live.live_env()
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assert cfg["strategy"] == "all_weather"
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assert cfg["max_pool"] == "30"
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assert cfg["benchmark"] == "000300.XSHG"
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assert cfg["account"] == "" # 空 → run_live 拒绝启动(防误下单)
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def test_live_strategy_adapter_builds_all_strategies(monkeypatch):
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"""适配文件的策略工厂:env → StrategyTemplate(4 策略各识别一次)。"""
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from sanguo_portfolio import live_strategy
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class _FakeProvider:
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pass
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for name, cls_name in (
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("all_weather", "AllWeatherStrategy"),
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("momentum_timing", "MomentumTimingStrategy"),
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("value_selection", "ValueSelectionStrategy"),
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("small_cap", "SmallCapStrategy"),
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("channel_test", "ChannelTestStrategy"),
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# TET Phase2 副本:影子/实盘同样可发起(2026-08-16 VPS shadow#42 因缺项拉起即崩)
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("all_weather_ex", "AllWeatherExStrategy"),
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("momentum_timing_ex", "MomentumTimingExStrategy"),
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("value_selection_ex", "ValueSelectionExStrategy"),
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("small_cap_ex", "SmallCapExStrategy"),
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):
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monkeypatch.setenv("SANGUO_LIVE_STRATEGY", name)
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s = live_strategy._build_live_strategy(_FakeProvider())
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assert type(s).__name__ == cls_name
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monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "nope")
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with pytest.raises(ValueError):
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live_strategy._build_live_strategy(_FakeProvider())
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def _patch_live_wiring(monkeypatch):
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"""打桩 bullet_trade 顶层 API:记录定时注册,provider 给假件。"""
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import bullet_trade.core as bt_core
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import bullet_trade.data.api as bt_data_api
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registered = []
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monkeypatch.setattr(
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bt_core, "run_daily",
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lambda f, t, **kw: registered.append(
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("daily", getattr(f, "__name__", str(f)), t)))
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monkeypatch.setattr(
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bt_core, "run_monthly",
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lambda f, d, t, **kw: registered.append(
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("monthly", getattr(f, "__name__", str(f)), d, t)))
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class _FakeProvider:
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pass
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monkeypatch.setattr(bt_data_api, "get_data_provider", lambda: _FakeProvider())
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return registered
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def _reset_live_state():
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from sanguo_portfolio import live_strategy
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live_strategy._STATE["strategy"] = None
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live_strategy._STATE["wired"] = False
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def test_process_initialize_registers_tasks_on_resume_boot(monkeypatch):
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"""P0 回归:resume 重启(g 已恢复,引擎跳过 initialize 只调 process_initialize)
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定时任务仍要注册——2026-08-17 VPS 16 引擎重启后零任务空转、开盘零成交。"""
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from sanguo_portfolio import live_strategy
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registered = _patch_live_wiring(monkeypatch)
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monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "all_weather")
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_reset_live_state()
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# 只调 process_initialize,不调 initialize(复刻 resume 路径)
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live_strategy.process_initialize(object())
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names = {r[1] for r in registered}
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assert "prepare_stock_list" in names
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assert "monthly_adjustment" in names
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assert "stop_loss" in names
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assert live_strategy._STATE["wired"] is True
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def test_setup_idempotent_across_both_hooks(monkeypatch):
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"""新策略首启:引擎先调 initialize 再调 process_initialize——任务不重复注册,
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策略实例复用同一份。"""
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from sanguo_portfolio import live_strategy
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registered = _patch_live_wiring(monkeypatch)
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monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "momentum_timing")
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_reset_live_state()
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live_strategy.initialize(object())
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first = live_strategy._STATE["strategy"]
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live_strategy.process_initialize(object())
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assert live_strategy._STATE["strategy"] is first
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assert len([r for r in registered if r[1] == "handle_data"]) == 1
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def test_facade_injects_run_daily_for_channel_test(monkeypatch):
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"""channel_test 自注册依赖 facade.run_daily(缺注入时静默 no-op 永不开仓):
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process_initialize 后 9:35/10:45/13:45/14:30 四时点应经注入的 run_daily 挂上。"""
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import bullet_trade.core as bt_core
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from sanguo_portfolio import live_strategy
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registered = _patch_live_wiring(monkeypatch)
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monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "channel_test")
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_reset_live_state()
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live_strategy.process_initialize(object())
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daily_times = sorted(r[2] for r in registered if r[0] == "daily")
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assert daily_times == ["10:45", "13:45", "14:30", "9:35"]
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# facade 拿到的是 bullet_trade 顶层 run_daily 本尊,不是默认空 lambda
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assert live_strategy._STATE["strategy"].broker.run_daily is bt_core.run_daily
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def test_normalize_vt_symbol_bare_code_gets_exchange_suffix():
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"""CTA 实盘标的:裸 6 位码自动补交易所后缀(6→SSE,0/3→SZSE)。"""
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from sanguo_api.routes_live import _normalize_vt_symbol
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assert _normalize_vt_symbol("600000") == "600000.SSE"
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assert _normalize_vt_symbol("000001") == "000001.SZSE"
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assert _normalize_vt_symbol("300750") == "300750.SZSE"
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# 已带后缀/非 6 位(池名等)原样
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assert _normalize_vt_symbol("600000.SSE") == "600000.SSE"
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assert _normalize_vt_symbol("hs300_subset") == "hs300_subset"
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assert _normalize_vt_symbol("") == ""
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def test_update_live_normalizes_vt_symbol(tmp_path, monkeypatch):
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"""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)。"""
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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_live import set_db_path
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set_jwt_config(secret="t", expire_minutes=60)
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db = os.path.join(str(tmp_path), "l.db")
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app = create_app(db_path=db)
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set_db_path(db)
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from sanguo_live import persistence as _lp
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_lp.upsert_account_snapshot(db, "A1", cash=1e9, market_value=0,
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total=1e9, positions=[]) # B3 预算校验前置
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c = TestClient(app)
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h = {"Authorization": f"Bearer {create_token('admin')}"}
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aid = c.post("/api/v1/live/create", json={
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"name": "t", "account": "A1", "vt_symbol": "600000.SSE",
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"strategy_class": "AShareDoubleMaStrategy",
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"strategy_name": "AShareDoubleMa_600000",
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}, headers=h).json()["account_id"]
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r = c.put(f"/api/v1/live/{aid}", json={"vt_symbol": "300024"}, headers=h)
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assert r.status_code == 200
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acc = c.get(f"/api/v1/live/{aid}", headers=h).json()
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assert acc["vt_symbol"] == "300024.SZSE"
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def test_snapshot_once_broker_snapshot_never_pollutes_balance():
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"""balance=实例虚拟账本(2026-08-19):broker 快照 cash=0/乱值不落库——
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旧版治假收益率(341080%)的守卫换形态:不再读 broker 现金,快照只供现价。"""
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import os
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import tempfile
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import types
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from sanguo_live.persistence import init_db, list_balance
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from sanguo_portfolio.live_instance_ledger import LiveInstanceLedger
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from sanguo_portfolio.runner_live import _snapshot_once
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db = os.path.join(tempfile.mkdtemp(), "l.db")
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init_db(db)
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led = LiveInstanceLedger(initial_cash=1_000_000)
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led.apply_trade(True, "000001.XSHE", 10.0, 100, "t1", "2026-08-19")
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def _mk_portfolio(cash, total):
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p = types.SimpleNamespace(
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available_cash=cash, total_value=total,
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positions={"000001.XSHE": types.SimpleNamespace(price=0.0)})
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ctx = types.SimpleNamespace(portfolio=p)
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return types.SimpleNamespace(context=ctx)
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# broker 未同步(cash=0/无现价):balance 仍=账本算术(现金+加权成本市值)
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_snapshot_once(_mk_portfolio(0, 2931.0), db, 3, led)
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rows = list_balance(db, 3)
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assert len(rows) == 1
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assert rows[0]["cash"] == 999_000.0 - 5.0
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assert rows[0]["market_value"] == 100 * 10.0 # 现价缺失退加权成本
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# broker 快照的现金/总值完全不被引用(共享全账户数字不进实例表)
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assert rows[0]["total"] == rows[0]["cash"] + rows[0]["market_value"]
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def test_get_live_return_uses_first_snapshot_baseline(live_db):
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"""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。"""
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from sanguo_live.persistence import save_balance
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aid = _create_portfolio(live_db)
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save_balance(live_db, aid, "2026-08-14 20:00:00", 9_000_000, 1_000_000,
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total=10_000_000)
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save_balance(live_db, aid, "2026-08-14 21:00:00", 9_100_000, 1_050_000,
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total=10_150_000)
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acc = rl.get_live(aid)
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assert acc["latest_equity"] == 10_150_000
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assert acc["total_return"] == (10_150_000 - 10_000_000) / 10_000_000
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def test_start_portfolio_subprocess_redirects_child_output(tmp_path, monkeypatch):
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"""实盘引擎子进程 stdout/stderr 落 logs/live_{aid}.log(2026-08-19 黑洞根治)。
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8-17 起实盘引擎继承 schtask 控制台(=黑洞),委托/成交/异常零留存——影子侧
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2026-08-16 已修同款,这里对齐:spawn 标记 + >5MB 截断 + Popen 收 stdout。
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"""
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# __file__ 指到 tmp,日志目录落在 tmp/logs 不污染仓库
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fake_file = tmp_path / "sanguo_live" / "runner.py"
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fake_file.parent.mkdir(parents=True)
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fake_file.write_text("# probe", encoding="utf-8")
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monkeypatch.setattr(live_runner, "__file__", str(fake_file))
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captured = {}
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def fake_popen(argv, env=None, stdout=None, stderr=None):
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captured["argv"] = argv
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captured["stderr"] = stderr
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stdout.write("probe-line\n".encode())
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stdout.flush()
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stdout.close()
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return object()
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monkeypatch.setattr(live_runner.subprocess, "Popen", fake_popen)
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live_runner._start_portfolio_subprocess(
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{"id": 77, "account": "66639661", "strategy_class": "channel_test",
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"setting": "{}"}, str(tmp_path / "l.db"))
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assert captured["argv"][1:] == ["-X", "utf8", "-m",
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"sanguo_portfolio.runner_live"]
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assert captured["stderr"] is not None # stderr 并入 stdout
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log = tmp_path / "logs" / "live_77.log"
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assert log.exists()
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text = log.read_text(encoding="utf-8")
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assert "==== spawn" in text
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assert "probe-line" in text
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