claude_dev
df008b985c
- API: GET /paper/reconcile/identity?date&refresh——缺省读 supervisor 15:10/23:27
已存 identity_reconcile 行,无存行现算并落库(与 build/save 同套幂等);
路由置于 /paper/{aid} 前,与既有 reconcile 端点同组
- 前端: Reconcile.vue 顶部新增恒等式卡片(账户级红绿/未归因±/占比vs容忍0.5%/
可展开逐票缺口+实例市值拆分),页面与菜单更名为「对账中心」;
api/paper.ts 补 IdentityReport 类型族
- 测试: 绿线(50/10050=0.497%pass)+存行复用+refresh强制重算(200=1.96%红)+
snapshot_missing 如实标注,12/12 绿
- 附: docs/session_prompts/ 两份 session 移交提示词入库(fundamentals 18min→
数据session / 统一ex定寸→策略session,用户08-26拍板)
324 lines
13 KiB
Python
324 lines
13 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_create_shadow_mode(tmp_path):
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"""影子=第三种运行模式(CTA/组合都可):engine 由 mode 推导,不被日终 job 结算。"""
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c, token = _client(tmp_path)
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# CTA 影子
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r1 = c.post("/api/v1/paper/create", json={
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"mode": "shadow",
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"symbols": ["600000"],
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"strategies": [{"name": "DoubleMa", "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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assert r1.status_code == 200
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# 组合影子:mode=shadow → engine=shadow
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r2 = c.post("/api/v1/paper/create", json={
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"mode": "shadow", "strategy_type": "portfolio",
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"symbols": ["hs300_subset"],
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"strategies": [{"name": "all_weather", "symbol": "hs300_subset"}],
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"start": "2024-01-01", "end": "2024-12-31",
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"pool": "hs300_subset",
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}, headers=_auth(token))
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assert r2.status_code == 200
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lst = c.get("/api/v1/paper", headers=_auth(token)).json()
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items = lst if isinstance(lst, list) else lst.get("accounts", lst.get("papers", []))
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by_id = {a["id"]: a for a in items}
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cta = by_id[r1.json()["account_id"]]
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assert cta["mode"] == "shadow"
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assert cta["engine"] == "shadow"
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# 实走/影子是开放账户:用户填的区间被忽略,开始=创建当天,结束留空
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from datetime import date
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assert cta["start_date"] == date.today().isoformat()
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assert not cta["end_date"]
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pf = by_id[r2.json()["account_id"]]
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assert pf["mode"] == "shadow" and pf["engine"] == "shadow"
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assert not pf["end_date"]
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def test_create_portfolio_rejects_replay(tmp_path):
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c, token = _client(tmp_path)
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resp = c.post("/api/v1/paper/create", json={
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"mode": "replay", "strategy_type": "portfolio",
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"symbols": ["hs300_subset"],
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"strategies": [{"name": "all_weather", "symbol": "hs300_subset"}],
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"start": "2024-01-01", "end": "2024-12-31",
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}, headers=_auth(token))
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assert resp.status_code == 400
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assert "组合回测" in resp.json()["detail"]
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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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# ===== 双轨对账报表(影子 P3 前半)=====
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def test_reconcile_routes(tmp_path):
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"""GET /paper/reconcile 自动配对+报告;/paper/reconcile/{l}/{s} 单配对。"""
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import json as _json
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import sqlite3
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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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with sqlite3.connect(db) as conn:
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conn.execute(
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"INSERT INTO live_accounts (id,name,account,vt_symbol,strategy_class,"
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"strategy_name,status) VALUES (5,'live','66639661','pool',"
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"'channel_test','portfolio_channel_test','running')")
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conn.execute(
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"INSERT INTO paper_accounts (id,name,strategy_type,mode,status,"
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"strategies) VALUES (39,'paper','portfolio','shadow','running',"
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"'[{\"name\": \"channel_test\", \"params\": {}}]')")
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conn.execute(
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"INSERT INTO live_trades (account_id,symbol,direction,price,volume,"
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"traded_at,vt_tradeid) VALUES (5,'510300.SH','buy',4.0,1000,"
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"'2026-08-15 09:35:00','t1')")
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conn.execute(
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"INSERT INTO paper_trades (account_id,strategy_id,datetime,symbol,"
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"direction,offset,price,volume,rejected,bar_date) VALUES (39,'ct',"
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"'2026-08-15 09:35:00','510300.XSHG','long','open',4.0,1000,0,"
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"'2026-08-15')")
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conn.commit()
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# 自动配对列表(指定 date 保证命中测试数据)
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r = c.get("/api/v1/paper/reconcile?date=2026-08-15", headers=_auth(token))
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assert r.status_code == 200
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pairs = r.json()["pairs"]
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assert len(pairs) == 1
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assert pairs[0]["live_account_id"] == 5
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assert pairs[0]["shadow_account_id"] == 39
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assert pairs[0]["report"]["trades"]["count_match"] is True
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# 单配对端点
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r2 = c.get("/api/v1/paper/reconcile/5/39?date=2026-08-15", headers=_auth(token))
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assert r2.status_code == 200
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assert r2.json()["trades"]["live_count"] == 1
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# 未配对的 aid 路由不被 reconcile 吞:GET /paper/39 仍走账户详情
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r3 = c.get("/api/v1/paper/39", headers=_auth(token))
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assert r3.status_code == 200
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assert r3.json()["mode"] == "shadow"
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def test_identity_reconcile_route(tmp_path):
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"""GET /paper/reconcile/identity:现算→落库→二次读存行;超容忍标红。"""
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import sqlite3
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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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def _seed(snap_mv: float) -> None:
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with sqlite3.connect(db) as conn:
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conn.execute("DELETE FROM live_accounts")
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conn.execute("DELETE FROM live_balance")
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conn.execute("DELETE FROM live_positions")
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conn.execute("DELETE FROM qmt_account_snapshot")
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conn.execute(
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"INSERT INTO live_accounts (id,name,account,vt_symbol,"
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"strategy_class,strategy_name,status) VALUES "
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"(5,'live','66639661','pool','channel_test',"
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"'portfolio_channel_test','running')")
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conn.execute(
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"INSERT INTO live_balance (account_id,date,cash,market_value,"
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"total) VALUES (5,'2026-08-15',1000.0,10000.0,11000.0)")
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conn.execute(
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"INSERT INTO live_positions (account_id,symbol,volume,avg_price) "
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"VALUES (5,'510300.XSHG',1000,4.0)")
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conn.execute(
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"INSERT INTO qmt_account_snapshot (account,mini_path,cash,"
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"market_value,total,positions,updated_at) VALUES "
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"('66639661','',1000.0,?,10100.0,"
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"'[{\"symbol\": \"510300.SH\", \"volume\": 1000}]',"
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"'2026-08-15 15:10:00')", (snap_mv,))
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conn.commit()
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# 绿线:快照 10050 − 账本 10000 = 50(0.497% < 0.5%) → pass
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_seed(10050.0)
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r = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
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headers=_auth(token))
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assert r.status_code == 200
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data = r.json()
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assert data["identity_passed"] is True
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row = data["rows"][0]
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assert row["account"] == "66639661"
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assert row["status"] == "pass"
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assert abs(row["unattributed_mv"] - 50.0) < 1e-6
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assert row["unattributed_positions"] == [] # 逐票 1000=1000 无分歧
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# 二次调用走已存行(identity_reconcile 同日已落库),结果一致
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r2 = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
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headers=_auth(token))
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assert r2.json()["rows"][0]["unattributed_mv"] == row["unattributed_mv"]
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# 超红线(改库后 refresh=true 强制重算):快照 10200 − 账本 10000 = 200(1.96%)
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_seed(10200.0)
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r3 = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15&refresh=true",
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headers=_auth(token))
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d3 = r3.json()
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assert d3["identity_passed"] is False
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assert d3["rows"][0]["status"] == "unattributed_over_tol"
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assert abs(d3["rows"][0]["unattributed_mv"] - 200.0) < 1e-6
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def test_identity_reconcile_snapshot_missing(tmp_path):
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"""无快照账号如实标 snapshot_missing,不算通过也不崩。"""
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import sqlite3
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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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with sqlite3.connect(db) as conn:
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conn.execute(
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"INSERT INTO live_accounts (id,name,account,vt_symbol,strategy_class,"
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"strategy_name,status) VALUES (6,'l2','88888888','pool',"
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"'all_weather','portfolio_all_weather_ex','running')")
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conn.commit()
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r = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
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headers=_auth(token))
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assert r.status_code == 200
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row = r.json()["rows"][0]
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assert row["status"] == "snapshot_missing"
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assert r.json()["identity_passed"] is False
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