94 lines
3.6 KiB
Python
94 lines
3.6 KiB
Python
"""persistence 4 表 round-trip 测试（spec §8）。"""
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from sanguo_trader.persistence import (
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init_db, save_account, save_trade, save_daily_balance,
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update_account_status, update_checkpoint, load_checkpoint,
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list_trades, list_daily_balance,
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save_pending_orders, load_pending_orders,
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save_positions, load_positions, load_last_balance,
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)
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def test_init_and_save_account(tmp_path):
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "test", "mode": "replay", "initial_capital": 1_000_000})
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assert aid > 0
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def test_pending_orders_roundtrip(tmp_path):
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"""C-S3 实走跨日 pending 订单持久化（覆盖式）。"""
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t"})
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save_pending_orders(db, aid, [
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{"strategy_id": "s1", "symbol": "600000", "side": "buy", "price": 10.5,
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"volume": 100, "is_market": True, "match_session": "next_open", "listing_days": 0},
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])
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loaded = load_pending_orders(db, aid)
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assert len(loaded) == 1 and loaded[0]["symbol"] == "600000"
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assert loaded[0]["is_market"] is True and loaded[0]["volume"] == 100
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save_pending_orders(db, aid, []) # 覆盖式清空
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assert load_pending_orders(db, aid) == []
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def test_positions_and_last_balance_roundtrip(tmp_path):
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"""C-S3 实走 positions 快照 + 最后余额恢复。"""
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t", "initial_capital": 1_000_000})
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save_positions(db, aid, "account",
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{"600000": {"volume": 200, "frozen": 0, "avg_price": 10.5}}, "2024-01-02")
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pos = load_positions(db, aid, "account")
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assert pos["600000"]["volume"] == 200 and pos["600000"]["avg_price"] == 10.5
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save_daily_balance(db, aid, "2024-01-02", 99795.0, 2100.0, 101895.0)
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bal = load_last_balance(db, aid)
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assert bal["cash"] == 99795.0 and bal["date"] == "2024-01-02"
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def test_save_trade_and_list(tmp_path):
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t"})
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save_trade(db, aid, {"strategy_id": "s1", "symbol": "600000",
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"price": 10.0, "volume": 100, "commission": 5.0})
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trades = list_trades(db, aid)
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assert len(trades) == 1
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assert trades[0]["price"] == 10.0
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assert trades[0]["rejected"] == 0
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def test_save_reject_trade(tmp_path):
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t"})
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save_trade(db, aid, {"symbol": "300750"}, rejected=True,
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reject_reason="limit_up_locked")
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trades = list_trades(db, aid)
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assert trades[0]["rejected"] == 1
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assert trades[0]["reject_reason"] == "limit_up_locked"
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def test_daily_balance_and_checkpoint(tmp_path):
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t"})
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save_daily_balance(db, aid, "2024-01-01", 999_000, 1000, 1_000_000,
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per_strategy_pnl={"s1": 100}, is_checkpoint=True)
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save_daily_balance(db, aid, "2024-01-02", 998_000, 1100, 999_000,
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is_checkpoint=False)
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update_checkpoint(db, aid, "2024-01-01")
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assert load_checkpoint(db, aid) == "2024-01-01"
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balances = list_daily_balance(db, aid)
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assert len(balances) == 2
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assert balances[0]["is_checkpoint"] == 1
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def test_update_account_status(tmp_path):
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db = str(tmp_path / "p.db")
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init_db(db)
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aid = save_account(db, {"name": "t", "status": "pending"})
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update_account_status(db, aid, "done")
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with __import__("sqlite3").connect(db) as conn:
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row = conn.execute("SELECT status FROM paper_accounts WHERE id=?", (aid,)).fetchone()
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assert row[0] == "done"
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