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yanweidong
2026-08-31 15:33:39 +08:00
parent 1b6f5a9f03
commit 027d7e06eb
21 changed files with 208 additions and 84 deletions
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78
py-client/tests/test_trend.py
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@@ -1,6 +1,7 @@
from __future__ import annotations
import unittest
from concurrent.futures import ThreadPoolExecutor
from datetime import datetime, timedelta
from tempfile import TemporaryDirectory
from types import SimpleNamespace
@@ -151,28 +152,29 @@ class TrendTests(unittest.TestCase):
deals=lambda: [],
full_tick=lambda _codes: {"A": Tick(last_price=11)},
)
runtime = SimpleNamespace(
client=client,
account_cfg=SimpleNamespace(min_cash_ratio=0.1),
global_cfg=SimpleNamespace(api_host="http://example"),
orders=SimpleNamespace(refresh=lambda _client: None),
state=SimpleNamespace(
codes=["A"],
unresolved_codes=[],
reconcile=lambda *_args: None,
),
)
with (
patch("strategy.trend.boot.trading_time", return_value=True),
patch("strategy.trend.boot.market_allow_open", return_value=True),
patch("strategy.trend.boot.open_signal") as open_mock,
patch("strategy.trend.boot.manage_positions") as manage_mock,
):
RunOnce(runtime, [])
with ThreadPoolExecutor(max_workers=2) as executor:
runtime = SimpleNamespace(
client=client,
account_cfg=SimpleNamespace(min_cash_ratio=0.1),
global_cfg=SimpleNamespace(api_host="http://example"),
orders=SimpleNamespace(refresh=lambda _client: None, data=[]),
state=SimpleNamespace(
codes=["A"],
reconcile=lambda *_args: None,
),
executor=executor,
)
with (
patch("strategy.trend.boot.trading_time", return_value=True),
patch("strategy.trend.boot.market_allow_open", return_value=True),
patch("strategy.trend.boot.open_signal") as open_mock,
patch("strategy.trend.boot.manage_positions") as manage_mock,
):
RunOnce(runtime, [])
open_mock.assert_not_called()
manage_mock.assert_called_once()
def test_unknown_order_without_position_blocks_reopen(self):
def test_state_without_broker_order_allows_reopen(self):
with TemporaryDirectory() as directory:
state = State.for_strategy(directory, "trend", "A")
state.set(StateItem(
@@ -189,26 +191,28 @@ class TrendTests(unittest.TestCase):
deals=lambda: [],
full_tick=lambda _codes: {"A": Tick(last_price=10)},
)
runtime = SimpleNamespace(
client=client,
account_cfg=SimpleNamespace(min_cash_ratio=0.1),
global_cfg=SimpleNamespace(api_host="http://example"),
orders=OrderBook(),
state=state,
open_watch=SimpleNamespace(forget=lambda _code: None),
add_watch=SimpleNamespace(forget=lambda _code: None),
)
signal = SimpleNamespace(code="A", signal_key="morning")
with (
patch("strategy.trend.boot.trading_time", return_value=True),
patch("strategy.trend.boot.market_allow_open", return_value=True),
patch("strategy.trend.boot.open_signal") as open_mock,
patch("strategy.trend.boot.manage_positions"),
):
RunOnce(runtime, [signal])
with ThreadPoolExecutor(max_workers=2) as executor:
runtime = SimpleNamespace(
client=client,
account_cfg=SimpleNamespace(min_cash_ratio=0.1),
global_cfg=SimpleNamespace(api_host="http://example"),
orders=OrderBook(),
state=state,
open_watch=SimpleNamespace(forget=lambda _code: None),
add_watch=SimpleNamespace(forget=lambda _code: None),
executor=executor,
)
with (
patch("strategy.trend.boot.trading_time", return_value=True),
patch("strategy.trend.boot.market_allow_open", return_value=True),
patch("strategy.trend.boot.open_signal") as open_mock,
patch("strategy.trend.boot.manage_positions"),
):
RunOnce(runtime, [signal])
open_mock.assert_not_called()
self.assertTrue(state.has_unresolved_order("A"))
open_mock.assert_called_once()
self.assertEqual(state.codes, [])
if __name__ == "__main__":