fix bug
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@@ -1,149 +1,85 @@
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import sqlite3
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import tempfile
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"""委托簿：在途状态、方向锁、以及撤单范围。"""
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import unittest
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from contextlib import closing
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from dataclasses import asdict, fields
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from pathlib import Path
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from unittest.mock import patch
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from datetime import datetime, timedelta
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from unittest.mock import Mock
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from libs.state import FLAG_BUY, FLAG_SELL, State, StateItem
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from sdk import DealItem, PositionItem
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from libs.order import BUSY_STATUSES, OrderBook, TRACKED_STATUSES
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from sdk import OrderItem
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class OrderBookTests(unittest.TestCase):
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def setUp(self):
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self.tmp = tempfile.TemporaryDirectory()
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self.addCleanup(self.tmp.cleanup)
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self.path = Path(self.tmp.name) / 'state.db'
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def deal(self, kind, sys_order_id, qty, price, date='2026-09-01'):
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prefix = {'base': 'zt-base-', 'sell': 'zt-t-sell-', 'buy': 'zt-t-buy-'}[kind]
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return DealItem(
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order_sys_id=sys_order_id, stock_code='600000.SH',
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offset_flag=FLAG_SELL if kind == 'sell' else FLAG_BUY,
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volume=qty, price=price, trade_amount=qty * price,
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trade_date=date, trade_time='10:00:00', remark=prefix + 'order1|zt',
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)
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def order(index, remark, status=50, side=23, age_minutes=30):
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stamp = datetime.now() - timedelta(minutes=age_minutes)
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return OrderItem(stock_code=f'60000{index}.SH', order_sys_id=f'sys{index}',
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remark=remark, order_status=status, offset_flag=side,
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insert_date=stamp.strftime('%Y%m%d'),
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insert_time=stamp.strftime('%H%M%S'))
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def test_json_is_never_read(self):
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legacy = self.path.with_suffix('.json')
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legacy.write_text('invalid JSON', encoding='utf-8')
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book = State(self.path)
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self.assertIsNone(book.load())
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self.assertEqual((book.state, book.deals, book.deals_sys_ids), ({}, {}, set()))
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self.assertEqual(legacy.read_text(encoding='utf-8'), 'invalid JSON')
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def test_sync_deals_deduplicates_batch_and_restart(self):
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book = State(self.path)
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self.assertEqual((book.state, book.deals, book.deals_sys_ids), ({}, {}, set()))
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first = self.deal('base', 'd1', 40, 10, '20260901')
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second = self.deal('base', 'd2', 60, 12)
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book.sync_deals([first, first, second])
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self.assertEqual(book.deals_sys_ids, {'d1', 'd2'})
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self.assertEqual(book.deals['d1']['trade_date'], '2026-09-01')
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self.assertEqual(book.deals['d2']['volume'], 60)
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self.assertEqual(book.deals['d2']['order_local_id'], 'zt-base-order1')
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book = State(self.path)
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self.assertEqual(book.deals_sys_ids, {'d1', 'd2'})
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self.assertEqual(book.deals['d1']['order_local_id'], 'zt-base-order1')
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with patch.object(book, '_connect') as connect:
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book.sync_deals([first, second])
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book.sync_deals([])
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connect.assert_not_called()
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self.assertEqual(len(book.deals), 2)
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def test_sync_deals_failure_rolls_back_entire_batch_and_cache(self):
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book = State(self.path)
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first = self.deal('base', 'd1', 100, 10)
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invalid = self.deal('base', 'd2', 100, 10)
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invalid.offset_flag = -1
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with self.assertRaises(sqlite3.IntegrityError):
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book.sync_deals([first, invalid])
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self.assertEqual(book.deals, {})
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self.assertEqual(book.deals_sys_ids, set())
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self.assertEqual(State(self.path).deals, {})
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invalid.offset_flag = FLAG_BUY
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book.sync_deals([first, invalid])
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self.assertEqual(book.deals_sys_ids, {'d1', 'd2'})
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def test_load_refreshes_all_caches(self):
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book = State(self.path)
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writer = State(self.path)
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writer.sync_state([PositionItem(stock_code='600000.SH', volume=100)])
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writer.sync_deals([self.deal('base', 'd1', 100, 10)])
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book.load()
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self.assertEqual(book.state['600000.SH']['base_qty'], 100)
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self.assertEqual(book.deals_sys_ids, {'d1'})
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self.assertEqual(book.deals['d1']['remark'], 'zt-base-order1|zt')
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def cancelled(client):
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return [call.args[0] for call in client.cancel_by_id.call_args_list]
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class CancelScopeTests(unittest.TestCase):
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"""撤单必须限本策略前缀；防重则继续看全账户在途。"""
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def test_zt_prefix_cancels_only_its_own_orders(self):
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orders = [order(0, 'zt-base-own'), order(1, 'zt-SELL-own'),
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order(2, 'zt-entry-own'), order(3, 'IPO-new'),
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order(4, ''), order(5, 'TREN-BUY-other')]
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client = Mock()
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book = OrderBook()
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book.refresh(client, orders, cancel_prefix='zt-')
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self.assertEqual(cancelled(client), ['sys0', 'sys1', 'sys2'])
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self.assertEqual(book.data, orders) # 撤单后仍保留在途锁
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self.assertTrue(all(book.busy(o.stock_code, 'BUY') for o in orders))
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def test_default_prefix_still_cancels_every_non_ipo_order(self):
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orders = [order(0, 'zt-base-own'), order(1, 'TREN-BUY-other'),
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order(2, 'IPO-new'), order(3, '')]
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client = Mock()
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OrderBook().refresh(client, orders)
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self.assertEqual(cancelled(client), ['sys0', 'sys1', 'sys3'])
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def test_fresh_and_unreportable_orders_are_never_cancelled(self):
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# 48（未报）在跟踪集合内但不可撤；刚提交的委托也不撤。
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orders = [order(0, 'zt-entry-fresh', age_minutes=0),
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order(1, 'zt-entry-filled', status=56),
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order(2, 'zt-entry-unreported', status=48)]
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client = Mock()
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book = OrderBook()
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book.refresh(client, orders, cancel_prefix='zt-')
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client.cancel_by_id.assert_not_called()
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self.assertEqual(book.data, orders)
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def test_position_columns_defaults_indexes_and_stable_id(self):
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store = State(self.path)
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store.sync_deals([self.deal('base', 'd1', 100, 10)])
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saved_deals = dict(store.deals)
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with closing(sqlite3.connect(self.path)) as db:
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columns = {row[1] for row in db.execute('PRAGMA table_info(state)')}
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self.assertEqual(columns, {'id', *(field.name for field in fields(StateItem))})
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indexes = {row[1] for row in db.execute('PRAGMA index_list(state)')}
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self.assertEqual(indexes, {'idx_state_stock_code'})
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position = PositionItem(stock_code='600000.SH', volume=100, open_price=10,
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stock_name='stock', can_use_volume=100, float_profit=-2.5)
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store.sync_state([position])
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saved = store.state[position.stock_code]
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first_id = saved['id']
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self.assertEqual(saved['base_qty'], 100)
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self.assertEqual(saved['base_price'], 10)
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self.assertEqual(saved['added_qty'], 0)
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self.assertEqual(saved['base_order_local_id'], '')
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self.assertTrue(saved['base_created_at'])
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position.volume = 200
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position.open_price = 12
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store.sync_state([position])
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self.assertEqual(store.state[position.stock_code]['id'], first_id)
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self.assertEqual(store.state[position.stock_code], saved)
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self.assertEqual(State(self.path).state[position.stock_code], saved)
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store.sync_state([position, PositionItem(stock_code='600001.SH', volume=100)])
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self.assertEqual(store.state[position.stock_code], saved)
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self.assertEqual(store.state['600001.SH']['base_qty'], 100)
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position.volume = 0
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store.sync_state([position, PositionItem(stock_code='600002.SH')])
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self.assertEqual(store.state, {})
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self.assertEqual(State(self.path).state, {})
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store.sync_state([PositionItem(stock_code='600001.SH', volume=100)])
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self.assertGreater(store.state['600001.SH']['id'], first_id)
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store.sync_state([])
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self.assertEqual(store.state, {})
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self.assertEqual(store.deals, saved_deals)
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class BusyLockTests(unittest.TestCase):
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def test_only_busy_statuses_lock_a_direction(self):
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book = OrderBook()
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client = Mock()
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book.refresh(client, [order(0, 'zt-entry-a', status=50)], cancel_prefix='zt-')
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self.assertTrue(book.busy('600000.SH', 'BUY'))
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book.refresh(client, [order(1, 'zt-entry-b', status=56)], cancel_prefix='zt-')
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self.assertFalse(book.busy('600001.SH', 'BUY'))
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def test_state_fields_survive_restart_and_sync(self):
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book = State(self.path)
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row = asdict(StateItem(
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stock_code='600000.SH', status='READY',
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base_order_local_id='base-1', base_qty=100, base_price=10,
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base_created_at='2026-09-08T09:30:00',
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added_order_local_id='added-1', added_qty=50, added_price=9,
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added_created_at='2026-09-08T10:30:00',
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))
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with closing(book._connect()) as db, db:
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db.execute(
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f"INSERT INTO state ({', '.join(row)}) VALUES ({', '.join(':' + key for key in row)})",
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row,
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)
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book.load()
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saved = book.state[row['stock_code']]
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self.assertEqual({k: v for k, v in saved.items() if k != 'id'}, row)
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book = State(self.path)
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book.sync_state([PositionItem(stock_code=row['stock_code'], volume=150, open_price=9.5)])
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self.assertEqual(book.state[row['stock_code']], saved)
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with self.assertRaises(sqlite3.IntegrityError):
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with closing(book._connect()) as db, db:
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db.execute('UPDATE state SET added_qty = -1')
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self.assertEqual(State(self.path).state[row['stock_code']], saved)
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def test_busy_and_tracked_status_sets_are_disjoint_as_designed(self):
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self.assertNotIn('56', BUSY_STATUSES)
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self.assertTrue(BUSY_STATUSES <= TRACKED_STATUSES)
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self.assertIn('56', TRACKED_STATUSES)
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def test_place_marks_the_direction_busy_before_submitting(self):
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book = OrderBook()
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book.busy_cache.set('BUY-600000.SH', True, timeout=180)
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self.assertTrue(book.busy('600000.SH', 'BUY'))
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self.assertFalse(book.busy('600000.SH', 'SELL'))
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def test_unknown_offset_flag_never_places_an_order(self):
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from libs.order import PlaceOrderRequest
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book = OrderBook()
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client = Mock()
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self.assertFalse(book.place(client, PlaceOrderRequest(99, '600000.SH', 100,
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'zt-x', 'zt')))
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client.passorder.assert_not_called()
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if __name__ == '__main__':
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