fix bug

py-client/tests/zt_harness.py

@@ -0,0 +1,125 @@
+"""ZT 新路径测试脚手架：真实 Runtime/OrderBook/DipWatch + 模拟客户端。"""
+
+import tempfile
+from pathlib import Path
+from types import SimpleNamespace as NS
+from unittest.mock import Mock
+
+from libs.grid_take_profit import GridTrailingTracker
+from libs.order import OrderBook
+from libs.runtime import Runtime
+from libs.watch import DipWatch
+from sdk import Assets, DealItem, PositionItem, Tick
+from strategy.zt.rounds import Round, RoundStore, start_round
+
+ACCOUNT = 'zt-test'
+
+
+def account_cfg(**overrides):
+    cfg = NS(account_id=ACCOUNT, strategy='zt', host_key='test',
+             grid_step_pct=1.0, zt_open_hands=1, zt_sell_ratio=0.5,
+             zt_buy_fall_pct=1.0, zt_max_price=200.0, zt_t_band_pct=1.0,
+             zt_max_hold_days=5, min_cash_ratio=0.1,
+             excluded_codes=[], signal_allow=['dcm'], buy_value=10000.0)
+    for key, value in overrides.items():
+        setattr(cfg, key, value)
+    return cfg
+
+
+def global_cfg(**overrides):
+    cfg = NS(qmt_base_url='http://unused', qmt_token='', api_host='http://unused',
+             qmt_data_dir='.', signals={})
+    for key, value in overrides.items():
+        setattr(cfg, key, value)
+    return cfg
+
+
+class Fixture:
+    """一套隔离的账户快照、轮次存储与运行上下文。"""
+
+    def __init__(self, **cfg_overrides):
+        self.tmp = tempfile.TemporaryDirectory()
+        self.path = Path(self.tmp.name)
+        self.rounds_path = self.path / f'zt_{ACCOUNT}_rounds.json'
+        self.store = RoundStore(self.rounds_path)
+        self.account_cfg = account_cfg(**cfg_overrides)
+        self.assets = Assets(total=100000.0, available=100000.0)
+        self.positions = {}
+        self.orders = []
+        self.deals = []
+        self.ticks = {}
+        self.client = self._client()
+        self.run = Runtime(
+            client=self.client, global_cfg=global_cfg(),
+            account_cfg=self.account_cfg,
+            orders=OrderBook(cancel_timeout_sec=300),
+            open_watch=DipWatch(expire_seconds=600, rebound_threshold=0.0),
+            add_watch=DipWatch(expire_seconds=600, rebound_threshold=0.0),
+            profit_tracker=GridTrailingTracker(self.account_cfg.grid_step_pct),
+        )
+
+    def _client(self):
+        client = Mock()
+        client.deals.side_effect = lambda: self.deals
+        client.portfolio.side_effect = lambda: NS(
+            assets=self.assets, positions=self.positions, orders=self.orders)
+        client.full_tick.side_effect = lambda codes: dict(self.ticks)
+        return client
+
+    def cleanup(self):
+        self.tmp.cleanup()
+
+    # ---- 便捷构造 ----
+    def hold(self, code='600000.SH', volume=1000, price=10.0, can_use=None):
+        position = PositionItem(stock_code=code, volume=volume, open_price=price,
+                                can_use_volume=volume if can_use is None else can_use)
+        self.positions[code] = position
+        return position
+
+    def quote(self, code='600000.SH', price=10.0):
+        self.ticks[code] = Tick(last_price=price)
+        return self.ticks[code]
+
+    def deal(self, local_id, volume, price, sys_id=None, code='600000.SH'):
+        return DealItem(stock_code=code, order_sys_id=sys_id or f'{local_id}-{volume}',
+                        remark=local_id, offset_flag=48, volume=volume, price=price,
+                        trade_amount=price * volume, trade_date='20260915',
+                        trade_time='100000')
+
+    def prime(self, watch, code, price):
+        """让 DipWatch 先建立观察点，下一次同价或更高价即满足反弹确认。"""
+        watch.triggered('prime', code, price)
+
+    def tick(self, signals=()):
+        """跑一轮 RunOnce，绕过真实时钟的交易时段判断。"""
+        from unittest.mock import patch
+        from strategy.zt import boot
+        with patch.object(boot, 'trading_time', return_value=True):
+            boot.RunOnce(self.run, self.store, list(signals))
+        return self.store
+
+    def own_base(self, code='600000.SH', qty=1000, cost=10.0, today='2026-09-15'):
+        """把该证券标记为"本策略自己建仓"（模拟建仓腿已成交）。"""
+        item = Round(code=code, base_qty=qty, base_cost=cost, base_date=today,
+                     base_source='opened', phase='CLOSED', outcome='base')
+        self.store.put(item)
+        self.store.save()
+        return item
+
+    def open_round(self, code='600000.SH', kind='LONG_T', order_id='zt-entry-1',
+                   today='2026-09-15', **fields):
+        """写入一条已提交开仓腿的轮次记录。"""
+        item = Round(code=code, base_qty=fields.pop('base_qty', 1000),
+                     base_cost=fields.pop('base_cost', 10.0),
+                     base_source=fields.pop('base_source', 'opened'))
+        start_round(item, kind, today)
+        item.entry_order_id = order_id
+        for key, value in fields.items():
+            setattr(item, key, value)
+        self.store.put(item)
+        self.store.save()
+        return item
+
+    @property
+    def placed(self):
+        return [call.kwargs for call in self.client.passorder.call_args_list]