quant/big-qmt
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix zt&state.py

Browse Source
This commit is contained in:
yanweidong
2026-09-12 13:42:23 +08:00
parent bcb03e2ed9
commit 7a7049ce44
9 changed files with 677 additions and 363 deletions
Download Patch File Download Diff File Expand all files Collapse all files

24
py-client/tests/test_state_archiving.py
View File

@@ -4,7 +4,7 @@ import unittest
from contextlib import closing
from pathlib import Path
from libs.state import State
from libs.state import FLAG_BUY, FLAG_SELL, State
from sdk import DealItem, PositionItem
@@ -28,7 +28,7 @@ class ArchivingTests(unittest.TestCase):
self.assertEqual(tables, {'state', 'deals', 'sqlite_sequence'})
def test_accumulates_once_and_preserves_base(self):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=200, open_price=8)])
original = dict(self.book.state['600000.SH'])
self.insert_deal('first', 40, 400, '10:00:00')
self.insert_deal('second', 60, 720, '10:01:00')
@@ -53,9 +53,9 @@ class ArchivingTests(unittest.TestCase):
self.assertEqual(row['added_order_local_id'], 'late')
def test_no_argument_archiving_recognizes_base_and_added_orders(self):
self.insert_deal('zt-base-first', 100, 1000, '10:00:00', flag=23)
self.insert_deal('zt-base-first', 100, 1000, '10:00:00', flag=FLAG_BUY)
self.insert_deal('zt-base-second', 100, 1200, '10:01:00', flag=48)
self.insert_deal('zt-t-buy-first', 100, 900, '10:02:00', flag=23)
self.insert_deal('zt-t-buy-first', 100, 900, '10:02:00', flag=FLAG_BUY)
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['base_price']), (200, 11))
@@ -111,13 +111,13 @@ class ArchivingTests(unittest.TestCase):
def test_stock_buy_and_sell_flags(self):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.insert_deal('buy', 100, 1000, '10:00:00', flag=23)
self.insert_deal('sell', 50, 600, '10:01:00', flag=24)
self.insert_deal('buy', 100, 1000, '10:00:00', flag=FLAG_BUY)
self.insert_deal('sell', 50, 600, '10:01:00', flag=FLAG_SELL)
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty']), (100, 50))
self.assertEqual(self.book.deals['buy']['offset_flag'], 23)
self.assertEqual(self.book.deals['sell']['offset_flag'], 24)
self.assertEqual(self.book.deals['buy']['offset_flag'], FLAG_BUY)
self.assertEqual(self.book.deals['sell']['offset_flag'], FLAG_SELL)
self.assertTrue(all(deal['is_arch'] == 1 for deal in self.book.deals.values()))
def test_new_state_and_failed_mark_roll_back_together(self):
@@ -143,7 +143,7 @@ class ArchivingTests(unittest.TestCase):
self.assertEqual(self.book.state['600000.SH']['base_qty'], 0)
self.assertEqual(self.book.state['600000.SH']['added_qty'], 100)
def test_equal_quantity_buy_is_added_and_preserves_status(self):
def test_equal_quantity_buy_only_marks_and_preserves_status(self):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.book.sync_deals([DealItem(
stock_code='600000.SH', order_sys_id='first', remark='base1|test',
@@ -152,17 +152,17 @@ class ArchivingTests(unittest.TestCase):
)])
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty']), (100, 100))
self.assertEqual((row['base_qty'], row['added_qty']), (100, 0))
self.assertEqual(self.book.deals['first']['is_arch'], 1)
restarted = State(self.book.path)
self.assertIsNone(restarted.archiving())
self.assertEqual(restarted.state, self.book.state)
self.insert_deal('new_buy', 100, 1000, '10:01:00')
self.insert_deal('new_buy', 50, 500, '10:01:00')
with closing(self.book._connect()) as db, db:
db.execute("UPDATE state SET status = 'CUSTOM' WHERE stock_code = '600000.SH'")
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty'], row['status']), (100, 200, 'CUSTOM'))
self.assertEqual((row['base_qty'], row['added_qty'], row['status']), (100, 50, 'CUSTOM'))
def test_archived_history_is_not_reapplied(self):
self.insert_deal('old', 100, 1000, '10:00:00')