add zt_open_hands

2026-09-14 19:11:58 +08:00
parent 9eac1d2e10
commit c8151f4a3f
26 changed files with 126 additions and 550 deletions
--- a/py-client/tests/test_zt_open_hands.py
+++ b/py-client/tests/test_zt_open_hands.py
@@ -0,0 +1,91 @@
+import tempfile
+import unittest
+from pathlib import Path
+from types import SimpleNamespace as NS
+from unittest.mock import Mock, patch
+
+import yaml
+
+import config
+from config import AccountConfig, GlobalConfig, SignalConfig
+from sdk import Tick
+from strategy.zt import boot
+from strategy.zt.open import open_signal
+from strategy.zt.positions import handle_loss
+
+
+class ZTOpenHandsTests(unittest.TestCase):
+    def runtime(self, hands):
+        run = NS(
+            account_cfg=AccountConfig(zt_open_hands=hands, buy_value=10000, strategy='zt'),
+            global_cfg=GlobalConfig(signals={'dcm': SignalConfig()}),
+            client=Mock(), orders=Mock(), open_watch=Mock(), add_watch=Mock(),
+        )
+        run.orders.busy.return_value = False
+        run.orders.place.return_value = True
+        run.open_watch.triggered.return_value = True
+        run.add_watch.triggered.return_value = True
+        return run
+
+    def test_open_and_add_use_same_hands_at_different_prices(self):
+        run = self.runtime(3)
+        code = '600000.SH'
+        for price in (8, 12):
+            with self.subTest(price=price):
+                open_signal(run, {code: Tick(last_price=price)},
+                            [NS(code=code, signal_key='dcm', last_close=10)])
+                self.assertEqual(run.orders.place.call_args.args[1].volume, 300)
+                decision = handle_loss(run, code, 100, Tick(last_price=price), -20, 5000)
+                self.assertTrue(decision.submitted)
+                self.assertEqual(run.orders.place.call_args.args[1].volume, 300)
+                self.assertEqual(decision.reserved_cash, price * 300)
+
+    def test_add_does_not_reduce_hands_when_cash_is_insufficient(self):
+        run = self.runtime(3)
+        decision = handle_loss(run, '600000.SH', 100, Tick(last_price=10), -20, 2999)
+        self.assertFalse(decision.submitted)
+        run.orders.place.assert_not_called()
+
+    def test_zero_hands_does_not_initialize_strategy(self):
+        with patch.object(config, 'account_config', AccountConfig()), \
+             patch.object(boot, 'Client') as client, \
+             patch.object(boot, 'State') as state, \
+             patch.object(boot, 'ThreadPoolExecutor') as executor, \
+             patch.object(boot, 'init_signals') as signals:
+            boot.StartZT()
+        for dependency in (client, state, executor, signals):
+            dependency.assert_not_called()
+
+    def test_zero_hands_never_submits_open_or_add_orders(self):
+        run = self.runtime(0)
+        code = '600000.SH'
+        open_signal(run, {code: Tick(last_price=10)},
+                    [NS(code=code, signal_key='dcm', last_close=10)])
+        decision = handle_loss(run, code, 100, Tick(last_price=10), -20, 10000)
+        self.assertFalse(decision.submitted)
+        run.orders.place.assert_not_called()
+
+    def test_config_accepts_only_nonnegative_integer_hands(self):
+        with tempfile.TemporaryDirectory() as directory, \
+             patch.object(config, 'global_config'), patch.object(config, 'account_config'):
+            root = Path(directory)
+            (root / '_global.yaml').write_text(yaml.safe_dump({
+                'qmt_base_url': 'unused', 'api_host': 'unused',
+                'qmt_data_dir': directory, 'hosts': {'test': 'account'},
+            }), encoding='utf-8')
+            for hands in (None, 0, 3, -1, 1.5, '3', True):
+                with self.subTest(hands=hands):
+                    account = dict(buy_value=1000, strategy='zt', signal_allow=['dcm'])
+                    if hands is not None:
+                        account['zt_open_hands'] = hands
+                    (root / 'account.yaml').write_text(yaml.safe_dump(account), encoding='utf-8')
+                    if hands is None or type(hands) is int and hands >= 0:
+                        _, loaded = config.load(root, 'test')
+                        self.assertEqual(loaded.zt_open_hands, hands or 0)
+                    else:
+                        with self.assertRaisesRegex(ValueError, 'zt_open_hands'):
+                            config.load(root, 'test')
+
+
+if __name__ == '__main__':
+    unittest.main()