fix ipo bug

2026-09-14 23:59:53 +08:00
parent c8151f4a3f
commit efc53b35fc
4 changed files with 163 additions and 11 deletions
--- a/py-client/sdk/trade.py
+++ b/py-client/sdk/trade.py
@@ -8,6 +8,64 @@ PR_TYPE_LATEST = 5
 QUICK_TRADE_NOW = 2
 ORDER_SIDE_BY_OFFSET = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}

+# QMT 的发行数据按市场再分一层时使用的市场键。
+_IPO_MARKETS = {"SH", "SZ", "BJ"}
+
+
+def _ipo_stock_code(code: Any, info: dict[str, Any]) -> str:
+    """把 QMT 的证券代码键补成全码 ``600000.SH``。"""
+    text = str(code or "").strip()
+    if not text or "." in text:
+        return text
+    market = str(
+        info.get("market") or info.get("exchange") or info.get("ExchangeID") or ""
+    ).strip().upper()
+    return f"{text}.{market}" if market else text
+
+
+def _ipo_entry(code: Any, info: dict[str, Any]) -> dict[str, Any]:
+    """保留原始发行信息，并补出候选列表使用的 ``stock`` 字段。"""
+    entry = dict(info)
+    stock = _ipo_stock_code(code, entry)
+    if stock:
+        entry["stock"] = stock
+    return entry
+
+
+def _ipo_candidates(response: Any) -> list[dict[str, Any]]:
+    """把 ``/api/trade/ipo_data`` 的响应规范化为候选列表。
+
+    QMT 的 ``get_ipo_data(type)`` 返回 ``{证券代码: 发行信息}`` 字典，部分
+    版本再按市场分一层 ``{市场: {证券代码: 发行信息}}``，旧版服务端还会包
+    一层 ``{"data": ...}``。空响应表示当日没有可申购标的；无法识别的结构抛
+    ``ValueError``，避免把接口异常静默当成“今日无新股”。
+    """
+    if isinstance(response, dict) and len(response) == 1 and "data" in response:
+        response = response["data"]
+    if response is None:
+        return []
+    if isinstance(response, list):
+        # 列表逐项交给策略层校验，单条异常不影响其他候选。
+        return list(response)
+    if not isinstance(response, dict):
+        raise ValueError(f"unsupported IPO response type: {type(response).__name__}")
+    if not response:
+        return []
+    if not all(isinstance(value, dict) for value in response.values()):
+        raise ValueError("IPO response values must be objects")
+
+    candidates: list[dict[str, Any]] = []
+    for key, value in response.items():
+        market = str(key).strip().upper()
+        if market in _IPO_MARKETS and all(isinstance(item, dict) for item in value.values()):
+            for code, info in value.items():
+                entry = dict(info)
+                entry.setdefault("market", market)
+                candidates.append(_ipo_entry(code, entry))
+        else:
+            candidates.append(_ipo_entry(key, value))
+    return candidates
+

 class TradeMixin:
    def passorder(
@@ -43,14 +101,15 @@ class TradeMixin:
        )

    def ipo_data(self, ipo_type: str = "STOCK") -> list[dict[str, Any]]:
-        """Return today's IPO candidates from the QMT REST service."""
+        """Return today's IPO candidates from the QMT REST service.
+
+        QMT 按证券代码返回字典，这里统一成候选列表，字段名保持不变。
+        """
        response = self._post_json(
            "/api/trade/ipo_data",
            {"type": str(ipo_type).strip().upper()},
        )
-        if not isinstance(response, list):
-            raise ValueError('IPO response must be a list')
-        return response
+        return _ipo_candidates(response)


    def cancel_by_id(self, order_id: str) -> dict[str, Any]:
--- a/py-client/tests/test_ipo.py
+++ b/py-client/tests/test_ipo.py
@@ -14,6 +14,31 @@ from sdk.trade import TradeMixin
 from strategy.ipo import boot


+class IPOResponseClient(TradeMixin):
+    """真实解析 + 模拟传输：用于验证 QMT 原始响应到下单的完整链路。"""
+
+    def __init__(self, payload, orders=None):
+        self.payload = payload
+        self._orders = orders or []
+        self.submitted = []
+
+    def _post_json(self, path, body=None):
+        return self.payload
+
+    def orders(self):
+        return self._orders
+
+    def passorder(self, **kwargs):
+        self.submitted.append(kwargs)
+        return {'status': 'success'}
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, *_args):
+        return False
+
+
 class IPOTests(unittest.TestCase):
    def setUp(self):
        temp = tempfile.TemporaryDirectory()
@@ -151,6 +176,17 @@ class IPOTests(unittest.TestCase):
        self.client.passorder.assert_called_once()
        self.assertEqual(len(self.records()), 1)

+    def test_code_keyed_qmt_response_submits_subscription(self):
+        client = IPOResponseClient(
+            {'301001.SZ': {'issuePrice': 12.5, 'maxPurchaseNum': 15000}})
+        with patch.object(boot, 'Client', return_value=client):
+            self.assertEqual(boot.AutoBuyIpo(), 1)
+        self.assertEqual(len(client.submitted), 1)
+        self.assertEqual(client.submitted[0]['stock'], '301001.SZ')
+        self.assertEqual(client.submitted[0]['volume'], 15000)
+        self.assertEqual(client.submitted[0]['price'], 12.5)
+        self.assertEqual([r['status'] for r in self.records()], ['pending'])
+
    def test_supported_codes_and_numeric_strings(self):
        for stock in ['600001.SH', '688001.SH', '689001.SH', '000001.SZ',
                      '001001.SZ', '002001.SZ', '003001.SZ', '300001.SZ', '301001.SZ']:
@@ -161,14 +197,56 @@ class IPOTests(unittest.TestCase):


 class IPOResponseTests(unittest.TestCase):
-    def test_only_list_response_is_accepted(self):
+    def parsed(self, value):
        client = TradeMixin()
-        for value in [None, {}, {'error': 'bad'}, '', 0, False]:
-            client._post_json = Mock(return_value=value)
+        client._post_json = Mock(return_value=value)
+        return client.ipo_data()
+
+    def test_code_keyed_mapping_is_parsed(self):
+        payload = {
+            '301001.SZ': {'issuePrice': 12.5, 'maxPurchaseNum': 15000, 'stockName': '示例'},
+            '601127.SH': {'issuePrice': 4.09, 'maxPurchaseNum': 15000},
+        }
+        self.assertEqual(self.parsed(payload), [
+            dict(stock='301001.SZ', issuePrice=12.5, maxPurchaseNum=15000, stockName='示例'),
+            dict(stock='601127.SH', issuePrice=4.09, maxPurchaseNum=15000),
+        ])
+
+    def test_bare_code_uses_market_field(self):
+        payload = {'301001': {'market': 'SZ', 'issuePrice': 12.5, 'maxPurchaseNum': 15000}}
+        self.assertEqual(self.parsed(payload), [
+            dict(stock='301001.SZ', market='SZ', issuePrice=12.5, maxPurchaseNum=15000),
+        ])
+
+    def test_market_bucketed_mapping_is_flattened(self):
+        payload = {
+            'SH': {'601127': {'issuePrice': 4.09, 'maxPurchaseNum': 15000}},
+            'SZ': {'301001': {'issuePrice': 12.5, 'maxPurchaseNum': 15000}},
+        }
+        self.assertEqual(self.parsed(payload), [
+            dict(stock='601127.SH', market='SH', issuePrice=4.09, maxPurchaseNum=15000),
+            dict(stock='301001.SZ', market='SZ', issuePrice=12.5, maxPurchaseNum=15000),
+        ])
+
+    def test_legacy_data_wrapper_is_unwrapped(self):
+        payload = {'data': {'301001.SZ': {'issuePrice': 12.5, 'maxPurchaseNum': 15000}}}
+        self.assertEqual(self.parsed(payload), [
+            dict(stock='301001.SZ', issuePrice=12.5, maxPurchaseNum=15000),
+        ])
+
+    def test_list_response_passes_through(self):
+        payload = [dict(stock='600001.SH', issuePrice=10, maxPurchaseNum=100)]
+        self.assertEqual(self.parsed(payload), payload)
+
+    def test_empty_response_means_no_candidate(self):
+        for value in [None, {}, [], {'SH': {}, 'SZ': {}}]:
+            with self.subTest(value=value):
+                self.assertEqual(self.parsed(value), [])
+
+    def test_unrecognised_structure_raises(self):
+        for value in ['', 0, False, 'unexpected', {'error': 'bad'}, {'SH': 'x'}]:
            with self.subTest(value=value), self.assertRaises(ValueError):
-                client.ipo_data()
-        client._post_json = Mock(return_value=[])
-        self.assertEqual(client.ipo_data(), [])
+                self.parsed(value)


 if __name__ == '__main__':