"""委托簿:在途状态、方向锁、以及撤单范围。""" import unittest from datetime import datetime, timedelta from unittest.mock import Mock from libs.order import BUSY_STATUSES, OrderBook, TRACKED_STATUSES from sdk import OrderItem def order(index, remark, status=50, side=23, age_minutes=30): stamp = datetime.now() - timedelta(minutes=age_minutes) return OrderItem(stock_code=f'60000{index}.SH', order_sys_id=f'sys{index}', remark=remark, order_status=status, offset_flag=side, insert_date=stamp.strftime('%Y%m%d'), insert_time=stamp.strftime('%H%M%S')) def cancelled(client): return [call.args[0] for call in client.cancel_by_id.call_args_list] class CancelScopeTests(unittest.TestCase): """撤单必须限本策略前缀;防重则继续看全账户在途。""" def test_zt_prefix_cancels_only_its_own_orders(self): orders = [order(0, 'zt-base-own'), order(1, 'zt-SELL-own'), order(2, 'zt-entry-own'), order(3, 'IPO-new'), order(4, ''), order(5, 'TREN-BUY-other')] client = Mock() book = OrderBook() book.refresh(client, orders, cancel_prefix='zt-') self.assertEqual(cancelled(client), ['sys0', 'sys1', 'sys2']) self.assertEqual(book.data, orders) # 撤单后仍保留在途锁 self.assertTrue(all(book.busy(o.stock_code, 'BUY') for o in orders)) def test_default_prefix_still_cancels_every_non_ipo_order(self): orders = [order(0, 'zt-base-own'), order(1, 'TREN-BUY-other'), order(2, 'IPO-new'), order(3, '')] client = Mock() OrderBook().refresh(client, orders) self.assertEqual(cancelled(client), ['sys0', 'sys1', 'sys3']) def test_fresh_and_unreportable_orders_are_never_cancelled(self): # 48(未报)在跟踪集合内但不可撤;刚提交的委托也不撤。 orders = [order(0, 'zt-entry-fresh', age_minutes=0), order(1, 'zt-entry-filled', status=56), order(2, 'zt-entry-unreported', status=48)] client = Mock() book = OrderBook() book.refresh(client, orders, cancel_prefix='zt-') client.cancel_by_id.assert_not_called() self.assertEqual(book.data, orders) class BusyLockTests(unittest.TestCase): def test_only_busy_statuses_lock_a_direction(self): book = OrderBook() client = Mock() book.refresh(client, [order(0, 'zt-entry-a', status=50)], cancel_prefix='zt-') self.assertTrue(book.busy('600000.SH', 'BUY')) book.refresh(client, [order(1, 'zt-entry-b', status=56)], cancel_prefix='zt-') self.assertFalse(book.busy('600001.SH', 'BUY')) def test_busy_and_tracked_status_sets_are_disjoint_as_designed(self): self.assertNotIn('56', BUSY_STATUSES) self.assertTrue(BUSY_STATUSES <= TRACKED_STATUSES) self.assertIn('56', TRACKED_STATUSES) def test_place_marks_the_direction_busy_before_submitting(self): book = OrderBook() book.busy_cache.set('BUY-600000.SH', True, timeout=180) self.assertTrue(book.busy('600000.SH', 'BUY')) self.assertFalse(book.busy('600000.SH', 'SELL')) def test_unknown_offset_flag_never_places_an_order(self): from libs.order import PlaceOrderRequest book = OrderBook() client = Mock() self.assertFalse(book.place(client, PlaceOrderRequest(99, '600000.SH', 100, 'zt-x', 'zt'))) client.passorder.assert_not_called() if __name__ == '__main__': unittest.main()