import tempfile import unittest from contextlib import closing from pathlib import Path from types import SimpleNamespace as NS from unittest.mock import Mock, patch from libs.grid_take_profit import GridState from libs.state import State from sdk import Assets, DealItem, PositionItem, Tick from strategy.zt import boot from strategy.zt.positions import manage_positions class ZTTradingTests(unittest.TestCase): def setUp(self): self.code = '600000.SH' self.run = NS(account_cfg=NS(account_id='test', strategy='zt', buy_value=1000, zt_open_hands=1, excluded_codes=[], enable_loss_add_position=False, min_cash_ratio=0.1), orders=Mock(), client=Mock(), profit_tracker=Mock(), add_watch=Mock()) self.run.orders.busy.return_value = False self.run.orders.place.return_value = True self.run.profit_tracker.observe.return_value.state = GridState.RETREAT self.run.add_watch.triggered.return_value = True def manage(self, added=0, usable=500, road=0, cost=10, added_cost=10, price=11): position = PositionItem(stock_code=self.code, volume=1000, can_use_volume=usable, on_road_volume=road, open_price=cost) state = NS(blocked_codes=set(), get_by_code=lambda code: dict( base_qty=500, added_qty=added, added_price=added_cost)) manage_positions(self.run, {self.code: Tick(last_price=price)}, [position], True, 1500, state) def test_added_position_is_capped_by_sellable_inventory(self): for added, usable, expected in [(500, 100, 100), (100, 500, 100), (0, 500, 500)]: with self.subTest(added=added, usable=usable): self.run.orders.place.reset_mock() self.manage(added=added, usable=usable) self.assertEqual(self.run.orders.place.call_args.args[1].volume, expected) def test_zero_sellable_does_not_divide_by_default_added_cost(self): with patch('strategy.zt.positions.log.exception') as error: self.manage(usable=0, added_cost=0) error.assert_not_called() self.run.orders.place.assert_not_called() def test_unavailable_shares_do_not_disable_loss_management(self): self.run.account_cfg.enable_loss_add_position = True self.manage(usable=0, cost=20, price=10, added_cost=0) self.assertEqual(self.run.orders.place.call_args.args[1].op, 23) def test_on_road_shares_do_not_disable_available_base(self): self.manage(road=100) self.assertEqual(self.run.orders.place.call_args.args[1].volume, 500) def test_added_cost_is_used_even_if_base_cost_is_higher(self): self.manage(added=100, cost=20, added_cost=10, price=11) self.assertEqual(self.run.orders.place.call_args.args[1].volume, 100) def test_invalid_selected_cost_never_trades(self): for cost in [0, -1, float('nan'), float('inf')]: with self.subTest(cost=cost), patch('strategy.zt.positions.log.exception') as error: self.manage(added=100, added_cost=cost) error.assert_not_called() self.run.orders.place.assert_not_called() def start(self, client, directory): self.run.account_cfg.grid_step_pct = 1 global_cfg = NS(qmt_base_url='unused', qmt_token='', qmt_data_dir=directory) self.run.account_cfg.signal_allow = [] with patch.object(boot, 'Client', return_value=client), \ patch.object(boot.config, 'global_config', global_cfg), \ patch.object(boot.config, 'account_config', self.run.account_cfg), \ patch.object(boot, 'init_signals', return_value=[]), \ patch.object(boot, 'cache_portfolio'), patch.object(boot, 'Overview'), \ patch.object(boot.time, 'localtime', return_value=NS(tm_hour=15, tm_min=0, tm_sec=0)): boot.StartZT() def test_start_initializes_once_without_snapshot_retry_loop(self): client = Mock() client.deals.return_value = [] client.portfolio.return_value = NS(assets=Assets(10000, 10000), positions={self.code: PositionItem(stock_code=self.code, volume=100, open_price=10)}, orders=[]) with tempfile.TemporaryDirectory() as tmp: self.start(client, tmp) store = State(Path(tmp) / 'zt_test_state.db') self.assertEqual(store.state[self.code]['base_qty'], 100) with closing(store._connect()) as db: self.assertIsNone(db.execute("SELECT 1 FROM sqlite_master WHERE name='state_meta'").fetchone()) self.assertEqual(client.portfolio.call_count, 1) self.assertEqual(client.deals.call_count, 2) client.reset_mock() self.start(client, tmp) self.assertEqual(client.portfolio.call_count, 1) self.assertEqual(client.deals.call_count, 1) def test_start_rejects_changed_deals_without_writing_baseline(self): client = Mock() client.deals.side_effect = [[], [DealItem(order_sys_id='new')]] client.portfolio.return_value = NS(assets=Assets(10000, 10000), positions={}, orders=[]) with tempfile.TemporaryDirectory() as tmp: with self.assertRaises(RuntimeError): self.start(client, tmp) store = State(Path(tmp) / 'zt_test_state.db') self.assertEqual((store.state, store.deals), ({}, {})) client.close.assert_called_once() if __name__ == '__main__': unittest.main()