Files
big-qmt/py-client/tests/test_deal_model.py
2026-09-15 20:02:05 +08:00

79 lines
3.8 KiB
Python
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
import ast
import unittest
from dataclasses import asdict, fields
from datetime import datetime
from pathlib import Path
from types import SimpleNamespace
from unittest.mock import Mock
from libs.order import OrderBook as ActiveOrders
from sdk.models import Assets, DealItem, OrderItem, PositionItem
from sdk.portfolio import PortfolioMixin
# QMT 委托/成交的 offset_flag48 买入、49 卖出。
FLAG_BUY = 48
class ApiModelTests(unittest.TestCase):
def setUp(self):
source = Path(__file__).resolve().parents[2] / 'api' / 'qmt_rest_new.py'
names = {'format_assets', 'format_holding', 'format_orders', 'format_deals'}
nodes = [n for n in ast.parse(source.read_text(encoding='utf-8')).body
if isinstance(n, ast.FunctionDef) and n.name in names]
ns = {'HTTPError': RuntimeError}
exec(compile(ast.Module(body=nodes, type_ignores=[]), str(source), 'exec'), ns)
attrs = {n.attr: '' if n.attr.startswith('m_str') else 0
for node in nodes for n in ast.walk(node)
if isinstance(n, ast.Attribute) and n.attr.startswith('m_')}
attrs.update(m_strInstrumentID='600000', m_strExchangeID='SH',
m_strOrderSysID='sys1', m_strRemark='trend-BUY-1|trend',
m_nOffsetFlag=FLAG_BUY, m_nOrderStatus=56, m_nVolume=100,
m_nVolumeTraded=100, m_nVolumeTotalOriginal=100,
m_dPrice=10.0, m_dTradeAmount=1000.0, m_dBalance=2000.0,
m_dAvailable=1000.0, m_strInsertDate='20260907',
m_strInsertTime='100000', m_strTradeDate='20260907', m_strTradeTime='100000')
obj = SimpleNamespace(**attrs)
self.assets = ns['format_assets']([obj])
self.positions = ns['format_holding']([obj])
self.orders = ns['format_orders']([obj])
self.deals = ns['format_deals']([obj])
self.client = PortfolioMixin()
self.client._get_json = {
'/api/portfolio/assets': self.assets, '/api/portfolio/positions': self.positions,
'/api/portfolio/order': self.orders, '/api/portfolio/deal': self.deals,
'/api/portfolio': {'assets': self.assets, 'positions': self.positions, 'orders': self.orders},
}.__getitem__
def test_models_exactly_match_api_keys_and_values(self):
for model, row in ((Assets, self.assets), (PositionItem, self.positions['600000.SH']),
(OrderItem, self.orders[0]), (DealItem, self.deals[0])):
self.assertEqual({field.name for field in fields(model)}, set(row))
self.assertEqual(asdict(model(**row)), row)
def test_all_endpoints(self):
self.assertEqual(asdict(self.client.assets()), self.assets)
codes, positions = self.client.positions()
self.assertEqual(codes, ['600000.SH'])
self.assertEqual(asdict(positions[0]), self.positions[codes[0]])
self.assertEqual(asdict(self.client.orders()[0]), self.orders[0])
self.assertEqual(asdict(self.client.deals()[0]), self.deals[0])
portfolio = self.client.portfolio()
self.assertEqual(asdict(portfolio.positions[codes[0]]), self.positions[codes[0]])
self.assertEqual(asdict(portfolio.orders[0]), self.orders[0])
def test_derived_properties_and_order_cache(self):
order = self.client.orders()[0]
self.assertEqual(order.side, 'BUY')
self.assertEqual(order.local_order_id, 'trend-BUY-1')
self.assertEqual(order.created_at, datetime(2026, 9, 7, 10))
order.order_status = 50
order.insert_date = '20000101'
client = Mock()
book = ActiveOrders()
book.refresh(client, [order])
client.cancel_by_id.assert_called_once_with('sys1')
self.assertTrue(book.busy('600000.SH', 'BUY'))
if __name__ == '__main__':
unittest.main()