137 lines
6.9 KiB
Python
137 lines
6.9 KiB
Python
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import tempfile
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import unittest
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from datetime import datetime
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from pathlib import Path
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from types import SimpleNamespace
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from unittest.mock import Mock, patch
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from config import AccountConfig
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from libs.grid_take_profit import GridState
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from libs.state import State
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from sdk import Assets, DealItem, PositionItem, Tick
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from strategy.zt import boot
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from strategy.zt.open import open_signal
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from strategy.zt.positions import manage_positions, t_rounds
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class ZTTradingTests(unittest.TestCase):
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def setUp(self):
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tmp = tempfile.TemporaryDirectory()
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self.addCleanup(tmp.cleanup)
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self.store = State(Path(tmp.name) / 'state.db')
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self.code = '600000.SH'
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self.cfg = AccountConfig(account_id='test', buy_value=2000, zt_sell_ratio=0.5)
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self.run = SimpleNamespace(account_cfg=self.cfg, orders=Mock(), client=Mock(),
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profit_tracker=Mock(), add_watch=Mock(), open_watch=Mock())
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self.run.orders.busy.return_value = False
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self.run.orders.new_order_id.side_effect = lambda kind: f'zt-{kind}-order'
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self.run.profit_tracker.observe.return_value.state = GridState.RETREAT
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self.run.add_watch.triggered.return_value = True
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self.run.open_watch.triggered.return_value = True
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self.position = PositionItem(stock_code=self.code, volume=200, can_use_volume=200, open_price=10)
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boot.sync_account_state(self.store, [self.position], [], initialize=True)
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def fill(self, kind, order, qty, price=10, date='2026-09-09'):
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return DealItem(stock_code=self.code, order_sys_id=order, remark=f'zt-{kind}-{order}|zt',
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offset_flag=24 if kind == 't-sell' else 23,
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volume=qty, price=price, trade_amount=qty * price,
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trade_date=date, trade_time='100000')
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def manage(self, price=11, available=10000, positions=None, force=False, today='2026-09-09'):
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return manage_positions(self.run, self.store, {self.code: Tick(last_price=price)},
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[self.position] if positions is None else positions,
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t_rounds(self.store), available, today, force)
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def test_sell_only_available_shares_and_no_loss_sell(self):
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self.position.can_use_volume = 0
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self.manage()
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self.run.orders.place.assert_not_called()
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self.position.can_use_volume = 100
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self.manage(price=9)
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self.run.orders.place.assert_not_called()
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self.manage()
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request = self.run.orders.place.call_args.args[1]
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self.assertEqual((request.op, request.volume), (24, 100))
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def test_full_sale_restart_and_force_buyback_without_price_or_market_gate(self):
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sell = self.fill('t-sell', 's1', 200, price=11)
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boot.sync_account_state(self.store, [], [sell])
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self.store = State(self.store.path)
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self.cfg.zt_max_price = 10
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self.run.add_watch.triggered.return_value = False
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remaining = self.manage(price=12, positions=[], force=True)
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request = self.run.orders.place.call_args.args[1]
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self.assertEqual((request.op, request.volume), (23, 200))
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self.assertAlmostEqual(remaining, 10000 - 12 * 200 * 1.01)
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def test_partial_fills_once_and_completed_round_blocks_same_day_sale(self):
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deals = [self.fill('t-sell', 's1', 40, 11), self.fill('t-sell', 's2', 60, 12)]
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self.position.volume = 100
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boot.sync_account_state(self.store, [self.position], deals + deals)
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item = t_rounds(self.store)[self.code]
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self.assertEqual(item['sold'], 100)
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self.assertEqual(item['amount'], 1160)
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self.manage(price=10)
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self.assertEqual(self.run.orders.place.call_args.args[1].volume, 100)
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deals.append(self.fill('t-buy', 'b1', 100))
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self.position.volume = 200
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boot.sync_account_state(self.store, [self.position], deals)
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self.run.orders.place.reset_mock()
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self.manage(price=11)
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self.run.orders.place.assert_not_called()
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self.manage(price=11, today='2026-09-10')
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self.assertEqual(self.run.orders.place.call_args.args[1].op, 24)
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def test_cross_day_debt_and_insufficient_cash(self):
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boot.sync_account_state(self.store, [], [self.fill('t-sell', 's1', 200, date='2026-09-08')])
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self.manage(positions=[], available=100, force=True)
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self.run.orders.place.assert_not_called()
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self.manage(positions=[], force=True)
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self.assertEqual(self.run.orders.place.call_args.args[1].volume, 200)
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def test_delayed_snapshot_does_not_delete_or_recreate_holdings(self):
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boot.sync_account_state(self.store, [], [])
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self.assertEqual(self.store.state[self.code]['base_qty'], 200)
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sell = self.fill('t-sell', 's1', 200)
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boot.sync_account_state(self.store, [self.position], [sell])
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self.assertNotIn(self.code, self.store.state)
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self.manage()
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self.run.orders.place.assert_not_called()
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def test_base_fills_stay_in_base_bucket(self):
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self.store.sync_state([])
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deals = [self.fill('base', 'b1', 100), self.fill('base', 'b2', 100, 12)]
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boot.sync_account_state(self.store, [self.position], deals)
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row = self.store.state[self.code]
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self.assertEqual((row['base_qty'], row['base_price'], row['added_qty']), (200, 11, 0))
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def test_run_once_queries_sold_out_code_and_never_opens_with_debt(self):
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sell = self.fill('t-sell', 's1', 200, 11)
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self.run.client.deals.return_value = [sell]
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self.run.client.portfolio.return_value = SimpleNamespace(assets=Assets(10000, 10000), positions={}, orders=[])
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self.run.client.full_tick.return_value = {self.code: Tick(last_price=12)}
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with patch.object(boot, 'datetime') as clock, patch.object(boot, 'collector_push'), \
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patch.object(boot, 'open_signal') as opened, patch.object(boot, 'market_allow_open') as market:
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clock.now.return_value = datetime(2026, 9, 9, 14, 50)
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boot.RunOnce(self.run, self.store, [])
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self.run.client.full_tick.assert_called_once_with([self.code])
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opened.assert_not_called()
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market.assert_not_called()
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self.assertEqual(self.run.orders.place.call_args.args[1].op, 23)
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def test_open_budget_includes_buffer_and_star_minimum(self):
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with patch('strategy.zt.open.datetime') as clock:
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clock.now.return_value = datetime(2026, 9, 9, 10)
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remaining = open_signal(self.run, {self.code: Tick(last_price=10)},
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[SimpleNamespace(code=self.code)], 2000)
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self.assertEqual(self.run.orders.place.call_args.args[1].volume, 100)
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self.assertEqual(remaining, 990)
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self.run.orders.place.reset_mock()
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open_signal(self.run, {'688001.SH': Tick(last_price=10)},
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[SimpleNamespace(code='688001.SH')], 2000)
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self.run.orders.place.assert_not_called()
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if __name__ == '__main__':
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unittest.main()
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