quant/big-qmt
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix bug

Browse Source
This commit is contained in:
yanweidong
2026-09-11 10:44:34 +08:00
parent 4e693d773a
commit 6e554e1565
10 changed files with 140 additions and 36 deletions
Download Patch File Download Diff File Expand all files Collapse all files

47
py-client/tests/test_state_archiving.py
View File

@@ -52,6 +52,20 @@ class ArchivingTests(unittest.TestCase):
self.assertAlmostEqual(row['added_price'], 1620 / 150)
self.assertEqual(row['added_order_local_id'], 'late')
def test_no_argument_archiving_recognizes_base_and_added_orders(self):
self.insert_deal('zt-base-first', 100, 1000, '10:00:00', flag=23)
self.insert_deal('zt-base-second', 100, 1200, '10:01:00', flag=48)
self.insert_deal('zt-t-buy-first', 100, 900, '10:02:00', flag=23)
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['base_price']), (200, 11))
self.assertEqual((row['added_qty'], row['added_price']), (100, 9))
self.assertEqual(row['base_order_local_id'], 'zt-base-second')
self.assertTrue(all(deal['is_arch'] == 1 for deal in self.book.deals.values()))
saved = dict(row)
self.assertIsNone(self.book.archiving())
self.assertEqual(self.book.state['600000.SH'], saved)
def test_sell_added_then_clear_base(self):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.insert_deal('buy1', 40, 400, '09:59:00')
@@ -88,8 +102,9 @@ class ArchivingTests(unittest.TestCase):
def test_excess_sell_rolls_back(self):
self.insert_deal('buy', 50, 500, '10:00:00')
self.insert_deal('sell', 100, 1200, '10:01:00', flag=49)
errors = self.book.archiving()
self.assertIn('600000.SH', errors)
with self.assertLogs(level='WARNING') as logs:
self.assertIsNone(self.book.archiving())
self.assertIn('600000.SH', '\n'.join(logs.output))
restarted = State(self.book.path)
self.assertEqual(restarted.state, {})
self.assertTrue(all(deal['is_arch'] == 0 for deal in restarted.deals.values()))
@@ -98,7 +113,7 @@ class ArchivingTests(unittest.TestCase):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.insert_deal('buy', 100, 1000, '10:00:00', flag=23)
self.insert_deal('sell', 50, 600, '10:01:00', flag=24)
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty']), (100, 50))
self.assertEqual(self.book.deals['buy']['offset_flag'], 23)
@@ -113,8 +128,9 @@ class ArchivingTests(unittest.TestCase):
db.execute("""CREATE TRIGGER fail_archive BEFORE UPDATE OF is_arch ON deals
WHEN OLD.order_sys_id = 'second'
BEGIN SELECT RAISE(ABORT, 'test failure'); END""")
errors = self.book.archiving()
self.assertIn('600001.SH', errors)
with self.assertLogs(level='WARNING') as logs:
self.assertIsNone(self.book.archiving())
self.assertIn('600001.SH', '\n'.join(logs.output))
restarted = State(self.book.path)
self.assertEqual(set(restarted.state), {'600000.SH'})
self.assertEqual(restarted.state, self.book.state)
@@ -134,17 +150,17 @@ class ArchivingTests(unittest.TestCase):
offset_flag=48, volume=100, price=8, trade_amount=800,
trade_date='20260908', trade_time='100000',
)])
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty']), (100, 100))
self.assertEqual(self.book.deals['first']['is_arch'], 1)
restarted = State(self.book.path)
self.assertEqual(restarted.archiving(), {})
self.assertIsNone(restarted.archiving())
self.assertEqual(restarted.state, self.book.state)
self.insert_deal('new_buy', 100, 1000, '10:01:00')
with closing(self.book._connect()) as db, db:
db.execute("UPDATE state SET status = 'CUSTOM' WHERE stock_code = '600000.SH'")
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual((row['base_qty'], row['added_qty'], row['status']), (100, 200, 'CUSTOM'))
@@ -153,8 +169,7 @@ class ArchivingTests(unittest.TestCase):
with closing(self.book._connect()) as db, db:
db.execute('UPDATE deals SET is_arch = 1')
self.insert_deal('new', 50, 500, '10:01:00')
errors = self.book.archiving()
self.assertEqual(errors, {})
self.assertIsNone(self.book.archiving())
self.assertEqual(self.book.state['600000.SH']['added_qty'], 50)
self.assertEqual(self.book.deals['old']['is_arch'], 1)
self.assertEqual(self.book.deals['new']['is_arch'], 1)
@@ -166,7 +181,7 @@ class ArchivingTests(unittest.TestCase):
self.assertEqual(self.book.state, {})
self.book = State(self.book.path)
self.insert_deal('late', 100, 2000, '100100')
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
row = self.book.state['600000.SH']
self.assertEqual(row['added_qty'], 100)
self.assertEqual(row['added_price'], 20)
@@ -174,21 +189,23 @@ class ArchivingTests(unittest.TestCase):
def test_archive_sell_before_syncing_empty_positions(self):
self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)])
self.insert_deal('sell', 100, 1000, '10:01:00', flag=49)
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
self.book.sync_state([])
self.book = State(self.book.path)
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
self.assertEqual(self.book.state, {})
self.assertEqual(self.book.deals['sell']['is_arch'], 1)
def test_bad_stock_does_not_block_good_stock_and_can_retry(self):
self.insert_deal('bad_sell', 100, 1500, '10:02:00', flag=49)
self.insert_deal('good_buy', 100, 1000, '10:00:00', code='600001.SH')
self.assertIn('600000.SH', self.book.archiving())
with self.assertLogs(level='WARNING') as logs:
self.assertIsNone(self.book.archiving())
self.assertIn('600000.SH', '\n'.join(logs.output))
self.assertEqual(self.book.deals['good_buy']['is_arch'], 1)
self.assertEqual(self.book.deals['bad_sell']['is_arch'], 0)
self.insert_deal('late_buy', 100, 1000, '10:01:00')
self.assertEqual(self.book.archiving(), {})
self.assertIsNone(self.book.archiving())
self.assertEqual(self.book.deals['bad_sell']['is_arch'], 1)
self.assertNotIn('600000.SH', self.book.state)