import sqlite3 import tempfile import unittest from contextlib import closing from pathlib import Path from libs.state import State from sdk import DealItem, PositionItem class ArchivingTests(unittest.TestCase): def setUp(self): tmp = tempfile.TemporaryDirectory() self.addCleanup(tmp.cleanup) self.book = State(Path(tmp.name) / 'state.db') def insert_deal(self, order, qty, amount, time, code='600000.SH', flag=48): with closing(self.book._connect()) as db, db: db.execute( 'INSERT INTO deals (stock_code, order_sys_id, order_local_id, offset_flag, ' 'price, volume, trade_amount, trade_date, trade_time) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)', (code, order, order, flag, amount / qty, qty, amount, '2026-09-08', time), ) def test_accumulates_once_and_preserves_base(self): self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)]) original = dict(self.book.state['600000.SH']) self.insert_deal('first', 40, 400, '10:00:00') self.insert_deal('second', 60, 720, '10:01:00') self.book.archiving() row = self.book.state['600000.SH'] self.assertEqual(row['added_qty'], 100) self.assertAlmostEqual(row['added_price'], 11.2) self.assertEqual(row['added_order_local_id'], 'second') self.assertEqual(row['added_created_at'], '2026-09-08 10:01:00') for key in original: if not key.startswith('added_'): self.assertEqual(row[key], original[key]) self.assertTrue(all(deal['is_arch'] == 1 for deal in self.book.deals.values())) restarted = State(self.book.path) restarted.archiving() self.assertEqual(restarted.state, self.book.state) self.insert_deal('late', 50, 500, '09:59:00') self.book.archiving() row = self.book.state['600000.SH'] self.assertEqual(row['added_qty'], 150) self.assertAlmostEqual(row['added_price'], 1620 / 150) self.assertEqual(row['added_order_local_id'], 'second') 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') self.insert_deal('buy', 60, 600, '10:00:00') self.insert_deal('partial', 40, 480, '10:01:00', flag=49) self.book.archiving() row = self.book.state['600000.SH'] self.assertEqual((row['base_qty'], row['base_price'], row['added_qty'], row['added_price']), (100, 8, 60, 10)) self.insert_deal('sell_added', 60, 720, '10:02:00', flag=49) self.book.archiving() row = self.book.state['600000.SH'] self.assertEqual((row['base_qty'], row['added_qty'], row['added_price']), (100, 0, 0)) self.assertEqual((row['added_order_local_id'], row['added_created_at']), ('', '')) self.insert_deal('sell_base', 100, 1200, '10:03:00', flag=49) self.book.archiving() self.assertEqual(self.book.state, {}) self.book.archiving() self.assertEqual(State(self.book.path).state, {}) self.assertTrue(all(deal['is_arch'] == 1 for deal in self.book.deals.values())) def test_sell_crosses_into_base_then_liquidates(self): self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)]) self.insert_deal('buy', 50, 500, '10:00:00') self.insert_deal('sell', 80, 960, '10:01:00', flag=49) self.book.archiving() row = self.book.state['600000.SH'] self.assertEqual((row['base_qty'], row['base_price'], row['added_qty']), (70, 8, 0)) self.insert_deal('buy_again', 30, 300, '10:02:00') self.insert_deal('sell_all', 100, 1200, '10:03:00', flag=49) self.book.archiving() self.assertEqual(self.book.state, {}) def test_excess_sell_rolls_back_and_other_directions_are_skipped(self): self.insert_deal('other', 100, 1000, '09:59:00', flag=23) self.book.archiving() self.assertEqual(self.book.state, {}) self.assertEqual(self.book.deals['other']['is_arch'], 0) 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) restarted = State(self.book.path) self.assertEqual(restarted.state, {}) self.assertTrue(all(deal['is_arch'] == 0 for deal in restarted.deals.values())) def test_new_state_and_failed_mark_roll_back_together(self): self.insert_deal('first', 100, 1000, '10:00:00') self.insert_deal('second', 100, 1200, '10:01:00', code='600001.SH') self.book.load() with closing(self.book._connect()) as db: 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) restarted = State(self.book.path) self.assertEqual(set(restarted.state), {'600000.SH'}) self.assertEqual(restarted.state, self.book.state) self.assertEqual(restarted.deals['first']['is_arch'], 1) self.assertEqual(restarted.deals['second']['is_arch'], 0) with closing(self.book._connect()) as db: db.execute('DROP TRIGGER fail_archive') self.book.archiving() self.assertEqual(len(self.book.state), 2) self.assertEqual(self.book.state['600000.SH']['base_qty'], 0) self.assertEqual(self.book.state['600000.SH']['added_qty'], 100) def test_snapshot_matching_buy_is_not_added(self): self.book.sync_state([PositionItem(stock_code='600000.SH', volume=100, open_price=8)]) self.book.sync_deals([DealItem( stock_code='600000.SH', order_sys_id='first', remark='base1|test', offset_flag=48, volume=100, price=8, trade_amount=800, trade_date='20260908', trade_time='100000', )]) self.assertEqual(self.book.archiving(), {}) row = self.book.state['600000.SH'] self.assertEqual((row['base_qty'], row['added_qty']), (100, 0)) self.assertEqual(self.book.deals['first']['is_arch'], 1) restarted = State(self.book.path) self.assertEqual(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(), {}) row = self.book.state['600000.SH'] self.assertEqual((row['base_qty'], row['added_qty'], row['status']), (100, 100, 'CUSTOM')) def test_old_archived_history_without_baseline_is_not_reapplied(self): self.insert_deal('old', 100, 1000, '10:00:00') 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.assertIn('baseline', errors['600000.SH']) self.assertEqual(self.book.deals['old']['is_arch'], 1) self.assertEqual(self.book.deals['new']['is_arch'], 0) def test_late_buy_replays_after_liquidation_and_restart(self): self.insert_deal('buy', 100, 1000, '10:00:00') self.insert_deal('sell', 100, 1500, '10:02:00', flag=49) self.book.archiving() self.assertEqual(self.book.state, {}) self.book = State(self.book.path) self.insert_deal('late', 100, 2000, '100100') self.assertEqual(self.book.archiving(), {}) row = self.book.state['600000.SH'] self.assertEqual(row['added_qty'], 100) self.assertEqual(row['added_price'], 15) def test_snapshot_deletion_before_sell_archiving(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.book.sync_state([]) self.book = State(self.book.path) self.assertEqual(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()) 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.assertEqual(self.book.deals['bad_sell']['is_arch'], 1) self.assertNotIn('600000.SH', self.book.state) if __name__ == '__main__': unittest.main()