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