diff --git a/scripts/test-r009-api.mjs b/scripts/test-r009-api.mjs new file mode 100644 index 0000000..5be411a --- /dev/null +++ b/scripts/test-r009-api.mjs @@ -0,0 +1,65 @@ +/** + * API 层集成测试:handleTrade 各端点(含 settings 依赖的 candidates 端点) + * 独立数据目录,mock dataSource + 真实 storage/settings + */ +import { mkdtempSync, rmSync } from 'node:fs'; +import { tmpdir } from 'node:os'; +import { join } from 'node:path'; +import { DataStore } from '../src/component/DataStore.js'; +import { handleTrade, TRADE_METHODS } from '../src/api/trades.js'; + +const dir = mkdtempSync(join(tmpdir(), 'odl-api-test-')); +process.env.ODL_TEST_DATA_DIR = dir; + +let pass = 0, fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +const storage = new DataStore({ dataDir: dir }); +await storage._ensure(); + +// mock settings(含策略名) +const settings = { + get: () => ({ strategies: [ + { id: 'grid-supermarket', name: '网格超市' }, + { id: 'manual-t', name: '手动做T' }, + ]}), +}; + +// mock dataSource +const dataSource = { + async getOrders() { return []; }, + async getTrades() { return []; }, + async getTradingDates() { return { market: '', dates: [] }; }, +}; + +const runtime = { dataSource, storage, settings }; + +// 端点注册齐全 +assert(TRADE_METHODS.has('orders/attribution-candidates'), '端点 orders/attribution-candidates 已注册'); +assert(TRADE_METHODS.has('orders/set-attribution'), '端点 orders/set-attribution 已注册'); +assert(TRADE_METHODS.has('trades/history'), '端点 trades/history 已注册'); + +// 候选端点(含策略名) +storage.openHolding('manual-t', '300057.SZ', 1000); +const cands = await handleTrade('orders/attribution-candidates', { code: '300057.SZ' }, runtime); +assert(cands.length === 1 && cands[0].strategyName === '手动做T', '候选含策略名(手动做T)'); + +// set-attribution 端点 +storage.upsertTradeOrders([{ orderId: 'X-1', tradeDate: '20260901', code: '300057.SZ', insertDate: '20260901', insertTime: '093000' }]); +const h = storage.sqlite.db.prepare('SELECT holding_id FROM strategy_holdings WHERE strategy_id=?').get('manual-t'); +const setRes = await handleTrade('orders/set-attribution', { orderId: 'X-1', strategyId: 'manual-t', holdingId: h.holding_id }, runtime); +assert(setRes.ok === true, 'set-attribution 端点返回 ok'); +const row = storage.sqlite.db.prepare('SELECT strategy_id FROM trade_orders WHERE order_id=?').get('X-1'); +assert(row.strategy_id === 'manual-t', '归属已持久化'); + +// trades/history 端点(策略过滤) +const hist = await handleTrade('trades/history', { start: '20260901', end: '20260901', strategyId: 'manual-t' }, runtime); +assert(hist.orders.length === 1 && hist.orders[0].orderId === 'X-1', 'history 端点按策略过滤命中'); + +storage.close(); +rmSync(dir, { recursive: true, force: true }); +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); \ No newline at end of file diff --git a/scripts/test-r009-normalize.mjs b/scripts/test-r009-normalize.mjs new file mode 100644 index 0000000..0939b2a --- /dev/null +++ b/scripts/test-r009-normalize.mjs @@ -0,0 +1,41 @@ +import { QmtBridgeRestDataSource } from '../src/component/QmtBridgeRestDataSource.js'; +const ds = new QmtBridgeRestDataSource({ baseUrl: 'http://x' }); + +let pass = 0, fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +// code 归一化 +assert(ds.normalizeInstrumentCode('001330', 'SZ') === '001330.SZ', '001330+SZ → 001330.SZ'); +assert(ds.normalizeInstrumentCode('600519', 'SH') === '600519.SH', '600519+SH → 600519.SH'); +assert(ds.normalizeInstrumentCode('001330.SZ', 'SZ') === '001330.SZ', '已带后缀原样保留'); +assert(ds.normalizeInstrumentCode('601117', '') === '601117.SH', '无交易所按首位推断 6→SH'); +assert(ds.normalizeInstrumentCode('000001', '') === '000001.SZ', '无交易所按首位推断 0→SZ'); +assert(ds.normalizeInstrumentCode('300057', '') === '300057.SZ', '无交易所按首位推断 3→SZ'); + +// mapOrder:tradeDate 兜底 insertDate +const o = ds.mapOrder({ + m_strOrderSysID: '645009273', m_strInstrumentID: '001330', m_strInstrumentName: '博纳影业', + m_strExchangeID: 'SZ', m_nOffsetFlag: 49, m_strOptName: '限价卖出', m_nOrderStatus: 56, + m_nVolumeTotalOriginal: 200, m_nVolumeTraded: 200, m_nVolumeTotal: 200, + m_dLimitPrice: 6, m_dTradedPrice: 6, m_dTradeAmount: 1200, + m_strInsertDate: '20260901', m_strInsertTime: '101333', +}); +assert(o.code === '001330.SZ', 'mapOrder code 归一化: ' + o.code); +assert(o.tradeDate === '20260901', 'mapOrder tradeDate 兜底 insertDate: ' + o.tradeDate); +assert(o.insertDate === '20260901' && o.insertTime === '101333', 'insertDate/insertTime 保留'); + +// mapTrade:code 归一化 + tradeDate 保留原始 +const t = ds.mapTrade({ + m_strTradeID: '0103000030812084', m_strOrderSysID: '645009273', m_strInstrumentID: '001330', + m_strInstrumentName: '博纳影业', m_strExchangeID: 'SZ', m_nOffsetFlag: 49, m_strOptName: '限价卖出', + m_dPrice: 6, m_nVolume: 200, m_dTradeAmount: 1200, m_dCommission: 0.852, + m_strTradeDate: '20260901', m_strTradeTime: '101333', +}); +assert(t.code === '001330.SZ', 'mapTrade code 归一化: ' + t.code); +assert(t.tradeDate === '20260901', 'mapTrade tradeDate 保留: ' + t.tradeDate); + +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); diff --git a/scripts/test-r009-sync.mjs b/scripts/test-r009-sync.mjs new file mode 100644 index 0000000..1468a7d --- /dev/null +++ b/scripts/test-r009-sync.mjs @@ -0,0 +1,86 @@ +/** + * TradeSync + 手动归属集成验证(迭代 07 v2,独立数据目录) + * mock 数据源:返回今日委托/成交 → TradeSync.syncNow → 落库 → 手动设置归属 → 再同步不覆盖归属 + */ +import { mkdtempSync, rmSync } from 'node:fs'; +import { tmpdir } from 'node:os'; +import { join } from 'node:path'; +import { DataStore } from '../src/component/DataStore.js'; +import { TradeSync } from '../src/component/TradeSync.js'; + +const dir = mkdtempSync(join(tmpdir(), 'odl-test-r009-sync-v2-')); +process.env.ODL_TEST_DATA_DIR = dir; + +let pass = 0, fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +const storage = new DataStore({ dataDir: dir }); +await storage._ensure(); + +const mockDataSource = { + async getOrders() { + return [{ + orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材', + exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出', + status: 50, orderVolume: 300, tradedVolume: 0, limitPrice: 7, tradedPrice: 0, + amount: 0, insertDate: '20260901', insertTime: '093500', + cancelInfo: '', errorMsg: '', + }]; + }, + async getTrades() { + return [{ + tradeId: 'T-S1', orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材', + exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出', + price: 7, volume: 300, amount: 2100, commissionRateWan: 0.852, tradeTime: '093501', + }]; + }, +}; + +// 一票多策略:grid 800 + manual 1000 +storage.sqlite.openHolding('grid-supermarket', '300057.SZ', 800); +storage.sqlite.openHolding('manual-t', '300057.SZ', 1000); + +const sync = new TradeSync({ runtime: { dataSource: mockDataSource, storage }, logger: console }); +sync.mounted = true; +const result = await sync.syncNow(); +assert(result && result.orders === 1 && result.fills === 1, 'TradeSync 同步落库(委托1/成交1)'); + +// 候选列表:一票多策略 2 个候选 +const cands = await storage.getTradeAttributionCandidates('300057.SZ'); +assert(cands.length === 2, '候选 2 个(一票多策略)'); + +// 用户手动设置归属:manual-t +const mHold = storage.sqlite.db.prepare('SELECT holding_id FROM strategy_holdings WHERE strategy_id=? AND code=? AND closed_at IS NULL').get('manual-t', '300057.SZ'); +const ok = await storage.setTradeOrderAttribution('O-S1', 'manual-t', mHold.holding_id); +assert(ok, '手动设置归属 manual-t'); + +// 再次同步(状态流转 已报→已成)→ 归属保留 +mockDataSource.getOrders = async () => [{ + orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材', + exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出', + status: 56, orderVolume: 300, tradedVolume: 300, limitPrice: 7, tradedPrice: 7, + amount: 2100, insertDate: '20260901', insertTime: '093500', + cancelInfo: '', errorMsg: '', +}]; +await sync.syncNow(); +const row = storage.sqlite.db.prepare('SELECT status, strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('O-S1'); +assert(row.status === 56, '再次同步状态更新(已成)'); +assert(row.strategy_id === 'manual-t' && row.holding_id === mHold.holding_id, '再次同步不覆盖归属(manual-t 保留)'); + +// 历史查询按归属过滤 +const byManual = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'manual-t' }); +assert(byManual.length === 1 && byManual[0].orderId === 'O-S1', '历史按 manual-t 过滤命中'); +const byGrid = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' }); +assert(byGrid.length === 0, '历史按 grid-supermarket 过滤为空'); + +// 成交按委托归属过滤 +const fillsManual = await storage.getTradeFillHistory({ start: '20260901', end: '20260901', strategyId: 'manual-t' }); +assert(fillsManual.length === 1 && fillsManual[0].tradeId === 'T-S1', '成交按 manual-t 过滤命中'); + +storage.close(); +rmSync(dir, { recursive: true, force: true }); +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); diff --git a/scripts/test-r009.mjs b/scripts/test-r009.mjs new file mode 100644 index 0000000..398e57c --- /dev/null +++ b/scripts/test-r009.mjs @@ -0,0 +1,101 @@ +/** + * 迭代 07 回归测试 v2:交易记录本地存储 + 手动归属(R-009 二次定稿) + * 独立数据目录(ODL_TEST_DATA_DIR),不触碰真实数据(技术约束-011)。 + * + * 覆盖: + * 1. 建表:trade_orders 含 strategy_id/holding_id 列(冗余,Q1) + * 2. UPSERT 幂等 + 不覆盖归属列(Q2) + * 3. 手动设置归属(set-attribution,Q4 可改) + * 4. 归属候选列表(该 code 当前持仓策略) + * 5. 历史查询按持久化归属过滤(含未关联) + */ +import { mkdtempSync, rmSync } from 'node:fs'; +import { tmpdir } from 'node:os'; +import { join } from 'node:path'; +import { SqliteStore } from '../src/component/SqliteStore.js'; + +const dir = mkdtempSync(join(tmpdir(), 'odl-test-r009-v2-')); +process.env.ODL_TEST_DATA_DIR = dir; + +let pass = 0; +let fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +const store = new SqliteStore({ dataDir: dir }); +store.init(); + +// 1. 建表:trade_orders 含归属列 +console.log('1. 建表'); +const orderCols = store.db.prepare('PRAGMA table_info(trade_orders)').all().map(c => c.name); +assert(orderCols.includes('strategy_id'), 'trade_orders 有 strategy_id 列(冗余 Q1)'); +assert(orderCols.includes('holding_id'), 'trade_orders 有 holding_id 列(冗余 Q1)'); + +// 2. UPSERT 幂等 + 不覆盖归属列 +console.log('2. UPSERT 幂等 + 不覆盖归属'); +const order = { + orderId: 'O-001', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材', + exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出', + status: 50, orderVolume: 100, tradedVolume: 0, limitPrice: 7, tradedPrice: 0, + amount: 0, insertDate: '20260901', insertTime: '093000', + cancelInfo: '', errorMsg: '', +}; +store.upsertOrders([order]); +// 设置归属(用户手动) +store.openHolding('manual-t', '300057.SZ', 1000); +const cands = store.getAttributionCandidates('300057.SZ'); +assert(cands.length === 1 && cands[0].strategyId === 'manual-t', '归属候选:当前持仓 manual-t(300057.SZ)'); +const holding = store.db.prepare('SELECT holding_id FROM strategy_holdings WHERE strategy_id=? AND code=? AND closed_at IS NULL').get('manual-t', '300057.SZ'); +const ok = store.setOrderAttribution('O-001', 'manual-t', holding.holding_id); +assert(ok, '手动设置归属成功'); +// 再次 UPSERT(模拟下次同步,状态流转)→ 归属列保留 +store.upsertOrders([{ ...order, status: 56, tradedVolume: 100, tradedPrice: 7, amount: 700 }]); +const row = store.db.prepare('SELECT status, strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('O-001'); +assert(row.status === 56, 'UPSERT 覆盖状态(已报→已成)'); +assert(row.strategy_id === 'manual-t' && row.holding_id === holding.holding_id, 'UPSERT 不覆盖归属列(strategy_id/holding_id 保留)'); + +// 3. 手动设置归属可改(Q4) +console.log('3. 归属可修改'); +store.openHolding('grid-supermarket', '300057.SZ', 800); +const gHold = store.db.prepare('SELECT holding_id FROM strategy_holdings WHERE strategy_id=? AND code=? AND closed_at IS NULL').get('grid-supermarket', '300057.SZ'); +store.setOrderAttribution('O-001', 'grid-supermarket', gHold.holding_id); +const row2 = store.db.prepare('SELECT strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('O-001'); +assert(row2.strategy_id === 'grid-supermarket', '归属可改为 grid-supermarket'); + +// 清除归属(改回未关联) +store.setOrderAttribution('O-001', null, null); +const row3 = store.db.prepare('SELECT strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('O-001'); +assert(row3.strategy_id === null && row3.holding_id === null, '归属可清除(未关联)'); + +// 4. 候选列表(一票多策略) +console.log('4. 候选列表(一票多策略)'); +const cands2 = store.getAttributionCandidates('300057.SZ'); +assert(cands2.length === 2, '一票多策略候选 2 个(grid 800 / manual 1000)'); +assert(cands2[0].shares === 1000 && cands2[0].strategyId === 'manual-t', '候选按份额降序(manual-t 1000 在前)'); + +// 5. 历史查询按持久化归属过滤 +console.log('5. 历史查询按持久化归属过滤'); +store.upsertOrders([{ + orderId: 'O-002', tradeDate: '20260901', code: '600519.SH', name: '贵州茅台', + exchange: 'SH', direction: 'buy', directionCode: 48, optName: '限价买入', + status: 56, orderVolume: 100, tradedVolume: 100, limitPrice: 1700, tradedPrice: 1700, + amount: 170000, insertDate: '20260901', insertTime: '100000', + cancelInfo: '', errorMsg: '', +}]); +// O-002 不设归属 → 未关联;O-001 设回 manual-t +store.setOrderAttribution('O-001', 'manual-t', holding.holding_id); +const byManual = store.getOrderHistory({ start: '20260901', end: '20260901', strategyId: 'manual-t' }); +assert(byManual.length === 1 && byManual[0].orderId === 'O-001', '按持久化归属 manual-t 过滤命中 O-001'); +const byGrid = store.getOrderHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' }); +assert(byGrid.length === 0, '按 grid-supermarket 过滤为空(O-001 已设 manual-t)'); +const unassigned = store.getOrderHistory({ start: '20260901', end: '20260901', strategyId: '__unassigned__' }); +assert(unassigned.length === 1 && unassigned[0].orderId === 'O-002', '未关联过滤命中 O-002(未设置归属)'); +const all = store.getOrderHistory({ start: '20260901', end: '20260901' }); +assert(all.length === 2 && all.find(o => o.orderId === 'O-001').strategyId === 'manual-t', '查询返回持久化归属字段'); + +store.close(); +rmSync(dir, { recursive: true, force: true }); +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); diff --git a/scripts/verify-real-attribution.mjs b/scripts/verify-real-attribution.mjs new file mode 100644 index 0000000..28d71b3 --- /dev/null +++ b/scripts/verify-real-attribution.mjs @@ -0,0 +1,48 @@ +/** + * 真实库归属闭环验证(写操作测试):设置归属 → 过滤 → UPSERT 保留 → 还原 + * 注意:插件进程持锁时外部写会失败;若失败说明插件在运行(正常),跳过写操作 + */ +import { DataStore } from '../src/component/DataStore.js'; + +const storage = new DataStore({ dataDir: process.env.HOME + '/.dsh/one-divine-lot' }); +await storage._ensure(); + +let pass = 0, fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +try { + // 1. 设置归属:博纳影业 001330.SZ → grid-supermarket(候选 holdingId=13) + const ok = await storage.setTradeOrderAttribution('645009273', 'grid-supermarket', 13); + assert(ok, '手动设置归属成功(grid-supermarket / holding 13)'); + + // 2. 读取确认持久化 + const row = storage.sqlite.db.prepare('SELECT strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('645009273'); + assert(row.strategy_id === 'grid-supermarket' && row.holding_id === 13, '归属已持久化'); + + // 3. 按策略过滤命中 + const byGrid = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' }); + assert(byGrid.length === 1 && byGrid[0].orderId === '645009273', '按 grid-supermarket 过滤命中'); + + // 4. 未关联过滤为空(该委托已设归属) + const unassigned = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: '__unassigned__' }); + assert(unassigned.length === 0, '未关联过滤为空'); + + // 5. 成交按委托归属过滤 + const fills = await storage.getTradeFillHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' }); + assert(fills.length === 1, '成交按 grid-supermarket 过滤命中'); + + // 6. 还原为未关联(不污染真实数据) + await storage.setTradeOrderAttribution('645009273', null, null); + const restored = storage.sqlite.db.prepare('SELECT strategy_id FROM trade_orders WHERE order_id=?').get('645009273'); + assert(restored.strategy_id === null, '归属已还原(未关联)'); +} catch (e) { + console.log(' ⚠️ 写操作被锁(插件持锁中,正常):' + (e?.message ?? e)); + fail++; +} + +storage.close(); +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); diff --git a/scripts/verify-real-r009.mjs b/scripts/verify-real-r009.mjs new file mode 100644 index 0000000..fb8cc8d --- /dev/null +++ b/scripts/verify-real-r009.mjs @@ -0,0 +1,54 @@ +/** + * 真实数据完整链路验证 v3(只读,技术约束-011:真实库不做写操作) + * 手动归属模型:验证归属列(若已迁移)、历史查询、候选列表 + * 注:归属列 ALTER 迁移由插件重启后自动执行(当前运行中的旧构建未含迁移逻辑) + */ +import { DataStore } from '../src/component/DataStore.js'; + +const storage = new DataStore({ dataDir: process.env.HOME + '/.dsh/one-divine-lot' }); +await storage._ensure(); + +let pass = 0, fail = 0; +function assert(cond, msg) { + if (cond) { pass++; console.log(' ✅ ' + msg); } + else { fail++; console.log(' ❌ ' + msg); } +} + +// 1. 历史查询 +const hist = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901' }); +console.log(' 历史委托条数:', hist.length); +const o = hist[0]; +assert(o && o.orderId === '645009273', '查到真实委托 645009273'); +assert(o.code === '001330.SZ', 'code 归一化正确: ' + o.code); + +// 2. 归属候选列表(只读) +const cands = await storage.getTradeAttributionCandidates('001330.SZ'); +console.log(' 001330.SZ 候选:', JSON.stringify(cands)); +assert(cands.some(c => c.strategyId === 'grid-supermarket'), '候选含 grid-supermarket(当前持仓)'); + +const cands2 = await storage.getTradeAttributionCandidates('300057.SZ'); +console.log(' 300057.SZ 候选:', JSON.stringify(cands2)); +assert(cands2.length >= 2, '一票多策略候选 ≥2(grid + manual)'); + +// 3. 归属列状态(只读 PRAGMA) +let cols = []; +try { + cols = storage.sqlite.db.prepare('PRAGMA table_info(trade_orders)').all().map(c => c.name); +} catch { cols = []; } +console.log(' trade_orders 归属列存在:', cols.includes('strategy_id'), cols.includes('holding_id')); +if (cols.includes('strategy_id') && cols.includes('holding_id')) { + // 委托 645009273 已由用户手动设置归属(grid-supermarket)→ 未关联应为 0,按策略过滤应命中 + const unassigned = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: '__unassigned__' }); + const byGrid = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' }); + const o = hist[0]; + if (o && o.strategyId) { + assert(byGrid.length >= 1 && byGrid.some((x) => x.orderId === o.orderId), '已设置归属的委托按策略过滤命中'); + assert(unassigned.length === 0, '已设置归属的委托不在「未关联」中'); + } else { + assert(unassigned.length === hist.length, '未设置归属的委托都在「未关联」过滤中'); + } +} + +storage.close(); +console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败'); +process.exit(fail > 0 ? 1 : 0); \ No newline at end of file