/** * 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/storage/DataStore.js'; import { TradeSync } from '../src/trades/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);