kyugao
a4902bb730
需求与文档: - R-013 策略自定义字段配置（定义随策略 configSchema 存 settings、值落 strategy_holdings.values JSON、类型化文本/数字/布尔/枚举）定稿并进入 PLAN-012 / 迭代 11（含目标数据模型 + 端到端示例 + 技术方案 + 验收标准） - R-011（Tab设置）/ R-012（UI主题适配）归档至 已完成/，索引标记已归档 - 沉淀约束: 产品约束-010 / 技术约束-015 / 技术约束-016 / UI约束-005 结构重构（技术约束-016）: - src/component/ 平铺还原为语义分域目录: data-source/ storage/ position/ market/ trades/（git rename 保留历史） - 清理死代码: 删除 AllocationStorage.js（0 引用）、DataStore setDataset/removeDataset（无调用方） - 同步更新 src/index.js / scripts/*.mjs / tsdown.config.ts 引用 - typecheck + build + test-r009 回归 14/14 通过
86 lines
4.1 KiB
JavaScript
86 lines
4.1 KiB
JavaScript
/**
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* TradeSync + 手动归属集成验证（迭代 07 v2，独立数据目录）
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* 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
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*/
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import { mkdtempSync, rmSync } from 'node:fs';
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import { tmpdir } from 'node:os';
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import { join } from 'node:path';
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import { DataStore } from '../src/storage/DataStore.js';
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import { TradeSync } from '../src/trades/TradeSync.js';
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const dir = mkdtempSync(join(tmpdir(), 'odl-test-r009-sync-v2-'));
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process.env.ODL_TEST_DATA_DIR = dir;
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let pass = 0, fail = 0;
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function assert(cond, msg) {
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if (cond) { pass++; console.log(' ✅ ' + msg); }
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else { fail++; console.log(' ❌ ' + msg); }
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}
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const storage = new DataStore({ dataDir: dir });
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await storage._ensure();
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const mockDataSource = {
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async getOrders() {
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return [{
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orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材',
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exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出',
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status: 50, orderVolume: 300, tradedVolume: 0, limitPrice: 7, tradedPrice: 0,
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amount: 0, insertDate: '20260901', insertTime: '093500',
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cancelInfo: '', errorMsg: '',
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}];
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},
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async getTrades() {
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return [{
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tradeId: 'T-S1', orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材',
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exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出',
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price: 7, volume: 300, amount: 2100, commissionRateWan: 0.852, tradeTime: '093501',
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}];
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},
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};
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// 一票多策略：grid 800 + manual 1000
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storage.sqlite.openHolding('grid-supermarket', '300057.SZ', 800);
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storage.sqlite.openHolding('manual-t', '300057.SZ', 1000);
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const sync = new TradeSync({ runtime: { dataSource: mockDataSource, storage }, logger: console });
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sync.mounted = true;
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const result = await sync.syncNow();
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assert(result && result.orders === 1 && result.fills === 1, 'TradeSync 同步落库（委托1/成交1）');
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// 候选列表：一票多策略 2 个候选
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const cands = await storage.getTradeAttributionCandidates('300057.SZ');
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assert(cands.length === 2, '候选 2 个（一票多策略）');
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// 用户手动设置归属：manual-t
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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');
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const ok = await storage.setTradeOrderAttribution('O-S1', 'manual-t', mHold.holding_id);
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assert(ok, '手动设置归属 manual-t');
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// 再次同步（状态流转 已报→已成）→ 归属保留
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mockDataSource.getOrders = async () => [{
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orderId: 'O-S1', tradeDate: '20260901', code: '300057.SZ', name: '万顺新材',
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exchange: 'SZ', direction: 'sell', directionCode: 49, optName: '限价卖出',
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status: 56, orderVolume: 300, tradedVolume: 300, limitPrice: 7, tradedPrice: 7,
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amount: 2100, insertDate: '20260901', insertTime: '093500',
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cancelInfo: '', errorMsg: '',
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}];
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await sync.syncNow();
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const row = storage.sqlite.db.prepare('SELECT status, strategy_id, holding_id FROM trade_orders WHERE order_id=?').get('O-S1');
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assert(row.status === 56, '再次同步状态更新（已成）');
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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）');
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// 历史查询按归属过滤
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const byManual = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'manual-t' });
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assert(byManual.length === 1 && byManual[0].orderId === 'O-S1', '历史按 manual-t 过滤命中');
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const byGrid = await storage.getTradeOrderHistory({ start: '20260901', end: '20260901', strategyId: 'grid-supermarket' });
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assert(byGrid.length === 0, '历史按 grid-supermarket 过滤为空');
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// 成交按委托归属过滤
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const fillsManual = await storage.getTradeFillHistory({ start: '20260901', end: '20260901', strategyId: 'manual-t' });
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assert(fillsManual.length === 1 && fillsManual[0].tradeId === 'T-S1', '成交按 manual-t 过滤命中');
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storage.close();
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rmSync(dir, { recursive: true, force: true });
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console.log('\n结果: ' + pass + ' 通过, ' + fail + ' 失败');
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process.exit(fail > 0 ? 1 : 0); |