kyugao
859938c4f1
- test-r009: 手动归属核心（建表/幂等/UPSERT 不覆盖归属/候选/持久化过滤） - test-r009-sync: TradeSync 同步集成 - test-r009-normalize: QMT code 归一化 - test-r009-api: API 层端点集成 - verify-real-r009: 真实数据只读验证 - verify-real-attribution: 归属写闭环（被插件锁时跳过）
87 lines
4.1 KiB
JavaScript
87 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/component/DataStore.js';
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import { TradeSync } from '../src/component/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);
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