chore: init qmt_bridge repo (HTTP+WS bridge, MCP endpoint, docs, references)
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# coding: utf-8
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"""Systematically test all RPC APIs and MiniQMT alias mapping (end-to-end validation).
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For each method: call it with sensible params, report ok/error, and VALIDATE the
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result is actually correct (not just "call succeeded"). Catches silent failures
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like:
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- get_positions returns {} when the account HAS positions
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- submit_order returns SUBMITTED but the order never entered the system
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- query_orders returns [] because strategy_name didn't match
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- client transport (redis) doesn't match server (zmq) → timeout
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Config is read from bigqmt_signal_trader_local_config (gitignored) or env vars;
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no credentials are hard-coded here. Run from a dir where that config module
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resolves, e.g.:
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PYTHONPATH="src;D:\\国金证券QMT交易端\\python" python test_all_apis.py
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or set BIGQMT_ACCOUNT_ID / BIGQMT_REDIS_HOST / BIGQMT_REDIS_PORT /
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BIGQMT_REDIS_DB / BIGQMT_REDIS_PASSWORD env vars.
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"""
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import os
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import sys
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import time
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# Add src to path so bigqmt_signal_trader resolves when run from repo root.
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sys.path.insert(0, os.path.join(os.path.dirname(os.path.abspath(__file__)), "src"))
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import redis
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from bigqmt_signal_trader.redis_rpc import call_redis_rpc
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def _load_account_and_redis():
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cfg = {}
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try:
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import bigqmt_signal_trader_local_config as _c # noqa
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cfg = getattr(_c, "BIGQMT_REDIS_CONFIG", {}) or {}
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account = getattr(_c, "BIGQMT_ACCOUNT_ID", None) or cfg.get("account_id")
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except Exception:
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account = None
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account = account or os.environ.get("BIGQMT_ACCOUNT_ID", "")
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redis_cfg = dict(
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host=cfg.get("host") or os.environ.get("BIGQMT_REDIS_HOST", "127.0.0.1"),
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port=int(cfg.get("port") or os.environ.get("BIGQMT_REDIS_PORT", 6379)),
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db=int(cfg.get("db") or os.environ.get("BIGQMT_REDIS_DB", 5)),
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password=cfg.get("password", os.environ.get("BIGQMT_REDIS_PASSWORD", "")),
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socket_timeout=15,
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)
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if not redis_cfg["password"]:
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redis_cfg.pop("password")
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return str(account), redis_cfg
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ACCOUNT, REDIS = _load_account_and_redis()
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# account_id placeholder filled in main() once ACCOUNT is confirmed.
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_ACCT_PARAM = {"account_id": None}
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# (method, params, label) — params chosen to be valid during/after market hours
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TESTS = [
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# --- 行情快照 ---
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("get_full_tick", {"codes": ["000001.SZ"]}, "tick"),
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("get_ticks", {"codes": ["000001.SZ"]}, "ticks-alias"),
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# --- 合约/品种 ---
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("get_instrument", {"code": "000001.SZ"}, "instrument"),
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("get_instrument_detail", {"code": "000001.SZ"}, "instrument-alias"),
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("get_instrumentdetail", {"code": "000001.SZ"}, "instrument-alias2"),
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("get_instrument_type", {"code": "000001.SZ", "variety_list": ["stock", "fund"]}, "inst-type"),
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# --- K线/历史 ---
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("get_market_data_ex", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 3}, "md-ex"),
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("get_market_data", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 3}, "md"),
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("get_local_data", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 3}, "local-data"),
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# --- 板块 ---
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("get_sector_list", {}, "sector-list"),
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("get_stock_list_in_sector", {"sector_name": "沪深A股"}, "sector-stocks"),
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# --- 交易日历 ---
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("get_trading_dates", {"market": "SH", "count": 3}, "trade-dates"),
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("get_holidays", {}, "holidays"),
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("get_markets", {}, "markets"),
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("get_market_last_trade_date", {"market": "SH"}, "last-trade-date"),
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# --- 账户 ---
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("get_asset", {}, "asset"),
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("get_positions", {}, "positions"),
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("query_stock_asset", dict(_ACCT_PARAM), "asset-alias"),
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("query_stock_positions", dict(_ACCT_PARAM), "positions-alias"),
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("query_stock_position", dict(stock_code="000001.SZ", **_ACCT_PARAM), "position-single"),
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]
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def data_summary(data):
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"""One-line summary of returned data for readability."""
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if data is None:
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return "None"
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if isinstance(data, dict):
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if not data:
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return "{}"
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if "__bigqmt_type__" in data:
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return "[%s cols=%s records=%d]" % (
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data.get("__bigqmt_type__"),
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data.get("columns"),
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len(data.get("records") or []),
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)
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keys = list(data.keys())[:3]
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return "{%s%s: ...}(%d keys)" % (keys, "" if len(keys) < 3 else ", ...", len(data))
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if isinstance(data, list):
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return "[list len=%d]" % len(data)
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return repr(data)[:60]
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def _is_empty(data):
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return data is None or data == {} or data == [] or data == ""
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def _call(r, method, params, timeout=12):
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"""Call and return (response, latency_ms, error_str)."""
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t0 = time.time()
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try:
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resp = call_redis_rpc(r, ACCOUNT, method, params, timeout_seconds=timeout)
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return resp, (time.time() - t0) * 1000, None
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except Exception as e:
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return None, (time.time() - t0) * 1000, str(e)
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def main():
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if not ACCOUNT:
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raise SystemExit("ACCOUNT is empty: set BIGQMT_ACCOUNT_ID or configure bigqmt_signal_trader_local_config")
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# Fill the account_id into the account-query test params now that we know it.
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for i, (method, params, label) in enumerate(TESTS):
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if "account_id" in params and params["account_id"] is None:
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params["account_id"] = ACCOUNT
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r = redis.Redis(**REDIS)
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print("=" * 90)
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print("全量 API 测试 (account=%s) — 端到端验证" % ACCOUNT)
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print("=" * 90)
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# === 端到端验证 0: 客户端/服务端 transport 一致性 ===
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print("\n--- 端到端验证: 客户端/服务端一致性 ---")
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# 检测客户端配置里的 transport
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client_transport = "redis" # 默认
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try:
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import bigqmt_signal_trader_local_config as _c
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client_transport = str(getattr(_c, "BIGQMT_REDIS_CONFIG", {}).get("transport", "redis")).lower()
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except Exception:
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pass
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print("客户端配置 transport: %s" % client_transport)
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# 如果客户端是 zmq 但服务端不是, ping 会超时
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ping_resp, ping_ms, ping_err = _call(r, "ping", {}, timeout=8)
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if ping_err:
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print("❌ ping 失败: %s" % ping_err)
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if "timeout" in ping_err.lower():
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print(" 可能原因: 客户端 transport 和服务端不匹配")
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print(" - 客户端配置 transport=%s" % client_transport)
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print(" - 如果服务端是 zmq, 客户端也要设 transport=zmq")
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print(" - 如果服务端是 redis, 客户端保持 redis 即可")
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return
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print("✅ ping OK (%.0fms) — 客户端/服务端连通" % ping_ms)
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# === 端到端验证 2: 账户有持仓时 get_positions 必须返回非空 ===
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print("\n--- 端到端验证: 持仓查询 ---")
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pos_resp, pos_ms, pos_err = _call(r, "get_positions", {}, timeout=12)
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if pos_err:
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print("❌ get_positions 失败: %s" % pos_err)
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elif not pos_resp.get("ok"):
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print("❌ get_positions 返回错误: %s" % pos_resp.get("error"))
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else:
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positions = pos_resp.get("data") or {}
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if len(positions) > 0:
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print("✅ get_positions OK (%.0fms) — 返回 %d 只持仓" % (pos_ms, len(positions)))
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else:
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print("⚠️ get_positions 返回空 — 账户可能真的没持仓, 或查询失败 (检查 QMT 上下文)")
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# === 端到端验证 3: query_orders 验证 (strategy_name 陷阱) ===
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print("\n--- 端到端验证: 委托查询 ---")
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ord_resp, ord_ms, ord_err = _call(r, "query_orders", {}, timeout=12)
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if ord_err:
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print("❌ query_orders 失败: %s" % ord_err)
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elif not ord_resp.get("ok"):
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print("❌ query_orders 返回错误: %s" % ord_resp.get("error"))
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else:
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orders = ord_resp.get("data") or []
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if len(orders) > 0:
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print("✅ query_orders OK (%.0fms) — 返回 %d 条委托" % (ord_ms, len(orders)))
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else:
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print("⚠️ query_orders 返回空 — 可能 strategy_name 不匹配 (默认应为 '' 返回全部)")
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# === 端到端验证 4: 买入/卖出后委托必须进系统 ===
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print("\n--- 端到端验证: 买入/卖出 (仅交易时段) ---")
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# 用极低价格买入 (确保不成交), 然后查委托确认进了系统
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# 先拿一只股票的现价
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tick_resp, _, tick_err = _call(r, "get_full_tick", {"codes": ["600654.SH"]}, timeout=12)
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if tick_err or not tick_resp.get("ok"):
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print("⚠️ 跳过买入测试 (get_full_tick 失败: %s)" % (tick_err or tick_resp.get("error")))
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else:
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d = (tick_resp.get("data") or {}).get("600654.SH", {})
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last_close = float(d.get("lastClose") or d.get("lastPrice") or 3.0)
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buy_price = round(last_close * 0.8, 2) # 跌停价, 确保不成交
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print(" 用 600654.SH @%.2f 买入 100 股 (跌停价, 不成交)" % buy_price)
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# 下单前委托数
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ord_before, _, _ = _call(r, "query_orders", {}, timeout=12)
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before_count = len((ord_before or {}).get("data") or []) if ord_before else 0
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# 下单
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sub_resp, sub_ms, sub_err = _call(r, "submit_order", {
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"stock_code": "600654.SH", "action": "BUY", "volume": 100,
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"price": buy_price, "price_type": "LIMIT", "strategy_name": "rpc_test",
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"signal_id": "e2e-test-%d" % int(time.time()),
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}, timeout=15)
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if sub_err:
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print("❌ submit_order 失败: %s" % sub_err)
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elif not sub_resp.get("ok"):
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print("❌ submit_order 返回错误: %s" % sub_resp.get("error"))
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else:
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server_err = sub_resp.get("server_error") or ""
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print("✅ submit_order OK (%.0fms)" % sub_ms)
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if server_err:
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print(" ⚠️ server_error: %s" % server_err)
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# 等 1s 让 QMT 处理, 然后查委托确认进了系统
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time.sleep(1)
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ord_after, _, _ = _call(r, "query_orders", {}, timeout=12)
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after_orders = (ord_after or {}).get("data") or [] if ord_after else []
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found = any(
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str(o.get("stock_code") or "").upper() == "600654.SH"
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and str(o.get("action") or "").upper() == "BUY"
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and abs(float(o.get("price") or 0) - buy_price) < 0.01
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for o in after_orders
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)
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if found:
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print("✅ 委托已进系统 (query_orders 确认)")
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# 尝试撤单
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oid = None
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for o in after_orders:
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if (str(o.get("stock_code") or "").upper() == "600654.SH"
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and str(o.get("action") or "").upper() == "BUY"
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and abs(float(o.get("price") or 0) - buy_price) < 0.01):
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oid = str(o.get("order_sys_id") or "")
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break
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if oid:
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cancel_resp, cancel_ms, cancel_err = _call(r, "cancel_order", {
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"order_sys_id": oid, "market": "SH"
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}, timeout=15)
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if cancel_err:
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print("⚠️ cancel_order 失败: %s" % cancel_err)
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elif cancel_resp and cancel_resp.get("ok"):
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print("✅ cancel_order OK (%.0fms) — 已撤单" % cancel_ms)
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else:
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print("⚠️ cancel_order 返回: %s" % (cancel_resp or {}))
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else:
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print("❌ 委托没进系统 — submit_order 成功但 query_orders 找不到")
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print(" 这是静默失败 (passorder 被 QMT 拒绝但没报错)")
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print(" 检查: 1) 价格是否超出范围 2) 账户权限 3) QMT 风控")
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# === 全量 API 测试 ===
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print("\n" + "=" * 90)
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print("全量 API 测试")
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print("=" * 90)
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print("%-22s %-8s %-8s %s" % ("method", "ok", "ms", "data summary"))
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print("-" * 90)
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results = {"ok": [], "ok_empty": [], "fail": [], "timeout": []}
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for method, params, label in TESTS:
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resp, dt, err = _call(r, method, params, timeout=12)
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if err:
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is_timeout = "timeout" in err.lower()
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bucket = "timeout" if is_timeout else "fail"
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results[bucket].append((method, err[:60]))
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print("%-22s %-8s %6.0f %s" % (method, "TIMEOUT" if is_timeout else "ERROR", dt, err[:50]))
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continue
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ok = resp.get("ok")
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data = resp.get("data")
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error = resp.get("error", "")
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server_err = resp.get("server_error", "")
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empty = _is_empty(data)
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if ok and not empty:
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results["ok"].append(method)
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status = "OK"
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elif ok and empty:
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results["ok_empty"].append(method)
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status = "EMPTY"
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else:
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results["fail"].append((method, error))
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status = "FAIL"
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summary = data_summary(data) if ok else error[:50]
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if server_err:
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summary += " [server_error: %s]" % server_err[:40]
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print("%-22s %-8s %6.0f %s" % (method, status, dt, summary))
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print("-" * 90)
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print("\n=== 汇总 ===")
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print("有数据 (OK): %d 个" % len(results["ok"]))
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print("成功但空 (EMPTY): %d 个 %s" % (len(results["ok_empty"]), results["ok_empty"]))
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print("失败 (FAIL): %d 个 %s" % (len(results["fail"]), [m for m, _ in results["fail"]]))
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print("超时 (TIMEOUT): %d 个 %s" % (len(results["timeout"]), [m for m, _ in results["timeout"]]))
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if __name__ == "__main__":
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main()
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