Docker
96 lines
3.8 KiB
Python
96 lines
3.8 KiB
Python
# -*- coding: utf-8 -*-
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"""Local test for trade endpoints (mock QMT). Run with QMT pythonw."""
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import sys, io, os, json, time, urllib.request
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if sys.stdout is None:
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sys.stdout = io.StringIO()
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if sys.stderr is None:
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sys.stderr = io.StringIO()
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RESULT = r"C:\Users\Docker\Development\qmt_bridge\tests\trade_test.txt"
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SRC = os.path.join(os.path.dirname(os.path.abspath(__file__)), "..", "src")
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sys.path.insert(0, SRC)
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def log(msg):
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with open(RESULT, "a") as f:
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f.write(msg + "\n")
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import bridge_util, bridge_http_server, bridge_data_adapter
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class FakeCtx:
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def get_market_data_ex(self, fields, codes, **kw):
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import pandas as pd
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df = pd.DataFrame({"open": [1.0], "close": [1.1]})
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return {codes[0]: df}
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def get_full_tick(self, codes):
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return {c: {"lastPrice": 1.0} for c in codes}
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def get_instrument_detail(self, code):
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return {"InstrumentName": "贵州茅台", "UpStopPrice": 1438.67,
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"DownStopPrice": 1177.09, "OpenDate": "20010827"}
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def get_trading_dates(self, start="", end=""):
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return ["20260818", "20260819", "20260820"]
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bridge_util.CTX = FakeCtx()
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bridge_util.ACCOUNT = "TESTACC"
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def fake_trade(acct, atype, dtype):
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if dtype == "position":
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return [type("Pos", (), {"m_strInstrumentID": "600519", "m_strInstrumentName": "贵州茅台",
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"m_nVolume": 100, "m_nCanUseVolume": 50,
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"m_nFrozenVolume": 50, "m_dOpenPrice": 1500.0,
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"m_dFloatProfit": 1000.0})()]
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return [type("Pos", (), {"m_strInstrumentID": "600519.SH", "m_nVolume": 100,
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"m_nCanUseVolume": 50, "m_dOpenPrice": 1500.0})()]
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bridge_util.QMT_API["get_trade_detail_data"] = fake_trade
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bridge_http_server.PORT = 18631
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bridge_http_server.TOKEN = ""
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bridge_http_server.ACCOUNT = "TESTACC"
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# prime the trade cache by simulating a strategy-thread refresh
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bridge_util._refresh_trade_cache("TESTACC", "STOCK")
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bridge_http_server.start_server()
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time.sleep(0.8)
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BASE = "http://127.0.0.1:18631"
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def get(path):
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with urllib.request.urlopen(BASE + path, timeout=5) as r:
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return json.loads(r.read().decode())
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def check_positions():
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"""Assert /trade/positions returns semantic fields + summary."""
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r = get("/trade/positions")
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data = r["data"]
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assert r["ok"] is True, "positions ok flag"
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assert "summary" in data, "summary present"
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assert data["summary"]["count"] == 1, "summary count"
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pos = data["positions"][0]
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assert pos["stock_code"] == "600519.SH", "stock_code full"
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assert pos["stock_name"] == "贵州茅台", "stock_name"
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assert pos["volume"] == 100, "volume"
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assert pos["available"] == 50, "available"
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assert pos["avg_price"] == 1500.0, "avg_price"
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assert pos["price"] == 1500.0, "price fallback to open"
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assert pos["market_value"] == 150000.0, "market_value computed"
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assert pos["profit"] == 1000.0, "profit from m_dFloatProfit"
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assert pos["profit_pct"] == 0.67, "profit_pct computed"
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# raw m_* fields preserved as superset
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assert pos["m_strInstrumentID"] == "600519", "raw m_strInstrumentID"
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assert pos["m_nVolume"] == 100, "raw m_nVolume"
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log("OK positions enriched -> %s" % str(r)[:200])
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for ep in ["/health", "/openapi.json", "/docs",
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"/data/kline?code=600519.SH&period=1d&count=1",
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"/data/quote?code=600519.SH", "/data/instrument?code=600519.SH",
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"/data/calendar/trading_dates?start=20260818&end=20260820",
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"/trade/positions", "/trade/asset",
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"/trade/orders", "/trade/trades"]:
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try:
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if ep == "/trade/positions":
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check_positions()
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continue
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r = get(ep)
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log("OK %s -> %s" % (ep, str(r)[:80]))
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except Exception as e:
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log("FAIL %s -> %s" % (ep, str(e)[:80]))
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bridge_http_server.stop_server()
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log("=== done ===")
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