255 lines
9.6 KiB
Python
255 lines
9.6 KiB
Python
from app.core.factor_roles import RISK, TRIGGER, factor_role, factor_roles_for_codes
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from app.core.strategy_contract import StrategySignal, default_main_composite_signal
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from app.core.strategy_registry import (
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BOX_RETEST_1H_STRATEGY,
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BOX_RETEST_4H_STRATEGY,
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COMPRESSION_BREAKOUT_4H_STRATEGY,
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INTRADAY_MOMENTUM_15M_STRATEGY,
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MAIN_COMPOSITE_STRATEGY,
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VOLUME_IGNITION_1H_STRATEGY,
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strategy_label,
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)
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from app.db.recommendation_commands import create_recommendation
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from app.db.paper_trading import _open_trade, _order_payload_from_rec
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from app.db.strategy_signal_queries import insert_strategy_signal
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from app.db.strategy_insights import evaluate_strategy_decision
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from app.strategies.altcoin_breakout import (
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build_compression_breakout_4h_signal,
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build_intraday_momentum_15m_signal,
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build_volume_ignition_1h_signal,
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)
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from app.strategies.box_retest_4h import build_box_retest_1h_signal
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def test_factor_roles_never_promote_unknown_to_trigger():
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assert factor_role("box_breakout_pullback_4h") == TRIGGER
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assert factor_role("box_breakout_pullback_1h") == TRIGGER
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assert factor_role("false_breakout") == RISK
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assert factor_role("new_unknown_factor") == "unknown"
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assert factor_roles_for_codes(["box_breakout_pullback_4h", "new_unknown_factor"]) == {
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"box_breakout_pullback_4h": "trigger",
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"new_unknown_factor": "unknown",
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}
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def test_default_main_composite_strategy_signal_is_stable():
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signal = default_main_composite_signal(
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symbol="AAA/USDT",
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score=70,
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signal_codes=["vp_fly_1h_current"],
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entry_plan={"entry_action": "观察"},
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).to_json_dict()
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assert signal["strategy_code"] == MAIN_COMPOSITE_STRATEGY
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assert signal["strategy_name"] == "综合确认策略"
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assert signal["factor_roles"]["vp_fly_1h_current"] == "trigger"
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assert strategy_label(BOX_RETEST_1H_STRATEGY) == "1H箱体突破回踩"
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assert strategy_label(VOLUME_IGNITION_1H_STRATEGY) == "1H放量突破启动"
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assert strategy_label(COMPRESSION_BREAKOUT_4H_STRATEGY) == "4H压缩蓄力突破"
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assert strategy_label(INTRADAY_MOMENTUM_15M_STRATEGY) == "15m日内动量延续"
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def test_volume_ignition_strategy_builds_independent_signal():
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signal = build_volume_ignition_1h_signal(
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symbol="VOL/USDT",
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result={
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"score": 8,
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"signals": ["1H量价齐飞 · 连续放量", "15min即刻入场"],
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"trigger_context": {"current_triggers": ["15m突破"], "trigger_status": "current"},
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"entry_plan": {"entry_action": "可即刻买入"},
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},
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entry_plan={"entry_action": "可即刻买入", "entry_price": 1.0},
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)
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payload = signal.to_json_dict()
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assert payload["strategy_code"] == VOLUME_IGNITION_1H_STRATEGY
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assert payload["status"] == "candidate"
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assert payload["trigger"]["factor_code"] == "vp_fly_1h_current"
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assert payload["factor_roles"]["vp_fly_1h_current"] == "trigger"
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def test_compression_breakout_strategy_requires_structure_and_breakout_context():
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signal = build_compression_breakout_4h_signal(
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symbol="QUIET/USDT",
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result={"score": 6, "signals": ["4H静K压缩，突破箱体上沿"], "entry_plan": {"entry_action": "等回踩"}},
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entry_plan={"entry_action": "等回踩", "entry_price": 1.0},
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)
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payload = signal.to_json_dict()
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assert payload["strategy_code"] == COMPRESSION_BREAKOUT_4H_STRATEGY
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assert payload["status"] == "candidate"
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assert payload["factor_roles"]["compression_surge_4h"] == "trigger"
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assert build_compression_breakout_4h_signal(
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symbol="NOBOX/USDT",
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result={"score": 6, "signals": ["1H量价齐飞"], "entry_plan": {"entry_action": "可即刻买入"}},
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entry_plan={"entry_action": "可即刻买入"},
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) is None
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def test_intraday_momentum_strategy_requires_current_trigger():
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stale = build_intraday_momentum_15m_signal(
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symbol="FAST/USDT",
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result={"score": 7, "signals": ["15m短周期启动"], "entry_plan": {"entry_action": "可即刻买入"}},
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entry_plan={"entry_action": "可即刻买入"},
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).to_json_dict()
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fresh = build_intraday_momentum_15m_signal(
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symbol="FAST/USDT",
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result={
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"score": 7,
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"signals": ["15min强突破"],
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"trigger_context": {"current_triggers": ["15m突破"], "trigger_status": "current"},
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"entry_plan": {"entry_action": "可即刻买入"},
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},
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entry_plan={"entry_action": "可即刻买入"},
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).to_json_dict()
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assert stale["status"] == "observe"
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assert "缺少当前低周期触发" in stale["risk_plan"]["risk_reasons"]
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assert fresh["status"] == "candidate"
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def test_strategy_evaluation_recommends_promote_or_pause():
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strong = evaluate_strategy_decision({
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"signal_count": 24,
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"opportunity_count": 16,
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"trade_count": 8,
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"closed_trade_count": 8,
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"win_rate_pct": 62.5,
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"avg_realized_pnl_pct": 3.2,
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"realized_pnl_usdt": 180,
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"worst_pnl_pct": -3.5,
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"order_fill_rate_pct": 45,
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"trade_conversion_pct": 50,
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})
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weak = evaluate_strategy_decision({
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"signal_count": 24,
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"opportunity_count": 16,
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"trade_count": 8,
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"closed_trade_count": 8,
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"win_rate_pct": 25,
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"avg_realized_pnl_pct": -2.5,
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"realized_pnl_usdt": -120,
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"worst_pnl_pct": -9,
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"order_fill_rate_pct": 20,
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"trade_conversion_pct": 50,
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})
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unfilled = evaluate_strategy_decision({
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"signal_count": 18,
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"opportunity_count": 12,
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"trade_count": 0,
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"closed_trade_count": 0,
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})
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assert strong["decision"] == "promote"
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assert strong["evaluation_score"] > weak["evaluation_score"]
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assert weak["decision"] == "pause"
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assert unfilled["decision"] == "review_entry_gate"
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def test_strategy_signal_insert_and_recommendation_lineage(pg_conn):
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signal = insert_strategy_signal(
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StrategySignal(
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strategy_code=BOX_RETEST_4H_STRATEGY,
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symbol="BOX/USDT",
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score=10,
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confidence=80,
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trigger={"factor_code": "box_breakout_pullback_4h"},
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factor_roles={"box_breakout_pullback_4h": "trigger"},
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entry_plan={"entry_action": "等回踩", "entry_price": 1.0},
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)
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)
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rec_id = create_recommendation(
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symbol="BOX/USDT",
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rec_state="爆发",
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rec_score=30,
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entry_price=1.0,
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stop_loss=0.94,
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tp1=1.12,
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signals=["4H箱体突破回踩(箱体上沿 $1, 量2x)"],
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entry_plan={"entry_action": "等回踩", "entry_price": 1.0, "stop_loss": 0.94, "tp1": 1.12},
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strategy_code=signal["strategy_code"],
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strategy_signal_id=signal["strategy_signal_id"],
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strategy_snapshot=signal,
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factor_roles=signal["factor_roles"],
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)
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row = pg_conn.execute("SELECT * FROM recommendation WHERE id=%s", (rec_id,)).fetchone()
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assert row["strategy_code"] == BOX_RETEST_4H_STRATEGY
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assert row["strategy_signal_id"] == signal["strategy_signal_id"]
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assert "box_breakout_pullback_4h" in row["factor_roles_json"]
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def test_box_retest_strategy_preserves_zero_age_as_fresh():
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signal = build_box_retest_1h_signal(
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symbol="FRESH/USDT",
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current_price=1.01,
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detection={
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"detected": True,
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"score": 10,
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"entry_zone": 1.0,
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"stop_level": 0.94,
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"quality": "优质",
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"pullback_age_bars": 0,
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},
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market_regime={"regime": "altcoin_rotation", "risk_level": "medium"},
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)
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payload = signal.to_json_dict()
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assert payload["status"] == "candidate"
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assert payload["trigger"]["pullback_age_bars"] == 0
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assert payload["risk_plan"]["risk_reasons"] == []
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def test_paper_order_and_trade_inherit_strategy_lineage(pg_conn):
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rec = {
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"id": 1,
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"symbol": "BOX/USDT",
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"rec_score": 100,
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"entry_price": 1.0,
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"stop_loss": 0.94,
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"tp1": 1.12,
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"tp2": 1.2,
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"execution_status": "buy_now",
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"action_status": "可即刻买入",
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"strategy_version": "v-test",
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"strategy_code": BOX_RETEST_4H_STRATEGY,
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"strategy_signal_id": 42,
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"strategy_snapshot_json": '{"strategy_code":"box_retest_4h_v1"}',
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"factor_roles_json": '{"box_breakout_pullback_4h":"trigger"}',
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"entry_plan": {"entry_action": "可即刻买入", "entry_price": 1.0, "stop_loss": 0.94, "tp1": 1.12},
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}
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payload = _order_payload_from_rec(rec, 1.01, "2026-05-27T00:00:00", {"trade_notional_usdt": 100})
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assert payload["strategy_code"] == BOX_RETEST_4H_STRATEGY
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assert payload["strategy_signal_id"] == 42
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result = _open_trade(
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pg_conn,
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rec,
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1.0,
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"2026-05-27T00:00:00",
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config={
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"enabled": True,
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"trade_notional_usdt": 100,
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"trade_leverage": 1,
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"account_equity_usdt": 20000,
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"fee_rate": 0,
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"min_rec_score": 0,
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"min_rr": 0,
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"max_stop_loss_leverage_risk_pct": 999,
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"max_cumulative_leverage": 999,
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"max_account_drawdown_pause_pct": 0,
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"weak_entry_pause": {"enabled": False},
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},
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push_open_card=False,
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)
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assert result["opened"] is True
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row = pg_conn.execute("SELECT * FROM paper_trades WHERE id=%s", (result["trade_id"],)).fetchone()
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event = pg_conn.execute("SELECT * FROM paper_trade_events WHERE trade_id=%s", (result["trade_id"],)).fetchone()
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assert row["strategy_code"] == BOX_RETEST_4H_STRATEGY
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assert row["strategy_signal_id"] == 42
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assert event["strategy_code"] == BOX_RETEST_4H_STRATEGY
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assert strategy_label(row["strategy_code"]) == "4H箱体突破回踩"
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