316 lines
13 KiB
Python
316 lines
13 KiB
Python
import pytest
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from app.core.strategy_registry import LONG_MOMENTUM_BREAKOUT_STRATEGY
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from app.db import altcoin_db
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from app.db.paper_trading import list_paper_orders, list_paper_trades, sync_recommendation
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from app.db.runtime_config_db import set_config
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from app.services import price_streamer
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def _paper_config(**overrides):
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cfg = {
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"enabled": True,
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"trade_notional_usdt": 5000,
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"trade_leverage": 5,
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"fee_rate": 0,
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"slippage_pct": 0,
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"entry_gate_enabled": False,
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"entry_min_rr": 1.2,
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"order_min_rr": 1.2,
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"max_cumulative_leverage": 0,
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"max_stop_loss_leverage_risk_pct": 0,
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"max_account_drawdown_pause_pct": 0,
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"pause_after_weak_entries": 0,
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"global_risk_gate_enabled": False,
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}
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cfg.update(overrides)
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return cfg
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@pytest.fixture
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def buy_now_rec(monkeypatch):
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set_config("system", "paper_trading", _paper_config())
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set_config("system", "price_streamer", {
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"enabled": True,
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"update_latest_price_cache": True,
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"sync_paper_trading": True,
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"include_actionable_recommendations": True,
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"include_open_paper_trades": True,
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})
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altcoin_db.init_db()
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with altcoin_db.get_conn() as conn:
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conn.execute(
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"UPDATE recommendation SET status='archived', display_bucket='history' WHERE symbol=%s AND status='active'",
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("WS/USDT",),
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)
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conn.commit()
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rec_id = altcoin_db.create_recommendation(
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symbol="WS/USDT",
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rec_state="爆发",
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rec_score=28,
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entry_price=100,
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stop_loss=96,
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tp1=106,
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tp2=112,
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signals=["当前15min即刻入场信号"],
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strategy_code=LONG_MOMENTUM_BREAKOUT_STRATEGY,
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entry_plan={
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"entry_action": "可即刻买入",
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"strategy_code": LONG_MOMENTUM_BREAKOUT_STRATEGY,
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"entry_price": 100,
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"stop_loss": 96,
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"tp1": 106,
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"tp2": 112,
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"risk_reward_ok": True,
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"entry_trigger_confirmed": True,
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},
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)
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with altcoin_db.get_conn() as conn:
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conn.execute(
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"""
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UPDATE recommendation
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SET action_status='可即刻买入',
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execution_status='buy_now',
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display_bucket='realtime',
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lifecycle_state='buyable',
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entry_triggered=0
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WHERE id=%s
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""",
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(rec_id,),
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)
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conn.commit()
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return next(r for r in altcoin_db.get_active_recommendations_deduped(actionable_only=False) if r["id"] == rec_id)
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def test_price_streamer_loads_actionable_targets(buy_now_rec):
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targets = price_streamer.load_stream_targets()
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assert "WS/USDT" in targets
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assert targets["WS/USDT"]["id"] == buy_now_rec["id"]
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def test_price_streamer_tick_opens_and_closes_paper_trade(buy_now_rec):
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targets = {"WS/USDT": buy_now_rec}
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opened = price_streamer.handle_price_tick("WS/USDT", 100, targets, event_time="2026-05-16T10:00:00")
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targets = price_streamer.load_stream_targets()
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closed = price_streamer.handle_price_tick("WS/USDT", 106, targets, event_time="2026-05-16T10:01:00")
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assert opened["paper_trading"]["opened"] is True
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assert closed["paper_trading"]["closed"] is True
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assert closed["paper_trading"]["exit_reason"] == "tp1"
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trade = list_paper_trades()["items"][0]
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assert trade["status"] == "closed"
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assert trade["notional_usdt"] == pytest.approx(5000.0)
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def test_price_streamer_tick_drives_paper_trailing_stop(monkeypatch, buy_now_rec):
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monkeypatch.setenv("ALPHAX_PAPER_TRAILING_STOP_ENABLED", "1")
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monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MODE", "fixed")
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monkeypatch.setenv("ALPHAX_PAPER_TRAILING_ACTIVATE_PNL_PCT", "3")
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monkeypatch.setenv("ALPHAX_PAPER_TRAILING_MIN_LOCK_PROFIT_PCT", "0.5")
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monkeypatch.setenv("ALPHAX_PAPER_TRAILING_DISTANCE_PCT", "1.5")
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targets = {"WS/USDT": buy_now_rec}
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protection_calls = []
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monkeypatch.setattr(price_streamer, "sync_live_protection_from_paper", lambda **kwargs: protection_calls.append(kwargs) or {"ok": True})
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price_streamer.handle_price_tick("WS/USDT", 100, targets, event_time="2026-05-16T10:00:00")
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activated = price_streamer.handle_price_tick("WS/USDT", 105, targets, event_time="2026-05-16T10:01:00")
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trailing_stop = activated["paper_trading"]["trailing_stop"]
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closed = price_streamer.handle_price_tick("WS/USDT", trailing_stop * 0.999, targets, event_time="2026-05-16T10:02:00")
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assert activated["paper_trading"]["activated"] is True
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assert activated["paper_trading"]["live_protection_sync"]["ok"] is True
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assert closed["paper_trading"]["closed"] is True
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assert closed["paper_trading"]["exit_reason"] == "trailing_stop"
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assert closed["paper_trading"]["live_protection_sync"]["ok"] is True
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assert len(protection_calls) >= 2
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def test_price_streamer_tracks_open_paper_trade_without_active_rec(buy_now_rec):
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sync_recommendation(buy_now_rec, 100, event_time="2026-05-16T10:00:00")
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targets = price_streamer.load_stream_targets()
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assert "WS/USDT" in targets
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assert targets["WS/USDT"]["id"] == buy_now_rec["id"]
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def test_price_streamer_fills_pending_paper_order():
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set_config("system", "paper_trading", _paper_config())
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set_config("system", "price_streamer", {
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"enabled": True,
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"update_latest_price_cache": True,
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"sync_paper_trading": True,
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"include_actionable_recommendations": True,
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"include_open_paper_trades": True,
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})
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altcoin_db.init_db()
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rec_id = altcoin_db.create_recommendation(
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symbol="PBO/USDT",
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rec_state="蓄力",
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rec_score=22,
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entry_price=95,
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stop_loss=90,
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tp1=105,
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signals=["等待回踩"],
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entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
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)
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with altcoin_db.get_conn() as conn:
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conn.execute(
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"UPDATE recommendation SET execution_status='wait_pullback', action_status='等回踩', display_bucket='watch_pool' WHERE id=%s",
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(rec_id,),
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)
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conn.commit()
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rec = {"id": rec_id, "symbol": "PBO/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
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created = price_streamer.handle_price_tick("PBO/USDT", 100, {"PBO/USDT": rec}, event_time="2026-05-16T10:00:00")
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targets = price_streamer.load_stream_targets()
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filled = price_streamer.handle_price_tick("PBO/USDT", 94.9, targets, event_time="2026-05-16T10:05:00")
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assert created["paper_trading"]["reason"] == "paper_order_created"
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assert "PBO/USDT" in targets
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assert filled["paper_trading"]["opened"] is True
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assert list_paper_orders(status="filled")["total"] == 1
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assert list_paper_trades()["items"][0]["entry_price"] == pytest.approx(95)
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def test_price_streamer_tick_fills_pending_order_even_when_targets_are_stale():
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set_config("system", "paper_trading", _paper_config())
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set_config("system", "price_streamer", {
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"enabled": True,
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"update_latest_price_cache": True,
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"sync_paper_trading": True,
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"include_actionable_recommendations": True,
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"include_open_paper_trades": True,
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})
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altcoin_db.init_db()
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rec_id = altcoin_db.create_recommendation(
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symbol="STALEPBO/USDT",
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rec_state="蓄力",
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rec_score=22,
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entry_price=95,
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stop_loss=90,
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tp1=105,
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signals=["等待回踩"],
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entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
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)
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with altcoin_db.get_conn() as conn:
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conn.execute(
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"UPDATE recommendation SET execution_status='wait_pullback', action_status='等回踩', display_bucket='watch_pool' WHERE id=%s",
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(rec_id,),
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)
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conn.commit()
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rec = {"id": rec_id, "symbol": "STALEPBO/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
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created = price_streamer.handle_price_tick("STALEPBO/USDT", 100, {"STALEPBO/USDT": rec}, event_time="2026-05-16T10:00:00")
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filled = price_streamer.handle_price_tick("STALEPBO/USDT", 94.9, {}, event_time="2026-05-16T10:05:00")
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assert created["paper_trading"]["reason"] == "paper_order_created"
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assert filled["paper_trading"]["opened"] is True
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assert filled["paper_trading"]["paper_order"]["filled"] is True
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assert list_paper_orders(status="filled")["total"] == 1
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assert list_paper_trades()["items"][0]["symbol"] == "STALEPBO/USDT"
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def test_price_streamer_prioritizes_pending_order_over_same_symbol_recommendation():
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set_config("system", "paper_trading", _paper_config())
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set_config("system", "price_streamer", {
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"enabled": True,
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"update_latest_price_cache": True,
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"sync_paper_trading": True,
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"include_actionable_recommendations": True,
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"include_open_paper_trades": True,
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})
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altcoin_db.init_db()
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pending_id = altcoin_db.create_recommendation(
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symbol="DUP/USDT",
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rec_state="蓄力",
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rec_score=24,
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entry_price=95,
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stop_loss=90,
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tp1=105,
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signals=["等待回踩"],
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entry_plan={"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0},
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)
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active_id = altcoin_db.create_recommendation(
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symbol="DUP/USDT",
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rec_state="爆发",
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rec_score=28,
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entry_price=100,
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stop_loss=95,
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tp1=106,
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signals=["当前15min即刻入场信号"],
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strategy_code=LONG_MOMENTUM_BREAKOUT_STRATEGY,
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entry_plan={
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"entry_action": "可即刻买入",
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"strategy_code": LONG_MOMENTUM_BREAKOUT_STRATEGY,
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"entry_trigger_confirmed": True,
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"risk_reward_ok": True,
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},
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)
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with altcoin_db.get_conn() as conn:
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conn.execute(
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"UPDATE recommendation SET execution_status='wait_pullback', action_status='等回踩', display_bucket='watch_pool' WHERE id=%s",
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(pending_id,),
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)
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conn.commit()
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pending_rec = {"id": pending_id, "symbol": "DUP/USDT", "execution_status": "wait_pullback", "action_status": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "entry_plan": {"entry_action": "等回踩", "entry_price": 95, "stop_loss": 90, "tp1": 105, "risk_reward_ok": True, "rr1": 2.0}}
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price_streamer.handle_price_tick("DUP/USDT", 100, {"DUP/USDT": pending_rec}, event_time="2026-05-16T10:00:00")
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targets = price_streamer.load_stream_targets()
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filled = price_streamer.handle_price_tick("DUP/USDT", 94.9, targets, event_time="2026-05-16T10:05:00")
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assert active_id > 0
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assert targets["DUP/USDT"]["id"] == pending_id
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assert filled["paper_trading"]["opened"] is True
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assert list_paper_orders(status="filled")["total"] == 1
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assert list_paper_trades()["items"][0]["recommendation_id"] == pending_id
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def test_price_streamer_builds_binance_combined_stream_url():
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url = price_streamer._stream_url(["BTC/USDT", "ETH/USDT"], {"stream_url": "wss://example.test/stream"})
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assert url == "wss://example.test/stream?streams=btcusdt@ticker/ethusdt@ticker"
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def test_price_streamer_parse_ticker_message():
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symbol, price = price_streamer._parse_ticker_message('{"stream":"wsusdt@ticker","data":{"s":"WSUSDT","c":"101.5"}}')
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assert symbol == "WS/USDT"
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assert price == pytest.approx(101.5)
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def test_price_streamer_treats_keepalive_disconnect_as_transient():
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exc = TimeoutError("sent 1011 (internal error) keepalive ping timeout; no close frame received")
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assert price_streamer._is_transient_ws_error(exc) is True
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def test_price_streamer_transient_disconnect_logging_is_throttled(monkeypatch):
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calls = []
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class FakeLoop:
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def __init__(self):
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self.value = 1000.0
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def time(self):
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return self.value
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fake_loop = FakeLoop()
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monkeypatch.setattr(price_streamer, "_LAST_TRANSIENT_LOG_AT", 0.0)
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monkeypatch.setattr(price_streamer, "_TRANSIENT_DISCONNECT_COUNT", 0)
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monkeypatch.setattr(price_streamer.asyncio, "get_running_loop", lambda: fake_loop)
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monkeypatch.setattr(price_streamer, "record_system_error", lambda **kwargs: calls.append(kwargs) or 1)
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cfg = {"transient_log_interval_seconds": 900, "reconnect_delay_seconds": 5}
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price_streamer._record_transient_disconnect(TimeoutError("keepalive ping timeout"), cfg, 12)
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fake_loop.value += 60
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price_streamer._record_transient_disconnect(TimeoutError("keepalive ping timeout"), cfg, 12)
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fake_loop.value += 901
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price_streamer._record_transient_disconnect(TimeoutError("keepalive ping timeout"), cfg, 12)
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assert len(calls) == 2
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assert calls[0]["level"] == "warning"
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assert calls[0]["fingerprint"] == "price_streamer_transient_disconnect"
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