276 lines
10 KiB
Python
276 lines
10 KiB
Python
"""
|
||
执行链安全修复回归测试
|
||
|
||
覆盖重点：
|
||
- Bitget 单币种平仓，不再误触发全仓平仓
|
||
- Bitget 单笔撤单接口可用
|
||
- Bitget 移动止损走 set_tp_sl，而不是不存在的方法
|
||
"""
|
||
import asyncio
|
||
import importlib.util
|
||
import os
|
||
import sys
|
||
import types
|
||
from pathlib import Path
|
||
from unittest.mock import AsyncMock, MagicMock
|
||
|
||
|
||
sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..'))
|
||
|
||
|
||
def make_bitget_service():
|
||
from app.services.bitget_live_trading_service import BitgetLiveTradingService
|
||
|
||
mock_api = MagicMock()
|
||
mock_exchange = MagicMock()
|
||
mock_api.exchange = mock_exchange
|
||
mock_api._standardize_symbol = lambda s: f"{s.replace('USDT', '')}/USDT:USDT"
|
||
|
||
mock_settings = MagicMock()
|
||
mock_settings.bitget_max_total_leverage = 10.0
|
||
mock_settings.bitget_max_single_position = 1000.0
|
||
mock_settings.hyperliquid_circuit_breaker_drawdown = 0.10
|
||
|
||
service = BitgetLiveTradingService.__new__(BitgetLiveTradingService)
|
||
service.settings = mock_settings
|
||
service.max_total_leverage = mock_settings.bitget_max_total_leverage
|
||
service.max_single_position = mock_settings.bitget_max_single_position
|
||
service.circuit_breaker_drawdown = mock_settings.hyperliquid_circuit_breaker_drawdown
|
||
service.trading_api = mock_api
|
||
service.initial_balance = 10000.0
|
||
|
||
return service, mock_api
|
||
|
||
|
||
def load_bitget_executor_class():
|
||
"""按文件加载执行器，避免触发 app.crypto_agent.__init__ 的重依赖"""
|
||
executor_dir = Path(__file__).resolve().parents[1] / 'app' / 'crypto_agent' / 'executor'
|
||
|
||
if 'app.crypto_agent' not in sys.modules:
|
||
crypto_pkg = types.ModuleType('app.crypto_agent')
|
||
crypto_pkg.__path__ = [str(executor_dir.parent)]
|
||
sys.modules['app.crypto_agent'] = crypto_pkg
|
||
|
||
if 'app.crypto_agent.executor' not in sys.modules:
|
||
executor_pkg = types.ModuleType('app.crypto_agent.executor')
|
||
executor_pkg.__path__ = [str(executor_dir)]
|
||
sys.modules['app.crypto_agent.executor'] = executor_pkg
|
||
|
||
if 'app.crypto_agent.executor.base_executor' not in sys.modules:
|
||
base_spec = importlib.util.spec_from_file_location(
|
||
'app.crypto_agent.executor.base_executor',
|
||
executor_dir / 'base_executor.py',
|
||
)
|
||
base_module = importlib.util.module_from_spec(base_spec)
|
||
sys.modules[base_spec.name] = base_module
|
||
base_spec.loader.exec_module(base_module)
|
||
|
||
if 'app.crypto_agent.executor.bitget_executor' not in sys.modules:
|
||
executor_spec = importlib.util.spec_from_file_location(
|
||
'app.crypto_agent.executor.bitget_executor',
|
||
executor_dir / 'bitget_executor.py',
|
||
)
|
||
executor_module = importlib.util.module_from_spec(executor_spec)
|
||
sys.modules[executor_spec.name] = executor_module
|
||
executor_spec.loader.exec_module(executor_module)
|
||
|
||
return sys.modules['app.crypto_agent.executor.bitget_executor'].BitgetExecutor
|
||
|
||
|
||
def load_hyperliquid_executor_class():
|
||
"""按文件加载执行器，避免触发 app.crypto_agent.__init__ 的重依赖"""
|
||
executor_dir = Path(__file__).resolve().parents[1] / 'app' / 'crypto_agent' / 'executor'
|
||
|
||
if 'app.crypto_agent' not in sys.modules:
|
||
crypto_pkg = types.ModuleType('app.crypto_agent')
|
||
crypto_pkg.__path__ = [str(executor_dir.parent)]
|
||
sys.modules['app.crypto_agent'] = crypto_pkg
|
||
|
||
if 'app.crypto_agent.executor' not in sys.modules:
|
||
executor_pkg = types.ModuleType('app.crypto_agent.executor')
|
||
executor_pkg.__path__ = [str(executor_dir)]
|
||
sys.modules['app.crypto_agent.executor'] = executor_pkg
|
||
|
||
if 'app.crypto_agent.executor.base_executor' not in sys.modules:
|
||
base_spec = importlib.util.spec_from_file_location(
|
||
'app.crypto_agent.executor.base_executor',
|
||
executor_dir / 'base_executor.py',
|
||
)
|
||
base_module = importlib.util.module_from_spec(base_spec)
|
||
sys.modules[base_spec.name] = base_module
|
||
base_spec.loader.exec_module(base_module)
|
||
|
||
if 'app.crypto_agent.executor.hyperliquid_executor' not in sys.modules:
|
||
executor_spec = importlib.util.spec_from_file_location(
|
||
'app.crypto_agent.executor.hyperliquid_executor',
|
||
executor_dir / 'hyperliquid_executor.py',
|
||
)
|
||
executor_module = importlib.util.module_from_spec(executor_spec)
|
||
sys.modules[executor_spec.name] = executor_module
|
||
executor_spec.loader.exec_module(executor_module)
|
||
|
||
return sys.modules['app.crypto_agent.executor.hyperliquid_executor'].HyperliquidExecutor
|
||
|
||
|
||
def test_bitget_market_close_position_only_closes_requested_symbol():
|
||
service, mock_api = make_bitget_service()
|
||
mock_api.get_position.return_value = [
|
||
{
|
||
'symbol': 'BTC/USDT:USDT',
|
||
'side': 'long',
|
||
'entryPrice': 50000.0,
|
||
'unrealizedPnl': 100.0,
|
||
'leverage': 5,
|
||
'liquidationPrice': 45000.0,
|
||
'info': {'available': '0.02'},
|
||
},
|
||
{
|
||
'symbol': 'ETH/USDT:USDT',
|
||
'side': 'long',
|
||
'entryPrice': 3000.0,
|
||
'unrealizedPnl': 50.0,
|
||
'leverage': 5,
|
||
'liquidationPrice': 2500.0,
|
||
'info': {'available': '0.5'},
|
||
},
|
||
]
|
||
mock_api.get_open_orders.return_value = []
|
||
mock_api.cancel_all_orders.return_value = True
|
||
mock_api.exchange.create_market_order.return_value = {'id': 'close-btc'}
|
||
|
||
result = service.market_close_position('BTCUSDT')
|
||
|
||
assert result['success'] is True
|
||
assert result['coin'] == 'BTC'
|
||
kwargs = mock_api.exchange.create_market_order.call_args.kwargs
|
||
assert kwargs['symbol'] == 'BTC/USDT:USDT'
|
||
assert kwargs['side'] == 'sell'
|
||
|
||
|
||
def test_bitget_cancel_order_delegates_to_sdk():
|
||
service, mock_api = make_bitget_service()
|
||
mock_api.cancel_order.return_value = True
|
||
|
||
result = service.cancel_order('BTC', 'oid-1')
|
||
|
||
assert result['success'] is True
|
||
mock_api.cancel_order.assert_called_once_with(symbol='BTC', order_id='oid-1')
|
||
|
||
|
||
def test_bitget_executor_close_uses_symbol_close_not_close_all():
|
||
BitgetExecutor = load_bitget_executor_class()
|
||
|
||
executor = BitgetExecutor.__new__(BitgetExecutor)
|
||
executor.bitget = MagicMock()
|
||
executor.bitget.settings.bitget_default_leverage = 10
|
||
executor.send_execution_notification = AsyncMock()
|
||
executor.bitget.market_close_position.return_value = {'success': True, 'coin': 'BTC'}
|
||
|
||
result = asyncio.run(executor.execute_close({'symbol': 'BTCUSDT'}, 50000.0))
|
||
|
||
assert result['success'] is True
|
||
executor.bitget.market_close_position.assert_called_once_with('BTC')
|
||
executor.bitget.market_close_all.assert_not_called()
|
||
|
||
|
||
def test_bitget_executor_move_stop_loss_uses_set_tp_sl():
|
||
BitgetExecutor = load_bitget_executor_class()
|
||
|
||
executor = BitgetExecutor.__new__(BitgetExecutor)
|
||
executor.bitget = MagicMock()
|
||
executor.bitget.get_position_for_symbol.return_value = {'size': 0.02}
|
||
executor.bitget.get_tp_sl_prices.return_value = {'take_profit': 55000.0}
|
||
executor.bitget.set_tp_sl.return_value = {'success': True}
|
||
|
||
result = asyncio.run(executor.move_stop_loss('BTCUSDT', 49000.0))
|
||
|
||
assert result['success'] is True
|
||
executor.bitget.set_tp_sl.assert_called_once_with(
|
||
symbol='BTC',
|
||
is_long=True,
|
||
size=0.02,
|
||
tp_price=55000.0,
|
||
sl_price=49000.0,
|
||
)
|
||
|
||
|
||
def test_bitget_executor_open_uses_actual_leverage_for_contracts():
|
||
BitgetExecutor = load_bitget_executor_class()
|
||
|
||
executor = BitgetExecutor.__new__(BitgetExecutor)
|
||
executor.bitget = MagicMock()
|
||
executor.bitget.settings.bitget_default_leverage = 10
|
||
executor.send_execution_notification = AsyncMock()
|
||
executor.decide_order_type = MagicMock(return_value=('market', 'test'))
|
||
executor.calculate_effective_margin = MagicMock(return_value=32.0)
|
||
executor.bitget.get_account_state.return_value = {'available_balance': 1000.0}
|
||
executor.bitget.get_contract_size.return_value = 0.1
|
||
executor.bitget.place_market_order.return_value = {
|
||
'success': True,
|
||
'order_id': 'oid-1',
|
||
'order_status': 'filled',
|
||
}
|
||
|
||
result = asyncio.run(
|
||
executor.execute_open(
|
||
{
|
||
'symbol': 'ETHUSDT',
|
||
'action': 'buy',
|
||
'margin': 32.0,
|
||
'entry_price': 2000.0,
|
||
'stop_loss': 1980.0,
|
||
'take_profit': 2040.0,
|
||
},
|
||
2000.0,
|
||
)
|
||
)
|
||
|
||
assert result['success'] is True
|
||
executor.bitget.update_leverage.assert_called_once_with('ETH', 10)
|
||
executor.bitget.place_market_order.assert_called_once_with('ETH', is_buy=True, size=1)
|
||
|
||
|
||
def test_hyperliquid_executor_open_uses_decision_margin_not_account_value():
|
||
HyperliquidExecutor = load_hyperliquid_executor_class()
|
||
|
||
executor = HyperliquidExecutor.__new__(HyperliquidExecutor)
|
||
executor.hyperliquid = MagicMock()
|
||
executor.send_execution_notification = AsyncMock()
|
||
executor.decide_order_type = MagicMock(return_value=('market', 'test'))
|
||
executor.calculate_effective_margin = MagicMock(return_value=120.0)
|
||
executor.hyperliquid.get_account_state.return_value = {
|
||
'available_balance': 5000.0,
|
||
'account_value': 50000.0,
|
||
}
|
||
executor.hyperliquid.get_sz_decimals.return_value = 3
|
||
executor.hyperliquid.place_market_order.return_value = {
|
||
'success': True,
|
||
'order_id': 'oid-hl-1',
|
||
'order_status': 'filled',
|
||
}
|
||
executor.hyperliquid.set_tp_sl.return_value = {'tp_set': True, 'sl_set': True}
|
||
|
||
result = asyncio.run(
|
||
executor.execute_open(
|
||
{
|
||
'symbol': 'ETHUSDT',
|
||
'action': 'buy',
|
||
'margin': 120.0,
|
||
'entry_price': 2000.0,
|
||
'stop_loss': 1980.0,
|
||
'take_profit': 2060.0,
|
||
'leverage': 10,
|
||
},
|
||
2000.0,
|
||
)
|
||
)
|
||
|
||
assert result['success'] is True
|
||
executor.hyperliquid.update_leverage.assert_called_once_with('ETH', 10)
|
||
executor.hyperliquid.place_market_order.assert_called_once_with(
|
||
symbol='ETH',
|
||
is_buy=True,
|
||
size=0.6,
|
||
reduce_only=False,
|
||
)
|