mirror of
https://github.com/shy3130/tick-stock-panel.git
synced 2026-11-02 10:26:13 +00:00
zelongjiandClaude Opus 5.5
a900230ba0
卖出规则的仓位只能按金额/权益换算股数, 与实际持仓对不上: 换算多了 create_order 以「可卖数量不足」整单拒绝, 换算少了只卖一部分, 无法表达清仓。 自动卖出以可卖数量(扣除已挂 pending 卖单)为上限; 可卖/挂单口径抽成 paper.sell_capacity, 与 create_order 的校验共用。 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01WydecjgAwEPFurSvKVZCJu
93 lines
3.1 KiB
Python
93 lines
3.1 KiB
Python
"""自动跟单卖出按可卖持仓封顶。
|
|
|
|
卖出规则的仓位只能按金额/权益换算股数, 与实际持仓对不上: 换算多了整单被
|
|
create_order 以「可卖数量不足」拒绝, 换算少了只卖一部分。自动卖出应以可卖
|
|
数量(扣除已挂 pending 卖单)为上限, 金额设足够大即等价于清仓。
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from datetime import date, timedelta
|
|
|
|
import polars as pl
|
|
import pytest
|
|
|
|
from app.strategy import paper, paper_auto
|
|
from app.tickflow.repository import DataStore, KlineRepository
|
|
|
|
SYM = "002893.SZ"
|
|
DAY = date(2026, 10, 8)
|
|
|
|
|
|
def _write_prev_close(tmp_path) -> None:
|
|
repo = KlineRepository(DataStore(tmp_path))
|
|
repo.append_daily(pl.DataFrame({
|
|
"symbol": [SYM], "date": [DAY - timedelta(days=1)],
|
|
"open": [10.0], "high": [10.0], "low": [10.0], "close": [10.0],
|
|
"volume": [10000.0], "amount": [100000.0],
|
|
}))
|
|
|
|
|
|
@pytest.fixture
|
|
def holding_500(tmp_path, monkeypatch):
|
|
"""昨日买入 500 股, 今日可卖。"""
|
|
monkeypatch.setattr(paper, "cn_today", lambda: DAY - timedelta(days=1))
|
|
_write_prev_close(tmp_path)
|
|
paper.create_account(tmp_path, 100_000.0)
|
|
_, err = paper.create_order(tmp_path, SYM, "buy", qty=500, ref_price=10.0)
|
|
assert err is None
|
|
assert len(paper.evaluate_intraday(tmp_path, {SYM: 10.0})) == 1
|
|
monkeypatch.setattr(paper, "cn_today", lambda: DAY)
|
|
paper._materialize(tmp_path)
|
|
return tmp_path
|
|
|
|
|
|
def _sell_rule(**overrides) -> dict:
|
|
rule = {
|
|
"name": "12元清仓", "match_kind": "rule", "match_id": "price_ge_12",
|
|
"side": "sell", "size_mode": "fixed_amount", "size_value": 10_000_000.0,
|
|
"order_type": "market", "cooldown_days": 0, "enabled": True,
|
|
}
|
|
rule.update(overrides)
|
|
return rule
|
|
|
|
|
|
def _event(price: float = 12.0) -> dict:
|
|
return {"source": "price", "rule_id": "price_ge_12", "symbol": SYM, "price": price}
|
|
|
|
|
|
def test_auto_sell_amount_above_holding_sells_whole_position(holding_500):
|
|
paper_auto.create_auto_rule(holding_500, _sell_rule())
|
|
|
|
orders = paper_auto.on_rule_events(holding_500, [_event()])
|
|
|
|
assert len(orders) == 1
|
|
assert orders[0]["side"] == "sell"
|
|
assert orders[0]["qty"] == 500
|
|
|
|
|
|
def test_auto_sell_cap_excludes_pending_sell_orders(holding_500):
|
|
_, err = paper.create_order(holding_500, SYM, "sell", qty=200, ref_price=12.0)
|
|
assert err is None
|
|
paper_auto.create_auto_rule(holding_500, _sell_rule())
|
|
|
|
orders = paper_auto.on_rule_events(holding_500, [_event()])
|
|
|
|
assert [o["qty"] for o in orders] == [300]
|
|
|
|
|
|
def test_auto_sell_amount_below_holding_keeps_partial_size(holding_500):
|
|
paper_auto.create_auto_rule(holding_500, _sell_rule(size_value=2400.0))
|
|
|
|
orders = paper_auto.on_rule_events(holding_500, [_event()])
|
|
|
|
assert [o["qty"] for o in orders] == [200]
|
|
|
|
|
|
def test_auto_sell_without_position_creates_no_order(tmp_path, monkeypatch):
|
|
monkeypatch.setattr(paper, "cn_today", lambda: DAY)
|
|
_write_prev_close(tmp_path)
|
|
paper.create_account(tmp_path, 100_000.0)
|
|
paper_auto.create_auto_rule(tmp_path, _sell_rule())
|
|
|
|
assert paper_auto.on_rule_events(tmp_path, [_event()]) == []
|