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291 lines
10 KiB
Python
291 lines
10 KiB
Python
"""针对本轮 A 股增强功能的单元测试。"""
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import asyncio
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import struct
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from unittest.mock import patch
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from xmtdx import AsyncTdxClient, Market, TdxClient
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from xmtdx.client import _classify_fund_flow
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from xmtdx.models.bar import SecurityBar
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from xmtdx.models.quote import SecurityQuote
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from xmtdx.models.security import SecurityInfo
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from xmtdx.models.stats import HistoricalFundFlow
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from xmtdx.models.timeseries import MinuteBar
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from xmtdx.models.timeseries import TransactionRecord
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@patch("xmtdx.client.TdxConnection")
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def test_get_fund_flow_logic(_mock_conn_cls):
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"""测试资金流分类计算逻辑。"""
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client = TdxClient("127.0.0.1")
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# 构造模拟 Tick 数据
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mock_recs = [
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TransactionRecord(10, 0, 100.0, 101, 0, 0), # super_in (100*101*100 = 101w)
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TransactionRecord(10, 1, 10.0, 250, 1, 0), # large_out (10*250*100 = 25w)
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TransactionRecord(10, 2, 10.0, 10, 0, 0), # small_in (10*10*100 = 1w)
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]
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with patch.object(TdxClient, "get_transaction_data", return_value=mock_recs):
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flow = client.get_fund_flow(Market.SH, "600000")
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assert flow.super_in == 1010000.0
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assert flow.large_out == 250000.0
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assert flow.small_in == 10000.0
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assert flow.main_net_inflow == 1010000.0 - 250000.0
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def test_classify_fund_flow_exact_thresholds_use_lower_bucket():
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"""恰好命中阈值时，应落入较低一档。"""
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flow = _classify_fund_flow([
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TransactionRecord(10, 0, 100.0, 100, 0, 0), # 100w -> large
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TransactionRecord(10, 1, 100.0, 20, 0, 0), # 20w -> medium
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TransactionRecord(10, 2, 100.0, 4, 0, 0), # 4w -> small
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])
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assert flow.super_in == 0.0
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assert flow.large_in == 1000000.0
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assert flow.medium_in == 200000.0
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assert flow.small_in == 40000.0
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@patch("xmtdx.client.TdxConnection")
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def test_get_security_list_all_filtering(_mock_conn_cls):
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"""测试三市 A 股过滤与行业挂载逻辑。"""
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client = TdxClient("127.0.0.1")
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# 模拟行业配置 tdxhy.cfg
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industry_cfg = b"1|600000|T01|||X01\n0|000001|T02|||X02\n2|830000|T03|||X03"
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# 模拟各市场返回
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def mock_get_list(market, start):
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if market == Market.SH:
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return [
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SecurityInfo(Market.SH, "600000", "SH_A", 100, 2, 10.0),
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SecurityInfo(Market.SH, "999999", "INDEX", 100, 2, 3000.0), # 应被过滤
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]
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if market == Market.SZ:
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return [SecurityInfo(Market.SZ, "000001", "SZ_A", 100, 2, 10.0)]
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if market == Market.BJ:
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return [SecurityInfo(Market.BJ, "830000", "BJ_A", 100, 2, 10.0)]
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return []
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with patch.object(TdxClient, "get_report_file", return_value=industry_cfg), \
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patch.object(TdxClient, "get_security_count", return_value=1), \
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patch.object(TdxClient, "get_security_list", side_effect=mock_get_list):
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all_stocks = client.get_security_list_all()
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# 预期只有 SH 和 SZ，BJ 已在扫描中降级移除
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assert len(all_stocks) == 2
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codes = [s.code for s in all_stocks]
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assert "600000" in codes
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assert "000001" in codes
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assert "830000" not in codes
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s0 = next(s for s in all_stocks if s.code == "600000")
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assert s0.industry_tdx == "T01"
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@patch("xmtdx.client.TdxConnection")
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def test_get_market_stat_mapping(_mock_conn_cls):
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"""测试市场统计字段映射。"""
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client = TdxClient("127.0.0.1")
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mock_quote = SecurityQuote(
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Market.SH, "880005",
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price=3000.0, # up
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pre_close=2000.0, # down
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open=0,
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high=5500.0, # total
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low=500.0, # neutral (low=500 -> neutral_count=500)
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vol=1000000.0, cur_vol=0, amount=50000000.0,
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s_vol=0, b_vol=0, active1=0, active2=0,
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bid1=0, bid_vol1=0, bid2=0, bid_vol2=0, bid3=0, bid_vol3=0,
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bid4=0, bid_vol4=0, bid5=0, bid_vol5=0,
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ask1=0, ask_vol1=0, ask2=0, ask_vol2=0, ask3=0, ask_vol3=0,
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ask4=0, ask_vol4=0, ask5=0, ask_vol5=0,
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rise_speed=0, limit_up=0, limit_down=0
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)
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with patch.object(TdxClient, "get_security_quotes", return_value=[mock_quote]):
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stat = client.get_market_stat()
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assert stat.up_count == 3000
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assert stat.down_count == 2000
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assert stat.neutral_count == 500
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assert stat.total_count == 5500
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def test_get_history_fund_flow_parsing():
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"""测试历史资金流序列解析逻辑。"""
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from xmtdx.commands.fund_flow import GetHistoryFundFlowCmd
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# 模拟 Category 22 响应 (Header 9 + Count 2 + Body 36)
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body = bytearray(9)
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body.extend(struct.pack("<H", 1)) # 1 record
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# Record: Date(I) + 8 * custom_float(uint32)
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# 2025-01-08
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date = 20250108
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# 模拟 8 个流向金额
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record = struct.pack("<IIIIIIIII", date, 100, 200, 300, 400, 500, 600, 700, 800)
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body.extend(record)
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cmd = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 1)
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res = cmd.parse_response(bytes(body))
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assert len(res) == 1
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assert res[0].year == 2025
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assert res[0].month == 1
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assert res[0].day == 8
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@patch("xmtdx.client.TdxConnection")
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def test_get_history_fund_flow_fallback(_mock_conn_cls):
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"""Category 22 空回包时，自动回退到历史逐笔重算。"""
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client = TdxClient("127.0.0.1")
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bars = [
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SecurityBar(10, 10, 10, 10, 0, 0, 2025, 1, 8, 15, 0),
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SecurityBar(10, 10, 10, 10, 0, 0, 2025, 1, 9, 15, 0),
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]
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txn_map = {
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20250108: [
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TransactionRecord(10, 0, 100.0, 101, 0, 0),
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TransactionRecord(10, 1, 10.0, 250, 1, 0),
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],
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20250109: [
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TransactionRecord(10, 0, 10.0, 10, 0, 0),
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],
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}
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def mock_history_txn(_market, _code, date, start, count):
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if start > 0:
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return []
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return txn_map[date]
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with patch.object(TdxClient, "_execute", return_value=[]), patch.object(
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TdxClient, "get_security_bars", return_value=bars
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), patch.object(
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TdxClient, "get_history_transaction_data", side_effect=mock_history_txn
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):
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flows = client.get_history_fund_flow(Market.SH, "600000", 0, 2)
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assert flows == [
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HistoricalFundFlow(
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year=2025,
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month=1,
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day=8,
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super_in=1010000.0,
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super_out=0.0,
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large_in=0.0,
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large_out=250000.0,
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medium_in=0.0,
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medium_out=0.0,
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small_in=0.0,
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small_out=0.0,
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),
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HistoricalFundFlow(
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year=2025,
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month=1,
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day=9,
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super_in=0.0,
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super_out=0.0,
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large_in=0.0,
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large_out=0.0,
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medium_in=0.0,
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medium_out=0.0,
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small_in=10000.0,
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small_out=0.0,
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),
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]
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@patch("xmtdx.client.TdxConnection")
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def test_get_price_limits_uses_listing_window(_mock_conn_cls):
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"""client.get_price_limits 应结合日 K 条数判断上市初期限价窗口。"""
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client = TdxClient("127.0.0.1")
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with patch.object(
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TdxClient,
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"get_security_bars",
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return_value=[SecurityBar(0, 0, 0, 0, 0, 0, 2025, 1, 1, 15, 0)] * 5,
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):
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assert client.get_price_limits(Market.SH, "600001", "主板新股", 10.0) == (
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None,
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None,
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)
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with patch.object(
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TdxClient,
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"get_security_bars",
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return_value=[SecurityBar(0, 0, 0, 0, 0, 0, 2025, 1, 1, 15, 0)] * 6,
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):
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assert client.get_price_limits(Market.SH, "600001", "主板老股", 10.0) == (
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11.0,
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9.0,
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)
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@patch("xmtdx.client.TdxConnection")
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def test_get_minute_time_data_prefers_history_endpoint(_mock_conn_cls):
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"""今日分时优先走历史分时接口，规避当前分时协议歧义。"""
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client = TdxClient("127.0.0.1")
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expected = [MinuteBar(price=9.7, vol=13694)]
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with patch("xmtdx.client._today_in_shanghai", return_value=20260422), patch.object(
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TdxClient,
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"get_history_minute_time_data",
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return_value=expected,
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) as mock_history, patch.object(
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TdxClient,
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"_execute",
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side_effect=AssertionError("should not hit current-minute command"),
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):
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result = client.get_minute_time_data(Market.SH, "600000")
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mock_history.assert_called_once_with(Market.SH, "600000", 20260422)
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assert result == expected
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@patch("xmtdx.client.TdxConnection")
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def test_get_minute_time_data_falls_back_to_current_endpoint(_mock_conn_cls):
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"""历史分时失败时，仍回退到原今日分时命令。"""
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client = TdxClient("127.0.0.1")
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fallback = [MinuteBar(price=9.61, vol=10698)]
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with patch("xmtdx.client._today_in_shanghai", return_value=20260422), patch.object(
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TdxClient,
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"get_history_minute_time_data",
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side_effect=RuntimeError("history unavailable"),
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) as mock_history, patch.object(
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TdxClient,
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"_execute",
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return_value=fallback,
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) as mock_execute:
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result = client.get_minute_time_data(Market.SH, "600000")
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mock_history.assert_called_once_with(Market.SH, "600000", 20260422)
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mock_execute.assert_called_once()
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assert result == fallback
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def test_async_get_minute_time_data_prefers_history_endpoint():
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"""异步客户端应与同步客户端保持同一回退策略。"""
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expected = [MinuteBar(price=9.7, vol=13694)]
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async def run_test() -> None:
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with patch("xmtdx.client.AsyncTdxConnection"):
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client = AsyncTdxClient("127.0.0.1")
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with patch("xmtdx.client._today_in_shanghai", return_value=20260422), patch.object(
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AsyncTdxClient,
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"get_history_minute_time_data",
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return_value=expected,
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) as mock_history, patch.object(
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AsyncTdxClient,
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"_execute",
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side_effect=AssertionError("should not hit current-minute command"),
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):
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result = await client.get_minute_time_data(Market.SH, "600000")
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mock_history.assert_called_once_with(Market.SH, "600000", 20260422)
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assert result == expected
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asyncio.run(run_test())
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