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110 lines
4.1 KiB
Python
110 lines
4.1 KiB
Python
"""协议底层修复验证（针对 2026-04-15 审查结论）。"""
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import struct
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from xmtdx.codec.price_rules import compute_price_limits
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from xmtdx.commands.fund_flow import GetHistoryFundFlowCmd
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from xmtdx.commands.security_bars import GetSecurityBarsCmd
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from xmtdx.commands.security_list import GetSecurityListCmd
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from xmtdx.commands.security_quotes import GetSecurityQuotesCmd
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from xmtdx.models.enums import KlineCategory, Market
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def test_security_bars_exact_layout():
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"""验证 K 线请求包布局与旧版 working bytes 完全一致。"""
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cmd = GetSecurityBarsCmd(Market.SH, "600000", KlineCategory.DAY, 0, 10)
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req = cmd.build_request()
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# Header: 0x010C, 0x01016408, 0x1C, 0x1C
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# Payload: 0x052D, 1 (Market.SH), "600000", 4 (KlineCategory.DAY), 1, 0 (start), 10, 0, 0, 0
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expected = struct.pack(
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"<HIHHHH6sHHHHIIH",
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0x010C, 0x01016408, 0x001C, 0x001C,
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0x052D, 1, b"600000", 4, 1, 0, 10, 0, 0, 0
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)
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assert req == expected
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assert len(req) == 38
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def test_history_fund_flow_exact_layout():
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"""验证历史资金流请求包布局与 K 线一致，只差 category=22。"""
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cmd = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 10)
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req = cmd.build_request()
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# Header: 0x010C, 0x01016408, 0x1C, 0x1C
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# Payload: 0x052D, 1 (Market.SH), "600000", 22, 1, 0, 10, 0, 0, 0
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expected = struct.pack(
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"<HIHHHH6sHHHHIIH",
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0x010C, 0x01016408, 0x001C, 0x001C,
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0x052D, 1, b"600000", 22, 1, 0, 10, 0, 0, 0
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)
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assert req == expected
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assert len(req) == 38
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def test_security_list_request_length():
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"""验证证券列表请求包载荷长度为 6 字节。"""
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cmd = GetSecurityListCmd(Market.SH, 0)
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req = cmd.build_request()
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# Header 12 + Payload 6 = 18
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assert len(req) == 18
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payload_len = struct.unpack("<H", req[6:8])[0]
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assert payload_len == 6
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def test_security_quotes_limit_mapping():
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"""验证涨跌停价现在返回 None，且 pre_close 正确。"""
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from xmtdx.codec.price import put_price
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cmd = GetSecurityQuotesCmd([(Market.SH, "600000")])
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# 构造响应报文
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body = bytearray(b"\x00\x00")
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body.extend(struct.pack("<H", 1))
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# Record: Market(B), Code(6s), Active1(H) + ...
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body.extend(struct.pack("<B6sH", 1, b"600000", 0))
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body.extend(put_price(1010)) # price_raw
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body.extend(put_price(-5)) # last_close_diff
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body.extend(put_price(0))
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body.extend(put_price(0))
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body.extend(put_price(0))
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body.extend(put_price(12345))
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body.extend(put_price(-1010))
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body.extend(put_price(100))
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body.extend(put_price(10))
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body.extend(struct.pack("<I", 10000))
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body.extend(put_price(50))
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body.extend(put_price(50))
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body.extend(put_price(2))
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body.extend(put_price(3))
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for _ in range(20):
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body.extend(put_price(0))
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body.extend(struct.pack("<H", 0))
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body.extend(put_price(96))
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body.extend(put_price(-106))
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body.extend(put_price(0))
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body.extend(put_price(0))
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body.extend(struct.pack("<hH", 0, 0))
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quotes = cmd.parse_response(bytes(body))
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q = quotes[0]
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assert q.limit_up is None
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assert q.limit_down is None
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assert q.pre_close == 10.05
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def test_compute_price_limits_for_stocks():
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"""普通股票 / ST / 创业板 / 科创板 / 北交所规则应可正确计算。"""
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assert compute_price_limits(Market.SH, "600000", "浦发银行", 10.05) == (11.06, 9.05)
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assert compute_price_limits(Market.SH, "603939", "ST益丰", 22.53) == (23.66, 21.4)
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assert compute_price_limits(Market.SZ, "301269", "华大九天", 86.36) == (103.63, 69.09)
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assert compute_price_limits(Market.SH, "688981", "中芯国际", 101.52) == (121.82, 81.22)
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assert compute_price_limits(Market.BJ, "920002", "万达轴承", 84.36) == (109.67, 59.05)
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def test_compute_price_limits_for_indices():
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"""指数与板块类代码不应计算涨跌停。"""
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assert compute_price_limits(Market.SH, "999999", "上证指数", 4026.63) == (None, None)
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assert compute_price_limits(Market.SH, "880005", "涨跌家数", 1841.0) == (None, None)
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assert compute_price_limits(Market.SZ, "399001", "深证成指", 10412.63) == (None, None)
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