mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 20:24:19 +08:00
GitHub
155328df8b
经三轮代码审计后的综合质量加固版本，覆盖协议核心层、数据正确性、 错误处理、测试真实度与可维护性。761 单测全绿（+58），ruff/mypy 全过。 主要修复： - 离线 .day 写入原子化（fsync + _repair_tail + 读取校验，CQS 守住） - 回测止损前视偏差（延迟下一根开盘 + 跳空保护） - VWAP 权重索引 / bar_time fail-fast / 绩效除零保护 - 闭包绑定 / 路径穿越 / naive datetime 跨时区 / ruff UP038 重构： - 抽 AsyncHeartbeatMixin 收敛 4 处心跳副本（12→1） - 统一 _RETRY_DELAYS 退避序列 / scanner 失败可观测性 新增 5 个测试文件 + 公共 API 类型契约，CI 加 Windows 矩阵 + trusted publishing 签名 + 锁文件。 详见 CHANGELOG.md
194 lines
8.5 KiB
Python
194 lines
8.5 KiB
Python
"""扩展行情 client 的指数退避重连测试（审计 #2）。
|
||
|
||
之前 ex 家族（ExTdxClient/MacExClient/AsyncExTdxClient/AsyncMacExClient）的 _execute
|
||
只重连 1 次无退避，与 A 股/MAC 的 4 次退避不一致。本测试验证统一后的退避行为，
|
||
并确认 MacExClient 重连后会重新 _login()。
|
||
"""
|
||
|
||
from __future__ import annotations
|
||
|
||
import asyncio
|
||
from unittest.mock import AsyncMock, MagicMock, patch
|
||
|
||
import pytest
|
||
|
||
from easy_tdx._reconnect import _RETRY_DELAYS
|
||
from easy_tdx.ex.client import AsyncExTdxClient, ExTdxClient
|
||
from easy_tdx.ex.commands.get_markets import GetExMarketsCmd
|
||
from easy_tdx.ex.mac_client import AsyncMacExClient, MacExClient
|
||
from easy_tdx.exceptions import TdxConnectionError
|
||
|
||
|
||
class TestExTdxClientReconnect:
|
||
def test_reconnect_succeeds_on_second_attempt(self) -> None:
|
||
"""首次抛 TdxConnectionError，重连后第 1 次重试成功。"""
|
||
with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = [TdxConnectionError("down"), ["market"]]
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = ExTdxClient("1.1.1.1", auto_reconnect=True)
|
||
with patch("easy_tdx.ex.client.time.sleep"):
|
||
result = client._execute(GetExMarketsCmd())
|
||
assert result == ["market"]
|
||
assert mock_conn.close.call_count == 1 # 重连了 1 次
|
||
|
||
def test_all_retries_exhausted_raises_last(self) -> None:
|
||
"""4 次重试全部失败，应抛出异常，且 sleep 4 次。"""
|
||
with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = TdxConnectionError("always down")
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = ExTdxClient("1.1.1.1", auto_reconnect=True)
|
||
with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
|
||
with pytest.raises(TdxConnectionError):
|
||
client._execute(GetExMarketsCmd())
|
||
assert mock_sleep.call_count == len(_RETRY_DELAYS)
|
||
|
||
def test_no_reconnect_when_disabled(self) -> None:
|
||
with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = TdxConnectionError("down")
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = ExTdxClient("1.1.1.1", auto_reconnect=False)
|
||
with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
|
||
with pytest.raises(TdxConnectionError):
|
||
client._execute(GetExMarketsCmd())
|
||
mock_sleep.assert_not_called()
|
||
|
||
|
||
class TestMacExClientReconnect:
|
||
def test_reconnect_relogs_in(self) -> None:
|
||
"""MacExClient 每次重连后必须重新 _login()（MAC 协议特有）。"""
|
||
with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = [TdxConnectionError("down"), ["market"]]
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = MacExClient("1.1.1.1", auto_reconnect=True)
|
||
with (
|
||
patch("easy_tdx.ex.mac_client.time.sleep"),
|
||
patch.object(client, "_login") as mock_login,
|
||
):
|
||
result = client._execute(GetExMarketsCmd())
|
||
assert result == ["market"]
|
||
# 重连 1 次应触发 1 次 _login
|
||
assert mock_login.call_count == 1
|
||
|
||
def test_all_retries_relogin_each_time(self) -> None:
|
||
"""4 次重试全失败时，每次重连都应 _login()（共 4 次）。"""
|
||
with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = TdxConnectionError("always down")
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = MacExClient("1.1.1.1", auto_reconnect=True)
|
||
with (
|
||
patch("easy_tdx.ex.mac_client.time.sleep"),
|
||
patch.object(client, "_login") as mock_login,
|
||
):
|
||
with pytest.raises(TdxConnectionError):
|
||
client._execute(GetExMarketsCmd())
|
||
assert mock_login.call_count == len(_RETRY_DELAYS)
|
||
|
||
|
||
class TestAsyncExTdxClientReconnect:
|
||
def test_async_all_retries_exhausted(self) -> None:
|
||
async def main() -> None:
|
||
with patch("easy_tdx.ex.client.AsyncExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
|
||
async def _execute(cmd: object) -> list[str]:
|
||
raise TdxConnectionError("always down")
|
||
|
||
mock_conn.execute = _execute
|
||
|
||
async def _noop() -> None:
|
||
return None
|
||
|
||
mock_conn.close = _noop
|
||
mock_conn.connect = _noop
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = AsyncExTdxClient("1.1.1.1", auto_reconnect=True, heartbeat_interval=0)
|
||
with patch("easy_tdx.ex.client.asyncio.sleep") as mock_sleep:
|
||
with pytest.raises(TdxConnectionError):
|
||
await client._execute(GetExMarketsCmd())
|
||
assert mock_sleep.call_count == len(_RETRY_DELAYS)
|
||
|
||
asyncio.run(main())
|
||
|
||
|
||
class TestAsyncMacExClientReconnect:
|
||
def test_async_relogin_each_retry(self) -> None:
|
||
"""AsyncMacExClient 每次重连后必须重新 _login()（覆盖 async relogin 路径）。"""
|
||
|
||
async def main() -> None:
|
||
with patch("easy_tdx.ex.mac_client.AsyncExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
|
||
async def _execute(cmd: object) -> list[str]:
|
||
raise TdxConnectionError("always down")
|
||
|
||
mock_conn.execute = _execute
|
||
|
||
async def _noop() -> None:
|
||
return None
|
||
|
||
mock_conn.close = _noop
|
||
mock_conn.connect = _noop
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = AsyncMacExClient("1.1.1.1", auto_reconnect=True, heartbeat_interval=0)
|
||
with (
|
||
patch("easy_tdx.ex.mac_client.asyncio.sleep"),
|
||
patch.object(client, "_login", new_callable=AsyncMock) as mock_login,
|
||
):
|
||
with pytest.raises(TdxConnectionError):
|
||
await client._execute(GetExMarketsCmd())
|
||
# 4 次重连应触发 4 次 _login
|
||
assert mock_login.call_count == len(_RETRY_DELAYS)
|
||
|
||
asyncio.run(main())
|
||
|
||
|
||
class TestBackoffDelayValues:
|
||
"""验证退避延迟值序列与 _RETRY_DELAYS 完全一致（防硬编码回归）。"""
|
||
|
||
def test_sync_ex_uses_exact_delays(self) -> None:
|
||
with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = TdxConnectionError("down")
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = ExTdxClient("1.1.1.1", auto_reconnect=True)
|
||
with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
|
||
with pytest.raises(TdxConnectionError):
|
||
client._execute(GetExMarketsCmd())
|
||
actual = tuple(c.args[0] for c in mock_sleep.call_args_list)
|
||
assert actual == _RETRY_DELAYS
|
||
|
||
|
||
class TestMacExLoginRetriedOnConnectionError:
|
||
"""登录握手期抛 TdxConnectionError 应继续重试（验证 _login 纳入 inner try）。"""
|
||
|
||
def test_login_conn_error_triggers_full_retry(self) -> None:
|
||
"""_login 抛 TdxConnectionError 时不应逃逸，应跑完 4 次重试。"""
|
||
with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
|
||
mock_conn = MagicMock()
|
||
mock_conn.execute.side_effect = TdxConnectionError("always down")
|
||
mock_conn_cls.return_value = mock_conn
|
||
|
||
client = MacExClient("1.1.1.1", auto_reconnect=True)
|
||
# _login 抛 TdxConnectionError（模拟登录握手期连接又断）
|
||
with (
|
||
patch("easy_tdx.ex.mac_client.time.sleep") as mock_sleep,
|
||
patch.object(client, "_login", side_effect=TdxConnectionError("login lost")),
|
||
):
|
||
with pytest.raises(TdxConnectionError):
|
||
client._execute(GetExMarketsCmd())
|
||
# 关键：_login 异常被纳入重试，4 次都跑了（而非第 1 次就逃逸）
|
||
assert mock_sleep.call_count == len(_RETRY_DELAYS)
|