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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）。
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之前 ex 家族（ExTdxClient/MacExClient/AsyncExTdxClient/AsyncMacExClient）的 _execute
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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，
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并确认 MacExClient 重连后会重新 _login()。
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"""
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from __future__ import annotations
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import asyncio
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from unittest.mock import AsyncMock, MagicMock, patch
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import pytest
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from easy_tdx._reconnect import _RETRY_DELAYS
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from easy_tdx.ex.client import AsyncExTdxClient, ExTdxClient
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from easy_tdx.ex.commands.get_markets import GetExMarketsCmd
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from easy_tdx.ex.mac_client import AsyncMacExClient, MacExClient
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from easy_tdx.exceptions import TdxConnectionError
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class TestExTdxClientReconnect:
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def test_reconnect_succeeds_on_second_attempt(self) -> None:
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"""首次抛 TdxConnectionError，重连后第 1 次重试成功。"""
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with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = [TdxConnectionError("down"), ["market"]]
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mock_conn_cls.return_value = mock_conn
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client = ExTdxClient("1.1.1.1", auto_reconnect=True)
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with patch("easy_tdx.ex.client.time.sleep"):
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result = client._execute(GetExMarketsCmd())
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assert result == ["market"]
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assert mock_conn.close.call_count == 1 # 重连了 1 次
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def test_all_retries_exhausted_raises_last(self) -> None:
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"""4 次重试全部失败，应抛出异常，且 sleep 4 次。"""
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with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = TdxConnectionError("always down")
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mock_conn_cls.return_value = mock_conn
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client = ExTdxClient("1.1.1.1", auto_reconnect=True)
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with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
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with pytest.raises(TdxConnectionError):
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client._execute(GetExMarketsCmd())
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assert mock_sleep.call_count == len(_RETRY_DELAYS)
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def test_no_reconnect_when_disabled(self) -> None:
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with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = TdxConnectionError("down")
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mock_conn_cls.return_value = mock_conn
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client = ExTdxClient("1.1.1.1", auto_reconnect=False)
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with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
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with pytest.raises(TdxConnectionError):
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client._execute(GetExMarketsCmd())
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mock_sleep.assert_not_called()
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class TestMacExClientReconnect:
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def test_reconnect_relogs_in(self) -> None:
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"""MacExClient 每次重连后必须重新 _login()（MAC 协议特有）。"""
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with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = [TdxConnectionError("down"), ["market"]]
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mock_conn_cls.return_value = mock_conn
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client = MacExClient("1.1.1.1", auto_reconnect=True)
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with (
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patch("easy_tdx.ex.mac_client.time.sleep"),
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patch.object(client, "_login") as mock_login,
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):
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result = client._execute(GetExMarketsCmd())
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assert result == ["market"]
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# 重连 1 次应触发 1 次 _login
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assert mock_login.call_count == 1
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def test_all_retries_relogin_each_time(self) -> None:
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"""4 次重试全失败时，每次重连都应 _login()（共 4 次）。"""
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with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = TdxConnectionError("always down")
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mock_conn_cls.return_value = mock_conn
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client = MacExClient("1.1.1.1", auto_reconnect=True)
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with (
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patch("easy_tdx.ex.mac_client.time.sleep"),
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patch.object(client, "_login") as mock_login,
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):
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with pytest.raises(TdxConnectionError):
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client._execute(GetExMarketsCmd())
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assert mock_login.call_count == len(_RETRY_DELAYS)
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class TestAsyncExTdxClientReconnect:
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def test_async_all_retries_exhausted(self) -> None:
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async def main() -> None:
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with patch("easy_tdx.ex.client.AsyncExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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async def _execute(cmd: object) -> list[str]:
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raise TdxConnectionError("always down")
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mock_conn.execute = _execute
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async def _noop() -> None:
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return None
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mock_conn.close = _noop
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mock_conn.connect = _noop
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mock_conn_cls.return_value = mock_conn
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client = AsyncExTdxClient("1.1.1.1", auto_reconnect=True, heartbeat_interval=0)
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with patch("easy_tdx.ex.client.asyncio.sleep") as mock_sleep:
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with pytest.raises(TdxConnectionError):
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await client._execute(GetExMarketsCmd())
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assert mock_sleep.call_count == len(_RETRY_DELAYS)
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asyncio.run(main())
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class TestAsyncMacExClientReconnect:
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def test_async_relogin_each_retry(self) -> None:
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"""AsyncMacExClient 每次重连后必须重新 _login()（覆盖 async relogin 路径）。"""
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async def main() -> None:
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with patch("easy_tdx.ex.mac_client.AsyncExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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async def _execute(cmd: object) -> list[str]:
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raise TdxConnectionError("always down")
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mock_conn.execute = _execute
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async def _noop() -> None:
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return None
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mock_conn.close = _noop
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mock_conn.connect = _noop
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mock_conn_cls.return_value = mock_conn
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client = AsyncMacExClient("1.1.1.1", auto_reconnect=True, heartbeat_interval=0)
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with (
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patch("easy_tdx.ex.mac_client.asyncio.sleep"),
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patch.object(client, "_login", new_callable=AsyncMock) as mock_login,
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):
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with pytest.raises(TdxConnectionError):
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await client._execute(GetExMarketsCmd())
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# 4 次重连应触发 4 次 _login
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assert mock_login.call_count == len(_RETRY_DELAYS)
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asyncio.run(main())
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class TestBackoffDelayValues:
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"""验证退避延迟值序列与 _RETRY_DELAYS 完全一致（防硬编码回归）。"""
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def test_sync_ex_uses_exact_delays(self) -> None:
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with patch("easy_tdx.ex.client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = TdxConnectionError("down")
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mock_conn_cls.return_value = mock_conn
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client = ExTdxClient("1.1.1.1", auto_reconnect=True)
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with patch("easy_tdx.ex.client.time.sleep") as mock_sleep:
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with pytest.raises(TdxConnectionError):
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client._execute(GetExMarketsCmd())
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actual = tuple(c.args[0] for c in mock_sleep.call_args_list)
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assert actual == _RETRY_DELAYS
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class TestMacExLoginRetriedOnConnectionError:
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"""登录握手期抛 TdxConnectionError 应继续重试（验证 _login 纳入 inner try）。"""
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def test_login_conn_error_triggers_full_retry(self) -> None:
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"""_login 抛 TdxConnectionError 时不应逃逸，应跑完 4 次重试。"""
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with patch("easy_tdx.ex.mac_client.ExTdxConnection") as mock_conn_cls:
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mock_conn = MagicMock()
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mock_conn.execute.side_effect = TdxConnectionError("always down")
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mock_conn_cls.return_value = mock_conn
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client = MacExClient("1.1.1.1", auto_reconnect=True)
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# _login 抛 TdxConnectionError（模拟登录握手期连接又断）
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with (
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patch("easy_tdx.ex.mac_client.time.sleep") as mock_sleep,
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patch.object(client, "_login", side_effect=TdxConnectionError("login lost")),
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):
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with pytest.raises(TdxConnectionError):
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client._execute(GetExMarketsCmd())
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# 关键：_login 异常被纳入重试，4 次都跑了（而非第 1 次就逃逸）
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assert mock_sleep.call_count == len(_RETRY_DELAYS)
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