def test_YW_CETFSS_SHSH_021(self):
# -----------ETF赎回-------------
title = ('上海ETF赎回--允许现金替代：T日ETF拥股量1unit→T日赎回ETF')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530330', # etf代码
'etf_unit_buy': 1.0, # etf买入单位数
'etf_unit': 1.0, # etf赎回单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------T日买入etf-------------
cetf_add(Api, Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
unit_info['ticker'], unit_info['etf_unit_buy'])
# -----------查询ETF赎回前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf赎回数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 查询etf成分股代码和数量
etf_components = query_cetf_component_share(unit_info['ticker'])
rs3 = {}
for stk_code in etf_components:
# 赎回用例1-25会有上海和深圳的成分股各一支，深圳成分股为'008000'，只卖上海的
if stk_code != '008000':
components_share = etf_components[stk_code]
quantity = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100 else
int(components_share *
unit_info['component_unit_sell']))
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSG_004(self):
# -----------ETF申购-------------
title = '上海ETF申购--禁止现金替代：T-1日成分股可以申购2unitETF→T日申购ETF'
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '550140', # etf代码
'etf_unit': 1.0, # etf申购单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------查询ETF申购前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申购数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 查询etf成分股代码和数量
etf_components = query_cetf_component_share(unit_info['ticker'])
# 如果卖出单位大于100，表示卖出数量；小于100，表示卖出份数
rs3 = {}
for stk_code in etf_components:
# 申购用例1-43会有上海和深圳的成分股各一支，深圳成分股为'008000'，只卖上海的
if stk_code != '008000':
components_share = etf_components[stk_code]
quantity = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100 else
int(components_share *
unit_info['component_unit_sell']))
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity,
'position_effect':
Api.const.
XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSG_073(self):
# -----------ETF申购-------------
title = (
'设置ETF申购费用上海ETF申购--深市必须全部现金替代：T日有成分股可申购1unitETF&可用资金足额→T日申购ETF')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '550910', # etf代码
'component_unit_buy': 1.0, # 成分股买入单位数
'etf_unit': 1.0, # etf申购单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------T日买入成分股-------------
cetf_basket_add(Api, Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
unit_info['ticker'], unit_info['component_unit_buy'])
# -----------查询ETF申购前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申购数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 查询etf成分股代码和数量
etf_components = query_cetf_component_share(unit_info['ticker'])
rs3 = {}
for stk_code in etf_components:
# 申购用例1-43会有上海和深圳的成分股各一支，深圳成分股为'008000'，只卖上海的
if stk_code != '008000':
components_share = etf_components[stk_code]
components_total = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100
else int(components_share *
unit_info['component_unit_sell']))
# 如果买入成分股包含半份，买入时数量取整了，卖出成分股是也要取整
if str(unit_info['component_unit_buy'])[-1] == '5':
quantity = get_valid_amount(components_total)
else:
quantity = components_total
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SZ_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSH_065(self):
# -----------ETF赎回-------------
title = ('T-1日申购ETF-T日赎回ETF-用T日赎回得到的成分股申购ETF-卖T日赎回的ETF成分股')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530670', # etf代码
'etf_unit': 1.0, # etf申赎单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# 查询ETF赎回前成分股持仓
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申赎数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(
Api,
case_goal,
wt_reqs,
component_stk_info,
)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# -----------ETF申购-------------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 查询ETF申购前成分股持仓
component_stk_info2 = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs2 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info2)
etf_creation_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 查询etf成分股代码、数量、现金替代标志等
etf_components = query_cetf_components_info(unit_info['ticker'], 1)
# 如果卖出单位大于100，表示卖出数量；小于100，表示卖出份数
rs3 = {}
for component_info in etf_components:
substitute_flag = component_info[1]
if substitute_flag in (0, 1):
stk_code = component_info[0]
components_share = component_info[2]
quantity = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100 else
int(components_share *
unit_info['component_unit_sell']))
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity,
'position_effect':
Api.const.
XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSH_086(self):
# -----------ETF赎回-------------
title = ('上海：折价套利（当ETF二级市场实际交易价格小于ETF份额参考净值大时，产生折价套利）')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530820', # etf代码
'etf_unit_buy': 1.0, # etf买入单位数
'etf_unit': 1.0, # etf申赎单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------T日买入etf-------------
cetf_add(Api, Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
unit_info['ticker'], unit_info['etf_unit_buy'])
time.sleep(1)
# 查询ETF赎回前成分股持仓
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申赎数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(
Api,
case_goal,
wt_reqs,
component_stk_info,
)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 查询etf成分股代码、数量、现金替代标志等
etf_components = query_cetf_components_info(unit_info['ticker'], 1)
# 如果卖出单位大于100，表示卖出数量；小于100，表示卖出份数
rs3 = {}
for component_info in etf_components:
substitute_flag = component_info[1]
if substitute_flag in (0, 1):
stk_code = component_info[0]
components_share = component_info[2]
quantity = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100 else
int(components_share *
unit_info['component_unit_sell']))
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSG_012(self):
# -----------ETF申购-------------
title = ('上海ETF申购--必须全部现金替代：' +
'T-1日无成分股&可用资金恰好→T日申购ETF')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '550230', # etf代码
'etf_unit': 1, # etf申购单位数
'component_unit_sell': 1 # 成分股卖出单位数
}
# -----------查询ETF申购前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(Api,unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
int(unit_info['etf_unit'] * unit_number)
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs,component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
quantity = int(unit_info['etf_unit'] * unit_number) # 二级市场卖出etf数量
quantity_list = split_etf_quantity(quantity)
limitup_px = getUpPrice(unit_info['ticker']) # 查询涨停价
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
# ------------二级市场卖出成份股-----------
# 查询etf成分股代码和数量
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
etf_components = query_cetf_component_share(unit_info['ticker'])
rs3 = {}
for stk_code in etf_components:
components_share = etf_components[stk_code]
quantity = int(components_share *
unit_info['component_unit_sell'])
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSH_002(self):
# -----------ETF赎回-------------
title = ('上海ETF赎回--OMS初始化—可选权限—Fundinfo表，资金账号无跨市场ETF申赎权限')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
updateAllFundRightHasNoP()
clear_data_and_restart_all()
Api.trade.Logout()
Api.trade.Login()
case_goal = {
'期望状态': '废单',
'errorID': 11000555,
'errorMSG': queryOrderErrorMsg(11000555),
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530150', # etf代码
'etf_unit_buy': 1.0, # etf买入单位数
'etf_unit': 1.0, # etf赎回单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------T日买入etf-------------
cetf_add(Api, Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
unit_info['ticker'], unit_info['etf_unit_buy'])
# -----------查询ETF赎回前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf赎回数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
def test_YW_CETFSS_SHSG_110(self):
# -----------ETF申购-------------
title = ('上海：当日申购的基金份额，当日可以卖出并检查持仓')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '540110', # etf代码
'component_unit_buy': 1.0, # 成分股买入单位数
'etf_unit': 1.0, # etf申购单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 1.0 # 成分股卖出单位数
}
# -----------T日买入成分股-------------
cetf_basket_add(Api, Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
unit_info['ticker'], unit_info['component_unit_buy'])
# -----------查询ETF申购前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申购数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity':
quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity,
'position_effect':
Api.const.XTP_POSITION_EFFECT_TYPE['XTP_POSITION_EFFECT_INIT']
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
def test_YW_CETFSS_SHSH_044(self):
# -----------ETF赎回-------------
title = '赎回真实的ETF-可赎回的证券数足量，资金足额，预估现金差额>0'
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530580', # etf代码
'etf_unit': 10.0, # etf赎回单位数
'etf_unit_sell': 1.0, # etf卖出单位数
'component_unit_sell': 10.0 # 成分股卖出单位数
}
# -----------查询ETF赎回前成分股持仓-------------
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf赎回数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs2 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs2 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs2['用例测试结果'] is False:
etf_sell_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
return
etf_sell_log(case_goal, rs2)
# ------------二级市场卖出成份股-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 查询etf成分股代码、数量、现金替代标志等
etf_components = query_cetf_components_info(unit_info['ticker'], 1)
# 如果卖出单位大于100，表示卖出数量；小于100，表示卖出份数
rs3 = {}
for component_info in etf_components:
substitute_flag = component_info[1]
if substitute_flag in (0, 1):
stk_code = component_info[0]
components_share = component_info[2]
quantity = (int(unit_info['component_unit_sell'])
if unit_info['component_unit_sell'] >= 100 else
int(components_share *
unit_info['component_unit_sell']))
limitup_px = getUpPrice(stk_code)
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
stk_code,
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs)
if rs3['用例测试结果'] is False:
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
etf_components_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
def test_YW_CETFSS_SHSH_067(self):
# -----------ETF申购-------------
title = ('T日申购ETF-T日赎回当天申购的ETF-T日卖出T日的ETF')
# 定义当前测试用例的期待值
# 期望状态：初始、未成交、全成、废单、撤废、内部撤单
# xtp_ID和cancel_xtpID默认为0，不需要变动
case_goal = {
'期望状态': '全成',
'errorID': 0,
'errorMSG': '',
'是否生成报单': '是',
'是否是撤废': '否',
'xtp_ID': 0,
'cancel_xtpID': 0,
}
logger.warning(title)
unit_info = {
'ticker': '530690', # etf代码
'etf_unit': 1.0, # etf申赎单位数
'etf_unit_sell': 1.0, # etf卖出单位数
}
# 查询ETF申购前成分股持仓
component_stk_info = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 查询etf最小申赎数量
unit_number = query_creation_redem_unit(unit_info['ticker'])
# etf申赎数量
quantity = int(unit_info['etf_unit'] * unit_number)
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_PURCHASE'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs1 = cetf_service_test(
Api,
case_goal,
wt_reqs,
component_stk_info,
)
etf_creation_log(case_goal, rs1)
self.assertEqual(rs1['用例测试结果'], True)
# -----------ETF赎回-------------
case_goal['期望状态'] = '废单'
case_goal['errorID'] = 11010121
case_goal['errorMSG'] = queryOrderErrorMsg(11010121)
# 查询ETF赎回前成分股持仓
component_stk_info2 = cetf_get_all_component_stk(
Api, unit_info['ticker'])
# 定义委托参数信息------------------------------------------
wt_reqs = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_ETF'],
'order_client_id': 2,
'market': Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker': unit_info['ticker'],
'side': Api.const.XTP_SIDE_TYPE['XTP_SIDE_REDEMPTION'],
'price_type': Api.const.XTP_PRICE_TYPE['XTP_PRICE_LIMIT'],
'quantity': quantity
}
g_func.cetf_parm_init(case_goal['期望状态'])
rs2 = cetf_service_test(Api, case_goal, wt_reqs, component_stk_info2)
etf_creation_log(case_goal, rs2)
self.assertEqual(rs2['用例测试结果'], True)
# --------二级市场，卖出etf-----------
case_goal['期望状态'] = '全成'
case_goal['errorID'] = 0
case_goal['errorMSG'] = ''
# 二级市场卖出的etf数量
quantity = int(unit_info['etf_unit_sell'] * unit_number)
quantity_list = split_etf_quantity(quantity)
# 查询涨停价
limitup_px = getUpPrice(unit_info['ticker'])
rs3 = {}
for etf_quantity in quantity_list:
wt_reqs_etf = {
'business_type':
Api.const.XTP_BUSINESS_TYPE['XTP_BUSINESS_TYPE_CASH'],
'order_client_id':
2,
'market':
Api.const.XTP_MARKET_TYPE['XTP_MKT_SH_A'],
'ticker':
unit_info['ticker'],
'side':
Api.const.XTP_SIDE_TYPE['XTP_SIDE_SELL'],
'price_type':
Api.const.XTP_PRICE_TYPE['XTP_PRICE_BEST5_OR_CANCEL'],
'price':
limitup_px,
'quantity':
etf_quantity
}
ParmIni(Api, case_goal['期望状态'], wt_reqs['price_type'])
rs3 = serviceTest(Api, case_goal, wt_reqs_etf)
if rs3['用例测试结果'] is False:
etf_sell_log(case_goal, rs3)
self.assertEqual(rs3['用例测试结果'], True)
return
etf_sell_log(case_goal, rs3)
