def test_set_stop_and_profit_price_fail():
"""
测试设置止损价格和止盈价格但失败
"""
stopPrice0 = 1000
stopPrice1 = stopPrice0 + 10
profitPrice0 = 2000
profitPrice1 = profitPrice0 - 10
trader = Trader()
# 打开头寸
order0 = trader.openPosition(
instrumentId=getDefaultInstrumentId(),
direction='buy',
volume=1,
stopPrice=stopPrice0,
profitPrice=profitPrice0
)
position = order0.position
assert order0.stopPrice == stopPrice0
assert order0.profitPrice == profitPrice0
assert position.stopPrice == stopPrice0
assert position.profitPrice == profitPrice0
# 打开头寸成功
trader.onPositionOpened(order0, position)
# 设置止损
order1 = trader.setStopPrice(position.id, stopPrice=stopPrice1)
position = ModelPosition.objects.get(id=position.id)
assert order1 != order0
assert order1.position == position
assert order1.action == 'setstop'
assert order1.state == 'insert'
assert order1.finishTime is None
assert order1.stopPrice == stopPrice1
assert position.stopPrice == stopPrice0 # 修改成功前应保持旧值
# 设置止损失败
errorId = -1
errorMsg = u'测试'
trader.onSetStopPriceError(order1, errorId, errorMsg, position)
order1 = ModelOrder.objects.get(id=order1.id)
position = ModelPosition.objects.get(id=position.id)
assert order1.state == 'error'
assert order1.errorId == errorId
assert order1.errorMsg == errorMsg
assert order1.finishTime is not None
assert position.stopPrice == stopPrice0 # 修改成功后为新值
# 设置止盈
order2 = trader.setProfitPrice(position.id, profitPrice=profitPrice1)
position = ModelPosition.objects.get(id=position.id)
assert order2.position == position
assert order2.action == 'setprofit'
assert order2.state == 'insert'
assert order2.finishTime is None
assert order2.profitPrice == profitPrice1
assert position.profitPrice == profitPrice0
# 设置止盈失败
errorId = -1
errorMsg = u'测试'
trader.onSetProfitPriceError(order2, errorId, errorMsg, position)
order2 = ModelOrder.objects.get(id=order2.id)
position = ModelPosition.objects.get(id=position.id)
assert order2.state == 'error'
assert order2.errorId == errorId
assert order2.errorMsg == errorMsg
assert order2.finishTime is not None
assert position.profitPrice == profitPrice0
def test_set_stop_and_profit_price_success():
"""
测试设置止损价格和止盈价格并成功
"""
stopPrice0 = 1000
stopPrice1 = stopPrice0 + 10
profitPrice0 = 2000
profitPrice1 = profitPrice0 - 10
trader = Trader()
# 打开头寸
order0 = trader.openPosition(
instrumentId=getDefaultInstrumentId(),
direction='buy',
volume=1,
stopPrice=stopPrice0,
profitPrice=profitPrice0
)
position = order0.position
assert order0.stopPrice == stopPrice0
assert order0.profitPrice == profitPrice0
assert position.stopPrice == stopPrice0
assert position.profitPrice == profitPrice0
# 打开头寸成功
trader.onPositionOpened(order0, position)
# 设置止损
order1 = trader.setStopPrice(position.id, stopPrice=stopPrice1)
position = ModelPosition.objects.get(id=position.id)
assert order1 != order0
assert order1.position == position
assert order1.action == 'setstop'
assert order1.state == 'insert'
assert order1.finishTime is None
assert order1.stopPrice == stopPrice1
assert position.stopPrice == stopPrice0 # 修改成功前应保持旧值
# 设置止损成功
trader.onStopPriceSetted(order1, position)
order1 = ModelOrder.objects.get(id=order1.id)
position = ModelPosition.objects.get(id=position.id)
assert order1.state == 'finish'
assert order1.finishTime is not None
assert position.stopPrice == stopPrice1 # 修改成功后为新值
# 设置止盈
order2 = trader.setProfitPrice(position.id, profitPrice=profitPrice1)
position = ModelPosition.objects.get(id=position.id)
assert order2.position == position
assert order2.action == 'setprofit'
assert order2.state == 'insert'
assert order2.finishTime is None
assert order2.profitPrice == profitPrice1
assert position.profitPrice == profitPrice0
# 设置止盈成功
trader.onProfitPriceSetted(order2, position)
order2 = ModelOrder.objects.get(id=order2.id)
position = ModelPosition.objects.get(id=position.id)
assert order2.state == 'finish'
assert order2.finishTime is not None
assert position.profitPrice == profitPrice1