def test_close_position_error():
"""
测试关闭头寸出错的情况
"""
flag = []
def onClosePositionError(order, errorId, errorMsg, position=None):
flag.append([order, errorId, errorMsg, position])
trader = Trader()
trader.bind('onClosePositionError', onClosePositionError)
# 创建一个头寸并关闭它
openOrder = trader.openPosition(getDefaultInstrumentId(), 'buy', 1)
position = openOrder.position
trader.onPositionOpened(openOrder, position)
assert position.state == 'open'
closeOrder = trader.closePosition(position.id)
position = ModelPosition.objects.get(id=position.id)
# 模拟头寸创建失败事件
errorId = -1
errorMsg = u'测试'
trader.onClosePositionError(closeOrder, errorId, errorMsg, position)
assert closeOrder.state == 'error'
assert closeOrder.finishTime is not None
assert closeOrder.errorId == errorId
assert closeOrder.errorMsg == errorMsg
assert position.state == 'open'
assert position.closeTime is None
# 检查事件正常传递
assert len(flag) == 1
assert flag[0][0] == closeOrder
assert flag[0][1] == errorId
assert flag[0][2] == errorMsg
assert flag[0][3] == position
def test_close_position():
"""
测试关闭头寸
"""
flag = []
def onPositionClosed(order, position):
flag.append([order, position])
trader = Trader()
trader.bind('onPositionClosed', onPositionClosed)
# 创建一个头寸供关闭使用
openOrder = trader.openPosition(getDefaultInstrumentId(), 'buy', 1)
position = openOrder.position
trader.onPositionOpened(openOrder, position)
assert position.state == 'open'
# 测试头寸关闭操作
closeOrder = trader.closePosition(position.id)
assert isinstance(closeOrder, ModelOrder)
assert closeOrder.id is not None
assert closeOrder.position == position
assert closeOrder.action == 'close'
assert closeOrder.state == 'insert'
assert closeOrder.finishTime is None
assert closeOrder.closeLimitPrice == 0
position = ModelPosition.objects.get(id=position.id)
assert closeOrder.position == position
assert position.state == 'preclose'
assert position.closeTime is None
assert position.closeLimitPrice == 0
# 模拟头寸正常关闭事件
trader.onPositionClosed(closeOrder, position)
assert closeOrder.state == 'finish'
assert closeOrder.finishTime is not None
assert position.state == 'close'
assert position.closeTime is not None
# NOTE: 因为trader还为实现议价机制,所以此时价格仍为空
assert position.closePrice is None
assert closeOrder.closePrice is None
# 检查事件正常传递
assert len(flag) == 1
assert flag[0][0] == closeOrder
assert flag[0][1] == position
def test_open_position():
"""
测试打开头寸
"""
flag = []
def onPositionOpened(order, position):
flag.append([order, position])
trader = Trader()
trader.bind('onPositionOpened', onPositionOpened)
# 尝试进行打开头寸报单
order = trader.openPosition(getDefaultInstrumentId(), 'buy', 1)
assert isinstance(order, ModelOrder)
assert order.id is not None
assert order.state == 'insert'
assert order.action == 'open'
assert order.finishTime is None
assert order.openLimitPrice == 0
position = order.position
assert isinstance(position, ModelPosition)
assert position.id is not None
assert position.state == 'preopen'
assert position.openTime is None
assert position.openLimitPrice == 0
# 模拟头寸创建成功事件发生
trader.onPositionOpened(order, position)
assert order.state == 'finish'
assert order.finishTime is not None
assert position.state == 'open'
assert position.openTime is not None
assert order.errorId == 0
assert order.errorMsg == ""
# NOTE: 因为trader还为实现议价机制,所以此时价格仍为空
assert position.openPrice is None
assert order.openPrice is None
# 检查绑定事件正常传递
assert len(flag) == 1
assert flag[0][0] == order
assert flag[0][1] == position
def test_open_and_close_position_with_limit_price():
"""
测试使用限价打开和关闭头寸
"""
openLimitPrice = 1000
closeLimitPrice = 2000
trader = Trader()
# 打开头寸
order = trader.openPosition(
instrumentId=getDefaultInstrumentId(),
direction='buy',
volume=1,
openLimitPrice=openLimitPrice
)
position = order.position
assert order.openLimitPrice == openLimitPrice
assert position.openLimitPrice == openLimitPrice
# 打开头寸成功
trader.onPositionOpened(order, position)
order = ModelOrder.objects.get(id=order.id)
position = ModelPosition.objects.get(id=position.id)
assert order.openLimitPrice == openLimitPrice
assert position.openLimitPrice == openLimitPrice
# 关闭头寸
order = trader.closePosition(position.id, closeLimitPrice=closeLimitPrice)
position = ModelPosition.objects.get(id=position.id)
assert order.closeLimitPrice == closeLimitPrice
assert position.closeLimitPrice == closeLimitPrice
# 关闭头寸成功
trader.onPositionClosed(order, position)
order = ModelOrder.objects.get(id=order.id)
position = ModelPosition.objects.get(id=position.id)
assert order.closeLimitPrice == closeLimitPrice
assert position.closeLimitPrice == closeLimitPrice
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
