feat: initial commit - EvoTraders project

量化交易多智能体系统，包含： - 分析师、投资组合经理、风险经理等智能体 - 股票分析、投资组合管理、风险控制工具 - React 前端界面 - FastAPI 后端服务 Co-Authored-By: Claude <noreply@anthropic.com>
2026-03-13 04:34:06 +08:00
commit 12de93aa30
115 changed files with 29304 additions and 0 deletions
--- a/backend/tests/test_market_service.py
+++ b/backend/tests/test_market_service.py
@@ -0,0 +1,438 @@
+# -*- coding: utf-8 -*-
+# pylint: disable=W0212
+import asyncio
+import time
+from unittest.mock import MagicMock, AsyncMock, patch
+import pytest
+from backend.services.market import MarketService
+from backend.data.mock_price_manager import MockPriceManager
+from backend.data.polling_price_manager import PollingPriceManager
+
+
+class TestMockPriceManager:
+    def test_init_default(self):
+        manager = MockPriceManager()
+
+        assert manager.poll_interval == 10
+        assert manager.volatility == 0.5
+        assert manager.running is False
+        assert len(manager.subscribed_symbols) == 0
+
+    def test_init_custom(self):
+        manager = MockPriceManager(poll_interval=5, volatility=1.0)
+
+        assert manager.poll_interval == 5
+        assert manager.volatility == 1.0
+
+    def test_subscribe(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL", "MSFT"])
+
+        assert "AAPL" in manager.subscribed_symbols
+        assert "MSFT" in manager.subscribed_symbols
+        assert manager.base_prices["AAPL"] == 237.50  # default price
+        assert manager.base_prices["MSFT"] == 425.30  # default price
+
+    def test_subscribe_with_base_prices(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        assert manager.base_prices["AAPL"] == 100.0
+        assert manager.open_prices["AAPL"] == 100.0
+        assert manager.latest_prices["AAPL"] == 100.0
+
+    def test_subscribe_unknown_symbol(self):
+        manager = MockPriceManager()
+        manager.subscribe(["UNKNOWN"])
+
+        assert "UNKNOWN" in manager.subscribed_symbols
+        assert manager.base_prices["UNKNOWN"] > 0  # random price generated
+
+    def test_unsubscribe(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL", "MSFT"])
+        manager.unsubscribe(["AAPL"])
+
+        assert "AAPL" not in manager.subscribed_symbols
+        assert "MSFT" in manager.subscribed_symbols
+
+    def test_add_price_callback(self):
+        manager = MockPriceManager()
+        callback = MagicMock()
+        manager.add_price_callback(callback)
+
+        assert callback in manager.price_callbacks
+
+    def test_generate_price_update_within_bounds(self):
+        manager = MockPriceManager(volatility=0.5)
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        for _ in range(100):
+            new_price = manager._generate_price_update("AAPL")
+            # Should be within +/-10% of open
+            assert 90.0 <= new_price <= 110.0
+
+    def test_update_prices_triggers_callback(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        callback = MagicMock()
+        manager.add_price_callback(callback)
+
+        manager._update_prices()
+
+        callback.assert_called_once()
+        call_args = callback.call_args[0][0]
+        assert call_args["symbol"] == "AAPL"
+        assert "price" in call_args
+        assert "timestamp" in call_args
+
+    def test_start_stop(self):
+        manager = MockPriceManager(poll_interval=1)
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        manager.start()
+        assert manager.running is True
+
+        time.sleep(0.1)  # let thread start
+
+        manager.stop()
+        assert manager.running is False
+
+    def test_start_without_subscription(self):
+        manager = MockPriceManager()
+        manager.start()
+
+        assert (
+            manager.running is False
+        )  # should not start without subscriptions
+
+    def test_get_latest_price(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        price = manager.get_latest_price("AAPL")
+        assert price == 100.0
+
+    def test_get_latest_price_unknown(self):
+        manager = MockPriceManager()
+        price = manager.get_latest_price("UNKNOWN")
+        assert price is None
+
+    def test_get_all_latest_prices(self):
+        manager = MockPriceManager()
+        manager.subscribe(
+            ["AAPL", "MSFT"],
+            base_prices={"AAPL": 100.0, "MSFT": 200.0},
+        )
+
+        prices = manager.get_all_latest_prices()
+        assert prices["AAPL"] == 100.0
+        assert prices["MSFT"] == 200.0
+
+    def test_reset_open_prices(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+        manager.latest_prices["AAPL"] = 105.0
+
+        manager.reset_open_prices()
+
+        # Open price should change (based on latest with small gap)
+        assert manager.open_prices["AAPL"] != 100.0
+
+    def test_set_base_price(self):
+        manager = MockPriceManager()
+        manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
+
+        manager.set_base_price("AAPL", 150.0)
+
+        assert manager.base_prices["AAPL"] == 150.0
+        assert manager.open_prices["AAPL"] == 150.0
+        assert manager.latest_prices["AAPL"] == 150.0
+
+
+class TestPollingPriceManager:
+    def test_init(self):
+        manager = PollingPriceManager(api_key="test_key", poll_interval=30)
+
+        assert manager.api_key == "test_key"
+        assert manager.poll_interval == 30
+        assert manager.running is False
+
+    def test_subscribe(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.subscribe(["AAPL", "MSFT"])
+
+        assert "AAPL" in manager.subscribed_symbols
+        assert "MSFT" in manager.subscribed_symbols
+
+    def test_unsubscribe(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.subscribe(["AAPL", "MSFT"])
+        manager.unsubscribe(["AAPL"])
+
+        assert "AAPL" not in manager.subscribed_symbols
+        assert "MSFT" in manager.subscribed_symbols
+
+    def test_add_price_callback(self):
+        manager = PollingPriceManager(api_key="test_key")
+        callback = MagicMock()
+        manager.add_price_callback(callback)
+
+        assert callback in manager.price_callbacks
+
+    @patch.object(PollingPriceManager, "_fetch_prices")
+    def test_start_stop(self):
+        manager = PollingPriceManager(api_key="test_key", poll_interval=1)
+        manager.subscribe(["AAPL"])
+
+        manager.start()
+        assert manager.running is True
+
+        time.sleep(0.1)
+
+        manager.stop()
+        assert manager.running is False
+
+    def test_start_without_subscription(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.start()
+
+        assert manager.running is False
+
+    def test_get_latest_price(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.latest_prices["AAPL"] = 150.0
+
+        price = manager.get_latest_price("AAPL")
+        assert price == 150.0
+
+    def test_get_open_price(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.open_prices["AAPL"] = 148.0
+
+        price = manager.get_open_price("AAPL")
+        assert price == 148.0
+
+    def test_reset_open_prices(self):
+        manager = PollingPriceManager(api_key="test_key")
+        manager.open_prices["AAPL"] = 150.0
+
+        manager.reset_open_prices()
+
+        assert len(manager.open_prices) == 0
+
+
+class TestMarketService:
+    def test_init_mock_mode(self):
+        service = MarketService(
+            tickers=["AAPL", "MSFT"],
+            poll_interval=10,
+            mock_mode=True,
+        )
+
+        assert service.tickers == ["AAPL", "MSFT"]
+        assert service.poll_interval == 10
+        assert service.mock_mode is True
+        assert service.running is False
+
+    def test_init_real_mode(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            mock_mode=False,
+            api_key="test_key",
+        )
+
+        assert service.mock_mode is False
+        assert service.api_key == "test_key"
+
+    @pytest.mark.asyncio
+    async def test_start_mock_mode(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            poll_interval=10,
+            mock_mode=True,
+        )
+
+        broadcast_func = AsyncMock()
+
+        await service.start(broadcast_func)
+
+        assert service.running is True
+        assert service._price_manager is not None
+        assert isinstance(service._price_manager, MockPriceManager)
+
+        service.stop()
+
+    @pytest.mark.asyncio
+    async def test_start_real_mode_without_api_key(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            mock_mode=False,
+            api_key=None,
+        )
+
+        broadcast_func = AsyncMock()
+
+        with pytest.raises(ValueError) as excinfo:
+            await service.start(broadcast_func)
+
+        assert "API key required" in str(excinfo.value)
+
+    @pytest.mark.asyncio
+    async def test_start_already_running(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            mock_mode=True,
+        )
+
+        broadcast_func = AsyncMock()
+
+        await service.start(broadcast_func)
+        assert service.running is True
+
+        # Start again should not fail
+        await service.start(broadcast_func)
+
+        service.stop()
+
+    def test_stop(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            mock_mode=True,
+        )
+        service.running = True
+        service._price_manager = MagicMock()
+
+        service.stop()
+
+        assert service.running is False
+        assert service._price_manager is None
+
+    def test_stop_when_not_running(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            mock_mode=True,
+        )
+
+        # Should not raise
+        service.stop()
+        assert service.running is False
+
+    def test_get_price_sync(self):
+        service = MarketService(tickers=["AAPL"], mock_mode=True)
+        service.cache["AAPL"] = {"price": 150.0, "open": 148.0}
+
+        price = service.get_price_sync("AAPL")
+        assert price == 150.0
+
+    def test_get_price_sync_not_found(self):
+        service = MarketService(tickers=["AAPL"], mock_mode=True)
+
+        price = service.get_price_sync("MSFT")
+        assert price is None
+
+    def test_get_all_prices(self):
+        service = MarketService(tickers=["AAPL", "MSFT"], mock_mode=True)
+        service.cache["AAPL"] = {"price": 150.0}
+        service.cache["MSFT"] = {"price": 400.0}
+
+        prices = service.get_all_prices()
+
+        assert prices["AAPL"] == 150.0
+        assert prices["MSFT"] == 400.0
+
+    @pytest.mark.asyncio
+    async def test_broadcast_price_update(self):
+        service = MarketService(tickers=["AAPL"], mock_mode=True)
+        service._broadcast_func = AsyncMock()
+
+        price_data = {
+            "symbol": "AAPL",
+            "price": 150.0,
+            "open": 148.0,
+            "timestamp": 1234567890,
+        }
+
+        await service._broadcast_price_update(price_data)
+
+        service._broadcast_func.assert_called_once()
+        call_args = service._broadcast_func.call_args[0][0]
+        assert call_args["type"] == "price_update"
+        assert call_args["symbol"] == "AAPL"
+        assert call_args["price"] == 150.0
+
+    @pytest.mark.asyncio
+    async def test_broadcast_price_update_no_func(self):
+        service = MarketService(tickers=["AAPL"], mock_mode=True)
+        service._broadcast_func = None
+
+        price_data = {"symbol": "AAPL", "price": 150.0, "open": 148.0}
+
+        # Should not raise
+        await service._broadcast_price_update(price_data)
+
+    @pytest.mark.asyncio
+    async def test_price_callback_thread_safety(self):
+        service = MarketService(
+            tickers=["AAPL"],
+            poll_interval=1,
+            mock_mode=True,
+        )
+
+        received_prices = []
+
+        async def capture_broadcast(msg):
+            received_prices.append(msg)
+
+        await service.start(capture_broadcast)
+
+        # Wait for at least one price update
+        await asyncio.sleep(1.5)
+
+        service.stop()
+
+        # Should have received at least one price update
+        assert len(received_prices) >= 1
+        assert received_prices[0]["type"] == "price_update"
+
+
+class TestMarketServiceIntegration:
+    @pytest.mark.asyncio
+    async def test_full_mock_cycle(self):
+        service = MarketService(
+            tickers=["AAPL", "MSFT"],
+            poll_interval=1,
+            mock_mode=True,
+        )
+
+        messages = []
+
+        async def collect_messages(msg):
+            messages.append(msg)
+
+        await service.start(collect_messages)
+
+        # Wait for price updates
+        await asyncio.sleep(2.5)
+
+        service.stop()
+
+        # Should have received multiple price updates
+        assert len(messages) >= 2
+
+        # Check message structure
+        symbols_seen = set()
+        for msg in messages:
+            assert msg["type"] == "price_update"
+            assert "symbol" in msg
+            assert "price" in msg
+            assert "ret" in msg
+            symbols_seen.add(msg["symbol"])
+
+        # Should have prices for both tickers
+        assert "AAPL" in symbols_seen or "MSFT" in symbols_seen
+
+
+if __name__ == "__main__":
+    pytest.main([__file__, "-v"])