cillin
12de93aa30
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>
439 lines
13 KiB
Python
439 lines
13 KiB
Python
# -*- coding: utf-8 -*-
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# pylint: disable=W0212
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import asyncio
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import time
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from unittest.mock import MagicMock, AsyncMock, patch
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import pytest
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from backend.services.market import MarketService
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from backend.data.mock_price_manager import MockPriceManager
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from backend.data.polling_price_manager import PollingPriceManager
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class TestMockPriceManager:
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def test_init_default(self):
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manager = MockPriceManager()
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assert manager.poll_interval == 10
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assert manager.volatility == 0.5
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assert manager.running is False
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assert len(manager.subscribed_symbols) == 0
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def test_init_custom(self):
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manager = MockPriceManager(poll_interval=5, volatility=1.0)
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assert manager.poll_interval == 5
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assert manager.volatility == 1.0
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def test_subscribe(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL", "MSFT"])
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assert "AAPL" in manager.subscribed_symbols
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assert "MSFT" in manager.subscribed_symbols
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assert manager.base_prices["AAPL"] == 237.50 # default price
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assert manager.base_prices["MSFT"] == 425.30 # default price
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def test_subscribe_with_base_prices(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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assert manager.base_prices["AAPL"] == 100.0
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assert manager.open_prices["AAPL"] == 100.0
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assert manager.latest_prices["AAPL"] == 100.0
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def test_subscribe_unknown_symbol(self):
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manager = MockPriceManager()
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manager.subscribe(["UNKNOWN"])
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assert "UNKNOWN" in manager.subscribed_symbols
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assert manager.base_prices["UNKNOWN"] > 0 # random price generated
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def test_unsubscribe(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL", "MSFT"])
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manager.unsubscribe(["AAPL"])
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assert "AAPL" not in manager.subscribed_symbols
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assert "MSFT" in manager.subscribed_symbols
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def test_add_price_callback(self):
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manager = MockPriceManager()
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callback = MagicMock()
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manager.add_price_callback(callback)
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assert callback in manager.price_callbacks
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def test_generate_price_update_within_bounds(self):
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manager = MockPriceManager(volatility=0.5)
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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for _ in range(100):
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new_price = manager._generate_price_update("AAPL")
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# Should be within +/-10% of open
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assert 90.0 <= new_price <= 110.0
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def test_update_prices_triggers_callback(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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callback = MagicMock()
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manager.add_price_callback(callback)
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manager._update_prices()
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callback.assert_called_once()
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call_args = callback.call_args[0][0]
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assert call_args["symbol"] == "AAPL"
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assert "price" in call_args
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assert "timestamp" in call_args
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def test_start_stop(self):
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manager = MockPriceManager(poll_interval=1)
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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manager.start()
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assert manager.running is True
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time.sleep(0.1) # let thread start
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manager.stop()
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assert manager.running is False
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def test_start_without_subscription(self):
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manager = MockPriceManager()
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manager.start()
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assert (
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manager.running is False
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) # should not start without subscriptions
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def test_get_latest_price(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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price = manager.get_latest_price("AAPL")
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assert price == 100.0
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def test_get_latest_price_unknown(self):
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manager = MockPriceManager()
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price = manager.get_latest_price("UNKNOWN")
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assert price is None
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def test_get_all_latest_prices(self):
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manager = MockPriceManager()
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manager.subscribe(
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["AAPL", "MSFT"],
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base_prices={"AAPL": 100.0, "MSFT": 200.0},
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)
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prices = manager.get_all_latest_prices()
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assert prices["AAPL"] == 100.0
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assert prices["MSFT"] == 200.0
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def test_reset_open_prices(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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manager.latest_prices["AAPL"] = 105.0
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manager.reset_open_prices()
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# Open price should change (based on latest with small gap)
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assert manager.open_prices["AAPL"] != 100.0
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def test_set_base_price(self):
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manager = MockPriceManager()
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manager.subscribe(["AAPL"], base_prices={"AAPL": 100.0})
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manager.set_base_price("AAPL", 150.0)
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assert manager.base_prices["AAPL"] == 150.0
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assert manager.open_prices["AAPL"] == 150.0
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assert manager.latest_prices["AAPL"] == 150.0
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class TestPollingPriceManager:
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def test_init(self):
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manager = PollingPriceManager(api_key="test_key", poll_interval=30)
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assert manager.api_key == "test_key"
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assert manager.poll_interval == 30
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assert manager.running is False
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def test_subscribe(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.subscribe(["AAPL", "MSFT"])
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assert "AAPL" in manager.subscribed_symbols
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assert "MSFT" in manager.subscribed_symbols
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def test_unsubscribe(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.subscribe(["AAPL", "MSFT"])
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manager.unsubscribe(["AAPL"])
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assert "AAPL" not in manager.subscribed_symbols
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assert "MSFT" in manager.subscribed_symbols
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def test_add_price_callback(self):
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manager = PollingPriceManager(api_key="test_key")
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callback = MagicMock()
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manager.add_price_callback(callback)
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assert callback in manager.price_callbacks
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@patch.object(PollingPriceManager, "_fetch_prices")
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def test_start_stop(self):
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manager = PollingPriceManager(api_key="test_key", poll_interval=1)
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manager.subscribe(["AAPL"])
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manager.start()
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assert manager.running is True
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time.sleep(0.1)
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manager.stop()
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assert manager.running is False
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def test_start_without_subscription(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.start()
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assert manager.running is False
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def test_get_latest_price(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.latest_prices["AAPL"] = 150.0
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price = manager.get_latest_price("AAPL")
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assert price == 150.0
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def test_get_open_price(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.open_prices["AAPL"] = 148.0
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price = manager.get_open_price("AAPL")
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assert price == 148.0
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def test_reset_open_prices(self):
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manager = PollingPriceManager(api_key="test_key")
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manager.open_prices["AAPL"] = 150.0
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manager.reset_open_prices()
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assert len(manager.open_prices) == 0
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class TestMarketService:
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def test_init_mock_mode(self):
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service = MarketService(
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tickers=["AAPL", "MSFT"],
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poll_interval=10,
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mock_mode=True,
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)
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assert service.tickers == ["AAPL", "MSFT"]
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assert service.poll_interval == 10
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assert service.mock_mode is True
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assert service.running is False
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def test_init_real_mode(self):
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service = MarketService(
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tickers=["AAPL"],
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mock_mode=False,
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api_key="test_key",
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)
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assert service.mock_mode is False
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assert service.api_key == "test_key"
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@pytest.mark.asyncio
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async def test_start_mock_mode(self):
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service = MarketService(
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tickers=["AAPL"],
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poll_interval=10,
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mock_mode=True,
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)
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broadcast_func = AsyncMock()
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await service.start(broadcast_func)
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assert service.running is True
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assert service._price_manager is not None
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assert isinstance(service._price_manager, MockPriceManager)
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service.stop()
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@pytest.mark.asyncio
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async def test_start_real_mode_without_api_key(self):
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service = MarketService(
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tickers=["AAPL"],
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mock_mode=False,
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api_key=None,
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)
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broadcast_func = AsyncMock()
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with pytest.raises(ValueError) as excinfo:
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await service.start(broadcast_func)
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assert "API key required" in str(excinfo.value)
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@pytest.mark.asyncio
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async def test_start_already_running(self):
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service = MarketService(
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tickers=["AAPL"],
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mock_mode=True,
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)
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broadcast_func = AsyncMock()
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await service.start(broadcast_func)
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assert service.running is True
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# Start again should not fail
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await service.start(broadcast_func)
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service.stop()
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def test_stop(self):
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service = MarketService(
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tickers=["AAPL"],
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mock_mode=True,
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)
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service.running = True
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service._price_manager = MagicMock()
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service.stop()
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assert service.running is False
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assert service._price_manager is None
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def test_stop_when_not_running(self):
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service = MarketService(
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tickers=["AAPL"],
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mock_mode=True,
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)
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# Should not raise
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service.stop()
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assert service.running is False
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def test_get_price_sync(self):
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service = MarketService(tickers=["AAPL"], mock_mode=True)
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service.cache["AAPL"] = {"price": 150.0, "open": 148.0}
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price = service.get_price_sync("AAPL")
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assert price == 150.0
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def test_get_price_sync_not_found(self):
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service = MarketService(tickers=["AAPL"], mock_mode=True)
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price = service.get_price_sync("MSFT")
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assert price is None
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def test_get_all_prices(self):
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service = MarketService(tickers=["AAPL", "MSFT"], mock_mode=True)
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service.cache["AAPL"] = {"price": 150.0}
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service.cache["MSFT"] = {"price": 400.0}
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prices = service.get_all_prices()
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assert prices["AAPL"] == 150.0
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assert prices["MSFT"] == 400.0
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@pytest.mark.asyncio
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async def test_broadcast_price_update(self):
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service = MarketService(tickers=["AAPL"], mock_mode=True)
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service._broadcast_func = AsyncMock()
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price_data = {
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"symbol": "AAPL",
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"price": 150.0,
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"open": 148.0,
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"timestamp": 1234567890,
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}
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await service._broadcast_price_update(price_data)
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service._broadcast_func.assert_called_once()
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call_args = service._broadcast_func.call_args[0][0]
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assert call_args["type"] == "price_update"
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assert call_args["symbol"] == "AAPL"
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assert call_args["price"] == 150.0
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@pytest.mark.asyncio
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async def test_broadcast_price_update_no_func(self):
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service = MarketService(tickers=["AAPL"], mock_mode=True)
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service._broadcast_func = None
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price_data = {"symbol": "AAPL", "price": 150.0, "open": 148.0}
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# Should not raise
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await service._broadcast_price_update(price_data)
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@pytest.mark.asyncio
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async def test_price_callback_thread_safety(self):
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service = MarketService(
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tickers=["AAPL"],
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poll_interval=1,
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mock_mode=True,
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)
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received_prices = []
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async def capture_broadcast(msg):
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received_prices.append(msg)
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await service.start(capture_broadcast)
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# Wait for at least one price update
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await asyncio.sleep(1.5)
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service.stop()
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# Should have received at least one price update
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assert len(received_prices) >= 1
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assert received_prices[0]["type"] == "price_update"
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class TestMarketServiceIntegration:
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@pytest.mark.asyncio
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async def test_full_mock_cycle(self):
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service = MarketService(
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tickers=["AAPL", "MSFT"],
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poll_interval=1,
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mock_mode=True,
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)
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messages = []
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async def collect_messages(msg):
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messages.append(msg)
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await service.start(collect_messages)
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# Wait for price updates
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await asyncio.sleep(2.5)
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service.stop()
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# Should have received multiple price updates
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assert len(messages) >= 2
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# Check message structure
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symbols_seen = set()
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for msg in messages:
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assert msg["type"] == "price_update"
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assert "symbol" in msg
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assert "price" in msg
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assert "ret" in msg
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symbols_seen.add(msg["symbol"])
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# Should have prices for both tickers
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assert "AAPL" in symbols_seen or "MSFT" in symbols_seen
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if __name__ == "__main__":
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pytest.main([__file__, "-v"])
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