Support selectable demo exchanges and configurable analysis limits
Persist manual requests until exchange confirmation, preserve stop protection, and reconcile fills before settling plans. Tighten model stream, crawler, skill, research accounting, and frontend race handling, with regression coverage. Keep queued analyses pending until a fresh account snapshot is available.
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import asyncio
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from datetime import UTC, datetime, timedelta
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from decimal import Decimal
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from types import SimpleNamespace
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import pytest
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from alphapulse.trading.bybit import normalize_order
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from alphapulse.trading.client import ExchangeError
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from alphapulse.trading.plan import SymbolRules
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class Session:
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def __init__(self, scalar=None, groups=()):
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self.current = scalar
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self.groups = iter(groups)
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self.added = []
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def add(self, row):
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if row.id is None:
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row.id = 100 + len(self.added)
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self.added.append(row)
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async def commit(self):
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for row in self.added:
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if hasattr(row, "filled_qty") and row.filled_qty is None:
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row.filled_qty = Decimal(0)
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async def scalar(self, query):
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return self.current
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async def scalars(self, query):
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class Rows(list):
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def all(self):
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return self
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return Rows(next(self.groups))
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class Client:
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exchange = "bybit"
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def __init__(self):
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self.canceled = []
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self.created = []
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self.position_rows = []
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self.entry_status = "NEW"
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async def place_order(self, symbol, client_id, spec, reduce_only):
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self.created.append(spec)
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return {"orderId": client_id, "algoId": client_id, "status": "SUBMITTING"}
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async def cancel_order(self, symbol, client_id, is_algo):
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self.canceled.append(client_id)
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async def open_orders(self, symbol, is_algo=False):
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return []
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async def order(self, symbol, client_id, is_algo=False):
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return {"orderId": client_id, "status": self.entry_status,
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"executedQty": "1" if self.entry_status == "FILLED" else "0", "avgPrice": "100"}
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async def positions(self):
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return self.position_rows
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def plan(trading):
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return trading.TradingAnalysis(id=1, symbol="BTCUSDT", plan_status="pending", exchange="bybit",
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sizing={"direction": "long", "entry": {"quantity": "1", "price": "100", "stop": "90"}},
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valid_until=datetime.now(UTC) + timedelta(hours=1))
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def order(trading, purpose, **values):
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return trading.TradingOrder(id=2 if purpose == "entry" else 3, analysis_id=1, exchange="bybit", symbol="BTCUSDT",
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purpose=purpose, side="BUY" if purpose == "entry" else "SELL", leg=0 if purpose == "entry" else None,
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type="LIMIT" if purpose == "entry" else "STOP_MARKET", price=Decimal(100) if purpose == "entry" else None,
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trigger_price=Decimal(80) if purpose == "stop" else None, quantity=Decimal(1), filled_qty=Decimal(0),
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is_algo=purpose == "stop", status="new", **values)
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RULES = SymbolRules(Decimal("0.1"), Decimal("0.01"), Decimal(5))
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def test_stop_replacement_waits_for_exchange_confirmation(trading):
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async def check():
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engine, client, session = trading.Executor(), Client(), Session()
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try:
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p, old = plan(trading), order(trading, "stop")
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p.plan_status = "open"
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position = trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101))
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assert not await engine.sync_orders(session, client, p, [old], position, False, RULES, False)
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assert client.canceled == []
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[replacement] = [r for r in session.added if isinstance(r, trading.TradingOrder)]
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assert replacement.status == "submitting"
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replacement.status = "new"
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assert await engine.sync_orders(session, client, p, [old, replacement], position, False, RULES, False)
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assert client.canceled == ["ap3"]
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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def test_rejected_replacement_does_not_cancel_existing_stop(trading, monkeypatch):
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async def reject(*args):
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raise ExchangeError(400, 110092, "止损被拒")
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async def check():
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engine, client, session = trading.Executor(), Client(), Session()
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monkeypatch.setattr(client, "place_order", reject)
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p = plan(trading)
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try:
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protected = await engine.sync_orders(session, client, p, [order(trading, "stop")],
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trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101)), False, RULES, False)
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assert not protected and client.canceled == []
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assert p.plan_status == "closing" and p.close_reason == "stop_failed"
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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def test_stopped_pending_plan_keeps_late_fill_and_stop(trading, monkeypatch):
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async def rules(*args):
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return RULES
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monkeypatch.setattr(trading, "symbol_rules", rules)
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async def check():
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engine, client = trading.Executor(), Client()
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p, entry, stop = plan(trading), order(trading, "entry"), order(trading, "stop")
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stop.trigger_price = Decimal(90)
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symbol = SimpleNamespace(symbol="BTCUSDT")
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# 首轮撤单只收到 ACK，计划不能结束，也不能撤保护止损。
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session = Session(p, [[entry, stop], [], [entry, stop]])
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async def sync(session, client, row, *args):
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if row.purpose == "entry" and client.entry_status == "FILLED":
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row.status, row.filled_qty, row.avg_price = "filled", Decimal(1), Decimal(100)
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monkeypatch.setattr(engine, "sync_order", sync)
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try:
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await engine.reconcile(session, client, symbol, False, None)
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assert p.plan_status == "closing" and p.closed_at is None
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assert "ap2" in client.canceled and "ap3" not in client.canceled
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client.entry_status = "FILLED"
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client.position_rows = [{"symbol": "BTCUSDT", "positionAmt": "1", "entryPrice": "100", "breakEvenPrice": "100", "markPrice": "101"}]
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await engine.reconcile(Session(p, [[entry, stop], [], [entry, stop]]), client, symbol, False, None)
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assert p.plan_status == "open" and p.first_fill_at is not None
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assert all(spec.type != "MARKET" for spec in client.created)
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assert "ap3" not in client.canceled
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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@pytest.mark.parametrize("stop_type,direction,expected", [("TakeProfit", 1, "TAKE_PROFIT_MARKET"), ("Stop", 1, "TAKE_PROFIT_MARKET"), ("Stop", 2, "STOP_MARKET")])
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def test_bybit_conditional_profit_is_not_a_protective_stop(stop_type, direction, expected):
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result = normalize_order({"symbol": "BTCUSDT", "orderId": "external", "orderLinkId": "", "side": "Sell", "orderType": "Market",
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"orderStatus": "Untriggered", "price": "", "qty": "1", "cumExecQty": "0", "avgPrice": "",
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"reduceOnly": True, "createdTime": "1792400000000", "triggerPrice": "110", "stopOrderType": stop_type,
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"triggerDirection": direction}, True)
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assert result["orderType"] == expected
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@pytest.mark.parametrize("kind,quantity,reduce_only", [("TAKE_PROFIT_MARKET", "1", True), ("STOP_MARKET", "0.1", True), ("STOP_MARKET", "1", False)])
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def test_unmanaged_requires_full_reduce_only_stop(trading, kind, quantity, reduce_only):
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async def check():
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engine, session, client = trading.Executor(), Session(0), Client()
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try:
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await engine.unmanaged(session, client, "BTCUSDT", trading.Position("long", Decimal(1), Decimal(100), Decimal(100), Decimal(101)),
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{"external": {"side": "SELL", "orderType": kind, "quantity": quantity, "reduceOnly": reduce_only, "closePosition": False}})
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assert [spec.type for spec in client.created] == ["MARKET"]
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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def test_analysis_snapshot_rejects_recent_error_and_old_success(trading):
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from alphapulse.trading.snapshot import SnapshotError, require_fresh_snapshot
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snapshot = {"account": {"margin_balance": "100"}, "error": None, "synced_at": datetime.now(UTC).isoformat()}
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assert require_fresh_snapshot(snapshot) is snapshot
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for change in ({"error": "网络错误"}, {"synced_at": (datetime.now(UTC) - timedelta(minutes=1)).isoformat()}):
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with pytest.raises(SnapshotError):
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require_fresh_snapshot(snapshot | change)
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@pytest.mark.parametrize("unavailable", ["missing", "error", "stale"])
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@pytest.mark.parametrize("reasons", [["例行分析"], ["手动分析"]])
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def test_analysis_request_waits_for_fresh_snapshot(trading, monkeypatch, unavailable, reasons):
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from alphapulse.trading import engine
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requested_at = datetime.now(UTC) - timedelta(seconds=1)
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target = trading.TradingSymbol(symbol="BTCUSDT", analysis_requested_at=requested_at, analysis_reasons=list(reasons))
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fresh = {"account": {"margin_balance": "100"}, "error": None, "synced_at": datetime.now(UTC).isoformat()}
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snapshot = {
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"missing": None,
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"error": fresh | {"error": "账户同步失败"},
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"stale": fresh | {"synced_at": (datetime.now(UTC) - timedelta(minutes=1)).isoformat()},
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}[unavailable]
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class QueueSession:
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async def __aenter__(self):
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return self
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async def __aexit__(self, *args):
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pass
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async def scalars(self, query):
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return SimpleNamespace(all=lambda: [target] if target.analysis_requested_at is not None else [])
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async def commit(self):
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pass
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async def read_snapshot():
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return snapshot
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monkeypatch.setattr(engine, "SessionLocal", QueueSession)
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monkeypatch.setattr(engine, "read_snapshot", read_snapshot)
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async def check():
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nonlocal snapshot
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assert await engine.claim_requests(1, set()) == []
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assert target.analysis_requested_at == requested_at
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assert target.analysis_reasons == reasons
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snapshot = fresh
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assert await engine.claim_requests(1, set()) == [("BTCUSDT", reasons)]
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assert target.analysis_requested_at is None and target.analysis_reasons == []
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assert await engine.claim_requests(1, set()) == []
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asyncio.run(check())
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def test_manual_request_survives_failure_before_execution(trading, monkeypatch):
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from alphapulse.api import trading as api
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async def get_symbol(*args):
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return SimpleNamespace(symbol="BTCUSDT")
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async def fresh(*args):
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return {}
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async def exchange(*args):
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return "bybit"
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async def rules(*args):
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return RULES
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monkeypatch.setattr(api, "get_symbol", get_symbol)
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monkeypatch.setattr(api, "fresh_snapshot", fresh)
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monkeypatch.setattr(api, "active_exchange", exchange)
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monkeypatch.setattr(trading, "symbol_rules", rules)
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async def check():
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session = Session()
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await api.manual_action("BTCUSDT", "cancel", session)
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[request] = session.added
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engine, client = trading.Executor(), Client()
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async def unavailable(*args):
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raise ExchangeError(408, -1007, "结果未知")
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monkeypatch.setattr(client, "open_orders", unavailable)
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try:
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with pytest.raises(ExchangeError) as error:
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await engine.reconcile(session, client, SimpleNamespace(symbol="BTCUSDT"), True, request)
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assert error.value.code == -1007
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assert request.kind == "manual_requested" and request.data == {"action": "cancel"}
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assert not any(e.kind == "manual_completed" for e in session.added)
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async def empty(*args):
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return []
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monkeypatch.setattr(client, "open_orders", empty)
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recovered = Session(None, [[], []])
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await engine.reconcile(recovered, client, SimpleNamespace(symbol="BTCUSDT"), True, request)
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[completed] = recovered.added
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assert completed.kind == "manual_completed" and completed.data == {"request_id": request.id}
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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def test_replacement_proposal_survives_old_plan_cancellation(trading):
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async def check():
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engine, client = trading.Executor(), Client()
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current, proposal = plan(trading), plan(trading)
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proposal.id, proposal.action, proposal.plan_status = 4, "plan", "proposed"
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proposal.decision = {"valid_hours": 1}
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proposal.sizing["entry"]["stop_pct"] = "1"
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symbol = SimpleNamespace(symbol="BTCUSDT")
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try:
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assert await engine.adopt(Session(groups=[[proposal]]), client, symbol, current, None) is current
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assert current.plan_status == "closing" and proposal.plan_status == "proposed"
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assert await engine.adopt(Session(), client, symbol, current, None) is current
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assert proposal.plan_status == "proposed"
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assert await engine.adopt(Session(groups=[[proposal]]), client, symbol, None, None) is proposal
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assert proposal.plan_status == "pending"
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finally:
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await engine.market.http.aclose()
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asyncio.run(check())
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