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265
northstar-main/src/test/java/org/dromara/northstar/CtaModuleTest.java
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| package org.dromara.northstar; | ||
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| import static org.assertj.core.api.Assertions.assertThat; | ||
| import static org.mockito.ArgumentMatchers.anyString; | ||
| import static org.mockito.Mockito.mock; | ||
| import static org.mockito.Mockito.when; | ||
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| import java.time.LocalDate; | ||
| import java.time.LocalDateTime; | ||
| import java.time.LocalTime; | ||
| import java.util.List; | ||
| import java.util.concurrent.TimeUnit; | ||
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| import org.dromara.northstar.account.GatewayManager; | ||
| import org.dromara.northstar.common.constant.ChannelType; | ||
| import org.dromara.northstar.common.constant.ClosingPolicy; | ||
| import org.dromara.northstar.common.constant.GatewayUsage; | ||
| import org.dromara.northstar.common.constant.ModuleType; | ||
| import org.dromara.northstar.common.constant.ModuleUsage; | ||
| import org.dromara.northstar.common.event.FastEventEngine; | ||
| import org.dromara.northstar.common.event.NorthstarEventType; | ||
| import org.dromara.northstar.common.model.ComponentAndParamsPair; | ||
| import org.dromara.northstar.common.model.ComponentMetaInfo; | ||
| import org.dromara.northstar.common.model.ContractSimpleInfo; | ||
| import org.dromara.northstar.common.model.GatewayDescription; | ||
| import org.dromara.northstar.common.model.Identifier; | ||
| import org.dromara.northstar.common.model.ModuleAccountDescription; | ||
| import org.dromara.northstar.common.model.ModuleDealRecord; | ||
| import org.dromara.northstar.common.model.ModuleDescription; | ||
| import org.dromara.northstar.common.model.ModuleRuntimeDescription; | ||
| import org.dromara.northstar.common.model.ResultBean; | ||
| import org.dromara.northstar.common.model.core.Bar; | ||
| import org.dromara.northstar.common.model.core.Contract; | ||
| import org.dromara.northstar.common.model.core.Tick; | ||
| import org.dromara.northstar.common.utils.CommonUtils; | ||
| import org.dromara.northstar.gateway.IContractManager; | ||
| import org.dromara.northstar.gateway.IMarketCenter; | ||
| import org.dromara.northstar.gateway.sim.trade.SimTradeGateway; | ||
| import org.dromara.northstar.module.ModuleManager; | ||
| import org.dromara.northstar.strategy.IModule; | ||
| import org.dromara.northstar.strategy.example.BeginnerExampleStrategy; | ||
| import org.dromara.northstar.web.restful.GatewayManagementController; | ||
| import org.dromara.northstar.web.restful.LogController; | ||
| import org.dromara.northstar.web.restful.ModuleController; | ||
| import org.junit.jupiter.api.AfterEach; | ||
| import org.junit.jupiter.api.BeforeEach; | ||
| import org.junit.jupiter.api.Test; | ||
| import org.springframework.beans.factory.annotation.Autowired; | ||
| import org.springframework.boot.logging.LogLevel; | ||
| import org.springframework.boot.test.context.SpringBootTest; | ||
| import org.springframework.boot.test.mock.mockito.MockBean; | ||
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| import com.corundumstudio.socketio.BroadcastOperations; | ||
| import com.corundumstudio.socketio.SocketIOServer; | ||
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| import io.netty.util.internal.ThreadLocalRandom; | ||
| import lombok.extern.slf4j.Slf4j; | ||
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| /** | ||
| * 模组集成测试 | ||
| * @auth KevinHuangwl | ||
| */ | ||
| @Slf4j | ||
| @SpringBootTest(classes = NorthstarApplication.class, value="spring.profiles.active=unittest") | ||
| class CtaModuleTest { | ||
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| @Autowired | ||
| GatewayManagementController gatewayCtlr; | ||
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| @Autowired | ||
| ModuleController moduleCtlr; | ||
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| @MockBean | ||
| private SocketIOServer socketServer; | ||
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| @Autowired | ||
| IContractManager contractMgr; | ||
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| IMarketCenter mktCenter; | ||
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| @Autowired | ||
| FastEventEngine feEngine; | ||
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| @Autowired | ||
| LogController logCtlr; | ||
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| @Autowired | ||
| GatewayManager gatewayMgr; | ||
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| @Autowired | ||
| ModuleManager moduleMgr; | ||
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| List<ContractSimpleInfo> contracts = List.of(ContractSimpleInfo.builder() | ||
| .unifiedSymbol("sim9901@SHFE@FUTURES") | ||
| .value("sim9901@SHFE@FUTURES@SIM") | ||
| .channelType(ChannelType.SIM) | ||
| .build()); | ||
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| @BeforeEach | ||
| void prepare() throws Exception { | ||
| when(socketServer.getRoomOperations(anyString())).thenReturn(mock(BroadcastOperations.class)); | ||
| when(socketServer.getBroadcastOperations()).thenReturn(mock(BroadcastOperations.class)); | ||
| mktCenter = (IMarketCenter) contractMgr; | ||
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| // 创建一个SIM行情 | ||
| gatewayCtlr.create(GatewayDescription.builder() | ||
| .gatewayId("SIM") | ||
| .gatewayUsage(GatewayUsage.MARKET_DATA) | ||
| .channelType(ChannelType.SIM) | ||
| .autoConnect(false) | ||
| .subscribedContracts(contracts) | ||
| .settings(new Object()) | ||
| .build()); | ||
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| // 创建一个SIM账户 | ||
| gatewayCtlr.create(GatewayDescription.builder() | ||
| .gatewayId("模拟账户") | ||
| .gatewayUsage(GatewayUsage.TRADE) | ||
| .channelType(ChannelType.SIM) | ||
| .bindedMktGatewayId("SIM") | ||
| .autoConnect(true) | ||
| .settings(new Object()) | ||
| .build()); | ||
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| Thread.sleep(2000); | ||
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| gatewayCtlr.simMoneyIO("模拟账户", 1000000); | ||
| } | ||
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| @AfterEach | ||
| void cleanup() { | ||
| moduleCtlr.removeModule("CTA测试"); | ||
| moduleCtlr.removeModule("K线测试"); | ||
| gatewayCtlr.disconnect("模拟账户"); | ||
| gatewayCtlr.remove("模拟账户"); | ||
| gatewayCtlr.remove("SIM"); | ||
| } | ||
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| // SIM行情 + 简单策略（模拟盘） | ||
| @Test | ||
| void testCTAModule() throws Exception { | ||
| // 创建一个简单策略 | ||
| ComponentMetaInfo cmi = new ComponentMetaInfo(); | ||
| cmi.setName("示例-简单策略"); | ||
| cmi.setClassName(BeginnerExampleStrategy.class.getName()); | ||
| BeginnerExampleStrategy.InitParams params = new BeginnerExampleStrategy.InitParams(); | ||
| ComponentAndParamsPair strategySettings = ComponentAndParamsPair.builder() | ||
| .componentMeta(cmi) | ||
| .initParams(params.getMetaInfo().values().stream().toList()) | ||
| .build(); | ||
| ModuleAccountDescription mad = ModuleAccountDescription.builder() | ||
| .bindedContracts(contracts) | ||
| .accountGatewayId("模拟账户") | ||
| .build(); | ||
| moduleCtlr.createModule(ModuleDescription.builder() | ||
| .moduleName("CTA测试") | ||
| .initBalance(100000) | ||
| .closingPolicy(ClosingPolicy.FIRST_IN_FIRST_OUT) | ||
| .defaultVolume(1) | ||
| .moduleCacheDataSize(500) | ||
| .numOfMinPerBar(1) | ||
| .type(ModuleType.SPECULATION) | ||
| .usage(ModuleUsage.UAT) | ||
| .moduleAccountSettingsDescription(List.of(mad)) | ||
| .strategySetting(strategySettings) | ||
| .build()); | ||
| moduleCtlr.toggleModuleState("CTA测试"); | ||
| logCtlr.setModuleLogLevel("CTA测试", LogLevel.TRACE); | ||
| // 开始测试 | ||
| log.info("开始测试"); | ||
| SimTradeGateway simGateway = (SimTradeGateway) gatewayMgr.get(Identifier.of("模拟账户")); | ||
| IModule module = moduleMgr.get(Identifier.of("CTA测试")); | ||
| Contract c = contractMgr.getContract(ChannelType.SIM, "sim9901").contract(); | ||
| long t = System.currentTimeMillis(); | ||
| for(int i=0; i<4; i++) { | ||
| log.info("构造模拟TICK"); | ||
| Tick tick = Tick.builder() | ||
| .actionDay(CommonUtils.millsToLocalDateTime(t).toLocalDate()) | ||
| .actionTime(CommonUtils.millsToLocalDateTime(t).toLocalTime()) | ||
| .tradingDay(LocalDate.now()) | ||
| .actionTimestamp(t) | ||
| .lastPrice(5000) | ||
| .askPrice(List.of(5001D)) | ||
| .bidPrice(List.of(4999D)) | ||
| .askVolume(List.of(10000)) | ||
| .bidVolume(List.of(10000)) | ||
| .channelType(ChannelType.SIM) | ||
| .contract(c) | ||
| .gatewayId("SIM") | ||
| .build(); | ||
| mktCenter.onTick(tick); | ||
| module.getModuleContext().onTick(tick); | ||
| simGateway.onTick(tick); | ||
| t += TimeUnit.MINUTES.toMillis(2); | ||
| Thread.sleep(1500); | ||
| } | ||
| log.info("等待成交"); | ||
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| // 期望有正常成交 | ||
| ResultBean<List<ModuleDealRecord>> dealRecordResult = moduleCtlr.getDealRecords("CTA测试"); | ||
| assertThat(dealRecordResult.getData()).isNotEmpty(); | ||
| } | ||
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| @Test | ||
| void testGetRuntime() throws Exception { | ||
| // 创建一个简单策略 | ||
| ComponentMetaInfo cmi = new ComponentMetaInfo(); | ||
| cmi.setName("示例-简单策略"); | ||
| cmi.setClassName(BeginnerExampleStrategy.class.getName()); | ||
| BeginnerExampleStrategy.InitParams params = new BeginnerExampleStrategy.InitParams(); | ||
| ComponentAndParamsPair strategySettings = ComponentAndParamsPair.builder() | ||
| .componentMeta(cmi) | ||
| .initParams(params.getMetaInfo().values().stream().toList()) | ||
| .build(); | ||
| ModuleAccountDescription mad = ModuleAccountDescription.builder() | ||
| .bindedContracts(contracts) | ||
| .accountGatewayId("模拟账户") | ||
| .build(); | ||
| moduleCtlr.createModule(ModuleDescription.builder() | ||
| .moduleName("K线测试") | ||
| .initBalance(100000) | ||
| .closingPolicy(ClosingPolicy.FIRST_IN_FIRST_OUT) | ||
| .defaultVolume(1) | ||
| .moduleCacheDataSize(500) | ||
| .numOfMinPerBar(1) | ||
| .type(ModuleType.SPECULATION) | ||
| .usage(ModuleUsage.PLAYBACK) | ||
| .moduleAccountSettingsDescription(List.of(mad)) | ||
| .strategySetting(strategySettings) | ||
| .build()); | ||
| logCtlr.setModuleLogLevel("K线测试", LogLevel.TRACE); | ||
| // 开始测试 | ||
| Contract c = contractMgr.getContract(ChannelType.SIM, "sim9901").contract(); | ||
| LocalTime time = LocalTime.now().withSecond(0).withNano(0); | ||
| double price = ThreadLocalRandom.current().nextDouble(5000); | ||
| for(int i=0; i<100; i++) { | ||
| double open = price; | ||
| double delta = ThreadLocalRandom.current().nextDouble(-50, 50); | ||
| double close = open + delta; | ||
| double high = open + ThreadLocalRandom.current().nextDouble(0, 50); | ||
| double low = open - ThreadLocalRandom.current().nextDouble(0, 50); | ||
| Bar bar = Bar.builder() | ||
| .actionDay(LocalDate.now()) | ||
| .actionTime(time) | ||
| .tradingDay(LocalDate.now()) | ||
| .actionTimestamp(CommonUtils.localDateTimeToMills(LocalDateTime.of(LocalDate.now(), time))) | ||
| .openPrice(open) | ||
| .closePrice(close) | ||
| .highPrice(high) | ||
| .lowPrice(low) | ||
| .channelType(ChannelType.SIM) | ||
| .contract(c) | ||
| .gatewayId("SIM") | ||
| .build(); | ||
| feEngine.emitEvent(NorthstarEventType.BAR, bar); | ||
| time = time.plusMinutes(1); | ||
| } | ||
|
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| Thread.sleep(1000); | ||
|
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| // 期望有K线数据 | ||
| ResultBean<ModuleRuntimeDescription> result = moduleCtlr.getModuleRealTimeInfo("K线测试"); | ||
| assertThat(result.getData().getDataMap().get("模拟合约9901")).isNotEmpty(); | ||
| } | ||
| } |
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