feat: use realtime quotes in summaries

This commit is contained in:
王鹏
2026-07-08 22:02:56 +08:00
parent 653ac46e9d
commit f8cd9a92ab
4 changed files with 112 additions and 4 deletions

View File

@@ -4,7 +4,7 @@ from decimal import Decimal
import pytest
from grid_trading.domain.calculations import CalculationError, calculate_positions, estimate_fees
from grid_trading.domain.models import FeeRules, Instrument, Trade, TradeGroup, TradeSide
from grid_trading.domain.models import FeeRules, Instrument, QuoteSnapshot, Trade, TradeGroup, TradeSide
def make_trade(
@@ -111,6 +111,36 @@ def test_t_plus_one_available_quantity_excludes_today_buys():
assert summary.available_quantity == 200
def test_quote_snapshot_overrides_manual_price_for_position_value():
today = date(2026, 7, 8)
instrument = Instrument(id=1, code="510300", name="沪深300ETF", manual_price=Decimal("3.90"))
trades = [
make_trade(
trade_id=1,
trade_date=today - timedelta(days=1),
side=TradeSide.BUY,
price="4.00",
quantity=1000,
trade_group=TradeGroup.BASE,
)
]
quotes = {
1: QuoteSnapshot(
symbol="sh510300",
code="510300",
name="沪深300ETF",
price=Decimal("4.12"),
source="tencent",
)
}
[summary] = calculate_positions([instrument], trades, as_of=today, quote_snapshots=quotes)
assert summary.current_price == Decimal("4.12")
assert summary.price_source == "tencent"
assert summary.market_value == Decimal("4120.00")
def test_sell_more_than_group_position_raises():
today = date(2026, 7, 8)
instrument = Instrument(id=1, code="159915", name="创业板ETF")