Rewrite trader service for V4 P0

2026-06-26 21:53:22 +08:00
parent 2fe4077164
commit 5d210053d0
184 changed files with 2780 additions and 6945 deletions
@@ -0,0 +1,68 @@
+package com.quantai.trader.replay;
+
+import com.quantai.trader.artifact.TraderArtifactLoader;
+import com.quantai.trader.domain.TraderActionFactory;
+import com.quantai.trader.enums.TraderActionType;
+import com.quantai.trader.evidence.EvidenceAppender;
+import com.quantai.trader.model.DeterministicTraderModelService;
+import com.quantai.trader.outbox.InMemoryOutboxRepository;
+import com.quantai.trader.position.TraderPositionManager;
+import com.quantai.trader.risk.TraderRiskGate;
+import org.junit.jupiter.api.Test;
+
+import java.math.BigDecimal;
+
+import static com.quantai.trader.TestFixtures.T0;
+import static com.quantai.trader.TestFixtures.properties;
+import static org.assertj.core.api.Assertions.assertThat;
+
+class TraderP0CycleRunnerTest {
+    @Test
+    void runsReplayShadowCycleThroughModelPmRiskActionOutboxAndEvidence() {
+        EvidenceAppender evidenceAppender = new EvidenceAppender();
+        InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
+        TraderP0CycleRunner runner = new TraderP0CycleRunner(
+                properties(),
+                new TraderArtifactLoader(properties()),
+                new DeterministicTraderModelService(),
+                new TraderPositionManager(),
+                new TraderRiskGate(),
+                new TraderActionFactory(),
+                evidenceAppender,
+                outboxRepository);
+
+        TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
+                "run-1", "BTC-USDT-PERP", T0, new BigDecimal("100"), new BigDecimal("99.5"),
+                new BigDecimal("1.2"), new BigDecimal("1000")));
+
+        assertThat(result.action().actionType()).isEqualTo(TraderActionType.OPEN_LONG);
+        assertThat(result.action().reduceOnly()).isFalse();
+        assertThat(outboxRepository.all()).hasSize(1);
+        assertThat(outboxRepository.all().getFirst().destination()).isEqualTo("SHADOW_RECORDER");
+        assertThat(evidenceAppender.all()).extracting("stage")
+                .containsExactly("MARKET_SNAPSHOT", "MODEL_OUTPUT", "PM_DECISION", "RISK_DECISION");
+    }
+
+    @Test
+    void recordsWaitActionWhenReplaySnapshotHasNoLiquidity() {
+        EvidenceAppender evidenceAppender = new EvidenceAppender();
+        InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
+        TraderP0CycleRunner runner = new TraderP0CycleRunner(
+                properties(),
+                new TraderArtifactLoader(properties()),
+                new DeterministicTraderModelService(),
+                new TraderPositionManager(),
+                new TraderRiskGate(),
+                new TraderActionFactory(),
+                evidenceAppender,
+                outboxRepository);
+
+        TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
+                "run-1", "BTC-USDT-PERP", T0.plusSeconds(60), new BigDecimal("100"), new BigDecimal("99.5"),
+                new BigDecimal("1.2"), BigDecimal.ZERO));
+
+        assertThat(result.action().actionType()).isEqualTo(TraderActionType.WAIT);
+        assertThat(result.action().pricePlanId()).isNull();
+        assertThat(outboxRepository.all()).hasSize(1);
+    }
+}