Persist trader V4 P0 decision trace

This commit is contained in:
Codex
2026-06-26 22:01:25 +08:00
parent 5d210053d0
commit 6bbedda97d
17 changed files with 437 additions and 96 deletions
@@ -1,15 +1,20 @@
package com.quantai.trader.replay;
import com.quantai.trader.artifact.TraderArtifactLoader;
import com.quantai.trader.domain.TraderActionFactory;
import com.quantai.trader.domain.*;
import com.quantai.trader.enums.TraderActionType;
import com.quantai.trader.evidence.EvidenceAppender;
import com.quantai.trader.evidence.TraderEvidenceRepository;
import com.quantai.trader.model.DeterministicTraderModelService;
import com.quantai.trader.outbox.InMemoryOutboxRepository;
import com.quantai.trader.outbox.TraderOutboxEvent;
import com.quantai.trader.outbox.TraderOutboxRepository;
import com.quantai.trader.persistence.TraderDecisionTraceWriter;
import com.quantai.trader.position.TraderPositionManager;
import com.quantai.trader.risk.TraderRiskGate;
import org.junit.jupiter.api.Test;
import java.util.ArrayList;
import java.util.List;
import java.math.BigDecimal;
import static com.quantai.trader.TestFixtures.T0;
@@ -19,8 +24,10 @@ import static org.assertj.core.api.Assertions.assertThat;
class TraderP0CycleRunnerTest {
@Test
void runsReplayShadowCycleThroughModelPmRiskActionOutboxAndEvidence() {
EvidenceAppender evidenceAppender = new EvidenceAppender();
InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
RecordingEvidenceRepository evidenceRepository = new RecordingEvidenceRepository();
EvidenceAppender evidenceAppender = new EvidenceAppender(evidenceRepository);
RecordingTraceWriter traceWriter = new RecordingTraceWriter();
RecordingOutboxRepository outboxRepository = new RecordingOutboxRepository();
TraderP0CycleRunner runner = new TraderP0CycleRunner(
properties(),
new TraderArtifactLoader(properties()),
@@ -29,6 +36,7 @@ class TraderP0CycleRunnerTest {
new TraderRiskGate(),
new TraderActionFactory(),
evidenceAppender,
traceWriter,
outboxRepository);
TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
@@ -37,16 +45,19 @@ class TraderP0CycleRunnerTest {
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")
assertThat(traceWriter.actions()).containsExactly(result.action());
assertThat(outboxRepository.events()).hasSize(1);
assertThat(outboxRepository.events().getFirst().destination()).isEqualTo("SHADOW_RECORDER");
assertThat(evidenceRepository.items()).extracting("stage")
.containsExactly("MARKET_SNAPSHOT", "MODEL_OUTPUT", "PM_DECISION", "RISK_DECISION");
}
@Test
void recordsWaitActionWhenReplaySnapshotHasNoLiquidity() {
EvidenceAppender evidenceAppender = new EvidenceAppender();
InMemoryOutboxRepository outboxRepository = new InMemoryOutboxRepository();
RecordingEvidenceRepository evidenceRepository = new RecordingEvidenceRepository();
EvidenceAppender evidenceAppender = new EvidenceAppender(evidenceRepository);
RecordingTraceWriter traceWriter = new RecordingTraceWriter();
RecordingOutboxRepository outboxRepository = new RecordingOutboxRepository();
TraderP0CycleRunner runner = new TraderP0CycleRunner(
properties(),
new TraderArtifactLoader(properties()),
@@ -55,6 +66,7 @@ class TraderP0CycleRunnerTest {
new TraderRiskGate(),
new TraderActionFactory(),
evidenceAppender,
traceWriter,
outboxRepository);
TraderCycleResult result = runner.runFlatCycle(new ReplayMarketEvent(
@@ -63,6 +75,49 @@ class TraderP0CycleRunnerTest {
assertThat(result.action().actionType()).isEqualTo(TraderActionType.WAIT);
assertThat(result.action().pricePlanId()).isNull();
assertThat(outboxRepository.all()).hasSize(1);
assertThat(traceWriter.actions()).containsExactly(result.action());
assertThat(outboxRepository.events()).hasSize(1);
assertThat(evidenceRepository.items()).hasSize(4);
}
private static final class RecordingEvidenceRepository implements TraderEvidenceRepository {
private final List<TraderEvidence> items = new ArrayList<>();
@Override
public void insert(TraderEvidence evidence) {
items.add(evidence);
}
List<TraderEvidence> items() {
return items;
}
}
private static final class RecordingOutboxRepository implements TraderOutboxRepository {
private final List<TraderOutboxEvent> events = new ArrayList<>();
@Override
public void insert(TraderOutboxEvent event) {
events.add(event);
}
List<TraderOutboxEvent> events() {
return events;
}
}
private static final class RecordingTraceWriter implements TraderDecisionTraceWriter {
private final List<TraderAction> actions = new ArrayList<>();
@Override
public void persistCycleTrace(TraderDecisionCycle cycle, TraderMarketSnapshot snapshot, TraderModelOutput modelOutput,
TraderPositionState positionState, TraderPositionManagerDecision pmDecision,
TraderRiskDecision riskDecision, TraderAction action) {
actions.add(action);
}
List<TraderAction> actions() {
return actions;
}
}
}