import { describe, it, expect, beforeEach, afterEach } from '@jest/globals' /** * 资金利用率再平衡集成测试 * 基于 quickstart.md 场景 1:资金利用率低于 50% 自动补仓 */ describe('Utilization Rebalancing Integration Tests', () => { beforeEach(() => { // 设置测试环境 }) afterEach(() => { // 清理测试环境 }) describe('Low Utilization Auto-Positioning (< 50%)', () => { it('should detect low utilization and trigger rebalancing', async () => { // 模拟账户利用率低于50% const mockAccountState = { accountId: 'pacifica-1', totalBalance: 1000, availableBalance: 600, // 利用率 = (1000-600)/1000 = 40% utilization: 0.4 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Low utilization detection not implemented yet') }).toThrow('Low utilization detection not implemented yet') }) it('should generate limit buy orders to increase utilization', async () => { const rebalancingConfig = { targetUtilization: 0.65, // 目标65% currentUtilization: 0.35, // 当前35% symbol: 'BTC', orderType: 'limit' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Limit buy order generation not implemented yet') }).toThrow('Limit buy order generation not implemented yet') }) it('should maintain delta neutrality during rebalancing', async () => { const rebalancingScenario = { primaryAccount: { id: 'pacifica-1', currentDelta: 0.0001, // 轻微正Delta utilization: 0.35 }, hedgeAccount: { id: 'pacifica-2', currentDelta: -0.0001, // 对应负Delta utilization: 0.75 }, targetNetDelta: 0.0 // ±0.0005 BTC范围内 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Delta neutrality during rebalancing not implemented yet') }).toThrow('Delta neutrality during rebalancing not implemented yet') }) it('should complete rebalancing within 8 seconds', async () => { const startTime = Date.now() const maxExecutionTime = 8000 // 8秒 // 模拟完整的利用率再平衡流程 const rebalancingProcess = { detection: 'low-utilization', orderGeneration: 'limit-orders', hedgeCalculation: 'delta-neutral', execution: 'multi-account' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('8-second rebalancing execution not implemented yet') }).toThrow('8-second rebalancing execution not implemented yet') }) it('should update utilization to target range (50-80%)', async () => { const beforeRebalancing = { utilization: 0.35, targetMin: 0.50, targetMax: 0.80 } const expectedAfterRebalancing = { utilization: 0.65, // 应该在目标范围内 deltaDeviation: 0.0002 // Delta偏差应该在±0.0005内 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Utilization target range update not implemented yet') }).toThrow('Utilization target range update not implemented yet') }) it('should generate monitoring events for utilization alerts', async () => { const expectedMonitoringEvents = [ { type: 'utilization-low', severity: 'WARN', accountId: 'pacifica-1', currentUtilization: 0.35, targetRange: { min: 0.50, max: 0.80 } }, { type: 'utilization-rebalanced', severity: 'INFO', accountId: 'pacifica-1', newUtilization: 0.65, executionTime: 6800 } ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Utilization monitoring events not implemented yet') }).toThrow('Utilization monitoring events not implemented yet') }) }) describe('High Utilization Position Reduction (> 80%)', () => { it('should detect high utilization and trigger position reduction', async () => { const mockAccountState = { accountId: 'aster-1', totalBalance: 1000, availableBalance: 150, // 利用率 = (1000-150)/1000 = 85% utilization: 0.85 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('High utilization detection not implemented yet') }).toThrow('High utilization detection not implemented yet') }) it('should close positions or reduce leverage to lower utilization', async () => { const positionReductionStrategies = [ 'close-partial-positions', 'reduce-leverage', 'exercise-options', 'release-margin' ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Position reduction strategies not implemented yet') }).toThrow('Position reduction strategies not implemented yet') }) it('should prioritize delta adjustment over utilization when both are violated', async () => { const conflictScenario = { utilization: 0.85, // 超过80%限制 delta: 0.0008, // 超过±0.0005 BTC限制 priorityRule: 'delta-first' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Delta priority over utilization not implemented yet') }).toThrow('Delta priority over utilization not implemented yet') }) }) describe('Utilization-Delta Coordination', () => { it('should coordinate utilization adjustment with delta hedging', async () => { const coordinationScenario = { account1: { utilization: 0.85, delta: 0.0003 }, account2: { utilization: 0.45, delta: -0.0003 }, netDelta: 0.0, // 已经平衡 action: 'transfer-positions-between-accounts' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Utilization-delta coordination not implemented yet') }).toThrow('Utilization-delta coordination not implemented yet') }) it('should avoid creating new delta imbalances during utilization fixes', async () => { const safeRebalancing = { beforeAction: { netDelta: 0.0001 }, duringAction: { preventDeltaIncrease: true }, afterAction: { netDelta: 0.0001, allowedDeviation: 0.0002 } } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Delta imbalance prevention not implemented yet') }).toThrow('Delta imbalance prevention not implemented yet') }) }) describe('Market Condition Awareness', () => { it('should adjust rebalancing strategy based on market volatility', async () => { const marketConditions = [ { volatility: 'high', strategy: 'conservative-rebalancing' }, { volatility: 'low', strategy: 'aggressive-rebalancing' }, { volatility: 'extreme', strategy: 'halt-rebalancing' } ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Market condition based rebalancing not implemented yet') }).toThrow('Market condition based rebalancing not implemented yet') }) it('should respect market data freshness before rebalancing', async () => { const marketDataRequirements = { maxAge: 2000, // 最新2秒内的价格数据 minSources: 2, // 至少2个数据源确认 priceDeviation: 0.1 // 价格偏差不超过0.1% } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Market data freshness validation not implemented yet') }).toThrow('Market data freshness validation not implemented yet') }) }) describe('Risk Controls During Rebalancing', () => { it('should enforce maximum position size during rebalancing', async () => { const riskLimits = { maxPositionValue: 1000, // $1000 per position maxLeverage: 1.0, maxDrawdown: 0.02 // 2% } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Position size enforcement not implemented yet') }).toThrow('Position size enforcement not implemented yet') }) it('should abort rebalancing if risk limits would be violated', async () => { const abortConditions = [ 'position-size-exceeded', 'leverage-limit-exceeded', 'drawdown-limit-exceeded', 'delta-deviation-exceeded' ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Rebalancing abort conditions not implemented yet') }).toThrow('Rebalancing abort conditions not implemented yet') }) }) describe('Performance and Monitoring', () => { it('should log detailed rebalancing execution metrics', async () => { const expectedMetrics = { executionTime: 'number', orderCount: 'number', utilizationBefore: 'number', utilizationAfter: 'number', deltaBefore: 'number', deltaAfter: 'number', feesIncurred: 'number', riskScore: 'number' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Rebalancing metrics logging not implemented yet') }).toThrow('Rebalancing metrics logging not implemented yet') }) it('should update dashboard with real-time utilization status', async () => { const dashboardUpdates = { utilizationGauge: 'real-time', deltaStatus: 'color-coded', lastRebalancing: 'timestamp', nextScheduledCheck: 'countdown' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Dashboard utilization updates not implemented yet') }).toThrow('Dashboard utilization updates not implemented yet') }) }) describe('Multi-Exchange Coordination', () => { it('should coordinate utilization across different exchanges', async () => { const multiExchangeScenario = { pacifica: { utilization: 0.30, weight: 0.6 }, aster: { utilization: 0.90, weight: 0.4 }, targetAverageUtilization: 0.65 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Multi-exchange utilization coordination not implemented yet') }).toThrow('Multi-exchange utilization coordination not implemented yet') }) it('should handle exchange-specific utilization calculation differences', async () => { const exchangeSpecificFormulas = { pacifica: '(totalBalance - availableBalance) / totalBalance', aster: '(usedMargin) / (totalMargin)', binance: '(totalWalletBalance - availableBalance) / totalWalletBalance' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Exchange-specific utilization calculations not implemented yet') }).toThrow('Exchange-specific utilization calculations not implemented yet') }) }) })