import { describe, test, expect, beforeEach, afterEach } from '@jest/globals' /** * 策略模块沙箱集成测试 * 基于 quickstart.md 场景 4 的规范 */ describe('Strategy Module Sandbox Integration Tests', () => { beforeEach(() => { // 设置测试环境 }) afterEach(() => { // 清理测试环境 }) describe('Scenario 4: Strategy Module Sandbox Validation', () => { it('should start strategy module in Dry-run mode', async () => { // 模拟启动新策略模块（资金费率套利） const strategyModule = { moduleId: 'funding-arbitrage-v1', name: 'Funding Rate Arbitrage', type: 'funding-arbitrage', dryRunEnabled: true, sandboxMode: true, status: 'enabled' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Dry-run mode startup not implemented yet') }).toThrow('Dry-run mode startup not implemented yet') }) it('should process simulated funding rate signals', async () => { // 模拟推送模拟资金费率信号 const fundingRateSignal = { symbol: 'BTC', fundingRate: 0.0001, // 0.01% 费率 nextFundingTime: '2025-09-27T12:30:00Z', longPosition: { exchange: 'pacifica', accountId: 'pacifica-1', size: '0.001', expectedReturn: 0.0001 }, shortPosition: { exchange: 'aster', accountId: 'aster-1', size: '0.001', expectedReturn: -0.0001 } } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Funding rate signal processing not implemented yet') }).toThrow('Funding rate signal processing not implemented yet') }) it('should generate paired long/short orders in virtual matcher', async () => { const pairedOrders = { longOrder: { exchange: 'pacifica', accountId: 'pacifica-1', symbol: 'BTC', side: 'buy', type: 'limit', amount: '0.001', price: '109000', status: 'virtual' }, shortOrder: { exchange: 'aster', accountId: 'aster-1', symbol: 'BTC', side: 'sell', type: 'limit', amount: '0.001', price: '109010', status: 'virtual' } } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Paired order generation not implemented yet') }).toThrow('Paired order generation not implemented yet') }) it('should validate simulated orders against real market data', async () => { const orderValidation = { longOrderPrice: 109000, shortOrderPrice: 109010, marketMidPrice: 109005, priceDeviation: 0.0005, // 0.05% 偏差 validationPassed: true } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Order validation not implemented yet') }).toThrow('Order validation not implemented yet') }) it('should record profit calculation in quickstart report', async () => { const profitCalculation = { fundingRate: 0.0001, positionSize: 0.001, expectedProfit: 0.0001, // 0.01% 收益 fees: 0.00002, // 0.002% 手续费 netProfit: 0.00008, // 净收益 profitAfterFee: 0.00008 } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Profit calculation recording not implemented yet') }).toThrow('Profit calculation recording not implemented yet') }) it('should log sandbox-execution and maintain virtual order status', async () => { const sandboxLogs = [ 'sandbox-execution: funding-arbitrage-v1', 'virtual order status maintained', 'no real trading executed' ] // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Sandbox logging not implemented yet') }).toThrow('Sandbox logging not implemented yet') }) it('should generate Dry-run report with profit-after-fee results', async () => { const dryRunReport = { strategyModule: 'funding-arbitrage-v1', executionMode: 'sandbox', totalOrders: 2, successfulOrders: 2, profitAfterFee: 0.00008, executionTime: 1500, marketDataAccuracy: 0.999, riskAssessment: 'low' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Dry-run report generation not implemented yet') }).toThrow('Dry-run report generation not implemented yet') }) it('should confirm no real orders were placed', async () => { const realOrderCheck = { pacificaOrders: 0, asterOrders: 0, binanceOrders: 0, totalRealOrders: 0, sandboxOnly: true } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Real order prevention not implemented yet') }).toThrow('Real order prevention not implemented yet') }) }) describe('Strategy Module Sandbox Edge Cases', () => { it('should handle invalid funding rate signals', async () => { const invalidSignal = { symbol: 'BTC', fundingRate: null, // 无效费率 nextFundingTime: 'invalid-date', validationErrors: ['Invalid funding rate', 'Invalid timestamp'] } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Invalid signal handling not implemented yet') }).toThrow('Invalid signal handling not implemented yet') }) it('should handle insufficient balance in sandbox simulation', async () => { const insufficientBalanceScenario = { requiredBalance: '1000 USDT', availableBalance: '500 USDT', simulationResult: 'insufficient_balance', orderStatus: 'rejected' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Insufficient balance simulation not implemented yet') }).toThrow('Insufficient balance simulation not implemented yet') }) it('should handle market data unavailability during simulation', async () => { const marketDataUnavailableScenario = { primaryDataSource: 'unavailable', backupDataSource: 'unavailable', syntheticPriceUsed: true, simulationAccuracy: 0.95 } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Market data unavailability handling not implemented yet') }).toThrow('Market data unavailability handling not implemented yet') }) it('should handle strategy module crashes during execution', async () => { const crashScenario = { moduleId: 'unstable-strategy-v1', crashPoint: 'order-generation', recoveryAction: 'restart-sandbox', dataIntegrity: 'preserved' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Strategy crash handling not implemented yet') }).toThrow('Strategy crash handling not implemented yet') }) it('should handle concurrent strategy module execution', async () => { const concurrentScenario = { activeModules: 3, modules: [ 'funding-arbitrage-v1', 'market-making-v1', 'momentum-v1' ], resourceContention: 'handled', executionOrder: 'sequential' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Concurrent execution handling not implemented yet') }).toThrow('Concurrent execution handling not implemented yet') }) it('should handle strategy performance degradation', async () => { const performanceScenario = { baselinePerformance: 0.001, // 0.1% 基准收益 degradedPerformance: 0.0005, // 0.05% 降级收益 degradationThreshold: 0.0008, alertTriggered: true } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Performance degradation handling not implemented yet') }).toThrow('Performance degradation handling not implemented yet') }) }) describe('Strategy Module Sandbox Performance', () => { it('should complete sandbox execution within reasonable time', async () => { const executionTime = { maxAllowed: 5000, // 5秒最大允许时间 averageTime: 2000, // 2秒平均时间 p95Time: 4000 // 95% 分位数时间 } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Execution time compliance not implemented yet') }).toThrow('Execution time compliance not implemented yet') }) it('should handle high-frequency signal processing', async () => { const highFrequencyScenario = { signalsPerSecond: 10, processingLatency: 100, // 100ms 处理延迟 queueSize: 50, throughput: 'sustained' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('High-frequency processing not implemented yet') }).toThrow('High-frequency processing not implemented yet') }) it('should maintain sandbox isolation under load', async () => { const isolationScenario = { concurrentSandboxes: 5, resourceIsolation: true, memoryLeaks: 0, cpuContention: 'minimal' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Sandbox isolation not implemented yet') }).toThrow('Sandbox isolation not implemented yet') }) it('should scale to multiple strategy types', async () => { const multiStrategyScenario = { strategyTypes: [ 'funding-arbitrage', 'market-making', 'momentum', 'mean-reversion', 'arbitrage' ], totalModules: 10, averagePerformance: 0.0008, systemStability: 'maintained' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Multi-strategy scaling not implemented yet') }).toThrow('Multi-strategy scaling not implemented yet') }) }) describe('Strategy Module Sandbox Integration', () => { it('should integrate with virtual order matching engine', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Virtual matching engine integration not implemented yet') }).toThrow('Virtual matching engine integration not implemented yet') }) it('should integrate with real-time market data for validation', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Market data validation integration not implemented yet') }).toThrow('Market data validation integration not implemented yet') }) it('should integrate with profit calculation engine', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Profit calculation integration not implemented yet') }).toThrow('Profit calculation integration not implemented yet') }) it('should integrate with risk assessment system', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Risk assessment integration not implemented yet') }).toThrow('Risk assessment integration not implemented yet') }) it('should integrate with monitoring and reporting system', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Monitoring integration not implemented yet') }).toThrow('Monitoring integration not implemented yet') }) it('should integrate with production deployment pipeline', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Deployment pipeline integration not implemented yet') }).toThrow('Deployment pipeline integration not implemented yet') }) it('should provide seamless transition from sandbox to production', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Sandbox to production transition not implemented yet') }).toThrow('Sandbox to production transition not implemented yet') }) }) })