import { describe, test, 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 的规范 */ describe('Utilization Rebalancing Integration Tests', () => { beforeEach(() => { // 设置测试环境 }) afterEach(() => { // 清理测试环境 }) describe('Scenario 1: Utilization Below 50% Auto Rebalancing', () => { it('should detect low utilization and generate buy orders', async () => { // 模拟 pacifica-1 账户利用率 < 50% const accountState = { accountId: 'pacifica-1', balances: [ { asset: 'USDT', total: '1000.00', available: '800.00' } // 利用率 = 20% ], utilization: 0.2 } // 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 execute limit buy orders within 8 seconds', async () => { const startTime = Date.now() // 模拟生成限价买单 const buyOrder = { symbol: 'BTC', side: 'buy', type: 'limit', amount: '0.001', price: '109000', accountId: 'pacifica-1' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Limit buy order execution not implemented yet') }).toThrow('Limit buy order execution not implemented yet') }) it('should maintain Delta neutrality through hedging', async () => { // 模拟对冲维持 Delta ≈ 0 const deltaBefore = 0.0001 // 很小的偏离 const deltaAfter = 0.00005 // 更小的偏离 // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Delta neutrality maintenance not implemented yet') }).toThrow('Delta neutrality maintenance not implemented yet') }) it('should restore utilization to 50% target range', async () => { // 模拟利用率恢复到目标范围 const utilizationAfter = 0.52 // 52% 在 50%-80% 范围内 // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Utilization restoration not implemented yet') }).toThrow('Utilization restoration not implemented yet') }) it('should generate utilization-low alert and recovery logs', async () => { const expectedLogs = [ 'utilization-low alert', 'subsequent recovery record' ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Alert and log generation not implemented yet') }).toThrow('Alert and log generation not implemented yet') }) it('should record successful HedgeExecution with Delta < ±0.0005 BTC', async () => { const hedgeExecution = { executionId: 'hedge-exec-123', deltaBefore: 0.0003, deltaAfter: 0.00008, result: 'success', durationMs: 4200 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Hedge execution recording not implemented yet') }).toThrow('Hedge execution recording not implemented yet') }) }) describe('Utilization Rebalancing Edge Cases', () => { it('should handle utilization exactly at 50% boundary', async () => { const accountState = { accountId: 'pacifica-1', balances: [ { asset: 'USDT', total: '1000.00', available: '500.00' } // 利用率 = 50% ], utilization: 0.5 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Boundary condition handling not implemented yet') }).toThrow('Boundary condition handling not implemented yet') }) it('should handle utilization above 80% by selling positions', async () => { const accountState = { accountId: 'pacifica-1', balances: [ { asset: 'USDT', total: '1000.00', available: '150.00' } // 利用率 = 85% ], utilization: 0.85, positions: [ { symbol: 'BTC', side: 'long', size: '0.005' } ] } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('High utilization handling not implemented yet') }).toThrow('High utilization handling not implemented yet') }) it('should handle insufficient balance for rebalancing', async () => { const accountState = { accountId: 'pacifica-1', balances: [ { asset: 'USDT', total: '10.00', available: '8.00' } // 资金不足 ], utilization: 0.2 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Insufficient balance handling not implemented yet') }).toThrow('Insufficient balance handling not implemented yet') }) it('should handle multiple accounts with different utilization levels', async () => { const accounts = [ { accountId: 'pacifica-1', utilization: 0.3 }, // 需要买入 { accountId: 'aster-1', utilization: 0.85 }, // 需要卖出 { accountId: 'pacifica-2', utilization: 0.65 } // 正常范围 ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Multi-account rebalancing not implemented yet') }).toThrow('Multi-account rebalancing not implemented yet') }) it('should handle rapid utilization changes during execution', async () => { // 模拟执行过程中利用率快速变化 const utilizationSequence = [0.2, 0.35, 0.52, 0.48, 0.51] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Rapid utilization change handling not implemented yet') }).toThrow('Rapid utilization change handling not implemented yet') }) }) describe('Utilization Rebalancing Performance', () => { it('should complete rebalancing within 8 second cycle', async () => { const startTime = Date.now() // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('8-second cycle compliance not implemented yet') }).toThrow('8-second cycle compliance not implemented yet') }) it('should handle concurrent rebalancing requests', async () => { // 模拟多个账户同时需要再平衡 const concurrentRequests = [ { accountId: 'pacifica-1', utilization: 0.3 }, { accountId: 'aster-1', utilization: 0.2 }, { accountId: 'pacifica-2', utilization: 0.85 } ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Concurrent rebalancing not implemented yet') }).toThrow('Concurrent rebalancing not implemented yet') }) it('should maintain system stability during high-frequency rebalancing', async () => { // 模拟高频再平衡场景 const highFrequencyScenario = { rebalancingEvents: 100, timeWindow: 60000, // 1分钟 expectedSuccessRate: 0.95 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('High-frequency stability not implemented yet') }).toThrow('High-frequency stability not implemented yet') }) }) describe('Utilization Rebalancing Integration', () => { it('should integrate with account sync service', () => { // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Account sync integration not implemented yet') }).toThrow('Account sync integration not implemented yet') }) it('should integrate with risk monitoring service', () => { // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Risk monitoring integration not implemented yet') }).toThrow('Risk monitoring integration not implemented yet') }) it('should integrate with hedge execution service', () => { // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Hedge execution integration not implemented yet') }).toThrow('Hedge execution integration not implemented yet') }) it('should update dashboard with real-time utilization status', () => { // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Dashboard integration not implemented yet') }).toThrow('Dashboard integration not implemented yet') }) it('should generate monitoring events for audit trail', () => { // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Monitoring event generation not implemented yet') }).toThrow('Monitoring event generation not implemented yet') }) }) })