binance-api/__tests__/integration/strategy_sandbox.test.ts

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')
    })
  })
})