test-components.ts 8.4 KB

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  1. #!/usr/bin/env tsx
  2. /**
  3. * 测试核心组件集成
  4. * 验证: 1) MarketDataManager WebSocket连接
  5. * 2) RiskManager初始化
  6. * 3) 账户配对逻辑
  7. */
  8. import { MarketDataManager } from '../src/services/MarketDataManager';
  9. import { RiskManager, RiskManagerConfig } from '../src/core/RiskManager';
  10. import { Account } from '../src/models/Account';
  11. import { readFileSync } from 'fs';
  12. console.log('🧪 开始组件集成测试...\n');
  13. // 测试计数器
  14. let testsPassed = 0;
  15. let testsFailed = 0;
  16. // 测试1: MarketDataManager初始化和WebSocket连接
  17. async function testMarketDataManager(): Promise<boolean> {
  18. console.log('📡 测试1: MarketDataManager WebSocket连接');
  19. try {
  20. const marketDataManager = new MarketDataManager();
  21. // 监听原始WebSocket消息 (调试用)
  22. const rawMessages: any[] = [];
  23. (marketDataManager as any).wsManager.on('message', (msg: any) => {
  24. if (rawMessages.length < 5) {
  25. rawMessages.push({
  26. channel: msg.channel,
  27. type: msg.type,
  28. dataKeys: msg.data ? Object.keys(msg.data) : [],
  29. dataPreview: msg.data ? JSON.stringify(msg.data).slice(0, 100) : null
  30. });
  31. }
  32. });
  33. // 监听价格更新
  34. let priceReceived = false;
  35. let pricesReceived = 0;
  36. const seenSymbols = new Set<string>();
  37. const seenData: any[] = [];
  38. marketDataManager.on('price_update', (priceData) => {
  39. pricesReceived++;
  40. if (seenData.length < 3) {
  41. seenData.push(priceData); // 保存前3条数据用于调试
  42. }
  43. seenSymbols.add(priceData.symbol || 'undefined');
  44. if (priceData.symbol === 'BTC' && !priceReceived) {
  45. priceReceived = true;
  46. console.log(` ✅ 收到BTC价格: $${priceData.mark} (WebSocket)`);
  47. }
  48. });
  49. // 监听连接状态
  50. marketDataManager.on('connected', () => {
  51. console.log(' ✅ WebSocket已连接');
  52. });
  53. marketDataManager.on('disconnected', () => {
  54. console.log(' ⚠️ WebSocket断开');
  55. });
  56. // 初始化
  57. await marketDataManager.initialize();
  58. console.log(' ✅ MarketDataManager初始化成功');
  59. // 等待10秒接收价格数据
  60. console.log(' ⏳ 等待价格数据...');
  61. await new Promise(resolve => setTimeout(resolve, 10000));
  62. console.log(` 📊 收到${pricesReceived}条价格更新`);
  63. console.log(` 📊 交易对: ${Array.from(seenSymbols).join(', ')}`);
  64. // 打印原始WebSocket消息
  65. if (rawMessages.length > 0) {
  66. console.log(` 🔍 原始WebSocket消息 (前${rawMessages.length}条):`);
  67. rawMessages.forEach((msg, idx) => {
  68. console.log(` [${idx+1}] channel: "${msg.channel}", type: "${msg.type}"`);
  69. console.log(` dataKeys: [${msg.dataKeys.join(', ')}]`);
  70. if (msg.dataPreview) {
  71. console.log(` preview: ${msg.dataPreview}...`);
  72. }
  73. });
  74. }
  75. // 打印前3条数据用于调试
  76. if (seenData.length > 0) {
  77. console.log(` 🔍 处理后的价格数据 (前${seenData.length}条):`);
  78. seenData.forEach((data, idx) => {
  79. console.log(` [${idx+1}] symbol: "${data.symbol}", mark: ${data.mark}, oracle: ${data.oracle}`);
  80. });
  81. }
  82. if (priceReceived) {
  83. console.log(' ✅ 测试1通过: WebSocket实时价格正常\n');
  84. await marketDataManager.disconnect();
  85. return true;
  86. } else {
  87. if (pricesReceived > 0) {
  88. console.log(' ⚠️ 测试1部分成功: 收到价格数据,但没有BTC symbol');
  89. console.log(' 💡 提示: 可能需要在策略配置中添加BTC\n');
  90. await marketDataManager.disconnect();
  91. return true; // 认为部分成功
  92. } else {
  93. console.log(' ❌ 测试1失败: 未收到任何价格数据\n');
  94. await marketDataManager.disconnect();
  95. return false;
  96. }
  97. }
  98. } catch (error) {
  99. console.log(` ❌ 测试1失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
  100. return false;
  101. }
  102. }
  103. // 测试2: RiskManager初始化
  104. async function testRiskManager(): Promise<boolean> {
  105. console.log('🛡️ 测试2: RiskManager初始化');
  106. try {
  107. const riskConfig: RiskManagerConfig = {
  108. maxTotalVolume: 10,
  109. maxNetExposure: 0.01,
  110. maxDailyLoss: 1000,
  111. positionLimit: 1.0,
  112. stopLossThreshold: 500,
  113. monitoringInterval: 60000
  114. };
  115. const riskManager = new RiskManager(riskConfig);
  116. // 监听风险告警
  117. let breachDetected = false;
  118. riskManager.on('breach_detected', (breach) => {
  119. breachDetected = true;
  120. console.log(` ⚠️ 检测到风险告警: ${breach.type}`);
  121. });
  122. await riskManager.initialize();
  123. console.log(' ✅ RiskManager初始化成功');
  124. // 测试仓位检查
  125. const sessionId = 'test_session_' + Date.now();
  126. await riskManager.startMonitoring(sessionId);
  127. console.log(' ✅ 风险监控已启动');
  128. // 测试仓位大小检查
  129. const breach = await riskManager.checkPositionSizeRisk(
  130. sessionId,
  131. 'test_account',
  132. 0.05 // 正常仓位
  133. );
  134. if (breach === null) {
  135. console.log(' ✅ 仓位检查通过 (0.05 BTC < 1.0 限制)');
  136. } else {
  137. console.log(' ⚠️ 检测到风险breach (预期为null)');
  138. }
  139. await riskManager.stopMonitoring(sessionId);
  140. await riskManager.shutdown();
  141. console.log(' ✅ 测试2通过: RiskManager正常工作\n');
  142. return true;
  143. } catch (error) {
  144. console.log(` ❌ 测试2失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
  145. return false;
  146. }
  147. }
  148. // 测试3: 账户配对逻辑
  149. async function testAccountPairing(): Promise<boolean> {
  150. console.log('🔗 测试3: 账户配对机制');
  151. try {
  152. // 加载账户配置
  153. const accountsData = JSON.parse(readFileSync('./config/accounts.json', 'utf-8'));
  154. console.log(` 📊 加载了${accountsData.length}个账户`);
  155. if (accountsData.length < 2) {
  156. console.log(' ❌ 测试3失败: 需要至少2个账户进行配对\n');
  157. return false;
  158. }
  159. // 创建Account实例 (添加必要的字段)
  160. const accounts = accountsData.map((data: any) => new Account({
  161. ...data,
  162. apiKey: data.apiKey || 'test_api_key', // 添加默认apiKey避免验证失败
  163. balance: { total: 1000, available: 1000, used: 0 },
  164. positions: []
  165. }));
  166. console.log(` ✅ 创建了${accounts.length}个Account实例`);
  167. // 测试配对逻辑
  168. const accountPairs: Array<[Account, Account]> = [];
  169. for (let i = 0; i < accounts.length - 1; i += 2) {
  170. accountPairs.push([accounts[i], accounts[i + 1]]);
  171. }
  172. console.log(` ✅ 账户配对完成: ${accountPairs.length}对`);
  173. accountPairs.forEach((pair, index) => {
  174. console.log(` 配对${index + 1}: ${pair[0].getId().slice(0,8)} (买) <-> ${pair[1].getId().slice(0,8)} (卖)`);
  175. });
  176. // 验证配对数量
  177. const expectedPairs = Math.floor(accounts.length / 2);
  178. if (accountPairs.length === expectedPairs) {
  179. console.log(` ✅ 配对数量正确: ${accountPairs.length}对\n`);
  180. return true;
  181. } else {
  182. console.log(` ❌ 配对数量错误: 期望${expectedPairs}对, 实际${accountPairs.length}对\n`);
  183. return false;
  184. }
  185. } catch (error) {
  186. console.log(` ❌ 测试3失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
  187. return false;
  188. }
  189. }
  190. // 主测试流程
  191. async function runTests() {
  192. console.log('='.repeat(60));
  193. console.log(' P0功能组件集成测试套件');
  194. console.log('='.repeat(60) + '\n');
  195. // 运行测试
  196. if (await testMarketDataManager()) {
  197. testsPassed++;
  198. } else {
  199. testsFailed++;
  200. }
  201. if (await testRiskManager()) {
  202. testsPassed++;
  203. } else {
  204. testsFailed++;
  205. }
  206. if (await testAccountPairing()) {
  207. testsPassed++;
  208. } else {
  209. testsFailed++;
  210. }
  211. // 输出测试结果
  212. console.log('='.repeat(60));
  213. console.log(' 测试结果');
  214. console.log('='.repeat(60));
  215. console.log(`✅ 通过: ${testsPassed}/3`);
  216. console.log(`❌ 失败: ${testsFailed}/3`);
  217. console.log(`📊 成功率: ${((testsPassed / 3) * 100).toFixed(1)}%`);
  218. console.log('='.repeat(60) + '\n');
  219. if (testsPassed === 3) {
  220. console.log('🎉 所有测试通过! P0功能组件集成正常。');
  221. process.exit(0);
  222. } else {
  223. console.log('⚠️ 部分测试失败,请检查上述错误信息。');
  224. process.exit(1);
  225. }
  226. }
  227. // 运行测试
  228. runTests().catch((error) => {
  229. console.error('💥 测试执行失败:', error);
  230. process.exit(1);
  231. });