pacifica/scripts/test-advanced.ts

#!/usr/bin/env tsx

/**
 * 高级功能测试套件
 * 测试4: WebSocket断线后REST API降级
 * 测试5: RiskManager风险告警触发
 * 测试6: Delta中性验证 (模拟账户配对交易)
 */

import { MarketDataManager } from '../src/services/MarketDataManager';
import { RiskManager, RiskManagerConfig } from '../src/core/RiskManager';
import { Account } from '../src/models/Account';
import { PacificaSigningClient } from '../src/services/PacificaSigningClient';
import { readFileSync } from 'fs';

console.log('🧪 开始高级功能测试...\n');

let testsPassed = 0;
let testsFailed = 0;

// 测试4: WebSocket降级测试
async function testWebSocketFailover(): Promise<boolean> {
  console.log('🔌 测试4: WebSocket断线与REST API降级');

  try {
    const marketDataManager = new MarketDataManager();
    let priceFromWS = false;
    let priceValue = 0;

    marketDataManager.on('price_update', (priceData) => {
      if (priceData.symbol === 'BTC') {
        priceFromWS = true;
        priceValue = typeof priceData.mark === 'number' ? priceData.mark : parseFloat(priceData.mark);
      }
    });

    await marketDataManager.initialize();
    console.log('   ✅ MarketDataManager初始化成功');

    // 等待WebSocket价格
    await new Promise(resolve => setTimeout(resolve, 3000));

    if (priceFromWS) {
      console.log(`   ✅ WebSocket价格正常: $${priceValue.toFixed(2)}`);
    } else {
      console.log('   ⚠️  未收到WebSocket价格');
    }

    // 模拟WebSocket断开
    console.log('   🔌 模拟WebSocket断开...');
    await marketDataManager.disconnect();
    await new Promise(resolve => setTimeout(resolve, 1000));

    // 测试REST API降级
    console.log('   🔄 测试REST API降级方案...');
    const accountsData = JSON.parse(readFileSync('./config/accounts.json', 'utf-8'));
    if (accountsData.length === 0) {
      console.log('   ❌ 没有可用账户配置\n');
      return false;
    }

    const privateKey = accountsData[0].privateKey;
    const pacificaClient = new PacificaSigningClient(privateKey);

    try {
      const prices = await pacificaClient.getPrices();
      const btcPrice = prices.data.find((p: any) => p.symbol === 'BTC');

      if (btcPrice && btcPrice.mark) {
        const restPrice = parseFloat(btcPrice.mark);
        console.log(`   ✅ REST API价格: $${restPrice.toFixed(2)}`);

        if (priceFromWS) {
          const priceDiff = Math.abs(restPrice - priceValue);
          const priceDiffPercent = (priceDiff / priceValue) * 100;
          console.log(`   📊 价格差异: $${priceDiff.toFixed(2)} (${priceDiffPercent.toFixed(3)}%)`);
        }

        console.log('   ✅ 测试4通过: 降级机制正常\n');
        return true;
      } else {
        console.log('   ❌ REST API未返回BTC价格\n');
        return false;
      }
    } catch (error) {
      console.log(`   ❌ REST API调用失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
      return false;
    }

  } catch (error) {
    console.log(`   ❌ 测试4失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
    return false;
  }
}

// 测试5: RiskManager风险告警
async function testRiskManagerBreach(): Promise<boolean> {
  console.log('⚠️  测试5: RiskManager风险告警触发');

  try {
    const riskConfig: RiskManagerConfig = {
      maxTotalVolume: 10,
      maxNetExposure: 0.01,
      maxDailyLoss: 1000,
      positionLimit: 0.1,  // 设置很小的限制用于触发告警
      stopLossThreshold: 500,
      monitoringInterval: 60000
    };

    const riskManager = new RiskManager(riskConfig);
    let breachDetected = false;
    let breachType = '';

    riskManager.on('breach_detected', (breach) => {
      breachDetected = true;
      breachType = breach.type;
      console.log(`   ⚠️  检测到风险告警: ${breach.type} (严重程度: ${breach.severity})`);
    });

    await riskManager.initialize();
    const sessionId = 'test_risk_' + Date.now();
    await riskManager.startMonitoring(sessionId);
    console.log('   ✅ RiskManager已启动');

    // 测试1: 正常仓位 (应该通过)
    const normalBreach = await riskManager.checkPositionSizeRisk(
      sessionId,
      'test_account_1',
      0.05  // 小于0.1限制
    );

    if (normalBreach === null) {
      console.log('   ✅ 正常仓位检查通过 (0.05 < 0.1)');
    } else {
      console.log('   ❌ 正常仓位被误判为风险');
    }

    // 测试2: 超限仓位 (应该触发告警)
    const largeBreach = await riskManager.checkPositionSizeRisk(
      sessionId,
      'test_account_2',
      0.15  // 大于0.1限制
    );

    if (largeBreach !== null) {
      console.log(`   ✅ 超限仓位被拦截 (0.15 > 0.1): ${largeBreach.type}`);
      breachDetected = true;
      breachType = largeBreach.type;
    } else {
      console.log('   ⚠️  超限仓位未被检测到');
    }

    await riskManager.stopMonitoring(sessionId);
    await riskManager.shutdown();

    if (normalBreach === null && largeBreach !== null) {
      console.log('   ✅ 测试5通过: 风险控制正常工作\n');
      return true;
    } else {
      console.log('   ❌ 测试5失败: 风险检查逻辑有误\n');
      return false;
    }

  } catch (error) {
    console.log(`   ❌ 测试5失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
    return false;
  }
}

// 测试6: Delta中性验证
async function testDeltaNeutrality(): Promise<boolean> {
  console.log('⚖️  测试6: Delta中性验证 (模拟配对交易)');

  try {
    // 加载账户配置
    const accountsData = JSON.parse(readFileSync('./config/accounts.json', 'utf-8'));

    if (accountsData.length < 2) {
      console.log('   ❌ 需要至少2个账户进行测试\n');
      return false;
    }

    // 创建账户实例
    const accounts = accountsData.map((data: any) => new Account({
      ...data,
      apiKey: data.apiKey || 'test_api_key',
      balance: { total: 1000, available: 1000, used: 0 },
      positions: []
    }));

    console.log(`   📊 使用${accounts.length}个账户进行测试`);

    // 创建账户配对
    const accountPairs: Array<[Account, Account]> = [];
    for (let i = 0; i < accounts.length - 1; i += 2) {
      accountPairs.push([accounts[i], accounts[i + 1]]);
    }

    console.log(`   🔗 创建${accountPairs.length}对账户`);

    // 模拟配对交易
    interface MockTrade {
      accountId: string;
      side: 'buy' | 'sell';
      size: number;
      price: number;
    }

    const mockTrades: MockTrade[] = [];
    const tradeSize = 0.01; // 0.01 BTC
    const tradePrice = 100000; // $100,000

    for (const [buyAccount, sellAccount] of accountPairs) {
      // 买方交易
      mockTrades.push({
        accountId: buyAccount.getId(),
        side: 'buy',
        size: tradeSize,
        price: tradePrice
      });

      // 卖方交易
      mockTrades.push({
        accountId: sellAccount.getId(),
        side: 'sell',
        size: tradeSize,
        price: tradePrice
      });

      console.log(`   📈 配对${accountPairs.indexOf([buyAccount, sellAccount]) + 1}: ` +
                  `${buyAccount.getId().slice(0,8)} 买入 ${tradeSize} BTC / ` +
                  `${sellAccount.getId().slice(0,8)} 卖出 ${tradeSize} BTC`);
    }

    // 计算净Delta
    let totalBuyVolume = 0;
    let totalSellVolume = 0;

    mockTrades.forEach(trade => {
      if (trade.side === 'buy') {
        totalBuyVolume += trade.size;
      } else {
        totalSellVolume += trade.size;
      }
    });

    const netDelta = totalBuyVolume - totalSellVolume;
    const netDeltaPercent = Math.abs(netDelta / totalBuyVolume) * 100;

    console.log(`   📊 总买入: ${totalBuyVolume.toFixed(6)} BTC`);
    console.log(`   📊 总卖出: ${totalSellVolume.toFixed(6)} BTC`);
    console.log(`   📊 净Delta: ${netDelta.toFixed(6)} BTC (${netDeltaPercent.toFixed(4)}%)`);

    // 验证Delta中性 (容差0.0001%)
    if (Math.abs(netDeltaPercent) < 0.0001) {
      console.log('   ✅ Delta中性验证通过: 净仓位为零');
      console.log('   ✅ 测试6通过: 配对交易逻辑正确\n');
      return true;
    } else {
      console.log(`   ❌ Delta不中性: ${netDeltaPercent.toFixed(4)}% 偏差`);
      console.log('   ❌ 测试6失败: 配对交易逻辑有误\n');
      return false;
    }

  } catch (error) {
    console.log(`   ❌ 测试6失败: ${error instanceof Error ? error.message : '未知错误'}\n`);
    return false;
  }
}

// 主测试流程
async function runAdvancedTests() {
  console.log('='.repeat(60));
  console.log('           P0高级功能测试套件');
  console.log('='.repeat(60) + '\n');

  // 测试4: WebSocket降级
  if (await testWebSocketFailover()) {
    testsPassed++;
  } else {
    testsFailed++;
  }

  // 测试5: 风险告警
  if (await testRiskManagerBreach()) {
    testsPassed++;
  } else {
    testsFailed++;
  }

  // 测试6: Delta中性
  if (await testDeltaNeutrality()) {
    testsPassed++;
  } else {
    testsFailed++;
  }

  // 输出结果
  console.log('='.repeat(60));
  console.log('                    测试结果');
  console.log('='.repeat(60));
  console.log(`✅ 通过: ${testsPassed}/3`);
  console.log(`❌ 失败: ${testsFailed}/3`);
  console.log(`📊 成功率: ${((testsPassed / 3) * 100).toFixed(1)}%`);
  console.log('='.repeat(60) + '\n');

  if (testsPassed === 3) {
    console.log('🎉 所有高级测试通过! 系统功能完整。');
    console.log('🚀 可以开始生产环境部署。\n');
    process.exit(0);
  } else {
    console.log('⚠️  部分测试失败,请检查上述错误信息。\n');
    process.exit(1);
  }
}

// 运行测试
runAdvancedTests().catch((error) => {
  console.error('💥 测试执行失败:', error);
  process.exit(1);
});