Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification
First commit of the previously-untracked PINK-on-DITAv2 migration system (execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha Engine algorithmic integrity is preserved). BLUE is untouched. Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope): - Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs. - Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test genuinely exercises its fix. Most important: Flaw 5 now asserts capital moves by EXACTLY realized PnL (was entering/exiting at the same price). - Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/ bridge + 96 runtime/persistence/multi-exit/restart/seams). - GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green. - Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore (excludes Rust target/ build artifacts). LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Codex
438
prod/clean_arch/dita_v2/gen2.py
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438
prod/clean_arch/dita_v2/gen2.py
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#!/usr/bin/env python3
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"""Write the complete 68-test live e2e file. Bodies receive (k, symbol, p) where p is a float."""
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import ast, os
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SCENARIOS = [] # (name, code_lines)
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def S(name, lines):
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SCENARIOS.append((name, lines))
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# ---- Original 9 ----
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S("simple_entry_exit", [
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"tid = f's-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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])
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S("multi_leg_exit", [
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"tid = f'ml-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
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])
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S("cancel_entry_order", [
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"tid = f'ce-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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])
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S("entry_hold_exit", [
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"tid = f'h-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(3)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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])
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S("entry_exit_at_loss", [
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"tid = f'l-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*1.005, 0.001); await asyncio.sleep(1)",
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])
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S("two_sequential_cycles", [
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"t1 = f'2c1-{int(time.time()*1000)}'; t2 = f'2c2-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(1)",
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])
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S("entry_then_recover", [
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"tid = f'r-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"await bundle.runtime.disconnect()",
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"await bundle.runtime.connect(initial_capital=k.account.snapshot.capital)",
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"await asyncio.sleep(1)",
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])
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S("long_entry_exit", [
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"tid = f'ln-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'LONG', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(1)",
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])
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# ---- Cancel combos ----
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S("cancel_idempotent", [
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"tid = f'ci-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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])
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S("double_cancel", [
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"tid = f'dc-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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])
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S("cancel_then_exit", [
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"tid = f'ctx-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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"if not k.slot(0).is_free():",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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])
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S("exit_then_cancel_exit", [
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"tid = f'exc-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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])
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S("exit_then_reentry", [
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"t1 = f'er1-{int(time.time()*1000)}'; t2 = f'er2-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
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"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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])
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S("limit_cancel", [
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"tid = f'lc-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(1)",
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])
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# ---- X4 ----
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S("x4_partial_hold_exit", [
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"tid = f'ph-{int(time.time()*1000)}'; sz = 0.003",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.3, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.7, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
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])
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S("x4_three_leg", [
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"tid = f'3l-{int(time.time()*1000)}'; sz = 0.004",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.5, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
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])
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S("x4_cancel_fill_partial", [
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"tid = f'cfp-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.5)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.3)",
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"if not k.slot(0).is_free():",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
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"if not k.slot(0).is_free():",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001); await asyncio.sleep(1)",
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])
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S("x4_rapid_three", [
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"for i in range(3):",
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" tid = f'r3-{i}-{int(time.time()*1000)}'",
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" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
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])
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S("x4_diff_symbol", [
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"tid = f'ds-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
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"_si(k, E.EXIT, tid, sym2, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
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])
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S("x4_alternating", [
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"t1 = f'as1-{int(time.time()*1000)}'; t2 = f'as2-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
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"try:",
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" p2 = float(json.loads(urllib.request.urlopen('https://open-api-vst.bingx.com/openApi/swap/v2/quote/price?symbol='+sym2.replace('USDT','-USDT'), timeout=5).read())['data']['price'])",
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"except: p2 = p",
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"_si(k, E.ENTER, t2, sym2, 'LONG', p2, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
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"_si(k, E.EXIT, t2, sym2, 'LONG', p2*1.005, 0.001); await asyncio.sleep(1)",
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])
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S("x4_multi_flatten", [
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"tid = f'mf-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
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"for i in range(3):",
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" if k.slot(0).is_free(): break",
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" _flatten(k, symbol, p*0.99, f'mf{i}'); await asyncio.sleep(0.5)",
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])
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S("x4_three_leg_25_50_25", [
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"tid = f'x4a-{int(time.time()*1000)}'; sz = 0.004",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
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"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
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])
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S("x4_enter_exit_hold_twice", [
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"t1 = f'x4b1-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
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"t2 = f'x4b2-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
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"t3 = f'x4b3-{int(time.time()*1000)}'",
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"_si(k, E.ENTER, t3, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
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"_si(k, E.EXIT, t3, symbol, 'SHORT', p*0.985, 0.001); await asyncio.sleep(0.5)",
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])
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S("x4_cancel_then_double_exit", [
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"tid = f'x4c-{int(time.time()*1000)}'; sz = 0.002",
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"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
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"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, sz); await asyncio.sleep(0.3)",
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"if not k.slot(0).is_free():",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
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"if not k.slot(0).is_free():",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
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])
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# ---- 2 sides x 2 profit x 4 patterns = 16 doubled ----
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for side, side_str, ep in [("short","SHORT",0.995), ("long","LONG",1.005)]:
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for prof, pname, xp in [(True,"profit",ep), (False,"loss",1/ep)]:
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for pat, pat_suffix, lines in [
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("basic", "", [
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f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
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f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
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]),
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("partial", "_partial", [
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"sz = 0.002",
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f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
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f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{ep}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
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f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
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]),
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("cancel", "_cancel", [
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f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
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f"_si(k, E.CANCEL, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
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"if not k.slot(0).is_free():",
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f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
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]),
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("double_exit", "_double_exit", [
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f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
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f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.3)",
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"if not k.slot(0).is_free():",
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f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}*0.995, 0.001); await asyncio.sleep(0.5)",
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]),
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]:
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pfx = f"{pat[0]}{side[0]}{chr(112) if prof else chr(108)}"
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S(f"{pat}_{side}_{pname}", [
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f"tid = f'{pfx}-{{{{int(time.time()*1000)}}}}'",
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*lines,
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])
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# ---- Triple seq x 4 SHORT + 4 LONG ----
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for i in range(4):
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S(f"triple_seq_{i}", [
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"for j in range(3):",
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f" tid = f'ts{i}-j-{{{{int(time.time()*1000)}}}}'",
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" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
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" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
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])
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for i in range(4):
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S(f"triple_seq_long_{i}", [
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"for j in range(3):",
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f" tid = f'tsl{i}-j-{{{{int(time.time()*1000)}}}}'",
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" _si(k, E.ENTER, tid, symbol, 'LONG', p*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
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||||
" _si(k, E.EXIT, tid, symbol, 'LONG', p*1.005*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
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])
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# ---- Cancel+reenter x 4 SHORT + 4 LONG ----
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for i in range(4):
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S(f"cancel_reenter_{i}", [
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f"t1 = f'cr{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'cr{i}b-{{{{int(time.time()*1000)}}}}'",
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"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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||||
"_si(k, E.CANCEL, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
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||||
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.8)",
|
||||
"if not k.slot(0).is_free():",
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||||
" _si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
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||||
])
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for i in range(4):
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S(f"cancel_reenter_long_{i}", [
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f"t1 = f'crl{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'crl{i}b-{{{{int(time.time()*1000)}}}}'",
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||||
"_si(k, E.ENTER, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
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||||
"_si(k, E.CANCEL, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
|
||||
"_si(k, E.ENTER, t2, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(0.8)",
|
||||
"if not k.slot(0).is_free():",
|
||||
" _si(k, E.EXIT, t2, symbol, 'LONG', p*1.01, 0.001); await asyncio.sleep(0.5)",
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])
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||||
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||||
# ---- Leg ratios x 8 ----
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for i, ratios in enumerate([
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(0.1,1.0), (0.33,0.33,1.0), (0.5,0.5,1.0), (0.75,1.0),
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(0.2,0.3,0.5,1.0), (0.4,0.6,1.0), (0.15,0.85,1.0), (0.25,0.25,0.5,1.0),
|
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]):
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rat_str = ",".join(str(r) for r in ratios)
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||||
code = [f"tid = f'lr{i}-{{{{int(time.time()*1000)}}}}'; sz = 0.004",
|
||||
f"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=({rat_str})); await asyncio.sleep(1)"]
|
||||
for leg in range(len(ratios) - 1):
|
||||
r = ratios[leg]
|
||||
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-{leg}*0.002), sz*{r}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
|
||||
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*{ratios[-1]}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
|
||||
S(f"leg_ratio_{i}", code)
|
||||
|
||||
# ---- Breakeven x 4 ----
|
||||
for i in range(4):
|
||||
S(f"breakeven_{i}", [
|
||||
f"tid = f'be{i}-{{{{int(time.time()*1000)}}}}'",
|
||||
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
|
||||
"_si(k, E.EXIT, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
|
||||
])
|
||||
|
||||
# =====================================================================
|
||||
# Assemble
|
||||
# =====================================================================
|
||||
HEADER = '''#!/usr/bin/env python3
|
||||
"""PINK DITAv2 Live BingX Testnet E2E — 68 combinatorial scenarios.
|
||||
|
||||
Kernel-direct tests: bodies receive (k, symbol, p). Capital integrity
|
||||
asserted. Exchange state confirmed flat.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio, json, os, socket, time, urllib.request
|
||||
import urllib.parse
|
||||
from dataclasses import dataclass
|
||||
from typing import Any, Optional
|
||||
|
||||
import pytest
|
||||
from prod.bingx.http import BingxHttpClient
|
||||
from prod.bingx.config import BingxExecClientConfig, BingxEnvironment
|
||||
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
|
||||
from prod.clean_arch.dita_v2.contracts import (
|
||||
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
|
||||
)
|
||||
from prod.clean_arch.ports.data_feed import MarketSnapshot
|
||||
|
||||
E = KC
|
||||
|
||||
# Force IPv4 for httpx (IPv6 resolution fails in this env)
|
||||
_orig_gai = socket.getaddrinfo
|
||||
def _ipv4_gai(host, port, family=0, type=0, proto=0, flags=0):
|
||||
return _orig_gai(host, port, socket.AF_INET, type, proto, flags)
|
||||
socket.getaddrinfo = _ipv4_gai
|
||||
|
||||
# ---- env gates ----
|
||||
if not os.environ.get("BINGX_SMOKE_LIVE"):
|
||||
pytest.skip("BINGX_SMOKE_LIVE not set", allow_module_level=True)
|
||||
if not os.environ.get("BINGX_SMOKE_ALLOW_TRADE"):
|
||||
pytest.skip("BINGX_SMOKE_ALLOW_TRADE not set", allow_module_level=True)
|
||||
if not os.environ.get("PINK_DITA_E2E"):
|
||||
pytest.skip("PINK_DITA_E2E not set", allow_module_level=True)
|
||||
|
||||
# ---- helpers ----
|
||||
@dataclass
|
||||
class VR:
|
||||
symbol: str; positions_flat: bool = True; error: str = ""
|
||||
|
||||
@dataclass
|
||||
class RB:
|
||||
runtime: Any; config: Any
|
||||
|
||||
def _build_config(ic: float = 25000.0) -> BingxExecClientConfig:
|
||||
return BingxExecClientConfig(
|
||||
api_key=os.environ["BINGX_API_KEY"], secret_key=os.environ["BINGX_SECRET_KEY"],
|
||||
environment=BingxEnvironment.VST, allow_mainnet=False, recv_window_ms=5000,
|
||||
default_leverage=1, exchange_leverage_cap=3, prefer_websocket=False,
|
||||
use_reduce_only=True, sizing_mode="testnet", journal_strategy="pink",
|
||||
journal_db="dolphin_pink")
|
||||
|
||||
def _build_rb(ic: float = 25000.0) -> RB:
|
||||
cfg = _build_config(ic)
|
||||
b = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
|
||||
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
|
||||
class Shim:
|
||||
def __init__(self, k): self.kernel = k
|
||||
async def connect(self, initial_capital=0): self.kernel.venue.connect()
|
||||
async def disconnect(self):
|
||||
try: self.kernel.venue.disconnect()
|
||||
except: pass
|
||||
return RB(runtime=Shim(k), config=cfg)
|
||||
|
||||
async def _contract_rows(c):
|
||||
r = await c._request_json("GET", "/openApi/swap/v2/user/positions", {}, signed=True)
|
||||
return r if isinstance(r, list) else (r.get("data") or r.get("positions") or [])
|
||||
|
||||
async def _pick_sym(k, c):
|
||||
rs = await _contract_rows(c)
|
||||
oss = {str(r.get("symbol","")).replace("-","").upper() for r in rs}
|
||||
sym = next((x for x in ["TRXUSDT","XRPUSDT","ADAUSDT","DOGEUSDT"] if x not in oss), "TRXUSDT")
|
||||
return sym
|
||||
|
||||
async def _snap(c, sym):
|
||||
vs = sym[:3]+"-USDT"
|
||||
pr = await c._request_json("GET", "/openApi/swap/v2/quote/price", {"symbol": vs}, signed=False)
|
||||
d = pr.get("data") or pr; rp = float(d.get("price") or d.get("lastPrice") or 0)
|
||||
return MarketSnapshot(timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
|
||||
symbol=sym, price=rp, bid=rp*0.9995, ask=rp*1.0005), vs
|
||||
|
||||
async def _verify(c, vs):
|
||||
rs = await _contract_rows(c)
|
||||
tr = [r for r in rs if str(r.get("symbol","")).upper().replace("-","") == vs.replace("-","").upper()]
|
||||
ts = sum(abs(float(r.get("positionAmt",r.get("positionQty",0)) or 0)) for r in tr)
|
||||
flat = ts < 1e-8
|
||||
return VR(symbol=vs, positions_flat=flat, error="" if flat else f"open: {tr}")
|
||||
|
||||
def _si(k, act, tid, asset, side_str, price, size, **kw):
|
||||
ds = TS.SHORT if side_str.upper() == "SHORT" else TS.LONG
|
||||
return k.process_intent(KI(
|
||||
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
|
||||
intent_id=tid, trade_id=tid, slot_id=0, asset=asset, side=ds, action=act,
|
||||
reference_price=price, target_size=size, leverage=kw.pop("leverage",1.0),
|
||||
exit_leg_ratios=kw.pop("exit_leg_ratios",(1.0,)),
|
||||
reason=kw.pop("reason",f"auto_{act.value.lower()}"), metadata=kw))
|
||||
|
||||
def _flatten(k, sym, price, label):
|
||||
if k.slot(0).is_free(): return
|
||||
_si(k, E.EXIT, f"fl{label}-{int(time.time()*1000)}", sym, "SHORT", price, 0.001)
|
||||
|
||||
async def _run(bundle, client, body_fn, label, ic):
|
||||
k = bundle.runtime.kernel
|
||||
sym = await _pick_sym(k, client)
|
||||
snap, vsym = await _snap(client, sym)
|
||||
await bundle.runtime.connect(initial_capital=ic)
|
||||
p = float(snap.price)
|
||||
try:
|
||||
_flatten(k, sym, p, f"{label}-pre")
|
||||
await asyncio.sleep(0.3)
|
||||
cb = k.account.snapshot.capital
|
||||
await body_fn(k, sym, p)
|
||||
ca = k.account.snapshot.capital
|
||||
assert ca > 0, f"Capital zero: {ca}"
|
||||
assert ca < cb * 10, f"Capital bounds: {cb} -> {ca}"
|
||||
if not k.slot(0).is_free():
|
||||
_flatten(k, sym, p*0.99, f"{label}-post")
|
||||
await asyncio.sleep(1.0)
|
||||
return await _verify(client, vsym)
|
||||
finally:
|
||||
await bundle.runtime.disconnect()
|
||||
'''
|
||||
|
||||
lines = [HEADER]
|
||||
|
||||
# Scenario bodies
|
||||
lines.append("\n# =====================================================================\n# Scenario bodies\n# =====================================================================\n")
|
||||
|
||||
for name, code_lines in SCENARIOS:
|
||||
lines.append(f"async def _body_{name}(k, symbol, p):")
|
||||
for cl in code_lines:
|
||||
lines.append(f" {cl}")
|
||||
lines.append("")
|
||||
|
||||
# Test functions
|
||||
lines.append("\n# =====================================================================\n# Test functions\n# =====================================================================\n")
|
||||
lines.append('''@pytest.fixture(scope="session")
|
||||
def _live_client():
|
||||
return BingxHttpClient(_build_config())
|
||||
''')
|
||||
|
||||
for name, _ in SCENARIOS:
|
||||
lines.append(f'''
|
||||
def test_pink_ditav2_{name}(_live_client) -> None:
|
||||
bundle = _build_rb()
|
||||
ic = bundle.runtime.kernel.account.snapshot.capital
|
||||
r = asyncio.run(_run(bundle, _live_client, _body_{name}, "{name}", ic))
|
||||
assert r.positions_flat, name + ": " + r.error
|
||||
''')
|
||||
|
||||
full = '\n'.join(lines)
|
||||
|
||||
try:
|
||||
ast.parse(full)
|
||||
count = full.count("def test_pink_ditav2_")
|
||||
print(f"Syntax OK — {count} tests, {len(full)} chars")
|
||||
out_path = os.path.join('/mnt/dolphinng5_predict', 'prod/tests/test_pink_bingx_dita_live_e2e.py')
|
||||
with open(out_path, 'w') as f:
|
||||
f.write(full)
|
||||
print(f"Written OK ({count} tests)")
|
||||
except SyntaxError as e:
|
||||
print(f"Syntax error L{e.lineno}: {e.msg}")
|
||||
fl = full.split('\n')
|
||||
for i in range(max(0,e.lineno-5), min(len(fl), e.lineno+3)):
|
||||
print(f" {i+1}: {fl[i]}")
|
||||
Reference in New Issue
Block a user