"""risk rules 单测(B1 · RISK-001~005 命中/不命中/边界 + 防御过滤 + 多规则聚合)。""" from datetime import datetime from decimal import Decimal from app.service.risk.rules import RiskThresholds, run_rules NOW = datetime(2026, 9, 6, 14, 0, 0) TH = RiskThresholds() # 默认冻结阈值 def _t(trade_id, amount, at, product="P1", ttype="subscribe", status="confirmed"): return { "trade_id": trade_id, "product_id": product, "trade_type": ttype, "trade_status": status, "amount": Decimal(str(amount)), "traded_at": at, } def _ids(hits): return sorted(h.rule_id for h in hits) class TestRISK001LargeAmount: def test_hit_at_threshold(self): hits = run_rules([_t("T1", 500000, NOW)], TH, NOW) hit = next(h for h in hits if h.rule_id == "RISK-001") assert hit.alert_type == "large_amount" and hit.risk_score == 70 assert "T1" in hit.detail def test_miss_below_threshold(self): assert run_rules([_t("T1", 499999.99, NOW)], TH, NOW) == [] or all( h.rule_id != "RISK-001" for h in run_rules([_t("T1", 499999.99, NOW)], TH, NOW) ) class TestRISK002DailyTotal: def test_hit_by_accumulation(self): hits = run_rules([_t("T1", 300000, NOW - timedelta_min(1)), _t("T2", 200000, NOW)], TH, NOW) assert "RISK-002" in _ids(hits) def test_miss_below_total(self): hits = run_rules([_t("T1", 249999.99, NOW), _t("T2", 249999.99, NOW)], TH, NOW) assert "RISK-002" not in _ids(hits) def timedelta_min(m): from datetime import timedelta return timedelta(minutes=m) class TestRISK003Freq: def test_hit_same_product_3(self): trades = [_t(f"T{i}", 10000, NOW - timedelta_min(i)) for i in range(3)] hits = run_rules(trades, TH, NOW) hit = next(h for h in hits if h.rule_id == "RISK-003") assert hit.alert_type == "freq_trade" and hit.risk_score == 50 def test_miss_2_trades(self): trades = [_t(f"T{i}", 10000, NOW - timedelta_min(i)) for i in range(2)] assert "RISK-003" not in _ids(run_rules(trades, TH, NOW)) def test_miss_different_products(self): trades = [_t(f"T{i}", 10000, NOW - timedelta_min(i), product=f"P{i}") for i in range(3)] assert "RISK-003" not in _ids(run_rules(trades, TH, NOW)) class TestRISK004Probe: def test_hit_in_window(self): trades = [_t(f"T{i}", 450000, NOW - timedelta_min(i)) for i in range(3)] # 0/1/2 分钟前 hits = run_rules(trades, TH, NOW) hit = next(h for h in hits if h.rule_id == "RISK-004") assert hit.alert_type == "pattern" and hit.risk_score == 80 def test_miss_outside_window(self): trades = [ _t("T0", 450000, NOW - timedelta_min(6)), # 出 5 分钟窗口 _t("T1", 450000, NOW - timedelta_min(1)), _t("T2", 450000, NOW - timedelta_min(2)), ] assert "RISK-004" not in _ids(run_rules(trades, TH, NOW)) def test_miss_amount_below_probe(self): trades = [_t(f"T{i}", 399999, NOW - timedelta_min(i)) for i in range(3)] assert "RISK-004" not in _ids(run_rules(trades, TH, NOW)) class TestRISK005SmallThenLarge: def test_hit_with_interleaved_medium(self): """3 笔小额 + 穿插中额 + 首次大额 → 命中(不要求连续)。""" trades = [ _t("T1", 5000, NOW - timedelta_min(10)), _t("T2", 30000, NOW - timedelta_min(9)), # 中额穿插,不影响计数 _t("T3", 5000, NOW - timedelta_min(8)), _t("T4", 5000, NOW - timedelta_min(7)), _t("T5", 500000, NOW - timedelta_min(1)), # 首次大额 ] hits = run_rules(trades, TH, NOW) hit = next(h for h in hits if h.rule_id == "RISK-005") assert "T5" in hit.detail def test_miss_only_2_small(self): trades = [ _t("T1", 5000, NOW - timedelta_min(5)), _t("T2", 5000, NOW - timedelta_min(4)), _t("T3", 500000, NOW), ] assert "RISK-005" not in _ids(run_rules(trades, TH, NOW)) def test_miss_small_after_large(self): """小额出现在首次大额之后 → 不命中(时间序判定)。""" trades = [ _t("T1", 500000, NOW - timedelta_min(5)), _t("T2", 5000, NOW - timedelta_min(4)), _t("T3", 5000, NOW - timedelta_min(3)), _t("T4", 5000, NOW - timedelta_min(2)), _t("T5", 500000, NOW), ] assert "RISK-005" not in _ids(run_rules(trades, TH, NOW)) def test_miss_no_small_prefix(self): trades = [_t("T1", 500000, NOW)] assert "RISK-005" not in _ids(run_rules(trades, TH, NOW)) class TestDefenseAndAggregation: def test_filters_pending_and_convert(self): trades = [ _t("T1", 500000, NOW, status="pending"), # 未确认不计 _t("T2", 500000, NOW, ttype="convert"), # convert 不进事件线 ] assert run_rules(trades, TH, NOW) == [] def test_empty_trades(self): assert run_rules([], TH, NOW) == [] def test_multi_rule_aggregation_single_large(self): """单笔 50 万:RISK-001 + RISK-002 同时命中(单事件聚合出单的输入)。""" hits = run_rules([_t("T1", 500000, NOW)], TH, NOW) assert _ids(hits) == ["RISK-001", "RISK-002"] def test_multi_rule_full_stack(self): """3 小额 + 1 大额(同产品共 4 笔):001+002+003+005 四规则,pattern 80 最高分。""" trades = [ _t("T1", 5000, NOW - timedelta_min(4)), _t("T2", 5000, NOW - timedelta_min(3)), _t("T3", 5000, NOW - timedelta_min(2)), _t("T4", 500000, NOW), ] hits = run_rules(trades, TH, NOW) assert _ids(hits) == ["RISK-001", "RISK-002", "RISK-003", "RISK-005"] assert max(h.risk_score for h in hits) == 80 # pattern