2569718930@qq.com
203094a97c
build_trading_alerts 已移除 momentum_spike 规则，对应测试也更新。 get_airport_obs_recent 返回类型改用 List[Dict] 兼容 3.8。 Tested: pytest 176 passed
292 lines
8.2 KiB
Python
292 lines
8.2 KiB
Python
from src.analysis.market_alert_engine import build_trading_alerts
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from src.utils.telegram_push import _run_market_monitor_cycle
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def _sample_weather_payload():
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return {
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"name": "ankara",
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"display_name": "Ankara",
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"lat": 40.1281,
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"lon": 32.9951,
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"temp_symbol": "°C",
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"current": {
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"temp": 11.3,
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"wind_dir": 180.0,
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"wind_speed_kt": 11.0,
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},
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"trend": {
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"recent": [
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{"time": "10:30", "temp": 11.3},
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{"time": "10:00", "temp": 10.3},
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{"time": "09:30", "temp": 9.9},
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]
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},
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"multi_model": {
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"MGM": 10.8,
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"GFS": 10.4,
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"ECMWF": 10.6,
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},
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"deb": {
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"prediction": 11.8,
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},
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"metar_recent_obs": [
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{"time": "10:30", "wdir": 180},
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{"time": "10:00", "wdir": 60},
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],
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"mgm_nearby": [
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{
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"name": "Airport (MGM/17128)",
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"istNo": "17128",
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"lat": 39.95,
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"lon": 32.97,
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"temp": 12.4,
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},
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{
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"name": "Ankara (Bölge/Center)",
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"istNo": "17130",
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"lat": 40.1281,
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"lon": 32.9951,
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"temp": 11.2,
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},
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],
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}
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def test_trading_alerts_all_core_rules_trigger():
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out = build_trading_alerts(
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city_weather=_sample_weather_payload(),
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map_url="https://example.com/map",
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)
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assert out["trigger_count"] >= 2
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assert out["rules"]["forecast_breakthrough"]["triggered"] is True
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assert out["rules"]["advection"]["triggered"] is True
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msg = out["telegram"]["zh"]
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assert "PolyWeather 市场提醒" in msg
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assert "https://example.com/map" in msg
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def test_forecast_breakthrough_not_triggered_when_current_not_above_margin():
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city_weather = _sample_weather_payload()
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city_weather["current"]["temp"] = 11.0
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out = build_trading_alerts(
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city_weather=city_weather,
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)
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assert out["rules"]["forecast_breakthrough"]["triggered"] is False
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def test_ankara_center_hits_deb_triggers_force_push():
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city_weather = _sample_weather_payload()
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city_weather["current"]["temp"] = 10.7
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city_weather["deb"]["prediction"] = 11.2
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city_weather["trend"]["recent"] = [
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{"time": "10:30", "temp": 10.7},
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{"time": "10:00", "temp": 10.7},
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{"time": "09:30", "temp": 10.6},
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]
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city_weather["multi_model"] = {"MGM": 11.2, "GFS": 11.2, "ECMWF": 11.2}
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out = build_trading_alerts(
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city_weather=city_weather,
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)
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center_rule = out["rules"]["ankara_center_deb_hit"]
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assert center_rule["triggered"] is True
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assert center_rule["force_push"] is True
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assert out["severity"] in ("medium", "high")
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assert "Center信号" in out["telegram"]["zh"]
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def test_ankara_center_signal_only_uses_official_center_station():
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city_weather = _sample_weather_payload()
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city_weather["deb"]["prediction"] = 11.2
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city_weather["current"]["temp"] = 10.7
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city_weather["mgm_nearby"] = [
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{
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"name": "Etimesgut",
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"istNo": "17069",
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"lat": 39.95,
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"lon": 32.68,
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"temp": 12.6,
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},
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{
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"name": "Airport (MGM/17128)",
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"istNo": "17128",
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"lat": 39.95,
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"lon": 32.97,
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"temp": 11.3,
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},
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]
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out = build_trading_alerts(city_weather=city_weather)
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center_rule = out["rules"]["ankara_center_deb_hit"]
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assert center_rule["triggered"] is True
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assert center_rule["center_station"]["istNo"] == "17128"
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assert center_rule["center_station"]["name"] == "Airport (MGM/17128)"
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assert "Airport (MGM/17128)" in out["telegram"]["zh"]
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assert "Etimesgut" not in out["telegram"]["zh"]
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def test_peak_passed_guard_suppresses_late_day_cooldown_alerts():
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city_weather = {
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"name": "wellington",
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"display_name": "Wellington",
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"temp_symbol": "°C",
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"local_time": "16:40",
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"current": {
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"temp": 19.0,
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"max_so_far": 20.2,
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"max_temp_time": "15:20",
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"wind_dir": 220.0,
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"wind_speed_kt": 8.0,
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},
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"trend": {
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"recent": [
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{"time": "16:40", "temp": 19.0},
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{"time": "16:10", "temp": 20.0},
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{"time": "15:40", "temp": 20.5},
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]
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},
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"multi_model": {
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"MGM": 18.2,
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"GFS": 18.4,
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"ECMWF": 18.5,
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},
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"deb": {"prediction": 18.7},
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"metar_recent_obs": [
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{"time": "16:40", "wdir": 220},
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{"time": "16:10", "wdir": 210},
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],
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"mgm_nearby": [],
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}
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out = build_trading_alerts(city_weather=city_weather)
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assert out["suppression"]["suppressed"] is True
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assert out["severity"] == "none"
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assert out["trigger_count"] == 0
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assert out["rules"]["forecast_breakthrough"]["raw_triggered"] is True
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assert "高温已过（暂停推送）" in out["telegram"]["zh"]
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assert "暂停主动推送" in out["telegram"]["zh"]
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class _DigestBot:
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def __init__(self):
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self.messages = []
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def send_message(self, chat_id, text, **kwargs):
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self.messages.append(
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{
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"chat_id": chat_id,
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"text": text,
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"kwargs": kwargs,
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}
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)
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def _focus_payload(
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*,
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city: str = "madrid",
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local_time: str = "14:00",
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peak_time: str = "12:00",
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severity: str = "medium",
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trigger_count: int = 1,
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edge_percent: float = 5.0,
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signal_label: str = "MONITOR",
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yes_buy: float = 0.18,
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):
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return {
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"city": city,
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"severity": severity,
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"trigger_count": trigger_count,
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"rules": {
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"momentum_spike": {
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"triggered": trigger_count > 0,
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},
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},
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"market_snapshot": {
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"available": True,
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"forecast_bucket": {
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"label": "30°C",
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"value": 30,
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"yes_buy": yes_buy,
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"yes_sell": min(0.99, yes_buy + 0.02),
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"market_url": "https://example.com/market",
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},
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"market_url": "https://example.com/market",
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"confidence": "medium",
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"edge_percent": edge_percent,
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"signal_label": signal_label,
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"market_active": True,
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"market_closed": False,
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"market_accepting_orders": True,
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"market_tradable": True,
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},
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"evidence": {
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"generated_local_time": local_time,
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"inputs": {
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"current_temp": 29.0,
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"deb_prediction": 30.2,
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},
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"trigger_summary": {
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"trigger_types": ["momentum_spike"] if trigger_count > 0 else [],
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"suppression_snapshot": {
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"max_temp_time": peak_time,
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},
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},
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"market": {
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"low_yes_signal": {
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"should_push": signal_label in {"BUY YES", "BUY NO"},
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},
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},
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},
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"triggered_alerts": [
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{
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"type": "momentum_spike",
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}
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]
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if trigger_count > 0
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else [],
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"telegram": {
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"zh": f"CRITICAL {city}",
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},
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}
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def test_market_monitor_cycle_restores_critical_alert_push(monkeypatch):
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payload = _focus_payload(
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city="ankara",
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severity="high",
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trigger_count=2,
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signal_label="BUY YES",
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yes_buy=0.05,
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edge_percent=12.0,
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)
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monkeypatch.setattr(
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"src.utils.telegram_push.build_trade_alert_for_city",
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lambda city, config: payload,
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)
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bot = _DigestBot()
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state = {}
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dirty = _run_market_monitor_cycle(
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bot=bot,
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config={},
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chat_ids=["chat"],
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cities=["ankara"],
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state=state,
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alert_cooldown_sec=1800,
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min_severity="medium",
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min_trigger_count=2,
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sleep_between_cities_sec=0,
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)
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assert dirty is True
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assert [row["text"] for row in bot.messages] == ["CRITICAL ankara"]
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assert state["last_by_city"]["ankara"]["active"] is True
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