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chanlun.rs/chanlun-py/test_integration.py
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2026-05-25 12:41:14 +08:00
#!/usr/bin/env python3
"""Integration test: feed .nb bars through PyO3 observer, compare with Python reference output."""
import sys
import os
import struct
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import tempfile
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import chanlun
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# 项目根目录(test_integration.py 位于 <root>/chanlun-py/ 下)
# 当脚本被复制到其他路径运行时,通过环境变量 CHANLUN_PROJECT_ROOT 指定
_PROJECT_ROOT = os.environ.get(
"CHANLUN_PROJECT_ROOT",
os.path.dirname(os.path.dirname(os.path.abspath(__file__))),
)
NB_PATH = os.path.join(_PROJECT_ROOT, "btcusd-300-1761327300-1776327900.nb")
_PY_REF_DIR = os.path.join(_PROJECT_ROOT, "Py_btcusd:300_1761327300_1776327900")
_RUST_REF_DIR = os.path.join(_PROJECT_ROOT, "chanlun", "Rust_btcusd:300_1761327300_1776327900")
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def read_nb_bars(path, max_bars=None):
"""Read bars from .nb file (48 bytes each: 6 × f64 big-endian)."""
bars = []
with open(path, "rb") as f:
i = 0
while True:
data = f.read(48)
if not data:
break
ts, o, h, l, c, v = struct.unpack(">6d", data)
bars.append((int(ts), o, h, l, c, v))
i += 1
if max_bars and i >= max_bars:
break
return bars
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# ============================================================
# 观察者 子类化 / 方法重写 测试
# ============================================================
def test_subclass_basic():
"""子类可创建,isinstance 正确."""
class Sub(chanlun.观察者):
pass
obs = Sub("btcusd", 300)
assert isinstance(obs, chanlun.观察者)
assert type(obs).__name__ == "Sub"
assert obs.标识 == "btcusd:300"
assert obs.周期 == 300
print(" ✓ test_subclass_basic")
def test_subclass_init_extra_attrs():
"""子类 __init__ 可添加自定义属性."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self.tag = "custom"
self.count = 0
obs = Sub("btcusd", 300)
assert obs.tag == "custom"
assert obs.count == 0
# 基类字段不受影响
assert obs.标识 == "btcusd:300"
print(" ✓ test_subclass_init_extra_attrs")
def test_subclass_new_filter_kwargs():
"""__new__ 过滤子类专属参数,只把父类需要的传给 super().__new__."""
class Sub(chanlun.观察者):
def __new__(cls, 符号, 周期, *, extra=None, **kwargs):
return super().__new__(cls, 符号, 周期)
def __init__(self, 符号, 周期, *, extra=None, **kwargs):
self.extra = extra
obs = Sub("btcusd", 300, extra={"debug": True})
assert obs.extra == {"debug": True}
assert obs.标识 == "btcusd:300"
obs2 = Sub("ethusd", 60)
assert obs2.extra is None
print(" ✓ test_subclass_new_filter_kwargs")
def test_subclass_new_pass_config():
"""__new__ 透传 配置 参数到父类."""
cfg = chanlun.缠论配置()
class Sub(chanlun.观察者):
def __new__(cls, 符号, 周期, 配置=None, *, tag="", **kwargs):
return super().__new__(cls, 符号, 周期, 配置=配置)
def __init__(self, 符号, 周期, 配置=None, *, tag="", **kwargs):
self.tag = tag
obs = Sub("btcusd", 300, cfg, tag="test-tag")
assert obs.标识 == "btcusd:300"
assert obs.tag == "test-tag"
print(" ✓ test_subclass_new_pass_config")
def test_override_method_super_call():
"""重写 增加原始K线,super() 调用父类,全线管线运行."""
bars = read_nb_bars(NB_PATH, max_bars=500)
# 基类对照组
base_obs = chanlun.观察者("btcusd", 300)
for i, (ts, o, h, l, c, v) in enumerate(bars):
k = chanlun.K线.创建普K(f"base_{i}", ts, o, h, l, c, v, i, 300)
base_obs.增加原始K线(k)
# 子类实验组
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self.intercept_count = 0
self.intercept_timestamps = []
def 增加原始K线(self, 普K):
self.intercept_count += 1
self.intercept_timestamps.append(普K.时间戳)
super().增加原始K线(普K)
sub_obs = Sub("btcusd", 300)
for i, (ts, o, h, l, c, v) in enumerate(bars):
k = chanlun.K线.创建普K(f"sub_{i}", ts, o, h, l, c, v, i, 300)
sub_obs.增加原始K线(k)
# 拦截次数
assert sub_obs.intercept_count == 500
assert len(sub_obs.intercept_timestamps) == 500
# 各层级序列与基类完全一致
sequences = [
"普通K线序列",
"缠论K线序列",
"分型序列",
"笔序列",
"线段序列",
"中枢序列",
]
for attr in sequences:
base_len = len(getattr(base_obs, attr))
sub_len = len(getattr(sub_obs, attr))
assert base_len == sub_len, f"{attr}: base={base_len}, sub={sub_len}"
# 笔时间戳精确对比
base_pens = base_obs.笔序列
sub_pens = sub_obs.笔序列
for j, (bp, sp) in enumerate(zip(base_pens, sub_pens)):
assert bp...时间戳 == sp...时间戳, f"笔[{j}] 时间戳不一致"
print(" ✓ test_override_method_super_call")
def test_override_getter():
"""重写 @property gettersuper() 取基类值."""
class Sub(chanlun.观察者):
@property
def 标识(self):
return f"[MOCKED] {super().标识}"
obs = Sub("btcusd", 300)
assert obs.标识 == "[MOCKED] btcusd:300"
# 其他 getter 不受影响
assert obs.周期 == 300
print(" ✓ test_override_getter")
def test_override_str_repr():
"""重写 __str__ / __repr__."""
class Sub(chanlun.观察者):
def __str__(self):
return f"Custom({self.标识})"
def __repr__(self):
return self.__str__()
obs = Sub("btcusd", 300)
assert str(obs) == "Custom(btcusd:300)"
assert repr(obs) == "Custom(btcusd:300)"
print(" ✓ test_override_str_repr")
def test_multi_level_inheritance():
"""多层继承,MRO 调用链完整."""
class Level1(chanlun.观察者):
def 增加原始K线(self, 普K):
self.l1_log = getattr(self, "l1_log", [])
self.l1_log.append("L1")
super().增加原始K线(普K)
class Level2(Level1):
def 增加原始K线(self, 普K):
self.l2_log = getattr(self, "l2_log", [])
self.l2_log.append("L2")
super().增加原始K线(普K)
obs = Level2("btcusd", 300)
k = chanlun.K线.创建普K("test", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
assert obs.l2_log == ["L2"], f"L2 log: {obs.l2_log}"
assert obs.l1_log == ["L1"], f"L1 log: {obs.l1_log}"
assert len(obs.普通K线序列) == 1
print(" ✓ test_multi_level_inheritance")
def test_unoverridden_method_inherited():
"""未重写的方法从基类直接继承."""
class Sub(chanlun.观察者):
pass
obs = Sub("btcusd", 120)
k = chanlun.K线.创建普K("test", 1761327900, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
assert obs.标识 == "btcusd:120"
assert obs.周期 == 120
assert len(obs.普通K线序列) == 1
assert len(obs.缠论K线序列) == 1
# 静态重新分析 也能正常继承
obs.静态重新分析()
print(" ✓ test_unoverridden_method_inherited")
def test_override_reset():
"""重写 重置基础序列,子类状态也重置."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self.my_log = []
def 重置基础序列(self):
self.my_log.clear()
super().重置基础序列()
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("test", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
obs.my_log.append("test")
assert len(obs.普通K线序列) == 1
obs.重置基础序列()
assert len(obs.普通K线序列) == 0
assert obs.my_log == []
print(" ✓ test_override_reset")
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# --- Property getter 逐一覆盖 ---
def test_override_getter_符号():
"""重写 符号 property."""
class Sub(chanlun.观察者):
@property
def 符号(self):
return f"[WRAPPED] {super().符号}"
obs = Sub("btcusd", 300)
assert obs.符号 == "[WRAPPED] btcusd"
print(" ✓ test_override_getter_符号")
def test_override_getter_周期():
"""重写 周期 property."""
class Sub(chanlun.观察者):
@property
def 周期(self):
return super().周期 * 60
obs = Sub("btcusd", 5)
assert obs.周期 == 300
print(" ✓ test_override_getter_周期")
def test_override_getter_配置():
"""重写 配置 property."""
class Sub(chanlun.观察者):
@property
def 配置(self):
self._cfg_accessed = True
return super().配置
obs = Sub("btcusd", 300)
cfg = obs.配置
assert cfg is not None
assert obs._cfg_accessed
print(" ✓ test_override_getter_配置")
def test_override_getter_当前K线():
"""重写 当前K线 property."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._cur_k_accessed = False
@property
def 当前K线(self):
self._cur_k_accessed = True
return super().当前K线
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
cur = obs.当前K线
assert cur is not None
assert obs._cur_k_accessed
print(" ✓ test_override_getter_当前K线")
def test_override_getter_当前缠K():
"""重写 当前缠K property."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._cur_ck_accessed = False
@property
def 当前缠K(self):
self._cur_ck_accessed = True
return super().当前缠K
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
cur = obs.当前缠K
assert cur is not None
assert obs._cur_ck_accessed
print(" ✓ test_override_getter_当前缠K")
def test_override_getter_观察员():
"""重写 观察员 property."""
class Sub(chanlun.观察者):
@property
def 观察员(self):
self._obs_accessed = True
return self
obs = Sub("btcusd", 300)
assert obs.观察员 is obs
assert obs._obs_accessed
print(" ✓ test_override_getter_观察员")
# --- 序列 getter 覆盖 ---
def test_override_sequence_getter():
"""重写关键序列 gettersuper() 取基类值."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._seq_accessed = set()
@property
def 普通K线序列(self):
self._seq_accessed.add("普通K线序列")
return super().普通K线序列
@property
def 缠论K线序列(self):
self._seq_accessed.add("缠论K线序列")
return super().缠论K线序列
@property
def 笔序列(self):
self._seq_accessed.add("笔序列")
return super().笔序列
@property
def 线段序列(self):
self._seq_accessed.add("线段序列")
return super().线段序列
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
assert len(obs.普通K线序列) == 1
assert "普通K线序列" in obs._seq_accessed
assert len(obs.缠论K线序列) == 1
assert "缠论K线序列" in obs._seq_accessed
assert isinstance(obs.笔序列, list)
assert "笔序列" in obs._seq_accessed
assert isinstance(obs.线段序列, list)
assert "线段序列" in obs._seq_accessed
print(" ✓ test_override_sequence_getter")
def test_override_all_sequence_getters():
"""重写全部 15 个序列 getter,确认每个都可通过 super() 获取."""
all_seqs = [
"普通K线序列",
"缠论K线序列",
"分型序列",
"笔序列",
"笔_中枢序列",
"线段序列",
"中枢序列",
"扩展线段序列",
"扩展中枢序列",
"扩展线段序列_线段",
"扩展中枢序列_线段",
"线段_线段序列",
"线段_中枢序列",
"扩展线段序列_扩展线段",
"扩展中枢序列_扩展线段",
]
# 动态构建子类,重写全部序列 getter
def _make_getter(name):
@property
def getter(self, _name=name):
self._all_seq_accessed.add(_name)
# 通过 MRO 找到父类的 property 并调用
for cls in type(self).__mro__[1:]:
if hasattr(cls, _name) and isinstance(getattr(cls, _name, None), property):
return getattr(cls, _name).fget(self)
return []
return getter
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._all_seq_accessed = set()
for seq_name in all_seqs:
setattr(Sub, seq_name, _make_getter(seq_name))
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
for seq_name in all_seqs:
seq = getattr(obs, seq_name)
assert seq_name in obs._all_seq_accessed, f"{seq_name} 未被拦截"
assert isinstance(seq, list), f"{seq_name} 不是 list,而是 {type(seq)}"
print(" ✓ test_override_all_sequence_getters")
# --- 方法重写 ---
def test_override_加载本地数据():
"""重写 加载本地数据,super() 调基类."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._loaded = False
self._load_count = 0
def 加载本地数据(self, 文件路径):
self._loaded = True
self._load_count += 1
super().加载本地数据(文件路径)
obs = Sub("btcusd", 300)
obs.加载本地数据(NB_PATH)
assert obs._loaded
assert obs._load_count == 1
assert len(obs.普通K线序列) > 0
print(" ✓ test_override_加载本地数据")
def test_override_静态重新分析():
"""重写 静态重新分析,super() 调基类."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._reanalyzed = 0
def 静态重新分析(self):
self._reanalyzed += 1
super().静态重新分析()
obs = Sub("btcusd", 300)
obs.加载本地数据(NB_PATH)
bi_before = len(obs.笔序列)
obs.静态重新分析()
assert obs._reanalyzed == 1
# 重新分析后笔序列仍然存在
assert len(obs.笔序列) >= 0
print(" ✓ test_override_静态重新分析")
def test_override_测试_保存数据():
"""重写 测试_保存数据,super() 调基类."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._saved = False
self._save_root = None
def 测试_保存数据(self, root=None):
self._saved = True
self._save_root = root
super().测试_保存数据(root)
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
with tempfile.TemporaryDirectory() as tmpdir:
obs.测试_保存数据(tmpdir)
assert obs._saved
assert obs._save_root == tmpdir
print(" ✓ test_override_测试_保存数据")
def test_override_读取数据文件():
"""重写 classmethod 读取数据文件."""
class Sub(chanlun.观察者):
@classmethod
def 读取数据文件(cls, 文件路径, 配置=None):
obs = super().读取数据文件(文件路径, 配置)
obs._custom_classmethod_flag = True
return obs
obs = Sub.读取数据文件(NB_PATH)
assert isinstance(obs, Sub)
assert obs._custom_classmethod_flag
assert len(obs.普通K线序列) > 0
print(" ✓ test_override_读取数据文件")
# --- 完全重写(不调 super ---
def test_override_completely_no_super():
"""完全重写 增加原始K线,不调 super(),彻底接管."""
class Sub(chanlun.观察者):
def 增加原始K线(self, 普K):
self._custom = getattr(self, "_custom", [])
self._custom.append(普K.时间戳)
# 不调 super()
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
assert obs._custom == [1761327300]
assert len(obs.普通K线序列) == 0 # 基类逻辑没执行
print(" ✓ test_override_completely_no_super")
# --- 同名继承(零重写) ---
def test_override_identical_subclass():
"""同名继承(零重写),行为与基类完全一致."""
class Sub(chanlun.观察者):
pass
base = chanlun.观察者("btcusd", 300)
sub = Sub("btcusd", 300)
bars = read_nb_bars(NB_PATH, max_bars=200)
for i, (ts, o, h, l, c, v) in enumerate(bars):
bk = chanlun.K线.创建普K(f"b_{i}", ts, o, h, l, c, v, i, 300)
sk = chanlun.K线.创建普K(f"s_{i}", ts, o, h, l, c, v, i, 300)
base.增加原始K线(bk)
sub.增加原始K线(sk)
for attr in ["普通K线序列", "笔序列", "线段序列", "中枢序列"]:
base_len = len(getattr(base, attr))
sub_len = len(getattr(sub, attr))
assert base_len == sub_len, f"{attr}: base={base_len}, sub={sub_len}"
print(" ✓ test_override_identical_subclass")
# --- 多层继承 ---
def test_override_three_level_mixed():
"""三层继承,每层重写不同方法,MRO 链完整."""
class L1(chanlun.观察者):
def __init__(self, 符号, 周期):
self._l1_feed = 0
def 增加原始K线(self, 普K):
self._l1_feed += 1
super().增加原始K线(普K)
class L2(L1):
def __init__(self, 符号, 周期):
super().__init__(符号, 周期)
self._l2_标识 = 0
@property
def 标识(self):
self._l2_标识 += 1
return f"[L2] {super().标识}"
class L3(L2):
def __init__(self, 符号, 周期):
super().__init__(符号, 周期)
self._l3_reset = 0
def 重置基础序列(self):
self._l3_reset += 1
super().重置基础序列()
obs = L3("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.增加原始K线(k)
assert obs._l1_feed == 1, f"L1 feed: {obs._l1_feed}"
assert obs.标识 == "[L2] btcusd:300"
assert obs._l2_标识 == 1
obs.重置基础序列()
assert obs._l3_reset == 1
assert len(obs.普通K线序列) == 0
print(" ✓ test_override_three_level_mixed")
# --- 跨方法调用 ---
def test_override_cross_method_dispatch():
"""子类方法间相互调用,确保 self 始终指向最外层实例."""
class Sub(chanlun.观察者):
def __init__(self, 符号, 周期):
self._feed_called = False
self._reset_called = False
def 增加原始K线(self, 普K):
self._feed_called = True
super().增加原始K线(普K)
def 重置基础序列(self):
self._reset_called = True
super().重置基础序列()
def compound_operation(self, 普K):
self.增加原始K线(普K)
self.重置基础序列()
obs = Sub("btcusd", 300)
k = chanlun.K线.创建普K("t", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
obs.compound_operation(k)
assert obs._feed_called
assert obs._reset_called
assert len(obs.普通K线序列) == 0 # feed 后又 reset
print(" ✓ test_override_cross_method_dispatch")
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def run_subclass_tests():
print("=== 观察者 子类化/重写 测试 ===")
tests = [
test_subclass_basic,
test_subclass_init_extra_attrs,
test_subclass_new_filter_kwargs,
test_subclass_new_pass_config,
test_override_method_super_call,
test_override_getter,
test_override_str_repr,
test_multi_level_inheritance,
test_unoverridden_method_inherited,
test_override_reset,
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# 新增:property getter 逐一覆盖
test_override_getter_符号,
test_override_getter_周期,
test_override_getter_配置,
test_override_getter_当前K线,
test_override_getter_当前缠K,
test_override_getter_观察员,
# 新增:序列 getter 覆盖
test_override_sequence_getter,
test_override_all_sequence_getters,
# 新增:方法重写
test_override_加载本地数据,
test_override_静态重新分析,
test_override_测试_保存数据,
test_override_读取数据文件,
# 新增:完全重写 / 同名继承 / 多层 / 跨方法
test_override_completely_no_super,
test_override_identical_subclass,
test_override_three_level_mixed,
test_override_cross_method_dispatch,
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]
for test in tests:
try:
test()
except Exception as e:
print(f" ✗ {test.__name__} FAILED: {e}")
import traceback
traceback.print_exc()
return 1
print(" ✓ 全部通过")
return 0
# ============================================================
# 集成对比测试
# ============================================================
def run_integration_test():
"""全量集成测试:喂入 .nb 数据,与 Python 参考输出对比。"""
out_dir = os.path.join(tempfile.gettempdir(), "chanlun_py_test_output")
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# Read all bars
print("Reading bars from .nb file...")
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bars = read_nb_bars(NB_PATH)
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print(f" Read {len(bars)} bars")
# Create observer (default config)
print("Creating observer...")
obs = chanlun.观察者("btcusd", 300)
print(f" Observer: {obs.标识}, period={obs.周期}")
# Feed bars
print("Feeding bars...")
for i, (ts, o, h, l, c, v) in enumerate(bars):
k = chanlun.K线.创建普K(f"btcusd_{i}", ts, o, h, l, c, v, i, 300)
obs.增加原始K线(k)
if i % 10000 == 0:
print(f" Fed {i}/{len(bars)} bars")
print(f" Done. {len(obs.普通K线序列)} normal K lines, {len(obs.缠论K线序列)} Chan K lines")
# Save output
print(f"Saving data to {out_dir}...")
os.makedirs(out_dir, exist_ok=True)
obs.测试_保存数据(out_dir)
# Find the actual output subdirectory created by 测试_保存数据
subdirs = [d for d in os.listdir(out_dir) if os.path.isdir(os.path.join(out_dir, d))]
if not subdirs:
print("ERROR: No output subdirectory found!")
return 1
actual_out_dir = os.path.join(out_dir, subdirs[0])
out_files = sorted(os.listdir(actual_out_dir))
print(f" Output dir: {actual_out_dir}")
print(f" Output files ({len(out_files)}): {out_files}")
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# Compare with Python reference (skip if not available)
if not os.path.isdir(_PY_REF_DIR):
print(f"\nPython reference dir not found: {_PY_REF_DIR}")
print("Skipping Python comparison. Generate reference with chan.py first.")
print(f"Rust output is at: {actual_out_dir}")
print(f"Files: {out_files}")
# Self-consistency check: at least 14 output files expected
assert len(out_files) >= 14, f"Expected >= 14 output files, got {len(out_files)}"
print("Self-consistency check passed.")
return 0
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print("\nComparing with Python reference...")
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ref_files = sorted(os.listdir(_PY_REF_DIR))
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match_count = 0
diff_count = 0
all_match = True
for fname in ref_files:
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ref_path = os.path.join(_PY_REF_DIR, fname)
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out_path = os.path.join(actual_out_dir, fname)
if not os.path.exists(out_path):
print(f" MISSING: {fname}")
all_match = False
continue
with open(ref_path) as f:
ref_lines = f.readlines()
with open(out_path) as f:
out_lines = f.readlines()
if ref_lines == out_lines:
print(f" MATCH: {fname} ({len(ref_lines)} lines)")
match_count += 1
else:
print(f" DIFF: {fname} (ref={len(ref_lines)} lines, out={len(out_lines)} lines)")
for j, (rl, ol) in enumerate(zip(ref_lines, out_lines)):
if rl != ol:
print(f" Line {j}:")
print(f" REF: {rl.rstrip()}")
print(f" OUT: {ol.rstrip()}")
break
if len(ref_lines) != len(out_lines):
print(f" Line count differs")
diff_count += 1
all_match = False
# Also compare extra files against Rust reference
extra_files = set(out_files) - set(ref_files)
if extra_files:
print("\nComparing extra files with Rust reference...")
for fname in sorted(extra_files):
out_path = os.path.join(actual_out_dir, fname)
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rust_ref_path = os.path.join(_RUST_REF_DIR, fname)
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if os.path.exists(rust_ref_path):
with open(rust_ref_path) as f:
ref_lines = f.readlines()
with open(out_path) as f:
out_lines = f.readlines()
if ref_lines == out_lines:
print(f" MATCH: {fname} (vs Rust ref, {len(ref_lines)} lines)")
match_count += 1
else:
print(f" DIFF: {fname} (vs Rust ref)")
diff_count += 1
print(f"\nSummary: {match_count} match, {diff_count} differ")
if all_match:
print("All Python reference files match!")
return 0
else:
print("Some files differ (see above)")
return 1
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# ============================================================
# K线.截取 测试
# ============================================================
def test_kxian_jiequ_basic():
"""Python端创建K线,测试 K线.截取 基本功能."""
k1 = chanlun.K线.创建普K("k1", 1000000000, 100.0, 105.0, 98.0, 102.0, 1000.0, 0, 300)
k2 = chanlun.K线.创建普K("k2", 1000000060, 102.0, 108.0, 101.0, 106.0, 1200.0, 1, 300)
k3 = chanlun.K线.创建普K("k3", 1000000120, 106.0, 110.0, 104.0, 108.0, 900.0, 2, 300)
k4 = chanlun.K线.创建普K("k4", 1000000180, 108.0, 112.0, 107.0, 110.0, 1100.0, 3, 300)
ks = [k1, k2, k3, k4]
# 截取中间 (k2~k4),含头尾
r = chanlun.K线.截取(ks, k2, k4)
assert len(r) == 3
assert r[0].时间戳 == k2.时间戳
assert r[-1].时间戳 == k4.时间戳
# 截取全部
r = chanlun.K线.截取(ks, k1, k4)
assert len(r) == 4
# 截取单根
r = chanlun.K线.截取(ks, k3, k3)
assert len(r) == 1
assert r[0].时间戳 == k3.时间戳
print(" ✓ test_kxian_jiequ_basic")
def test_kxian_jiequ_error():
"""K线.截取 异常边界测试."""
k1 = chanlun.K线.创建普K("k1", 1000000000, 100.0, 105.0, 98.0, 102.0, 1000.0, 0, 300)
k2 = chanlun.K线.创建普K("k2", 1000000060, 102.0, 108.0, 101.0, 106.0, 1200.0, 1, 300)
k3 = chanlun.K线.创建普K("k3", 1000000120, 106.0, 110.0, 104.0, 108.0, 900.0, 2, 300)
ks = [k1, k2, k3]
# 空序列 → ValueError
try:
chanlun.K线.截取([], k1, k1)
raise AssertionError("空序列应抛 ValueError")
except ValueError:
pass
# K线不在序列中 → ValueError
kx = chanlun.K线.创建普K("kx", 9999999999, 1.0, 1.0, 1.0, 1.0, 1.0, 99, 300)
try:
chanlun.K线.截取(ks, kx, k3)
raise AssertionError("不在序列中应抛 ValueError")
except ValueError:
pass
# 始在终之后 → ValueError
try:
chanlun.K线.截取(ks, k3, k1)
raise AssertionError("始在终之后应抛 ValueError")
except ValueError:
pass
print(" ✓ test_kxian_jiequ_error")
def test_kxian_jiequ_from_observer():
"""通过观察者加载数据,从笔中获取普K序列再做截取."""
cfg = chanlun.缠论配置()
obs = chanlun.观察者.读取数据文件(NB_PATH, cfg)
assert len(obs.笔序列) > 0, "笔序列为空,数据可能不够"
bi = obs.笔序列[0]
# 从笔获取普K子序列
pk_seq = bi.获取普K序列(obs)
assert len(pk_seq) > 0
# 用标的K线在全序列上截取,验证与笔首尾匹配
r = chanlun.K线.截取(obs.普通K线序列, bi...标的K线, bi...标的K线)
assert len(r) > 0
assert r[0].时间戳 == bi...标的K线.时间戳
assert r[-1].时间戳 == bi...标的K线.时间戳
# 截取前半段
mid = len(pk_seq) // 2
if mid > 0:
r = chanlun.K线.截取(pk_seq, pk_seq[0], pk_seq[mid])
assert len(r) == mid + 1
assert r[0].时间戳 == pk_seq[0].时间戳
assert r[-1].时间戳 == pk_seq[mid].时间戳
print(f" ✓ test_kxian_jiequ_from_observer (笔0: {len(pk_seq)}根普K)")
def test_kxian_jiequ_multi_bi():
"""遍历多根笔,各自截取笔内嵌K并验证首尾."""
cfg = chanlun.缠论配置()
obs = chanlun.观察者.读取数据文件(NB_PATH, cfg)
n_checked = 0
for i, bi in enumerate(obs.笔序列[:10]):
pk_seq = bi.获取普K序列(obs)
if len(pk_seq) < 2:
continue
r = chanlun.K线.截取(pk_seq, pk_seq[0], pk_seq[-1])
assert len(r) == len(pk_seq), f"笔[{i}] 截取长度不一致: {len(r)} vs {len(pk_seq)}"
n_checked += 1
assert n_checked > 0
print(f" ✓ test_kxian_jiequ_multi_bi (检查 {n_checked} 根笔)")
def run_jiequ_tests():
print("=== K线.截取 测试 ===")
tests = [
test_kxian_jiequ_basic,
test_kxian_jiequ_error,
test_kxian_jiequ_from_observer,
test_kxian_jiequ_multi_bi,
]
for test in tests:
try:
test()
except Exception as e:
print(f" ✗ {test.__name__} FAILED: {e}")
import traceback
traceback.print_exc()
return 1
print(" ✓ 全部通过")
return 0
# ============================================================
# Rc 指针身份 / list.index 测试
# ============================================================
def _load_observer(max_bars=None):
"""辅助函数:从 .nb 文件加载数据并创建观察者."""
cfg = chanlun.缠论配置()
obs = chanlun.观察者("btcusd", 300, cfg)
bars = read_nb_bars(NB_PATH, max_bars=max_bars)
for i, (ts, o, h, l, c, v) in enumerate(bars):
k = chanlun.K线.创建普K(f"k{i}", ts, o, h, l, c, v, i, 300)
obs.增加原始K线(k)
return obs
def test_rc_same_seq_index():
"""同一序列内 list.index 基于 Rc 指针身份正常工作."""
obs = _load_observer()
# 分型序列
fx_list = obs.分型序列
if len(fx_list) >= 2:
assert fx_list.index(fx_list[0]) == 0
assert fx_list.index(fx_list[1]) == 1
# 缠论K线序列
ck_list = obs.缠论K线序列
if len(ck_list) >= 2:
assert ck_list.index(ck_list[0]) == 0
assert ck_list.index(ck_list[-1]) == len(ck_list) - 1
# 笔序列
bi_list = obs.笔序列
if len(bi_list) >= 2:
assert bi_list.index(bi_list[0]) == 0
assert bi_list.index(bi_list[-1]) == len(bi_list) - 1
# 线段中的笔序列
if len(obs.线段序列) > 0:
for in obs.线段序列:
笔列表 = .笔序列
if len(笔列表) >= 2:
assert 笔列表.index(笔列表[0]) == 0
assert 笔列表.index(笔列表[-1]) == len(笔列表) - 1
break
# 中枢序列
zs_list = obs.中枢序列
if len(zs_list) >= 2:
assert zs_list.index(zs_list[0]) == 0
assert zs_list.index(zs_list[-1]) == len(zs_list) - 1
print(" ✓ test_rc_same_seq_index")
def test_rc_cross_seq_index():
"""跨序列 list.index:段.笔序列 中查找 中枢.基础序列 元素."""
obs = _load_observer()
n_checked = 0
for in obs.线段序列:
zs_list = .合_中枢序列
if len(zs_list) == 0:
continue
zs = zs_list[-1]
笔列表 = .笔序列
for j, elem in enumerate(zs.基础序列):
idx = 笔列表.index(elem)
assert idx >= 0
assert 笔列表[idx] == elem
n_checked += 1
break # 只测第一个有中枢的段
assert n_checked >= 3, f"应至少检查3个中枢元素,实际 {n_checked}"
print(f" ✓ test_rc_cross_seq_index (检查 {n_checked} 个元素)")
def test_rc_zhaofenxing_cross_ref():
"""分型序列与笔之间的跨序列引用."""
obs = _load_observer()
fx_list = obs.分型序列
if len(fx_list) >= 2 and len(obs.笔序列) > 0:
# 笔.文 (起始分型) 应能在分型序列中找到
bi = obs.笔序列[-1]
try:
idx = fx_list.index(bi.)
assert idx >= 0
except ValueError:
# 可能因为分型过滤导致不在序列中,但不应 panic
pass
print(" ✓ test_rc_zhaofenxing_cross_ref")
def test_rc_user_pattern():
"""复现用户报告的原始代码模式:在中枢基础序列第一个笔之前找同向笔."""
obs = _load_observer()
n_segments_with_zs = 0
for in obs.线段序列:
zs_list = .合_中枢序列
if len(zs_list) == 0:
continue
n_segments_with_zs += 1
zs = zs_list[-1]
笔列表 = .笔序列
# 用户原始代码模式
try:
idx = 笔列表.index(zs.基础序列[0])
except ValueError as e:
raise AssertionError(f"段[{.序号}] 笔列表中找不到中枢基础序列[0]: {e}")
# 向前查找同向笔
found = False
for bi in reversed(笔列表[:idx]):
if bi.方向 == zs.基础序列[0].方向:
found = True
break
# found 可以为 True 或 False(取决于是否有前向笔)
assert n_segments_with_zs > 0, "应至少有一个段包含中枢"
print(f" ✓ test_rc_user_pattern ({n_segments_with_zs} 个有中枢的段)")
def test_tongji_macd_behavior_types():
"""统计MACD行为返回值类型正确: int和list(tuple),非str."""
obs = _load_observer(max_bars=5000)
if len(obs.笔序列) == 0:
print(" - test_tongji_macd_behavior_types SKIP (无笔)")
return
= obs.笔序列[-1]
普K序列 = .获取普K序列(obs)
if len(普K序列) < 2:
print(" - test_tongji_macd_behavior_types SKIP (K线不够)")
return
result = chanlun.虚线.统计MACD行为(普K序列, 8, 3)
for key in ["DIF上穿0", "DIF下穿0", "DEA上穿0", "DEA下穿0", "金叉次数", "死叉次数"]:
assert isinstance(result[key], int), f"{key} 应为 int, 实际 {type(result[key])}"
assert isinstance(result["密集交叉区域"], list), f"密集交叉区域 应为 list"
for item in result["密集交叉区域"]:
assert isinstance(item, tuple), f"密集交叉区域元素 应为 tuple"
assert len(item) == 3
assert all(isinstance(v, int) for v in item)
# 验证比较操作可用
_ = result["DEA上穿0"] > 0 and result["DEA下穿0"] > 0
print(" ✓ test_tongji_macd_behavior_types")
def test_xiangduifangxiang_methods():
"""相对方向.是否向上/是否向下 等必须是方法(需要括号调用),不能是 property."""
fx = chanlun.相对方向.分析(2.0, 0.5, 1.0, 0.8)
# 验证是可调用的方法
assert callable(fx.是否向上), "是否向上 必须是方法"
assert callable(fx.是否向下), "是否向下 必须是方法"
assert callable(fx.是否包含), "是否包含 必须是方法"
assert callable(fx.是否缺口), "是否缺口 必须是方法"
assert callable(fx.是否衔接), "是否衔接 必须是方法"
# 验证返回值类型
assert isinstance(fx.是否向上(), bool)
assert isinstance(fx.是否向下(), bool)
print(" ✓ test_xiangduifangxiang_methods")
def run_rc_identity_tests():
print("=== Rc 身份 / list.index 测试 ===")
tests = [
test_tongji_macd_behavior_types,
test_xiangduifangxiang_methods,
test_rc_same_seq_index,
test_rc_cross_seq_index,
test_rc_zhaofenxing_cross_ref,
test_rc_user_pattern,
]
for test in tests:
try:
test()
except Exception as e:
print(f" ✗ {test.__name__} FAILED: {e}")
import traceback
traceback.print_exc()
return 1
print(" ✓ 全部通过")
return 0
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def main():
import argparse
parser = argparse.ArgumentParser(description="chanlun PyO3 集成测试")
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parser.add_argument("test", nargs="?", default="all", choices=["all", "subclass", "integration", "jiequ", "rc"], help="运行哪组测试 (默认: all)")
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args = parser.parse_args()
exit_code = 0
if args.test in ("all", "subclass"):
if run_subclass_tests() != 0:
exit_code = 1
if args.test in ("all", "integration"):
if run_integration_test() != 0:
exit_code = 1
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if args.test in ("all", "jiequ"):
if run_jiequ_tests() != 0:
exit_code = 1
if args.test in ("all", "rc"):
if run_rc_identity_tests() != 0:
exit_code = 1
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if exit_code == 0:
print("\n✓ 所有测试通过")
sys.exit(exit_code)
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if __name__ == "__main__":
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main()