扩展指标

2026-07-09 05:08:16 +08:00
commit 308c46ab9a
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+"""
+Integration tests using the synthetic OHLCV fixture in tests/fixtures/.
+
+These tests verify that:
+- All major indicator categories produce finite output on realistic data.
+- Output lengths match the input length.
+- Error codes and suggestion hints are included in exception messages.
+- ferro_ta.indicators() and ferro_ta.info() work correctly.
+- Logging utilities (enable_debug, log_call, benchmark) work correctly.
+"""
+
+from __future__ import annotations
+
+import csv
+import logging
+from pathlib import Path
+
+import numpy as np
+import pytest
+
+# ---------------------------------------------------------------------------
+# Load the OHLCV fixture
+# ---------------------------------------------------------------------------
+
+FIXTURE_PATH = Path(__file__).parent.parent / "fixtures" / "ohlcv_daily.csv"
+
+
+def _load_fixture() -> tuple[
+    np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray
+]:
+    """Return (open, high, low, close, volume) as float64 arrays."""
+    rows = []
+    with open(FIXTURE_PATH, newline="") as f:
+        reader = csv.DictReader(f)
+        for row in reader:
+            rows.append(row)
+    open_ = np.array([float(r["open"]) for r in rows])
+    high = np.array([float(r["high"]) for r in rows])
+    low = np.array([float(r["low"]) for r in rows])
+    close = np.array([float(r["close"]) for r in rows])
+    volume = np.array([float(r["volume"]) for r in rows])
+    return open_, high, low, close, volume
+
+
+@pytest.fixture(scope="module")
+def ohlcv():
+    return _load_fixture()
+
+
+# ---------------------------------------------------------------------------
+# Fixture sanity
+# ---------------------------------------------------------------------------
+
+
+def test_fixture_loads(ohlcv):
+    o, h, l, c, v = ohlcv
+    assert len(c) == 252
+    assert np.all(h >= l)
+    assert np.all(v > 0)
+
+
+# ---------------------------------------------------------------------------
+# Overlap indicators on real OHLCV data
+# ---------------------------------------------------------------------------
+
+
+def test_sma_on_fixture(ohlcv):
+    from ferro_ta import SMA
+
+    _, _, _, close, _ = ohlcv
+    result = SMA(close, timeperiod=20)
+    assert len(result) == len(close)
+    # First 19 values should be NaN, rest finite
+    assert np.all(np.isnan(result[:19]))
+    assert np.all(np.isfinite(result[19:]))
+
+
+def test_ema_on_fixture(ohlcv):
+    from ferro_ta import EMA
+
+    _, _, _, close, _ = ohlcv
+    result = EMA(close, timeperiod=14)
+    assert len(result) == len(close)
+    assert np.all(np.isfinite(result[13:]))
+
+
+def test_bbands_on_fixture(ohlcv):
+    from ferro_ta import BBANDS
+
+    _, _, _, close, _ = ohlcv
+    upper, mid, lower = BBANDS(close, timeperiod=20)
+    assert len(upper) == len(close)
+    assert np.all(upper[19:] >= mid[19:])
+    assert np.all(mid[19:] >= lower[19:])
+
+
+# ---------------------------------------------------------------------------
+# Momentum indicators
+# ---------------------------------------------------------------------------
+
+
+def test_rsi_on_fixture(ohlcv):
+    from ferro_ta import RSI
+
+    _, _, _, close, _ = ohlcv
+    result = RSI(close, timeperiod=14)
+    assert len(result) == len(close)
+    valid = result[~np.isnan(result)]
+    assert np.all(valid >= 0) and np.all(valid <= 100)
+
+
+def test_macd_on_fixture(ohlcv):
+    from ferro_ta import MACD
+
+    _, _, _, close, _ = ohlcv
+    macd, signal, hist = MACD(close)
+    assert len(macd) == len(close)
+
+
+def test_adx_on_fixture(ohlcv):
+    from ferro_ta import ADX
+
+    _, high, low, close, _ = ohlcv
+    result = ADX(high, low, close, timeperiod=14)
+    assert len(result) == len(close)
+
+
+def test_stoch_on_fixture(ohlcv):
+    from ferro_ta import STOCH
+
+    _, high, low, close, _ = ohlcv
+    slowk, slowd = STOCH(high, low, close)
+    assert len(slowk) == len(close)
+
+
+# ---------------------------------------------------------------------------
+# Volatility indicators
+# ---------------------------------------------------------------------------
+
+
+def test_atr_on_fixture(ohlcv):
+    from ferro_ta import ATR
+
+    _, high, low, close, _ = ohlcv
+    result = ATR(high, low, close, timeperiod=14)
+    assert len(result) == len(close)
+    valid = result[~np.isnan(result)]
+    assert np.all(valid >= 0)
+
+
+# ---------------------------------------------------------------------------
+# Volume indicators
+# ---------------------------------------------------------------------------
+
+
+def test_obv_on_fixture(ohlcv):
+    from ferro_ta import OBV
+
+    _, _, _, close, volume = ohlcv
+    result = OBV(close, volume)
+    assert len(result) == len(close)
+    assert np.all(np.isfinite(result))
+
+
+# ---------------------------------------------------------------------------
+# Error handling — error codes and suggestion hints
+# ---------------------------------------------------------------------------
+
+
+def test_value_error_has_code():
+    from ferro_ta.core.exceptions import FerroTAValueError, check_timeperiod
+
+    with pytest.raises(FerroTAValueError) as exc_info:
+        check_timeperiod(0, "timeperiod", minimum=1)
+    exc = exc_info.value
+    assert exc.code == "FTERR001"
+    assert "FTERR001" in str(exc)
+    assert exc.suggestion is not None
+    assert "Suggestion" in str(exc)
+
+
+def test_input_error_length_mismatch_has_code():
+    from ferro_ta.core.exceptions import FerroTAInputError, check_equal_length
+
+    with pytest.raises(FerroTAInputError) as exc_info:
+        check_equal_length(open=np.array([1.0, 2.0]), close=np.array([1.0]))
+    exc = exc_info.value
+    assert exc.code == "FTERR004"
+    assert "Suggestion" in str(exc)
+
+
+def test_input_error_too_short_has_code():
+    from ferro_ta.core.exceptions import FerroTAInputError, check_min_length
+
+    with pytest.raises(FerroTAInputError) as exc_info:
+        check_min_length(np.array([1.0]), 10, "close")
+    exc = exc_info.value
+    assert exc.code == "FTERR003"
+    assert "Suggestion" in str(exc)
+
+
+def test_finite_check_error_has_code():
+    from ferro_ta.core.exceptions import FerroTAInputError, check_finite
+
+    arr = np.array([1.0, float("nan"), 3.0])
+    with pytest.raises(FerroTAInputError) as exc_info:
+        check_finite(arr, "close")
+    exc = exc_info.value
+    assert exc.code == "FTERR005"
+    assert "Suggestion" in str(exc)
+
+
+# ---------------------------------------------------------------------------
+# API discovery
+# ---------------------------------------------------------------------------
+
+
+def test_indicators_returns_list():
+    import ferro_ta
+
+    result = ferro_ta.indicators()
+    assert isinstance(result, list)
+    assert len(result) > 20
+    names = [d["name"] for d in result]
+    assert "SMA" in names
+    assert "RSI" in names
+    assert "ATR" in names
+
+
+def test_methods_returns_public_callables():
+    import ferro_ta
+
+    result = ferro_ta.methods()
+    assert isinstance(result, list)
+    assert any(d["name"] == "SMA" and d["category"] == "top_level" for d in result)
+    assert any(
+        d["name"] == "option_price" and d["category"] == "options" for d in result
+    )
+
+
+def test_about_reports_version_and_counts():
+    import ferro_ta
+
+    meta = ferro_ta.about()
+    assert meta["version"] == ferro_ta.__version__
+    assert meta["indicator_count"] > 20
+    assert meta["method_count"] >= meta["indicator_count"]
+    assert "__version__" in meta["top_level_exports"]
+
+
+def test_indicators_filter_by_category():
+    import ferro_ta
+
+    overlap = ferro_ta.indicators(category="overlap")
+    assert all(d["category"] == "overlap" for d in overlap)
+    assert any(d["name"] == "SMA" for d in overlap)
+
+
+def test_info_by_function():
+    import ferro_ta
+
+    d = ferro_ta.info(ferro_ta.SMA)
+    assert d["name"] == "SMA"
+    assert "close" in d["params"]
+    assert "timeperiod" in d["params"]
+    assert isinstance(d["doc"], str)
+
+
+def test_info_by_string():
+    import ferro_ta
+
+    d = ferro_ta.info("EMA")
+    assert d["name"] == "EMA"
+
+
+def test_info_unknown_raises():
+    import ferro_ta
+
+    with pytest.raises(ValueError, match="No indicator named"):
+        ferro_ta.info("DOES_NOT_EXIST")
+
+
+# ---------------------------------------------------------------------------
+# Logging utilities
+# ---------------------------------------------------------------------------
+
+
+def test_get_logger_returns_logger():
+    import ferro_ta
+
+    logger = ferro_ta.get_logger()
+    assert isinstance(logger, logging.Logger)
+    assert logger.name == "ferro_ta"
+
+
+def test_enable_disable_debug():
+    import ferro_ta
+
+    ferro_ta.enable_debug()
+    assert ferro_ta.get_logger().level == logging.DEBUG
+    ferro_ta.disable_debug()
+    assert ferro_ta.get_logger().level == logging.WARNING
+
+
+def test_debug_mode_context_manager():
+    import ferro_ta
+
+    with ferro_ta.debug_mode() as logger:
+        assert logger.level == logging.DEBUG
+    # After context, should be restored
+    assert ferro_ta.get_logger().level == logging.WARNING
+
+
+def test_log_call_returns_result(ohlcv):
+    import ferro_ta
+    from ferro_ta import SMA
+
+    _, _, _, close, _ = ohlcv
+    result = ferro_ta.log_call(SMA, close, timeperiod=10)
+    assert len(result) == len(close)
+
+
+def test_benchmark_returns_stats(ohlcv):
+    import ferro_ta
+    from ferro_ta import SMA
+
+    _, _, _, close, _ = ohlcv
+    stats = ferro_ta.benchmark(SMA, close, timeperiod=10, n=5, warmup=1)
+    assert "mean_ms" in stats
+    assert stats["mean_ms"] > 0
+    assert stats["n"] == 5
+
+
+def test_traced_decorator():
+    import ferro_ta
+
+    @ferro_ta.traced
+    def dummy(x):
+        return x * 2
+
+    assert dummy(21) == 42