Merge pull request #310 from kevin9327/fix/minute-pct-zero-reference

fix(sector-rotation): 分钟涨跌幅基准价为 0 时板块切换与板块分时不再返回 500

backend/app/api/ext_data.py

@@ -598,6 +598,9 @@ def _prev_daily_close(data_dir: Path, target_date: str) -> pl.DataFrame | None:
     return (
         df.with_columns(_bare_symbol_expr().alias("_bare"))
         .select([pl.col("_bare"), pl.col("close").cast(pl.Float64).alias("prev_close")])
+        # 前收 <= 0 / 非有限视为缺失 (否则 close/ref 为 inf, 整个响应 JSON 渲染 500),
+        # 缺失时由调用方退化为当日首根有效分钟 close
+        .filter(pl.col("prev_close").is_finite() & (pl.col("prev_close") > 0))
         .unique(subset=["_bare"], keep="last")
     )
 
@@ -646,7 +649,10 @@ def _dimension_intraday_compute(
     except Exception as exc:  # noqa: BLE001
         logger.warning("dimension-intraday read minute partition failed: %s", exc)
         return {"status": "no_data", "reason": "minute_schema", "date": target, "points": []}
-    bars = bars.drop_nulls(subset=["datetime", "close"])
+    # close <= 0 / 非有限的分钟行无效: 作基准时 pct 为 inf, 作分子时是 -100% 假跌幅
+    bars = bars.drop_nulls(subset=["datetime", "close"]).filter(
+        pl.col("close").cast(pl.Float64).is_finite() & (pl.col("close") > 0)
+    )
     if bars.is_empty():
         return {"status": "no_data", "reason": "minute_empty", "date": target, "points": []}
     bars = bars.with_columns(_bare_symbol_expr().alias("_bare"))

backend/app/services/sector_rotation.py

@@ -120,6 +120,9 @@ def _prev_daily_close(data_dir: Path, target_date: str) -> pl.DataFrame | None:
     return (
         df.with_columns(_bare().alias("_bare"))
         .select([pl.col("_bare"), pl.col("close").cast(pl.Float64).alias("prev_close")])
+        # 前收 <= 0 / 非有限视为缺失 (否则 close/ref 为 inf, 整个响应 JSON 渲染 500),
+        # 缺失时由调用方退化为当日首根有效分钟 close
+        .filter(pl.col("prev_close").is_finite() & (pl.col("prev_close") > 0))
         .unique(subset=["_bare"], keep="last")
     )
 
@@ -140,7 +143,10 @@ def _minute_pcts(minute_dir: Path, target: str) -> tuple[pl.DataFrame | None, st
         except Exception as exc:
             logger.warning("sector_rotation read minute partition failed: %s", exc)
             return None, "minute_schema", False
-    bars = bars.drop_nulls(subset=["datetime", "close"])
+    # close <= 0 / 非有限的分钟行无效: 作基准时 pct 为 inf, 作分子时是 -100% 假跌幅
+    bars = bars.drop_nulls(subset=["datetime", "close"]).filter(
+        pl.col("close").cast(pl.Float64).is_finite() & (pl.col("close") > 0)
+    )
     if bars.is_empty():
         return None, "minute_empty", has_amount
     bars = bars.with_columns(_bare().alias("_bare"))

backend/tests/test_minute_pct_zero_reference.py

@@ -0,0 +1,186 @@
+"""分钟涨跌幅基准价为 0: 板块切换 / 板块分时两个接口不得返回 500。
+
+两处口径相同: pct = 分钟 close / ref - 1, ref 优先前一交易日日K收盘, 缺失退化为
+当日首根分钟 close。基准价为 0 (或分钟 close 为 0 的无效行) 时 pct 为 inf,
+Starlette JSONResponse 以 allow_nan=False 渲染, 整个响应 500。
+价格 <= 0 视为无效: 前收无效时退化为首根有效分钟 close, 无效分钟行不参与计算。
+"""
+from __future__ import annotations
+
+import json
+import math
+from datetime import datetime
+from pathlib import Path
+from types import SimpleNamespace
+
+import polars as pl
+import pytest
+from fastapi import FastAPI
+from fastapi.testclient import TestClient
+
+from app.api import ext_data as ext_api
+from app.api import sector_rotation as sector_rotation_api
+from app.services import rps_rotation, sector_rotation
+from app.services.ext_data import ExtConfig, ExtConfigStore, ExtField, write_ext_parquet
+
+DAY = "2026-09-11"
+PREV = "2026-09-10"
+SYMS_A = ["000001.SZ", "000002.SZ"]
+SYMS_B = ["000003.SZ", "000004.SZ"]
+STAMPS = [(9, 35), (9, 40), (10, 0), (10, 40)]
+
+
+def _reset_caches() -> None:
+    rps_rotation._map_cache.clear()
+    rps_rotation._map_ts.clear()
+    sector_rotation.invalidate_cache()
+    ext_api._DIMENSION_INTRADAY_CACHE.clear()
+
+
+def _build(tmp_path: Path, *, prev_closes: list[float] | None, first_close_000002: float) -> Path:
+    """A 题材 = 000001 (恒 101) + 000002 (首根 first_close_000002, 之后 100, 末根 102);
+    B 题材 = 000003/000004 (恒 101)。prev_closes=None 表示没有前一交易日日K。"""
+    data_dir = tmp_path / "data"
+    data_dir.mkdir()
+    rows = []
+    for i, (h, m) in enumerate(STAMPS):
+        ts = datetime.fromisoformat(f"{DAY}T{h:02d}:{m:02d}:00")
+        for sym in SYMS_A + SYMS_B:
+            close = 101.0
+            if sym == "000002.SZ":
+                close = first_close_000002 if i == 0 else (102.0 if i == len(STAMPS) - 1 else 100.0)
+            rows.append({"symbol": sym, "datetime": ts, "close": close, "amount": 1e6})
+    (data_dir / "kline_minute" / f"date={DAY}").mkdir(parents=True)
+    pl.DataFrame(rows).write_parquet(data_dir / "kline_minute" / f"date={DAY}" / "part.parquet")
+    if prev_closes is not None:
+        (data_dir / "kline_daily" / f"date={PREV}").mkdir(parents=True)
+        pl.DataFrame({"symbol": SYMS_A + SYMS_B, "close": prev_closes}).write_parquet(
+            data_dir / "kline_daily" / f"date={PREV}" / "part.parquet"
+        )
+    config = ExtConfig(
+        id="ext_gn",
+        label="测试概念",
+        mode="snapshot",
+        fields=[ExtField("symbol", "string", "代码"), ExtField("所属概念", "string", "所属概念")],
+    )
+    ExtConfigStore(data_dir).upsert(config)
+    write_ext_parquet(
+        pl.DataFrame({"symbol": SYMS_A + SYMS_B, "所属概念": ["A题材", "A题材", "B题材", "B题材"]}),
+        config,
+        data_dir,
+    )
+    return data_dir
+
+
+def _client(data_dir: Path) -> tuple[TestClient, SimpleNamespace]:
+    app = FastAPI()
+    app.include_router(sector_rotation_api.router)
+    app.include_router(ext_api.router)
+    repo = SimpleNamespace(store=SimpleNamespace(data_dir=data_dir, db=None))
+    app.state.repo = repo
+    app.state.data_dir = data_dir
+    return TestClient(app, raise_server_exceptions=False), repo
+
+
+@pytest.fixture(autouse=True)
+def _isolate_caches():
+    _reset_caches()
+    yield
+    _reset_caches()
+
+
+def _assert_all_finite(values) -> None:
+    for v in values:
+        assert v is None or math.isfinite(v), values
+
+
+# ── 板块切换 (services/sector_rotation) ───────────────────────────────────────
+
+
+def test_sector_rotation_zero_prev_close_falls_back_to_first_minute_close(tmp_path):
+    data_dir = _build(tmp_path, prev_closes=[100.0, 0.0, 100.0, 100.0], first_close_000002=100.0)
+    repo = _client(data_dir)[1]
+
+    result = sector_rotation.build_sector_rotation(repo, kind="concept", bucket_minutes=5)
+
+    json.dumps(result, allow_nan=False)  # 改动前: ValueError: Out of range float values
+    assert result["status"] == "ok"
+    assert result["basis"] == "mixed"  # 000002 前收无效 → 退化为首根分钟 close
+    sectors = {item["name"]: item for item in result["sectors"]}
+    # 末桶: 000001 = 101/100-1 = 1%, 000002 = 102/100-1 = 2% → A 题材等权 1.5%
+    assert sectors["A题材"]["pct_now"] == pytest.approx(0.015, abs=1e-4)
+    assert sectors["B题材"]["pct_now"] == pytest.approx(0.01, abs=1e-4)
+    for row in result["series"]["matrix"]:
+        _assert_all_finite(row)
+
+
+def test_sector_rotation_api_zero_prev_close_is_not_500(tmp_path):
+    data_dir = _build(tmp_path, prev_closes=[100.0, 0.0, 100.0, 100.0], first_close_000002=100.0)
+    client, _repo = _client(data_dir)
+
+    resp = client.get("/api/sector-rotation", params={"bucket": 5})
+
+    assert resp.status_code == 200, resp.text[:200]
+    assert resp.json()["status"] == "ok"
+
+
+def test_sector_rotation_zero_first_minute_close_without_prev_daily(tmp_path):
+    """无前一交易日日K (全部退化为首根分钟 close), 且 000002 首根分钟 close=0。"""
+    data_dir = _build(tmp_path, prev_closes=None, first_close_000002=0.0)
+    repo = _client(data_dir)[1]
+
+    result = sector_rotation.build_sector_rotation(repo, kind="concept", bucket_minutes=5)
+
+    json.dumps(result, allow_nan=False)
+    assert result["status"] == "ok"
+    assert result["basis"] == "first_close"
+    sectors = {item["name"]: item for item in result["sectors"]}
+    # 000001 基准 101 → 0%; 000002 基准为首根有效 close 100 → 末根 2% → A 题材 1%
+    assert sectors["A题材"]["pct_now"] == pytest.approx(0.01, abs=1e-4)
+    for row in result["series"]["matrix"]:
+        _assert_all_finite(row)
+        # close=0 的无效分钟行不参与计算, 不会出现 -100%
+        assert all(v is None or v > -0.5 for v in row), row
+
+
+# ── 板块分时 (api/ext_data dimension-intraday) ────────────────────────────────
+
+
+def _dimension_intraday(client: TestClient):
+    return client.get(
+        f"{ext_api.router.prefix}/ext_gn/dimension-intraday",
+        params={"field": "所属概念", "value": "A题材"},
+    )
+
+
+def test_dimension_intraday_zero_prev_close_is_not_500(tmp_path):
+    data_dir = _build(tmp_path, prev_closes=[100.0, 0.0, 100.0, 100.0], first_close_000002=100.0)
+    client, _repo = _client(data_dir)
+
+    resp = _dimension_intraday(client)
+
+    assert resp.status_code == 200, resp.text[:200]
+    body = resp.json()
+    assert body["status"] == "ok"
+    assert body["basis"] == "mixed"
+    last = body["points"][-1]
+    assert last["time"] == "10:40"
+    assert last["sector"] == pytest.approx(0.015, abs=1e-4)
+    assert last["market"] == pytest.approx(0.0125, abs=1e-4)
+    _assert_all_finite([p["sector"] for p in body["points"]] + [p["market"] for p in body["points"]])
+
+
+def test_dimension_intraday_zero_first_minute_close_without_prev_daily(tmp_path):
+    data_dir = _build(tmp_path, prev_closes=None, first_close_000002=0.0)
+    client, _repo = _client(data_dir)
+
+    resp = _dimension_intraday(client)
+
+    assert resp.status_code == 200, resp.text[:200]
+    body = resp.json()
+    assert body["basis"] == "first_close"
+    points = {p["time"]: p for p in body["points"]}
+    # 09:35 只有 000001 有有效分钟 (000002 的 close=0 行无效) → 板块 0%, 不是 -50%
+    assert points["09:35"]["sector"] == pytest.approx(0.0, abs=1e-4)
+    assert points["10:40"]["sector"] == pytest.approx(0.01, abs=1e-4)
+    _assert_all_finite([p["sector"] for p in body["points"]] + [p["market"] for p in body["points"]])