mirror of
https://github.com/shy3130/tick-stock-panel.git
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b7892e49e2
实时行情写入的当日 kline_daily / kline_index_daily 分区带 quote_ts 列, 管道与 历史扩展写入的分区没有。裸 pl.scan_parquet 以首个文件定 schema, 遇到多列即抛 SchemaError 并被吞成 None: 昨收取不到(涨跌停校验失效)、次日开盘/收盘单与盘后 定版拿不到价格、基准收盘缺失。改用仓库既有的 scan_daily_parquet。 Claude-Session: https://claude.ai/code/session_01WydecjgAwEPFurSvKVZCJu Co-authored-by: zelongji <4558700+zelongji@users.noreply.github.com> Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>
64 lines
2.5 KiB
Python
64 lines
2.5 KiB
Python
"""模拟盘读日线须容忍分区间列差异。
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实时行情写入的当日 kline_daily 分区带 quote_ts 列, 管道/历史扩展写入的分区
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没有。裸 pl.scan_parquet 以首个文件定 schema, 遇到多列即抛 SchemaError, 被
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吞成 None: 昨收取不到(涨跌停校验失效)、次日开盘/收盘单与盘后定版拿不到价格。
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"""
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from __future__ import annotations
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from datetime import date
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import polars as pl
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import pytest
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from app.strategy import paper
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SYM = "002893.SZ"
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def _write(tmp_path, day: date, close: float, *, with_quote_ts: bool) -> None:
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data = {
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"symbol": [SYM], "date": [day],
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"open": [close - 0.1], "high": [close + 0.1], "low": [close - 0.2], "close": [close],
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"volume": [10000.0], "amount": [close * 10000.0],
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}
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if with_quote_ts:
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data["quote_ts"] = [1_790_000_000_000]
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out = tmp_path / "kline_daily" / f"date={day.isoformat()}" / "part.parquet"
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out.parent.mkdir(parents=True, exist_ok=True)
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pl.DataFrame(data).write_parquet(out)
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def _mixed_partitions(tmp_path) -> None:
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_write(tmp_path, date(2026, 9, 29), 10.29, with_quote_ts=False)
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_write(tmp_path, date(2026, 9, 30), 10.71, with_quote_ts=True)
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_write(tmp_path, date(2026, 10, 8), 10.62, with_quote_ts=False)
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def test_prev_close_reads_across_partitions_with_extra_quote_ts(tmp_path):
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_mixed_partitions(tmp_path)
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assert paper._prev_close(tmp_path, SYM, "stock", "2026-10-08") == 10.71
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def test_read_daily_bar_reads_across_partitions_with_extra_quote_ts(tmp_path):
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_mixed_partitions(tmp_path)
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assert paper.read_daily_bar(tmp_path, SYM, "stock", "2026-10-08") == pytest.approx({"open": 10.52, "close": 10.62})
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assert paper.read_daily_bar(tmp_path, SYM, "stock", "2026-09-30") == pytest.approx({"open": 10.61, "close": 10.71})
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def test_index_close_reads_across_partitions_with_extra_quote_ts(tmp_path):
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for day, close, with_ts in ((date(2026, 9, 30), 4500.0, False), (date(2026, 10, 8), 4520.0, True)):
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data = {
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"symbol": ["000300.SH"], "date": [day], "open": [close], "high": [close],
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"low": [close], "close": [close], "volume": [1.0], "amount": [1.0],
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}
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if with_ts:
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data["quote_ts"] = [1_790_000_000_000]
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out = tmp_path / "kline_index_daily" / f"date={day.isoformat()}" / "part.parquet"
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out.parent.mkdir(parents=True, exist_ok=True)
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pl.DataFrame(data).write_parquet(out)
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assert paper._index_close(tmp_path, "2026-10-08") == 4520.0
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