mirror of
https://github.com/shy3130/tick-stock-panel.git
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shy3130
8989073ede
- 拉取调度支持每日固定时刻 schedule_time (北京时间墙钟对齐; 重启安全,
当日已拉不重复; 配置后忽略间隔与时间窗口)
- 日内多盘扩展列: ext_columns 支持 @HH:MM 选盘时刻 (取该时刻或之前最近
一盘, 之前无盘不显示, fail-closed); 新增 /series 日内序列端点与
schema-all time_field; 策略列表列支持分时式折线/柱状迷你图 (纯 SVG),
多盘表数值列添加即默认图表形态
- market_data 新增 get_ext_timeseries 只读入口: 沙箱策略可在 filter_history
内读取扩展时序表原始日内行, 计算序列形态条件
验证: 后端 657 项相关测试、前端 tsc + vitest 155 通过; 实数据核对选盘取值
与序列首末点; 开放契约快照登记 GET /api/ext-data/{config_id}/series
196 lines
7.5 KiB
Python
196 lines
7.5 KiB
Python
"""策略指数K线访问模块 — 测试。"""
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import datetime
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import polars as pl
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import pytest
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from app.strategy import market_data
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from app.strategy.ai_generator import AIStrategyGenerator
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def test_whitelist_allows_market_data_import():
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AIStrategyGenerator._validate_safety(
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"from app.strategy.market_data import get_index_daily, get_daily, get_ext_timeseries"
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)
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def test_whitelist_still_blocks_dangerous():
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with pytest.raises(ValueError):
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AIStrategyGenerator._validate_safety("import os")
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with pytest.raises(ValueError):
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AIStrategyGenerator._validate_safety("from os import path")
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with pytest.raises(ValueError):
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AIStrategyGenerator._validate_safety("getattr(obj, '__globals__')")
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class _FakeRepo:
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"""最小 fake: 只实现 market_data 用到的接口。"""
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def __init__(self, index_df=None, data_dir=None):
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self.calls: list[tuple] = []
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self.data_dir = data_dir
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self._asset = {"000001.SH": "index", "510300.SH": "etf", "600000.SH": "stock"}
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self._index_df = index_df if index_df is not None else pl.DataFrame(
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{"date": ["2026-01-02"], "close": [3000.0], "macd_dif": [1.0], "macd_dea": [2.0]}
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)
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self._empty = pl.DataFrame()
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def resolve_asset_type(self, symbol):
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self.calls.append(("resolve", symbol))
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return self._asset.get(symbol, "stock")
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def get_index_daily(self, symbol, start=None, end=None, columns=None):
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self.calls.append(("index", symbol, start, end, columns))
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return self._index_df if symbol == "000001.SH" else self._empty
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def get_etf_daily(self, symbol, start=None, end=None, columns=None):
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self.calls.append(("etf", symbol, start, end, columns))
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return self._empty
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def get_daily(self, symbol, start=None, end=None, columns=None):
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self.calls.append(("stock", symbol, start, end, columns))
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return self._empty
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def get_instruments_asset(self, asset_type):
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return pl.DataFrame({"symbol": ["000001.SH"], "name": ["上证指数"]})
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@pytest.fixture()
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def fake_repo():
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fake = _FakeRepo()
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market_data._set_repo(fake)
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yield fake
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market_data._reset_repo()
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def test_get_index_daily_delegates_and_normalizes_dates(fake_repo):
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df = market_data.get_index_daily(
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"000001.SH", start="2026-01-01", end="2026-01-31", columns=["date", "close"]
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)
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assert df.height == 1 and df["close"][0] == 3000.0
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_, sym, s, e, cols = fake_repo.calls[-1]
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assert sym == "000001.SH"
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assert s == datetime.date(2026, 1, 1)
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assert e == datetime.date(2026, 1, 31)
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assert cols == ["date", "close"]
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@pytest.mark.parametrize("symbol,expected_kind", [
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("000001.SH", "index"),
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("510300.SH", "etf"),
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("600000.SH", "stock"),
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])
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def test_get_daily_dispatch_by_asset_type(fake_repo, symbol, expected_kind):
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market_data.get_daily(symbol)
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last = fake_repo.calls[-1]
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assert last[0] == expected_kind
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assert last[1] == symbol
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def test_bad_symbol_returns_empty_without_calling_repo(fake_repo):
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assert market_data.get_index_daily("").is_empty()
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assert market_data.get_index_daily(None).is_empty()
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assert market_data.get_etf_daily("").is_empty()
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assert market_data.get_daily(None).is_empty()
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assert fake_repo.calls == []
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def test_missing_symbol_returns_empty_no_raise(fake_repo):
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assert market_data.get_index_daily("999999.SH").is_empty()
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def test_list_index_symbols(fake_repo):
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assert market_data.list_index_symbols() == [{"symbol": "000001.SH", "name": "上证指数"}]
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BJ = datetime.date(2026, 3, 2) # 钉死的北京日期, 不会碰巧等于跑测试那天的 date.today()
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@pytest.mark.parametrize("fn,symbol,kind", [
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("get_index_daily", "000001.SH", "index"),
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("get_etf_daily", "510300.SH", "etf"),
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("get_daily", "600000.SH", "stock"),
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])
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def test_default_end_is_beijing_today(fake_repo, monkeypatch, fn, symbol, kind):
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"""未传 end 时日K窗口右端必须是北京今天, 不能用服务器本地 date.today()。
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CONTRIBUTING §3.3: A 股交易时段按北京时间, 服务器时区不能成为隐式输入。
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自定义/AI 策略在策略页读指数/ETF/个股日K 时常省略 end, 缺省走本模块。
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美西主机整个 A 股交易时段、UTC 主机北京 00:00-08:00, 本地日历日比北京
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早一天: 管道已写入的当日官方 K 被排除, 相对强弱/对照指数停在昨天。
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raising=False: 未修复代码没有调用 cn_today, 钉了也不会被用到,
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仍走 date.today() → 与 2026-03-02 不等。
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"""
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monkeypatch.setattr(market_data, "cn_today", lambda: BJ, raising=False)
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getattr(market_data, fn)(symbol)
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last = fake_repo.calls[-1]
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assert last[0] == kind
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end = last[3]
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assert end == BJ, f"窗口右端必须是北京日期 {BJ}, 实际 {end} (服务器本地 {datetime.date.today()})"
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assert end != datetime.date.today()
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# ── get_ext_timeseries: 扩展时序表原始行 (日内多盘不收敛) ──────────
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def _write_ext_partition(base, day: str, rows: dict) -> None:
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d = base / "ext_data" / "ext_auc_test" / "timeseries" / f"date={day}"
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d.mkdir(parents=True, exist_ok=True)
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pl.DataFrame(rows).write_parquet(d / "part.parquet")
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@pytest.fixture()
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def ext_repo(tmp_path):
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market_data._set_repo(_FakeRepo(data_dir=tmp_path))
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yield tmp_path
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market_data._reset_repo()
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def test_get_ext_timeseries_keeps_intraday_rows(ext_repo):
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"""日内多盘不收敛: 同 symbol 同日 3 盘原样返回 (因子通道只给末盘)。"""
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_write_ext_partition(
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ext_repo, "2026-01-02",
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{
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"symbol": ["000001.SZ"] * 3,
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"ts": ["2026-01-02T09:20:01+08:00", "2026-01-02T09:20:11+08:00", "2026-01-02T09:25:01+08:00"],
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"auction_price": [10.0, 10.0, 10.5],
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"date": ["2026-01-02"] * 3, # 行内 date 应被分区名覆盖 (同值, 防漂移)
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},
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)
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df = market_data.get_ext_timeseries("ext_auc_test", columns=["ts", "auction_price"])
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assert df.height == 3
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assert set(df.columns) == {"symbol", "date", "ts", "auction_price"}
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assert df["date"].unique().to_list() == ["2026-01-02"]
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assert df["ts"].to_list() == sorted(df["ts"].to_list())
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def test_get_ext_timeseries_date_range_and_multi_partition(ext_repo):
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_write_ext_partition(
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ext_repo, "2026-01-02", {"symbol": ["000001.SZ"], "ts": ["t1"], "auction_price": [1.0]},
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)
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_write_ext_partition(
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ext_repo, "2026-01-05", {"symbol": ["000001.SZ"], "ts": ["t2"], "auction_price": [1.1]},
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)
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df = market_data.get_ext_timeseries("ext_auc_test", start="2026-01-03", end="2026-01-10")
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assert df["date"].to_list() == ["2026-01-05"]
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full = market_data.get_ext_timeseries("ext_auc_test")
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assert sorted(full["date"].to_list()) == ["2026-01-02", "2026-01-05"]
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def test_get_ext_timeseries_skips_corrupt_partition(ext_repo):
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_write_ext_partition(
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ext_repo, "2026-01-02", {"symbol": ["000001.SZ"], "ts": ["t1"], "auction_price": [1.0]},
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)
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bad = ext_repo / "ext_data" / "ext_auc_test" / "timeseries" / "date=2026-01-03"
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bad.mkdir(parents=True)
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(bad / "part.parquet").write_bytes(b"not-a-parquet")
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df = market_data.get_ext_timeseries("ext_auc_test")
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assert df["date"].to_list() == ["2026-01-02"]
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def test_get_ext_timeseries_missing_or_bad_config(ext_repo):
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assert market_data.get_ext_timeseries("no_such_table").is_empty()
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assert market_data.get_ext_timeseries("../secrets").is_empty()
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assert market_data.get_ext_timeseries("").is_empty()
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assert market_data.get_ext_timeseries(None).is_empty()
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