mirror of
https://github.com/shy3130/tick-stock-panel.git
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shy3130
5f6444277d
策略结果缓存只记录「计算那一刻」的价格。盘中跑完 run_all 后, 列表里的 close/change_pct 会一直停在那时, 而点开个股详情走的是实时 enriched 缓存, 同一只票在两处显示不同涨幅。实测 002543.SZ: 13:27 扫描时 2.49%, 收盘 4.48%, 缓存里 279 行中有 271 行与实时值不一致。 后端: - /api/screener/cached 与 /cached-result 返回前, 用当前实时快照覆盖纯展示 字段 (open/high/low/close/prev_close/volume/amount/change_pct/ change_amount/turnover_rate/raw_*/quote_ts) - 指标与信号列 (ma20/score/signal_* 等) 保持计算时点值: 用新价格重算会让 「为什么入选」不可解释 - 仅覆盖同日结果 (优先结果级 as_of, 行级 date 兜底), 历史回看不被今日行情 污染; 实时缓存为空时原样返回, 不伪造价格 - 覆盖只发生在响应层, 不写回 strategy_cache.json (写回会让 mtime 指纹失效, 等于每轮触发一次全量重读) 前端: - 明细查询在交易时段 6s 重取、收盘后 60s 兜底, 让覆盖真正反映到页面 验证: 新增 4 条回归 (实时覆盖生效且指标保留/历史日期不覆盖/实时缓存空时 不变/cached-result 同口径); 后端全量 2926 passed; pnpm build 通过; 运行实例上两接口均返回实时价, 缓存文件仍保存原值。
242 lines
7.8 KiB
Python
242 lines
7.8 KiB
Python
from __future__ import annotations
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from types import SimpleNamespace
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import polars as pl
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from app.api import screener as screener_api
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class _MonitorEngine:
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def __init__(self, results=None):
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self.results = results or {}
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def latest_strategy_results(self):
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return self.results
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def _request(tmp_path, monitor_results=None, live=None, live_date=None):
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repo = SimpleNamespace(store=SimpleNamespace(data_dir=tmp_path))
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if live is not None:
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repo.get_enriched_latest = lambda: (live, live_date)
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state = SimpleNamespace(repo=repo, monitor_engine=_MonitorEngine(monitor_results))
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return SimpleNamespace(app=SimpleNamespace(state=state))
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def test_cached_summary_omits_rows_and_counts_realtime_expirations(monkeypatch, tmp_path):
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cached = {
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"as_of": "2026-07-20",
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"results": {
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"strategy_a": {
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"as_of": "2026-07-20",
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"total": 2,
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"rows": [{"symbol": "000001.SZ"}, {"symbol": "000002.SZ"}],
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},
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},
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"today_ever_rows": {
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"strategy_a": {
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"000001.SZ": {"symbol": "000001.SZ"},
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"600000.SH": {"symbol": "600000.SH"},
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},
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},
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"updated_at": 1,
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}
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realtime = {
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"strategy_a": {
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"as_of": "2026-07-20",
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"total": 2,
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"rows": [{"symbol": "000002.SZ"}, {"symbol": "300001.SZ"}],
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},
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}
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monkeypatch.setattr(screener_api.strategy_cache, "read_cache", lambda *_args: cached)
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payload = screener_api.get_cached_summary(_request(tmp_path, realtime))
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assert payload["results"] == {
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"strategy_a": {"total": 2, "as_of": "2026-07-20", "computed_at": None}
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}
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assert payload["today_ever_counts"] == {"strategy_a": 4}
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assert "rows" not in payload["results"]["strategy_a"]
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def test_cached_result_returns_only_requested_rows_with_ext_and_strategy_membership(monkeypatch, tmp_path):
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cached = {
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"as_of": "2026-07-20",
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"results": {
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"strategy_a": {
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"as_of": "2026-07-20",
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"total": 1,
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"rows": [{"symbol": "000001.SZ"}],
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},
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"strategy_b": {
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"as_of": "2026-07-20",
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"total": 2,
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"rows": [{"symbol": "000001.SZ"}, {"symbol": "600000.SH"}],
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},
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},
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"today_ever_rows": {
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"strategy_a": {
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"000001.SZ": {"symbol": "000001.SZ"},
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"000002.SZ": {"symbol": "000002.SZ"},
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},
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},
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"updated_at": 1,
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}
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monkeypatch.setattr(screener_api.strategy_cache, "read_cache", lambda *_args: cached)
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monkeypatch.setattr(
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screener_api,
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"_load_ext_value_maps",
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lambda *_args, **_kwargs: {"concept.concept": {"000001.SZ": "银行", "000002.SZ": "科技"}},
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)
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payload = screener_api.get_cached_result(
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"strategy_a",
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_request(tmp_path),
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ext_columns="concept.concept",
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)
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assert payload["result"]["strategy"] == "strategy_a"
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assert payload["result"]["rows"] == [{"symbol": "000001.SZ", "concept.concept": "银行"}]
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assert payload["today_ever_rows"]["000002.SZ"]["concept.concept"] == "科技"
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assert payload["strategy_ids_by_symbol"] == {"000001.SZ": ["strategy_a", "strategy_b"]}
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# ---------------------------------------------------------------------------
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# 列表价格与实时行情对齐: 缓存只记录策略计算时刻的价格
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# ---------------------------------------------------------------------------
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def _live_frame() -> pl.DataFrame:
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return pl.DataFrame({
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"symbol": ["002543.SZ", "600000.SH"],
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"date": ["2026-10-20", "2026-10-20"],
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"open": [7.8, 10.0],
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"high": [8.44, 10.5],
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"low": [7.77, 9.9],
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"close": [8.39, 10.2],
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"prev_close": [8.03, 10.0],
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"volume": [449688.0, 1000.0],
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"amount": [3.63e8, 1.0e7],
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"change_pct": [0.04483, 0.02],
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"change_amount": [0.36, 0.2],
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"turnover_rate": [6.8, 1.0],
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"raw_close": [8.39, 10.2],
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"raw_high": [8.44, 10.5],
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"raw_low": [7.77, 9.9],
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"quote_ts": [1792479600000, 1792479600000],
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})
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def _cached_row() -> dict:
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return {
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"symbol": "002543.SZ",
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"name": "万和电气",
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"date": "2026-10-20",
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"close": 8.23,
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"prev_close": 8.03,
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"change_pct": 0.0249,
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"change_amount": 0.20,
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"amount": 1.84e8,
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"score": 50.0,
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"ma20": 7.5,
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"vol_ratio_5d": 1.32,
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}
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def _cached_payload(rows=None, as_of="2026-10-20") -> dict:
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return {
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"as_of": as_of,
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"results": {
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"everbloom_qibao": {
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"as_of": as_of,
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"total": 1,
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"rows": rows if rows is not None else [_cached_row()],
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},
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},
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"today_ever_rows": {
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"everbloom_qibao": {"002543.SZ": dict(_cached_row())},
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},
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"updated_at": 1,
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}
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def test_cached_rows_take_live_quote_fields_but_keep_indicator_values(monkeypatch, tmp_path):
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"""列表的 close/change_pct 用实时值; 指标列仍是策略计算时点值。
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实测现场: 13:27 扫描时涨幅 2.49%, 收盘 4.48%, 详情弹窗读实时行情,
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同一只票在两处显示不同涨幅。
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"""
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monkeypatch.setattr(
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screener_api.strategy_cache, "read_cache", lambda *_a: _cached_payload()
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)
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payload = screener_api.get_cached(
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_request(tmp_path, live=_live_frame(), live_date="2026-10-20"),
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ext_columns=None,
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)
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row = payload["results"]["everbloom_qibao"]["rows"][0]
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assert row["close"] == 8.39
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assert row["change_pct"] == 0.04483
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assert row["change_amount"] == 0.36
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assert row["amount"] == 3.63e8
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# 指标/评分不覆盖: 它们属于「计算时点」的策略结果
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assert row["score"] == 50.0
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assert row["ma20"] == 7.5
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assert row["vol_ratio_5d"] == 1.32
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ever = payload["today_ever_rows"]["everbloom_qibao"]["002543.SZ"]
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assert ever["close"] == 8.39
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assert ever["score"] == 50.0
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def test_cached_rows_keep_historical_prices_for_other_dates(monkeypatch, tmp_path):
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"""历史日期的结果不能被今天的实时价覆盖 (回看昨日/上周必须显示当时价格)。"""
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monkeypatch.setattr(
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screener_api.strategy_cache,
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"read_cache",
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lambda *_a: _cached_payload(as_of="2026-10-17"),
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)
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payload = screener_api.get_cached(
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_request(tmp_path, live=_live_frame(), live_date="2026-10-20"),
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ext_columns=None,
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)
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row = payload["results"]["everbloom_qibao"]["rows"][0]
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assert row["close"] == 8.23
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assert row["change_pct"] == 0.0249
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def test_cached_rows_unchanged_when_live_cache_is_empty(monkeypatch, tmp_path):
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"""实时缓存为空 (启动预热中) 时保持原样, 不能伪造价格。"""
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monkeypatch.setattr(
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screener_api.strategy_cache, "read_cache", lambda *_a: _cached_payload()
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)
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payload = screener_api.get_cached(
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_request(tmp_path, live=pl.DataFrame(), live_date=None),
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ext_columns=None,
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)
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assert payload["results"]["everbloom_qibao"]["rows"][0]["close"] == 8.23
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def test_cached_result_overlays_live_quotes(monkeypatch, tmp_path):
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"""/cached-result (详情接口) 与列表使用同一套实时覆盖。"""
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monkeypatch.setattr(
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screener_api.strategy_cache, "read_cache", lambda *_a: _cached_payload()
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)
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monkeypatch.setattr(screener_api, "_load_ext_value_maps", lambda *_a, **_k: {})
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payload = screener_api.get_cached_result(
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"everbloom_qibao",
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_request(tmp_path, live=_live_frame(), live_date="2026-10-20"),
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ext_columns=None,
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)
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row = payload["result"]["rows"][0]
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assert row["close"] == 8.39
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assert row["change_pct"] == 0.04483
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assert row["score"] == 50.0
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assert payload["today_ever_rows"]["002543.SZ"]["close"] == 8.39
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