mirror of
https://github.com/shy3130/tick-stock-panel.git
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shy3130
4abe9e9caa
- PullConfig 新增可选 time_field (空值归一 None, 旧配置兼容); API PullConfigReq 透传, rows 端按时间列升序 - 时序表写入去重键: 配置 time_field 时按 [symbol, 时间列] 去重 (同 symbol 同时刻幂等, 不同盘并存), 未配置行为不变 - enriched/因子链路无需排除: _load_ext_value_maps 与 ext_factors 既有 unique(symbol) 兜底, 多行表确定性收敛 - 前端拉取面板新增时间字段输入框; 配合 hub auction_flow /day 端点逐日回补竞价多盘数据 - 新增 test_ext_time_field.py: 多盘并存/覆盖/默认行为不变
85 lines
2.8 KiB
Python
85 lines
2.8 KiB
Python
"""日内序列表 (PullConfig.time_field) 测试: 写入多盘并存 + 默认行为不变。"""
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from __future__ import annotations
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from datetime import date
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from app.services.ext_data import (
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ExtConfig,
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ExtField,
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PullConfig,
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rows_to_parquet,
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)
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def _config(time_field: str | None) -> ExtConfig:
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return ExtConfig(
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id="auction",
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label="集合竞价",
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mode="timeseries",
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fields=[
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ExtField("symbol", "string", "代码"),
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ExtField("ts", "string", "时刻"),
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ExtField("v", "float", "值"),
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],
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pull=PullConfig(url="https://x", time_field=time_field),
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)
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def test_pull_config_time_field_roundtrip_and_normalize():
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assert PullConfig().time_field is None # 缺省
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assert PullConfig(time_field=" ").time_field is None # 空白归一 None
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p = PullConfig(time_field="ts")
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assert PullConfig.from_dict(p.to_dict()).time_field == "ts"
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assert PullConfig.from_dict({}).time_field is None # 旧配置文件兼容
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def test_rows_to_parquet_time_field_keeps_multiple_disks(tmp_path):
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cfg = _config(time_field="ts")
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day = date(2026, 9, 15)
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first = [
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{"symbol": "000001.SZ", "ts": "09:15:03", "v": 1.0},
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{"symbol": "000001.SZ", "ts": "09:18:00", "v": 2.0},
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]
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assert rows_to_parquet(first, cfg, tmp_path, snapshot_date=day) == 2
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# 重拉同一日: 同 [symbol, ts] 覆盖 (keep=last), 新盘追加
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second = [
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{"symbol": "000001.SZ", "ts": "09:15:03", "v": 1.5}, # 更新
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{"symbol": "000001.SZ", "ts": "09:21:00", "v": 3.0}, # 新盘
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]
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# 返回值 = 合并去重后的分区总行数 (2 旧 + 2 新 - 1 覆盖 = 3)
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assert rows_to_parquet(second, cfg, tmp_path, snapshot_date=day) == 3
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import polars as pl
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out = pl.read_parquet(
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tmp_path / "ext_data" / "auction" / "timeseries"
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/ f"date={day.isoformat()}" / "part.parquet"
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).sort("ts")
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assert out.height == 3
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by_ts = {r["ts"]: r["v"] for r in out.to_dicts()}
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assert by_ts == {"09:15:03": 1.5, "09:18:00": 2.0, "09:21:00": 3.0}
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def test_rows_to_parquet_without_time_field_unchanged(tmp_path):
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"""未配置 time_field: 默认按 symbol 去重, 行为与改造前完全一致。"""
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cfg = _config(time_field=None)
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day = date(2026, 9, 15)
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assert rows_to_parquet(
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[{"symbol": "000001.SZ", "ts": "09:15:03", "v": 1.0}], cfg, tmp_path,
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snapshot_date=day,
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) == 1
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assert rows_to_parquet(
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[{"symbol": "000001.SZ", "ts": "09:18:00", "v": 2.0}], cfg, tmp_path,
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snapshot_date=day,
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) == 1
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import polars as pl
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out = pl.read_parquet(
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tmp_path / "ext_data" / "auction" / "timeseries"
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/ f"date={day.isoformat()}" / "part.parquet"
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)
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assert out.height == 1
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assert out.row(0, named=True)["v"] == 2.0
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