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shy3130
477956fed3
fuyao 等源对未提供字段显式给 None 键, 原样转发全空列会让下游 compute_enriched_today「列存在即直接采用」跳过回退计算, 当日 turnover_rate/amplitude 全空落盘且每轮实时覆写自锁。_build_quote_extra 丢弃整列全空的字段, 下游自动回退 float_shares/价格计算, 已落盘坏数据自愈。
65 lines
2.2 KiB
Python
65 lines
2.2 KiB
Python
"""quote_extra 全空列过滤 (issue 反馈: fuyao 实时链路当日换手/振幅全空)。
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数据源 (如 fuyao) 对未提供的字段显式给出值为 None 的键; 若 _build_quote_extra
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原样转发全空列, 下游 compute_enriched_today 对这些列是「列存在即直接采用」,
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会跳过从 float_shares/价格 的回退计算, 当日指标永远为空且每轮实时覆写自锁。
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"""
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from __future__ import annotations
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import polars as pl
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from app.services.quote_service import QuoteService
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def test_all_null_columns_are_dropped():
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records = [
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{
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"symbol": "600001.SH",
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"prev_close": 10.0,
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"change_pct": 0.05,
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"change_amount": 0.5,
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"amplitude": None, # fuyao: 快照未提供
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"turnover_rate": None, # fuyao: 需股本口径, 交给 enriched 管道
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},
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{
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"symbol": "000820.SZ",
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"prev_close": 20.0,
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"change_pct": -0.02,
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"change_amount": -0.4,
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"amplitude": None,
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"turnover_rate": None,
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},
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]
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out = QuoteService._build_quote_extra(records)
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assert out.columns == ["symbol", "prev_close", "change_pct", "change_amount"]
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def test_partial_null_column_is_kept_and_scaled():
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# 部分标的缺失时列仍有效 (提供方已给出可用数据), null 行由下游「有则用」语义跳过
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records = [
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{"symbol": "600001.SH", "prev_close": 10.0, "turnover_rate": None},
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{"symbol": "000820.SZ", "prev_close": 20.0, "turnover_rate": 0.05},
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]
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out = QuoteService._build_quote_extra(records)
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assert out.columns == ["symbol", "prev_close", "turnover_rate"]
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# 小数制 (0.05) → enriched 百分比口径 (5.0)
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assert out["turnover_rate"].to_list() == [None, 5.0]
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def test_all_columns_null_returns_symbol_only():
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records = [
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{"symbol": "600001.SH", "amplitude": None, "turnover_rate": None},
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{"symbol": "000820.SZ", "amplitude": None, "turnover_rate": None},
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]
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out = QuoteService._build_quote_extra(records)
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# 只剩 symbol 的 join 等价于无补充字段, 但保持可 join 形态无害
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assert out.columns == ["symbol"]
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assert isinstance(out, pl.DataFrame)
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