mirror of
https://github.com/shy3130/tick-stock-panel.git
synced 2026-11-02 10:26:13 +00:00
shy3130
918c7ade7e
- 策略: 引擎只加载 data/strategies/{custom,ai,composite} 与研究模板目录,
原 25 个内置策略一次性迁移为用户自定义文件(ID 不变, 引用零迁移);
研究模板移至 app/strategy/research, 打包 spec 同步; 新装环境策略库为空
- 信号: 管线不再硬编码任何信号表达式; 涨跌停判定价成为运行时列
limit_up_price/limit_down_price(生效价∓0.005 容差), 20 个信号转为
data/user_data/custom_signals 定义(显式 column 沿用 signal_* 原列名);
依赖解析/注入顺序/当日路径 prev-join 全部定义驱动; 语义统一为历史路径
口径(顺带修正当日路径 BOLL 比较符与翘板/炸板空值两处既有偏差)
- 前端: 信号库单列表(全部可编辑), SignalPicker/监控选项/信号标签全走
定义接口; 回测页新增免责声明(模拟性质/数据源准确性不作保证/不构成
投资建议)
- 测试: 25 个策略夹具与 20 个信号种子入库 tests/fixtures, 受影响测试
全部自包含化(不依赖运行目录用户数据); 77 万行 MA 死叉新旧表达式对拍
逐行一致; 回测实跑 45 笔卖点信号出场验证矩阵链路
- 同批包含工作区既有进度: 策略结果 ext 列同日投影修复(含测试)、数据源插件、fuyao/auth/api_gateway/data_integrity 调整、README 信号库
描述与 strategy.md 导入路径补充
验证: 后端 2592 passed(空数据目录 CI 模拟 2588 passed, 4 例为模拟环境
伪影复验排除); 前端 vitest 125 passed + tsc 0 错 + vite build 通过
199 lines
7.1 KiB
Python
199 lines
7.1 KiB
Python
"""#303: 空库/薄库数据不足时的策略可见化。
|
|
|
|
增量管道只拉到 1 个交易日时, 指标暖机不足, 策略静默全 0。修复后:
|
|
- enriched_history_days 按 date=* 分区目录计数 (不读 parquet 内容);
|
|
- ScreenerService.coverage_warnings 生成人话警告, run/run_preset/run_all
|
|
响应附带 warnings 字段;
|
|
- 盘后管道在 enriched 覆盖过薄时打 WARN (warn_if_enriched_too_thin)。
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
import logging
|
|
from datetime import date
|
|
from types import SimpleNamespace
|
|
|
|
from app.api import screener as screener_api
|
|
from app.jobs import daily_pipeline
|
|
from app.services.screener import (
|
|
MIN_INDICATOR_WARMUP_DAYS,
|
|
ScreenerService,
|
|
enriched_history_days,
|
|
)
|
|
|
|
|
|
def _make_partitions(root, dirname: str, dates: list[str]) -> None:
|
|
for ds in dates:
|
|
(root / dirname / f"date={ds}").mkdir(parents=True, exist_ok=True)
|
|
|
|
|
|
def test_enriched_history_days_counts_and_filters_as_of(tmp_path):
|
|
_make_partitions(tmp_path, "kline_daily_enriched",
|
|
["2026-09-01", "2026-09-02", "2026-09-03"])
|
|
|
|
assert enriched_history_days(tmp_path) == 3
|
|
assert enriched_history_days(tmp_path, as_of=date(2026, 9, 2)) == 2
|
|
assert enriched_history_days(tmp_path / "nonexistent") == 0
|
|
|
|
|
|
def test_enriched_history_days_routes_etf_directory(tmp_path):
|
|
_make_partitions(tmp_path, "kline_etf_enriched", ["2026-09-01"])
|
|
|
|
assert enriched_history_days(tmp_path, asset_type="etf") == 1
|
|
assert enriched_history_days(tmp_path, asset_type="stock") == 0
|
|
|
|
|
|
def _svc(tmp_path) -> ScreenerService:
|
|
return ScreenerService(SimpleNamespace(store=SimpleNamespace(data_dir=tmp_path)))
|
|
|
|
|
|
def test_coverage_warnings_fire_on_thin_history(tmp_path):
|
|
_make_partitions(tmp_path, "kline_daily_enriched", ["2026-09-01"])
|
|
|
|
warnings = _svc(tmp_path).coverage_warnings(date(2026, 9, 1))
|
|
|
|
assert len(warnings) == 1
|
|
assert "1 个交易日" in warnings[0]
|
|
|
|
|
|
def test_coverage_warnings_respect_strategy_required_bars(tmp_path):
|
|
# 36 天: 通用窗口 (30) 足够, 策略精确需求 60 天不够
|
|
_make_partitions(
|
|
tmp_path, "kline_daily_enriched",
|
|
[f"2026-{m:02d}-{d:02d}" for m in range(1, 10) for d in (1, 15)]
|
|
+ [f"2026-10-{d:02d}" for d in range(1, 19)],
|
|
)
|
|
|
|
assert _svc(tmp_path).coverage_warnings(date(2026, 10, 18)) == []
|
|
thin = _svc(tmp_path).coverage_warnings(date(2026, 10, 18), required_bars=60)
|
|
assert len(thin) == 1 and "60" in thin[0]
|
|
|
|
|
|
def test_coverage_warnings_silent_when_sufficient(tmp_path):
|
|
# 18 天 (1~9 月每月两日) + 12 天 (10 月) = 30, 恰好达标
|
|
_make_partitions(
|
|
tmp_path, "kline_daily_enriched",
|
|
[f"2026-{m:02d}-{d:02d}" for m in range(1, 10) for d in (1, 15)]
|
|
+ [f"2026-10-{d:02d}" for d in range(1, 13)],
|
|
)
|
|
|
|
assert _svc(tmp_path).coverage_warnings(date(2026, 10, 12)) == []
|
|
|
|
|
|
class _CoverageSvc:
|
|
"""run_preset 接线测试用: 只实现 coverage_warnings/latest_date/build_strategy_context。"""
|
|
|
|
def __init__(self, warnings):
|
|
self._warnings = warnings
|
|
|
|
def latest_date(self):
|
|
return date(2026, 9, 10)
|
|
|
|
def coverage_warnings(self, as_of, *, required_bars=None):
|
|
return self._warnings
|
|
|
|
def build_strategy_context(self, engine, as_of, strategy_ids, **kwargs):
|
|
return SimpleNamespace(as_of=as_of)
|
|
|
|
|
|
class _MinimalEngine:
|
|
def __init__(self):
|
|
self.run_called = False
|
|
|
|
def has(self, strategy_id):
|
|
return strategy_id == "s1"
|
|
|
|
def get(self, strategy_id):
|
|
return SimpleNamespace(meta={"id": strategy_id})
|
|
|
|
def run(self, strategy_id, context, **kwargs):
|
|
self.run_called = True
|
|
from app.services.screener import ScreenerResult
|
|
return ScreenerResult(as_of=context.as_of, strategy=strategy_id)
|
|
|
|
|
|
def test_run_preset_response_carries_warnings(monkeypatch, tmp_path):
|
|
svc = _CoverageSvc(["数据不足提示"])
|
|
engine = _MinimalEngine()
|
|
request = SimpleNamespace(app=SimpleNamespace(state=SimpleNamespace(
|
|
repo=SimpleNamespace(store=SimpleNamespace(data_dir=tmp_path)),
|
|
strategy_engine=engine,
|
|
)))
|
|
monkeypatch.setattr(screener_api, "ScreenerService", lambda *a, **k: svc)
|
|
monkeypatch.setattr(screener_api, "_load_ext_value_maps", lambda *a, **k: {})
|
|
monkeypatch.setattr(screener_api, "_update_cache_strategy", lambda *a, **k: None)
|
|
monkeypatch.setattr(screener_api.strategy_config, "load_override", lambda *a: {})
|
|
|
|
resp = screener_api.run_preset(
|
|
screener_api.PresetRequest(strategy_id="s1", as_of=date(2026, 9, 10)),
|
|
request,
|
|
)
|
|
|
|
assert engine.run_called
|
|
assert resp["warnings"] == ["数据不足提示"]
|
|
|
|
|
|
def test_run_preset_no_warnings_key_when_sufficient(monkeypatch, tmp_path):
|
|
svc = _CoverageSvc([])
|
|
engine = _MinimalEngine()
|
|
request = SimpleNamespace(app=SimpleNamespace(state=SimpleNamespace(
|
|
repo=SimpleNamespace(store=SimpleNamespace(data_dir=tmp_path)),
|
|
strategy_engine=engine,
|
|
)))
|
|
monkeypatch.setattr(screener_api, "ScreenerService", lambda *a, **k: svc)
|
|
monkeypatch.setattr(screener_api, "_load_ext_value_maps", lambda *a, **k: {})
|
|
monkeypatch.setattr(screener_api, "_update_cache_strategy", lambda *a, **k: None)
|
|
monkeypatch.setattr(screener_api.strategy_config, "load_override", lambda *a: {})
|
|
|
|
resp = screener_api.run_preset(
|
|
screener_api.PresetRequest(strategy_id="s1", as_of=date(2026, 9, 10)),
|
|
request,
|
|
)
|
|
|
|
assert "warnings" not in resp
|
|
|
|
|
|
def test_pipeline_warns_when_enriched_too_thin(tmp_path, caplog):
|
|
caplog.set_level(logging.WARNING, logger="app.jobs.daily_pipeline")
|
|
_make_partitions(tmp_path, "kline_daily_enriched", ["2026-09-01", "2026-09-02"])
|
|
|
|
days = daily_pipeline.warn_if_enriched_too_thin(tmp_path)
|
|
|
|
assert days == 2
|
|
assert any("指标暖机不足" in r.message for r in caplog.records)
|
|
|
|
|
|
def test_pipeline_silent_when_coverage_sufficient(tmp_path, caplog):
|
|
caplog.set_level(logging.WARNING, logger="app.jobs.daily_pipeline")
|
|
_make_partitions(
|
|
tmp_path, "kline_daily_enriched",
|
|
[f"2026-{m:02d}-15" for m in range(1, 10)] + [f"2026-10-{d:02d}" for d in range(1, 25)],
|
|
)
|
|
|
|
days = daily_pipeline.warn_if_enriched_too_thin(tmp_path)
|
|
|
|
assert days >= MIN_INDICATOR_WARMUP_DAYS
|
|
assert not any("指标暖机不足" in r.message for r in caplog.records)
|
|
|
|
|
|
def test_update_cache_strategy_keeps_warnings(tmp_path):
|
|
"""单跑刷新缓存不得丢掉数据不足提示 (#303 复审回归)。
|
|
|
|
_update_cache_strategy 重建缓存条目时曾只保留 total/as_of/rows 白名单,
|
|
run_preset 单跑会把 run_all 写入的 warnings 冲掉。
|
|
"""
|
|
from app.services import strategy_cache
|
|
|
|
strategy_cache.write_cache(
|
|
tmp_path, "2026-09-10",
|
|
{"other": {"total": 1, "as_of": "2026-09-10", "rows": []}},
|
|
)
|
|
|
|
screener_api._update_cache_strategy(
|
|
tmp_path, "2026-09-10", "s1",
|
|
{"total": 0, "as_of": "2026-09-10", "rows": [], "warnings": ["数据不足"]},
|
|
)
|
|
|
|
cached = strategy_cache.read_cache(tmp_path)
|
|
assert cached["results"]["s1"]["warnings"] == ["数据不足"]
|
|
assert cached["results"]["other"]["total"] == 1 # 同日其余策略不受影响
|