mirror of
https://github.com/shy3130/tick-stock-panel.git
synced 2026-11-02 10:26:13 +00:00
shy3130
33c114d736
EnrichedPublication.commit() 发布完成后 _publishing 置 False、标记写回
ready payload (不含 publication_id), 但 _changed 未复位。多日期分区写入
复用同一发布对象 (repository._write_daily_partition), 有变化分区提交后
再遇到无变化分区时, _write_partition_locked 的"无害空提交"带着过期脏
标记命中 ownership 校验, 必然抛 "ownership was lost", 整批写入中断。
e3baba6 让 ETF 增量日K用完整本地历史重算前复权 (单次 245+ 日期分区),
必然出现无变化分区, 该旧缺陷自此恒定复现 (盘后管道 index/etf 阶段失败)。
修复: commit() 发布完成后复位 _changed — 待发布内容已全部落盘, 之后任何
写入都会经 _claim_or_verify 重新认领并再次置位, 语义不变; 空提交经由
既有的是否脏守卫自然幂等。
回归测试: 单对象重复 commit 幂等 + 仓储级「有变化分区在前、无变化分区
在后」两用例, 修复前均失败、修复后通过。
383 lines
14 KiB
Python
383 lines
14 KiB
Python
from __future__ import annotations
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import json
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import os
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import threading
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from datetime import date
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from types import SimpleNamespace
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import polars as pl
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import pytest
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from app.backtest.engine import BacktestEngine, PanelCache
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from app.enriched_generation import (
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EnrichedGenerationUnavailableError,
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EnrichedPublication,
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get_enriched_generation,
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)
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from app.tickflow.repository import DataStore, KlineRepository
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def _frame(value: float = 10.0) -> pl.DataFrame:
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return pl.DataFrame({
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"symbol": ["000001.SZ"],
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"date": [date(2026, 8, 14)],
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"open": [value],
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"high": [value],
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"low": [value],
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"close": [value],
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"volume": [1_000.0],
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})
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def test_repository_enriched_noop_does_not_bump_generation(tmp_path) -> None:
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repo = KlineRepository(DataStore(tmp_path))
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frame = _frame()
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repo.append_enriched(frame)
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first = repo.get_matrix_data_generation("stock")
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repo.append_enriched(frame)
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assert repo.get_matrix_data_generation("stock") == first
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def test_commit_twice_is_idempotent_issue417(tmp_path) -> None:
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"""Issue #417 回归: 有变化分区提交后再遇到无变化分区的空提交,
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必须幂等返回而非抛 ownership was lost (修复前第二次 commit 抛错)。"""
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publication = EnrichedPublication(tmp_path, recover=True)
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first = tmp_path / "kline_daily_enriched" / "date=2026-08-13" / "part.parquet"
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second = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
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publication.write_parquet(_frame(10.0), first)
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assert publication.commit() is not None # 分区1: 有变化, 正常发布
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assert publication.commit() is None # 分区2: 无变化, 空提交幂等
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# 已提交过的发布对象继续写入仍可用 (write 重新认领)
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publication.write_parquet(_frame(11.0), second)
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assert publication.commit() is not None
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def test_repository_changed_partition_before_unchanged_issue417(tmp_path) -> None:
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"""Issue #417 回归: 一次写多个日期分区且「有变化在前、无变化在后」,
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修复前第二个 (无变化) 分区的空提交必然抛 ownership was lost, 整批失败。"""
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repo = KlineRepository(DataStore(tmp_path))
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d1, d2 = date(2026, 8, 13), date(2026, 8, 14)
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base = {"symbol": ["000001.SZ"] * 2, "date": [d1, d2]}
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repo.append_enriched(pl.DataFrame({
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**base,
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"open": [10.0, 10.0], "high": [10.0, 10.0], "low": [10.0, 10.0],
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"close": [10.0, 10.0], "volume": [1_000.0, 1_000.0],
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}))
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first = repo.get_matrix_data_generation("stock")
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# 第二批: d1 有变化, d2 与库中内容一致 (无变化分区排在其后)
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repo.append_enriched(pl.DataFrame({
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**base,
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"open": [10.5, 10.0], "high": [10.5, 10.0], "low": [10.5, 10.0],
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"close": [10.5, 10.0], "volume": [1_000.0, 1_000.0],
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}))
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assert repo.get_matrix_data_generation("stock") != first
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assert repo.get_matrix_data_generation("stock") != first # 幂等不抛
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def test_failed_multi_partition_publication_remains_fail_closed(
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tmp_path,
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monkeypatch,
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) -> None:
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publication = EnrichedPublication(tmp_path, recover=True)
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first = tmp_path / "kline_daily_enriched" / "date=2026-08-13" / "part.parquet"
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second = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
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publication.write_parquet(_frame(10.0), first)
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original_write = pl.DataFrame.write_parquet
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def fail_second(self, path, *args, **kwargs):
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if "2026-08-14" in str(path):
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raise OSError("injected write failure")
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return original_write(self, path, *args, **kwargs)
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monkeypatch.setattr(pl.DataFrame, "write_parquet", fail_second)
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with pytest.raises(OSError, match="injected"):
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publication.write_parquet(_frame(11.0), second)
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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assert marker["state"] == "publishing"
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assert first.is_file()
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assert not second.is_file()
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with pytest.raises(EnrichedGenerationUnavailableError, match="being published"):
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get_enriched_generation(tmp_path, "stock")
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def test_recovery_replaces_stale_publication_but_not_active_owner(tmp_path) -> None:
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first = EnrichedPublication(tmp_path, recover=True)
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out = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
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first.write_parquet(_frame(10.0), out)
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with pytest.raises(EnrichedGenerationUnavailableError, match="active"):
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EnrichedPublication(tmp_path, recover=True).write_parquet(_frame(11.0), out)
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del first
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recovered = EnrichedPublication(tmp_path, recover=True)
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recovered.write_parquet(_frame(12.0), out)
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recovered_generation = recovered.commit()
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assert recovered_generation == get_enriched_generation(tmp_path, "stock")
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assert pl.read_parquet(out)["close"].item() == pytest.approx(12.0)
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def test_recovery_takes_over_when_owner_pid_is_dead_on_windows(tmp_path, monkeypatch) -> None:
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# 跨进程孤儿锁: 属主进程已死, 但 Windows 的 os.kill(pid, 0) 对不存在的 pid
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# 抛 WinError 87 (ERROR_INVALID_PARAMETER) 而非 ProcessLookupError,
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# 存活探测若把它当"存活", recover 将永远报 another publication is active。
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stale = {
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"state": "publishing",
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"generation": "stale-generation",
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"publication_id": "stale-publication",
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"owner_pid": 12345,
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"updated_at_ns": 0,
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}
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(tmp_path / ".matrix_generation_stock.json").write_text(
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json.dumps(stale), encoding="utf-8"
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)
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def probe(_pid: int, _sig: int) -> None:
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error = OSError()
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error.winerror = 87
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raise error
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monkeypatch.setattr("app.enriched_generation.os.kill", probe)
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out = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
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recovered = EnrichedPublication(tmp_path, recover=True)
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recovered.write_parquet(_frame(10.0), out)
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recovered.commit()
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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assert marker["state"] == "ready"
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assert get_enriched_generation(tmp_path, "stock") == marker["generation"]
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assert pl.read_parquet(out)["close"].item() == pytest.approx(10.0)
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def test_panel_cache_generation_change_forces_recompute() -> None:
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cache = PanelCache()
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calls: list[int] = []
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args = (["000001.SZ"], date(2026, 8, 13), date(2026, 8, 14), None)
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def compute(*_args):
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calls.append(len(calls) + 1)
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return pl.DataFrame({"value": [calls[-1]]})
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first = cache.get_or_compute(*args, compute, "stock", "generation-a")
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second = cache.get_or_compute(*args, compute, "stock", "generation-b")
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assert first["value"].item() == 1
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assert second["value"].item() == 2
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assert cache.stats()["compute_count"] == 2
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def test_panel_reader_retries_when_generation_changes_during_scan(tmp_path) -> None:
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generations = iter(["generation-a", "generation-b", "generation-b", "generation-b"])
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repo = SimpleNamespace(
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store=SimpleNamespace(data_dir=tmp_path),
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get_matrix_data_generation=lambda _asset_type: next(generations),
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)
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engine = BacktestEngine(repo)
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calls: list[str] = []
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def load(*_args):
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calls.append("scan")
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return _frame(float(len(calls)))
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engine._load_panel_inner = load
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panel = engine.load_panel(
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None,
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date(2026, 8, 14),
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date(2026, 8, 14),
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columns=["symbol", "date", "close"],
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)
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assert calls == ["scan", "scan"]
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assert panel["close"].item() == pytest.approx(2.0)
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def test_matrix_reader_retries_when_generation_changes_during_build(
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tmp_path,
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monkeypatch,
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) -> None:
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generations = iter(["generation-a", "generation-b", "generation-b", "generation-b"])
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repo = SimpleNamespace(
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store=SimpleNamespace(data_dir=tmp_path),
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get_matrix_data_generation=lambda _asset_type: next(generations),
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get_instruments_asset=lambda _asset_type: pl.DataFrame(),
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)
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engine = BacktestEngine(repo)
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calls: list[str | None] = []
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expected = SimpleNamespace(
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execution_backend="matrix_native",
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base_columns={"open", "high", "low", "close", "volume"},
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instrument_columns=set(),
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matrix_columns=set(),
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)
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market = SimpleNamespace()
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def load_matrix(*_args, source_generation=None, **_kwargs):
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calls.append(source_generation)
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return market
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monkeypatch.setattr("app.backtest.engine.load_market_data_matrix_from_parquet", load_matrix)
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result = engine.load_market_data_matrix_for_backtest(
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None,
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date(2026, 8, 14),
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date(2026, 8, 14),
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expected,
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)
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assert result is market
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assert calls == ["generation-a", "generation-b"]
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def test_live_flush_write_recovers_stale_marker_from_dead_process(
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tmp_path, monkeypatch
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) -> None:
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"""实时 enriched 落盘(repository 路径)遇到僵死 publishing 标记应接管自愈,
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而非持续抛错直到下一次盘后管道。"""
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from app.tickflow.repository import DataStore, KlineRepository
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(tmp_path / ".matrix_generation_stock.json").write_text(
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json.dumps({
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"state": "publishing",
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"generation": "stale-generation",
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"publication_id": "stale-publication",
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"owner_pid": 999999999,
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"updated_at_ns": 0,
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}),
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encoding="utf-8",
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)
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repo = KlineRepository(DataStore(tmp_path))
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repo.append_enriched(_frame(10.0))
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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assert marker["state"] == "ready"
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def _stale_publishing_marker(tmp_path, owner_pid: int = 999999999) -> None:
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(tmp_path / ".matrix_generation_stock.json").write_text(
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json.dumps({
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"state": "publishing",
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"generation": "stale-generation",
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"publication_id": "stale-publication",
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"owner_pid": owner_pid,
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"updated_at_ns": 0,
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}),
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encoding="utf-8",
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)
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def test_reader_self_heals_stale_publishing_marker_from_dead_owner(tmp_path) -> None:
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"""读取方遇到属主已死的 publishing 标记应就地恢复 ready, 而非持续失败
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直到某个写入方碰巧接管 (dev 热重载杀掉发布进程即产生这种孤儿)。"""
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_stale_publishing_marker(tmp_path)
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generation = get_enriched_generation(tmp_path, "stock")
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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assert marker["state"] == "ready"
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# 恢复时换新 generation: 磁盘可能残留部分替换的文件, 按代缓存需要失效。
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assert generation not in ("", "stale-generation")
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assert generation == marker["generation"]
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assert get_enriched_generation(tmp_path, "stock") == generation
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def test_reader_still_fails_closed_while_owner_is_alive(
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tmp_path, monkeypatch
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) -> None:
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monkeypatch.setattr("app.enriched_generation._process_is_alive", lambda pid: True)
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_stale_publishing_marker(tmp_path, owner_pid=os.getpid() + 1)
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with pytest.raises(EnrichedGenerationUnavailableError, match="being published"):
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get_enriched_generation(tmp_path, "stock")
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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assert marker["state"] == "publishing" # 标记未被读取方改动
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def test_reader_respects_active_in_process_publication(tmp_path) -> None:
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publication = EnrichedPublication(tmp_path, recover=True)
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publication.begin()
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try:
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with pytest.raises(EnrichedGenerationUnavailableError, match="being published"):
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get_enriched_generation(tmp_path, "stock")
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finally:
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publication.abandon()
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assert _is_ready_marker(tmp_path)
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def _is_ready_marker(tmp_path) -> bool:
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marker = json.loads(
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(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
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)
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return marker["state"] == "ready"
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def test_data_generation_await_retries_during_publication(tmp_path, monkeypatch) -> None:
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engine = BacktestEngine(KlineRepository(DataStore(tmp_path)))
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calls = {"n": 0}
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def flaky(asset_type: str = "stock"):
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calls["n"] += 1
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if calls["n"] < 3:
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raise EnrichedGenerationUnavailableError(
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"enriched data is being published; retry after the update finishes"
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)
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return "gen-final"
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monkeypatch.setattr(engine, "data_generation", flaky)
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monkeypatch.setattr("app.backtest.engine._GENERATION_POLL_S", 0.001)
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assert engine.data_generation_await("stock") == "gen-final"
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assert calls["n"] == 3
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def test_data_generation_await_times_out_and_respects_cancel(
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tmp_path, monkeypatch
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) -> None:
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engine = BacktestEngine(KlineRepository(DataStore(tmp_path)))
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monkeypatch.setattr("app.backtest.engine._GENERATION_POLL_S", 0.001)
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def always_publishing(asset_type: str = "stock"):
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raise EnrichedGenerationUnavailableError(
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"enriched data is being published; retry after the update finishes"
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)
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monkeypatch.setattr(engine, "data_generation", always_publishing)
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with pytest.raises(EnrichedGenerationUnavailableError):
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engine.data_generation_await("stock", timeout_s=0.01)
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cancel = threading.Event()
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cancel.set()
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with pytest.raises(EnrichedGenerationUnavailableError):
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engine.data_generation_await("stock", cancel_event=cancel, timeout_s=30.0)
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def test_worker_error_message_translates_publishing_error() -> None:
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from app.backtest.worker import _error_message
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from app.enriched_generation import EnrichedGenerationUnavailableError
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translated = _error_message(
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EnrichedGenerationUnavailableError(
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"enriched data is being published; retry after the update finishes"
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)
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)
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assert translated == "指标数据正在发布更新，请稍后重试"
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assert _error_message(ValueError("boom")) == "boom"
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