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
638 lines
21 KiB
Python
638 lines
21 KiB
Python
from __future__ import annotations
|
|
|
|
import json
|
|
from datetime import date, timedelta
|
|
from pathlib import Path
|
|
from types import SimpleNamespace
|
|
from urllib.parse import quote
|
|
|
|
import polars as pl
|
|
import pytest
|
|
from fastapi import FastAPI
|
|
from fastapi.testclient import TestClient
|
|
|
|
from app.api.mining import router
|
|
from app.backtest.mining import compute_candidate_signature
|
|
from app.enriched_generation import EnrichedGenerationUnavailableError
|
|
from app.services.mining_jobs import MiningRunStore
|
|
from app.strategy.engine import StrategyEngine
|
|
|
|
_FACTOR_DEFINITION = {
|
|
"kind": "factor_rank",
|
|
"factor_names": ["turnover_rate"],
|
|
"scoring": {"turnover_rate": 1.0},
|
|
"directions": {"turnover_rate": "high"},
|
|
}
|
|
_FACTOR_SIGNATURE = compute_candidate_signature(_FACTOR_DEFINITION)
|
|
|
|
|
|
class _Repo:
|
|
def __init__(self, data_dir) -> None:
|
|
self.store = SimpleNamespace(data_dir=data_dir)
|
|
|
|
@staticmethod
|
|
def get_matrix_data_generation(asset_type="stock"):
|
|
return f"generation-{asset_type}"
|
|
|
|
@staticmethod
|
|
def latest_enriched_date(asset_type="stock"):
|
|
del asset_type
|
|
return date(2026, 1, 9)
|
|
|
|
@staticmethod
|
|
def get_instruments_asset(asset_type):
|
|
del asset_type
|
|
return pl.DataFrame({"symbol": ["000001.SZ"], "name": ["测试"]})
|
|
|
|
|
|
class _Manager:
|
|
def __init__(self, data_dir) -> None:
|
|
self.store = MiningRunStore(data_dir)
|
|
|
|
def start(self, request, fingerprint, force=False, source="manual", run_id=None):
|
|
del force
|
|
manifest = self.store.create(request, fingerprint, run_id=run_id)
|
|
self.store.append_event(
|
|
manifest["run_id"],
|
|
"queued",
|
|
{"status": "queued", "source": source},
|
|
)
|
|
return manifest
|
|
|
|
def cancel(self, run_id):
|
|
manifest = self.store.get(run_id)
|
|
if manifest is None:
|
|
raise KeyError(run_id)
|
|
if manifest["status"] == "queued":
|
|
manifest = self.store.transition_status(run_id, "cancelled")
|
|
self.store.append_event(run_id, "cancelled", {"status": "cancelled"})
|
|
return manifest
|
|
|
|
|
|
def _write_enriched_dates(
|
|
data_dir: Path,
|
|
count: int,
|
|
*,
|
|
asset_type: str = "stock",
|
|
first: date = date(2020, 1, 1),
|
|
) -> list[date]:
|
|
dirname = "kline_etf_enriched" if asset_type == "etf" else "kline_daily_enriched"
|
|
values = [first + timedelta(days=index) for index in range(count)]
|
|
for value in values:
|
|
partition = data_dir / dirname / f"date={value.isoformat()}"
|
|
partition.mkdir(parents=True, exist_ok=True)
|
|
(partition / "part.parquet").touch()
|
|
return values
|
|
|
|
|
|
def _client(tmp_path):
|
|
_write_enriched_dates(tmp_path, 219, first=date(2022, 8, 15))
|
|
app = FastAPI()
|
|
app.include_router(router)
|
|
app.state.repo = _Repo(tmp_path)
|
|
app.state.mining_manager = _Manager(tmp_path)
|
|
app.state.strategy_engine = SimpleNamespace()
|
|
return TestClient(app), app.state.mining_manager.store
|
|
|
|
|
|
def _successful_run(store: MiningRunStore, run_id: str = "result-run"):
|
|
manifest = store.create(
|
|
{
|
|
"factor_names": ["turnover_rate"],
|
|
"strategy_ids": [],
|
|
"asset_type": "stock",
|
|
"budget_profile": "exploratory",
|
|
"correlation_threshold": 0.75,
|
|
},
|
|
{"generation": "test"},
|
|
run_id=run_id,
|
|
)
|
|
store.append_event(run_id, "queued", {"status": "queued", "source": "manual"})
|
|
store.transition_status(run_id, "running")
|
|
store.append_event(run_id, "running", {"status": "running"})
|
|
|
|
frames = {
|
|
"factors": pl.DataFrame({
|
|
"factor_name": ["turnover_rate"],
|
|
"label": ["换手率"],
|
|
"direction": [1],
|
|
"score": [1.2],
|
|
"ic_mean": [0.1],
|
|
"ir": [0.8],
|
|
"coverage": [1.0],
|
|
"turnover": [0.2],
|
|
"spread_return": [None],
|
|
"spread_sharpe": [None],
|
|
"selected": [True],
|
|
"excluded_reason": [None],
|
|
}),
|
|
"correlation": pl.DataFrame({
|
|
"factor_x": ["turnover_rate"],
|
|
"factor_y": ["turnover_rate"],
|
|
"rho": [1.0],
|
|
"pair_count": [3],
|
|
}),
|
|
"candidates": pl.DataFrame({
|
|
"signature": [_FACTOR_SIGNATURE],
|
|
"name": ["因子组合 · 换手率"],
|
|
"kind": ["factor_combination"],
|
|
"factor_names_json": ['["turnover_rate"]'],
|
|
"strategy_id": [None],
|
|
"definition_json": [json.dumps(_FACTOR_DEFINITION, sort_keys=True)],
|
|
"regime_state": ["overall"],
|
|
"score": [0.9],
|
|
"oos_return": [0.08],
|
|
"oos_sharpe": [0.9],
|
|
"oos_max_drawdown": [-0.12],
|
|
"oos_positive_fold_ratio": [1.0],
|
|
"oos_n_trades": [70],
|
|
"confidence": ["standard"],
|
|
"valid_folds": [3],
|
|
"skipped_folds": [0],
|
|
"promoted_candidate_id": [None],
|
|
"published_strategy_id": [None],
|
|
}, schema_overrides={
|
|
"strategy_id": pl.String,
|
|
"promoted_candidate_id": pl.String,
|
|
"published_strategy_id": pl.String,
|
|
}),
|
|
"folds": pl.DataFrame({
|
|
"candidate_signature": [_FACTOR_SIGNATURE, _FACTOR_SIGNATURE],
|
|
"fold": [0, 0],
|
|
"label": ["OOS 1", "OOS 1"],
|
|
"regime_state": ["overall", "strong"],
|
|
"n_dates": [3, 2],
|
|
"train_start": ["2025-01-01", "2025-01-01"],
|
|
"train_end": ["2025-12-31", "2025-12-31"],
|
|
"test_start": ["2026-01-05", "2026-01-05"],
|
|
"test_end": ["2026-01-09", "2026-01-09"],
|
|
"selected_factors_json": ['["turnover_rate"]'] * 2,
|
|
"total_return": [0.08, 0.1],
|
|
"sharpe": [0.9, 1.1],
|
|
"max_drawdown": [-0.12, -0.08],
|
|
"n_trades": [70, 40],
|
|
"skipped": [False, False],
|
|
"reason": [None, None],
|
|
}),
|
|
}
|
|
for name, frame in frames.items():
|
|
frame.write_parquet(store.artifact_path(run_id, name))
|
|
store.register_artifact(run_id, name)
|
|
store.write_summary(run_id, {
|
|
"status": "succeeded",
|
|
"factor_count": 1,
|
|
"selected_factor_count": 1,
|
|
"candidate_count": 1,
|
|
"valid_fold_count": 1,
|
|
"skipped_fold_count": 0,
|
|
"confidence": "low",
|
|
"budget_exhausted": False,
|
|
"elapsed_ms": 123.4,
|
|
"data_as_of": "2026-01-09",
|
|
"methodology_version": "factor_v2",
|
|
"algorithm_version": "mining-v1",
|
|
"panel_scans": 1,
|
|
"matrix_bytes": 4096,
|
|
"phase_ms": {"panel": 1.0, "total": 123.4},
|
|
"worker": {"peak_rss_bytes": 1000, "serialized_result_bytes": 2000},
|
|
})
|
|
store.transition_status(run_id, "succeeded")
|
|
store.append_event(run_id, "succeeded", {"status": "succeeded"})
|
|
return manifest
|
|
|
|
|
|
def test_start_is_strict_and_projects_server_signature(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
payload = {
|
|
"factor_names": ["turnover_rate"],
|
|
"budget_profile": "exploratory",
|
|
"force": False,
|
|
}
|
|
|
|
response = client.post("/api/backtest/mining/runs", json=payload)
|
|
|
|
assert response.status_code == 200
|
|
body = response.json()
|
|
assert body["status"] == "queued"
|
|
assert body["signature"] == store.get(body["run_id"])["run_signature"]
|
|
assert body["request"]["factor_names"] == ["turnover_rate"]
|
|
assert "force" not in body["request"]
|
|
assert body["source"] == "manual"
|
|
assert client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={**payload, "matching": "close_t"},
|
|
).status_code == 422
|
|
assert client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={"factor_names": ["unknown_factor"]},
|
|
).status_code == 422
|
|
|
|
|
|
def test_start_accepts_iso_dates_and_persists_json_safe_request(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
|
|
response = client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={
|
|
"factor_names": ["turnover_rate"],
|
|
"budget_profile": "exploratory",
|
|
"start": "2022-08-15",
|
|
"end": "2026-08-15",
|
|
},
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
run_id = response.json()["run_id"]
|
|
manifest = store.get(run_id)
|
|
assert manifest is not None
|
|
assert manifest["request"]["start"] == "2022-08-15"
|
|
assert manifest["request"]["end"] == "2026-08-15"
|
|
assert client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={
|
|
"factor_names": ["turnover_rate"],
|
|
"start": "2022/08/15",
|
|
},
|
|
).status_code == 422
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
("profile", "required_bars"),
|
|
[("exploratory", 219), ("balanced", 786), ("strict", 1164)],
|
|
)
|
|
def test_availability_enforces_exact_profile_boundaries(
|
|
tmp_path,
|
|
profile,
|
|
required_bars,
|
|
):
|
|
client, _store = _client(tmp_path)
|
|
dates = _write_enriched_dates(
|
|
tmp_path,
|
|
required_bars,
|
|
first=date(2015, 1, 1),
|
|
)
|
|
|
|
eligible = client.get(
|
|
"/api/backtest/mining/availability",
|
|
params={
|
|
"asset_type": "stock",
|
|
"budget_profile": profile,
|
|
"start": dates[0].isoformat(),
|
|
"end": dates[-1].isoformat(),
|
|
},
|
|
)
|
|
insufficient = client.get(
|
|
"/api/backtest/mining/availability",
|
|
params={
|
|
"asset_type": "stock",
|
|
"budget_profile": profile,
|
|
"start": dates[1].isoformat(),
|
|
"end": dates[-1].isoformat(),
|
|
},
|
|
)
|
|
|
|
assert eligible.status_code == 200
|
|
assert eligible.json() == {
|
|
"asset_type": "stock",
|
|
"budget_profile": profile,
|
|
"trading_bars": required_bars,
|
|
"required_bars": required_bars,
|
|
"outer_folds": 1 if profile == "exploratory" else 3,
|
|
"required_outer_folds": 1 if profile == "exploratory" else 3,
|
|
"eligible": True,
|
|
"available_start": dates[0].isoformat(),
|
|
"available_end": "2023-03-21",
|
|
"effective_start": dates[0].isoformat(),
|
|
"effective_end": dates[-1].isoformat(),
|
|
"suggested_start": dates[0].isoformat(),
|
|
}
|
|
assert insufficient.status_code == 200
|
|
assert insufficient.json()["trading_bars"] == required_bars - 1
|
|
assert insufficient.json()["eligible"] is False
|
|
assert insufficient.json()["suggested_start"] == dates[0].isoformat()
|
|
|
|
|
|
def test_start_rejects_balanced_625_bar_range_before_creating_run(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
dates = _write_enriched_dates(tmp_path, 625, first=date(2024, 1, 15))
|
|
|
|
response = client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={
|
|
"factor_names": ["turnover_rate"],
|
|
"budget_profile": "balanced",
|
|
"start": dates[0].isoformat(),
|
|
"end": dates[-1].isoformat(),
|
|
"force": True,
|
|
},
|
|
)
|
|
|
|
assert response.status_code == 400
|
|
assert response.json()["detail"] == (
|
|
"balanced mining requires at least 786 enriched trading bars for 3 outer "
|
|
"folds; effective range 2024-01-15 to 2025-09-30 has 625"
|
|
)
|
|
assert store.list_runs() == []
|
|
|
|
|
|
def test_availability_uses_asset_specific_valid_partitions(tmp_path):
|
|
client, _store = _client(tmp_path)
|
|
etf_dates = _write_enriched_dates(
|
|
tmp_path,
|
|
219,
|
|
asset_type="etf",
|
|
first=date(2024, 1, 1),
|
|
)
|
|
malformed = tmp_path / "kline_etf_enriched" / "date=not-a-date"
|
|
malformed.mkdir(parents=True)
|
|
(malformed / "part.parquet").touch()
|
|
(tmp_path / "kline_etf_enriched" / "date=2023-12-31").mkdir(parents=True)
|
|
|
|
response = client.get(
|
|
"/api/backtest/mining/availability",
|
|
params={
|
|
"asset_type": "etf",
|
|
"budget_profile": "exploratory",
|
|
"start": etf_dates[0].isoformat(),
|
|
"end": etf_dates[-1].isoformat(),
|
|
},
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
assert response.json()["trading_bars"] == 219
|
|
assert response.json()["eligible"] is True
|
|
|
|
|
|
def test_result_reconstructs_artifacts_without_exposing_definition(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
|
|
response = client.get("/api/backtest/mining/runs/result-run/result")
|
|
|
|
assert response.status_code == 200
|
|
body = response.json()
|
|
assert body["summary"]["peak_rss_bytes"] == 1000
|
|
assert body["correlation"]["matrix"] == [[1.0]]
|
|
assert body["candidates"][0]["factor_names"] == ["turnover_rate"]
|
|
assert "definition_json" not in body["candidates"][0]
|
|
assert body["candidates"][0]["folds"][0]["selected_factors"] == ["turnover_rate"]
|
|
assert body["candidates"][0]["gate"] == {"qualified": True, "reasons": []}
|
|
assert body["request_summary"] == {
|
|
"asset_type": "stock",
|
|
"budget_profile": "exploratory",
|
|
"start": None,
|
|
"end": None,
|
|
"factor_count": 1,
|
|
"strategy_count": 0,
|
|
"commission_pct": None,
|
|
"stamp_tax_pct": None,
|
|
"slippage_bps": None,
|
|
"correlation_threshold": 0.75,
|
|
}
|
|
regimes = {row["state"]: row for row in body["regimes"]}
|
|
assert regimes["overall"]["n_dates"] == 3
|
|
assert regimes["strong"]["n_dates"] == 2
|
|
assert regimes["range"]["total_return"] is None
|
|
assert body["telemetry"]["panel_scans"] == 1
|
|
|
|
|
|
def test_result_marks_legacy_fold_rows_without_evaluation_kind(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
|
|
response = client.get("/api/backtest/mining/runs/result-run/result")
|
|
|
|
assert response.status_code == 200
|
|
fold = response.json()["candidates"][0]["folds"][0]
|
|
assert fold["evaluation_kind"] is None
|
|
|
|
|
|
def test_publish_endpoint_rejects_candidate_below_evidence_gate(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
path = store.artifact_path("result-run", "candidates")
|
|
pl.read_parquet(path).with_columns(
|
|
pl.lit("low").alias("confidence"),
|
|
).write_parquet(path)
|
|
|
|
response = client.post(
|
|
f"/api/backtest/mining/runs/result-run/candidates/"
|
|
f"{quote(_FACTOR_SIGNATURE, safe='')}/publish",
|
|
)
|
|
|
|
assert response.status_code == 400
|
|
assert "exploratory results can only be saved" in response.json()["detail"]
|
|
|
|
|
|
def test_promote_endpoint_uses_persisted_definition_only(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
|
|
response = client.post(
|
|
f"/api/backtest/mining/runs/result-run/candidates/"
|
|
f"{quote(_FACTOR_SIGNATURE, safe='')}/promote"
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
body = response.json()
|
|
assert body["status"] == "pending"
|
|
assert body["config"]["origin_run_id"] == "result-run"
|
|
assert body["config"]["candidate_signature"] == _FACTOR_SIGNATURE
|
|
assert body["config"]["factor_names"] == ["turnover_rate"]
|
|
assert "definition_json" not in body
|
|
persisted = pl.read_parquet(store.artifact_path("result-run", "candidates"))
|
|
assert persisted["promoted_candidate_id"][0] == body["id"]
|
|
|
|
|
|
def test_publish_endpoint_uses_persisted_definition_and_invalidates_runtime(
|
|
tmp_path,
|
|
) -> None:
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
builtin_dir = Path(__file__).resolve().parents[1] / "tests" / "fixtures" / "strategies"
|
|
custom_dir = tmp_path / "strategies" / "custom"
|
|
engine = StrategyEngine(strategy_dirs=[builtin_dir, custom_dir])
|
|
invalidations: list[str] = []
|
|
client.app.state.strategy_engine = engine
|
|
client.app.state.monitor_engine = SimpleNamespace(
|
|
invalidate_strategy_state=lambda: invalidations.append("monitor")
|
|
)
|
|
|
|
response = client.post(
|
|
f"/api/backtest/mining/runs/result-run/candidates/"
|
|
f"{quote(_FACTOR_SIGNATURE, safe='')}/publish",
|
|
json={
|
|
"strategy_id": "caller-selected",
|
|
"scoring": {"rsi_14": 999.0},
|
|
},
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
strategy_id = response.json()["strategy_id"]
|
|
strategy = engine.get(strategy_id)
|
|
assert strategy.meta["origin_run_id"] == "result-run"
|
|
assert strategy.meta["candidate_signature"] == _FACTOR_SIGNATURE
|
|
assert strategy.matrix_strategy._scoring == {"turnover_rate": 1.0}
|
|
assert strategy.matrix_strategy._directions == {"turnover_rate": "high"}
|
|
assert invalidations == ["monitor"]
|
|
persisted = pl.read_parquet(store.artifact_path("result-run", "candidates"))
|
|
assert persisted["published_strategy_id"][0] == strategy_id
|
|
|
|
|
|
def test_result_fails_closed_when_artifact_is_missing(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
_successful_run(store)
|
|
store.artifact_path("result-run", "folds").unlink()
|
|
|
|
response = client.get("/api/backtest/mining/runs/result-run/result")
|
|
|
|
assert response.status_code == 500
|
|
assert response.json()["detail"] == "mining result artifacts are unavailable"
|
|
|
|
|
|
def test_sse_maps_failed_event_and_honors_last_event_id(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
store.create(
|
|
{"factor_names": ["turnover_rate"]},
|
|
{"generation": "test"},
|
|
run_id="failed-run",
|
|
)
|
|
queued = store.append_event(
|
|
"failed-run", "queued", {"status": "queued", "source": "manual"}
|
|
)
|
|
store.transition_status("failed-run", "failed", error="worker failed")
|
|
failed = store.append_event(
|
|
"failed-run", "error", {"status": "failed", "message": "worker failed"}
|
|
)
|
|
|
|
response = client.get(
|
|
"/api/backtest/mining/runs/failed-run/events",
|
|
headers={"Last-Event-ID": str(queued["id"])},
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
assert f"id: {failed['id']}" in response.text
|
|
assert "event: failed" in response.text
|
|
assert "event: error" not in response.text
|
|
assert "worker failed" in response.text
|
|
|
|
|
|
def test_sse_recovers_progress_snapshot_when_history_is_truncated(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
store.create(
|
|
{"factor_names": ["turnover_rate"]},
|
|
{"generation": "test"},
|
|
run_id="truncated-run",
|
|
)
|
|
store.write_summary(
|
|
"truncated-run",
|
|
{"progress": {"phase": "search", "done": 7, "total": 10}},
|
|
)
|
|
for index in range(260):
|
|
store.append_event(
|
|
"truncated-run",
|
|
"progress",
|
|
{"phase": "search", "done": index, "total": 260},
|
|
)
|
|
store.transition_status("truncated-run", "failed", error="worker failed")
|
|
store.append_event(
|
|
"truncated-run",
|
|
"error",
|
|
{"status": "failed", "message": "worker failed"},
|
|
)
|
|
|
|
response = client.get("/api/backtest/mining/runs/truncated-run/events")
|
|
|
|
assert response.status_code == 200
|
|
assert '"done": 7' in response.text
|
|
assert "event: failed" in response.text
|
|
|
|
|
|
def test_start_rejects_incompatible_strategy_before_creating_run(tmp_path):
|
|
client, store = _client(tmp_path)
|
|
client.app.state.strategy_engine = SimpleNamespace(
|
|
get=lambda _strategy_id: SimpleNamespace(
|
|
meta={
|
|
"research_only": True,
|
|
"asset_types": ["stock"],
|
|
"timeframes": ["1d"],
|
|
},
|
|
execution_backend="matrix_native",
|
|
)
|
|
)
|
|
|
|
response = client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={
|
|
"factor_names": ["turnover_rate"],
|
|
"strategy_ids": ["factor_rank_research"],
|
|
"budget_profile": "exploratory",
|
|
},
|
|
)
|
|
|
|
assert response.status_code == 400
|
|
assert store.list_runs() == []
|
|
|
|
|
|
def test_config_patch_merges_current_values(tmp_path, monkeypatch):
|
|
client, _store = _client(tmp_path)
|
|
current = {
|
|
"mining_schedule_enabled": False,
|
|
"mining_schedule_weekday": 4,
|
|
"mining_budget_profile": "balanced",
|
|
}
|
|
saved = []
|
|
monkeypatch.setattr(
|
|
"app.api.mining.preferences.get_mining_schedule",
|
|
lambda: dict(current),
|
|
)
|
|
|
|
def set_schedule(enabled, weekday, profile):
|
|
saved.append((enabled, weekday, profile))
|
|
return {
|
|
"mining_schedule_enabled": enabled,
|
|
"mining_schedule_weekday": weekday,
|
|
"mining_budget_profile": profile,
|
|
}
|
|
|
|
monkeypatch.setattr("app.api.mining.preferences.set_mining_schedule", set_schedule)
|
|
|
|
response = client.patch(
|
|
"/api/backtest/mining/config",
|
|
json={"mining_schedule_enabled": True},
|
|
)
|
|
|
|
assert response.status_code == 200
|
|
assert saved == [(True, 4, "balanced")]
|
|
assert client.patch("/api/backtest/mining/config", json={}).status_code == 400
|
|
|
|
|
|
class _PublishingRepo(_Repo):
|
|
"""模拟 enriched 发布进行中: 世代读取抛 EnrichedGenerationUnavailableError。"""
|
|
|
|
@staticmethod
|
|
def get_matrix_data_generation(asset_type="stock"):
|
|
raise EnrichedGenerationUnavailableError(
|
|
"enriched data is being published; retry after the update finishes"
|
|
)
|
|
|
|
|
|
def test_start_returns_400_with_guidance_while_enriched_publication_active(
|
|
tmp_path,
|
|
):
|
|
_write_enriched_dates(tmp_path, 219, first=date(2022, 8, 15))
|
|
app = FastAPI()
|
|
app.include_router(router)
|
|
app.state.repo = _PublishingRepo(tmp_path)
|
|
app.state.mining_manager = _Manager(tmp_path)
|
|
app.state.strategy_engine = SimpleNamespace()
|
|
client = TestClient(app)
|
|
|
|
response = client.post(
|
|
"/api/backtest/mining/runs",
|
|
json={"factor_names": ["turnover_rate"], "budget_profile": "exploratory"},
|
|
)
|
|
|
|
assert response.status_code == 400
|
|
assert "数据更新" in response.json()["detail"]
|