feat(kline): 分钟级K线时间戳可选bar_time对齐Tushare (Discussion #7)

通达信协议用bar开始时间打时间戳(5min线上午最后一根标11:25、下午第一根标13:00;午休11:30-13:00无bar),而Tushare/同花顺/聚宽用bar结束时间(标11:30/13:05)。新增bar_time参数让用户一键切换,避免自行+5分钟偏移。

- 全部3条K线路径覆盖:A股get_security_bars/get_index_bars、扩展行情get_instrument_bars、MAC get_stock_kline(含同步+异步、get_stock_kline_with_indicators)

- CLI kline新增--bar-time {start,end}选项;Web /bars、/bars/index新增bar_time查询参数

- bar_time=start(默认)保持完全向后兼容;bar_time=end仅对分钟级周期(1/5/15/30/60min)生效,自动按周期时长右移并处理跨小时/跨日边界

- 协议解码层零改动,偏移作为纯展示语义在client层后处理,单一工具函数_apply_bar_time_align_df/_apply_bar_time_align_bars复用于全部路径

- 新增27个单元测试(test_codec_datetime.py偏移逻辑 + test_kline_bar_time.py三路径覆盖),全量700单测通过

- bump 版本号至 1.16.0
This commit is contained in:
GitHub
2026-06-30 15:02:27 +08:00
parent db83e7505d
commit 615994ad72
12 changed files with 597 additions and 24 deletions
+46
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@@ -62,3 +62,49 @@ class TestGetTime:
h, mi, pos = get_time(data, 0)
assert h == 14 and mi == 30
assert pos == 2
class TestCategoryToMinutes:
"""分钟级 KlineCategory → 每根 bar 的分钟数;日线及以上返回 None。"""
def test_minute_categories(self):
from easy_tdx._df import _category_to_minutes
# MIN_5/15/30/60/1/3
assert _category_to_minutes(0) == 5
assert _category_to_minutes(1) == 15
assert _category_to_minutes(2) == 30
assert _category_to_minutes(3) == 60
assert _category_to_minutes(7) == 1
assert _category_to_minutes(8) == 3
def test_daily_plus_returns_none(self):
from easy_tdx._df import _category_to_minutes
for cat in (4, 5, 6, 9, 10, 11): # DAY/WEEK/MONTH/YEAR/SEASON/YEAR_ALT
assert _category_to_minutes(cat) is None
class TestPeriodToMinutes:
"""MAC 协议 Period → 每根 bar 的分钟数。"""
def test_basic_periods(self):
from easy_tdx._df import _period_to_minutes
assert _period_to_minutes(0) == 5 # MIN_5
assert _period_to_minutes(1) == 15 # MIN_15
assert _period_to_minutes(2) == 30 # MIN_30
assert _period_to_minutes(3) == 60 # MIN_60
assert _period_to_minutes(7) == 1 # MIN_1
def test_mins_multiplied_by_times(self):
from easy_tdx._df import _period_to_minutes
assert _period_to_minutes(8, 1) == 5 # MINS ×1
assert _period_to_minutes(8, 3) == 15 # MINS ×3 = 15 分钟线
def test_daily_plus_and_seconds_return_none(self):
from easy_tdx._df import _period_to_minutes
for p in (4, 5, 6, 9, 10, 11, 13): # DAILY/WEEKLY/MONTHLY/DAYS/QUARTERLY/YEARLY/SECONDS
assert _period_to_minutes(p) is None
+213
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@@ -0,0 +1,213 @@
"""分钟级 K 线时间戳 bar_time(开始/结束时间)对齐的单元测试。
通达信协议用 bar 开始时间打时间戳(上午最后一根 5min 标 11:25、下午第一根标 13:00);
bar_time="end" 切换为右端点(标 11:30/13:05),对齐 Tushare / 同花顺。
"""
from __future__ import annotations
import pandas as pd
from easy_tdx._df import (
_apply_bar_time_align_bars,
_apply_bar_time_align_df,
_category_to_minutes,
)
from easy_tdx.ex.models import ExInstrumentBar
from easy_tdx.models.bar import SecurityBar
# --------------------------------------------------------------------------- #
# DataFrame 路径(A 股 security/index bars,含 hour/minute 列)
# --------------------------------------------------------------------------- #
def _bars_df(rows: list[tuple[int, int]]) -> pd.DataFrame:
"""构造含 year/month/day/hour/minute 的 K 线 DataFrame(模拟 _to_df 输出)。"""
return pd.DataFrame(
[
{
"open": 10.0,
"close": 10.0,
"high": 10.0,
"low": 10.0,
"vol": 100.0,
"amount": 1000.0,
"year": 2026,
"month": 6,
"day": 30,
"hour": h,
"minute": m,
}
for h, m in rows
]
)
class TestAlignDfTimeColumns:
def test_start_default_is_noop(self):
df = _bars_df([(11, 25), (13, 0)])
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="start", has_time_columns=True
)
assert list(out["hour"]) == [11, 13]
assert list(out["minute"]) == [25, 0]
def test_end_aligns_to_right_endpoint(self):
# 11:25 -> 11:30, 13:00 -> 13:055min 线右端点)
df = _bars_df([(11, 25), (13, 0)])
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
)
assert list(out["hour"]) == [11, 13]
assert list(out["minute"]) == [30, 5]
def test_end_cross_hour(self):
# 9:58 + 5 = 10:03(跨小时进位)
df = _bars_df([(9, 58)])
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
)
assert out["hour"].iloc[0] == 10
assert out["minute"].iloc[0] == 3
def test_end_close_bar_15min(self):
# 60min 线下午最后一根开始时间 14:00,右端点 15:00(跨小时但不跨日)
df = _bars_df([(14, 0)])
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=60, bar_time="end", has_time_columns=True
)
assert out["hour"].iloc[0] == 15
assert out["minute"].iloc[0] == 0
def test_daily_plus_not_aligned_even_with_end(self):
# 日线及以上周期:is_intraday=False,即便 bar_time="end" 也不偏移
df = _bars_df([(0, 0)])
out = _apply_bar_time_align_df(
df, is_intraday=False, delta_minutes=None, bar_time="end", has_time_columns=True
)
assert out["hour"].iloc[0] == 0
assert out["minute"].iloc[0] == 0
def test_does_not_mutate_input(self):
df = _bars_df([(11, 25)])
_apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
)
# 原 DataFrame 不被修改
assert df["minute"].iloc[0] == 25
def test_empty_df(self):
df = pd.DataFrame()
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
)
assert out.empty
# --------------------------------------------------------------------------- #
# DataFrame 路径(MAC,已合并为 datetime 列)
# --------------------------------------------------------------------------- #
def _mac_df(times: list[str]) -> pd.DataFrame:
return pd.DataFrame({"datetime": pd.to_datetime(["2026-06-30 " + t for t in times])})
class TestAlignDfDatetimeColumn:
def test_mac_end_aligns(self):
df = _mac_df(["11:25:00", "13:00:00"])
out = _apply_bar_time_align_df(
df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=False
)
assert out["datetime"].iloc[0] == pd.Timestamp("2026-06-30 11:30:00")
assert out["datetime"].iloc[1] == pd.Timestamp("2026-06-30 13:05:00")
def test_mac_daily_not_aligned(self):
df = _mac_df(["00:00:00"])
out = _apply_bar_time_align_df(
df, is_intraday=False, delta_minutes=None, bar_time="end", has_time_columns=False
)
assert out["datetime"].iloc[0] == pd.Timestamp("2026-06-30 00:00:00")
# --------------------------------------------------------------------------- #
# dataclass 列表路径(扩展行情 ex client)
# --------------------------------------------------------------------------- #
def _make_ex_bar(hour: int, minute: int) -> ExInstrumentBar:
return ExInstrumentBar(
open=10.0,
high=10.0,
low=10.0,
close=10.0,
position=0,
trade=0,
amount=0.0,
year=2026,
month=6,
day=30,
hour=hour,
minute=minute,
)
class TestAlignBars:
def test_end_aligns_ex_bars(self):
bars = [_make_ex_bar(11, 25), _make_ex_bar(13, 0)]
out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
assert (out[0].hour, out[0].minute) == (11, 30)
assert (out[1].hour, out[1].minute) == (13, 5)
def test_start_is_noop(self):
bars = [_make_ex_bar(11, 25)]
out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="start")
assert (out[0].hour, out[0].minute) == (11, 25)
def test_end_cross_hour(self):
bars = [_make_ex_bar(9, 58)]
out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
assert (out[0].hour, out[0].minute) == (10, 3)
def test_does_not_mutate_input_bars(self):
bars = [_make_ex_bar(11, 25)]
_apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
assert bars[0].hour == 11 and bars[0].minute == 25
def test_security_bar_datetime_str(self):
"""SecurityBar 的 datetime_str 在 bar_time='end' 后应反映右端点。"""
bar = SecurityBar(
open=10.0,
close=10.0,
high=10.0,
low=10.0,
vol=100.0,
amount=1000.0,
year=2026,
month=6,
day=30,
hour=11,
minute=25,
)
assert bar.datetime_str == "2026-06-30 11:25"
# --------------------------------------------------------------------------- #
# 集成:category → 偏移链路
# --------------------------------------------------------------------------- #
class TestCategoryChain:
def test_min5_end_alignment(self):
"""模拟 5min 线上午最后一根:category=0 → delta=5 → 11:25 右端点 11:30。"""
delta = _category_to_minutes(0)
df = _bars_df([(11, 25)])
out = _apply_bar_time_align_df(
df,
is_intraday=delta is not None,
delta_minutes=delta,
bar_time="end",
has_time_columns=True,
)
assert out["hour"].iloc[0] == 11
assert out["minute"].iloc[0] == 30