"""单元测试:信号扫描引擎。 测试 SignalScanner 的并发扫描和增量扫描功能。 使用临时目录构造 .day 文件 fixture,无需真实数据。 """ from __future__ import annotations import struct from pathlib import Path import pandas as pd import pytest from easy_tdx.backtest.strategy import Strategy from easy_tdx.screen.scanner import SignalScanner class AlwaysBuyStrategy(Strategy): """策略:每个 bar 都产生买入信号(用于扫描测试)。""" def init(self) -> None: pass def next(self) -> None: self.buy(size=0) def _write_day_file( path: Path, n_bars: int = 50, base_price: float = 10.0, ) -> None: """写一个最小的 .day 文件(通达信日线格式)。 格式: date(I) open(I) high(I) low(I) close(I) amount(f) vol(I) reserved(I) 每条 32 字节, 小端序. 价格以 0.01 为系数存储. """ dates = pd.date_range("2024-01-01", periods=n_bars, freq="D") with open(path, "wb") as f: for i in range(n_bars): dt = dates[i] day = dt.year * 10000 + dt.month * 100 + dt.day price = base_price + i * 0.01 f.write( struct.pack( " Path: """创建包含 .day 文件的临时 vipdoc 目录.""" sz_lday = tmp_path / "sz" / "lday" sz_lday.mkdir(parents=True) for code in ("000001", "000002", "000003"): _write_day_file(sz_lday / f"sz{code}.day", n_bars=50) # 指数文件 (应被过滤) _write_day_file(sz_lday / "sz399001.day", n_bars=50) return tmp_path class TestConcurrentScan: """测试并发扫描.""" def test_scan_produces_results(self, vipdoc: Path) -> None: """基本扫描应返回触发信号的股票.""" scanner = SignalScanner(AlwaysBuyStrategy, vipdoc_path=vipdoc) results = scanner.scan(universe="all") assert len(results) >= 1, f"Expected >= 1 result, got {len(results)}" def test_concurrent_same_as_serial(self, vipdoc: Path) -> None: """并发扫描结果应与串行扫描一致.""" scanner = SignalScanner(AlwaysBuyStrategy, vipdoc_path=vipdoc) serial = scanner.scan(universe="all", workers=1) parallel = scanner.scan(universe="all", workers=2) serial_codes = sorted(r.code for r in serial) parallel_codes = sorted(r.code for r in parallel) assert serial_codes == parallel_codes def test_scan_with_zero_workers_uses_serial(self, vipdoc: Path) -> None: """workers=0 应退回串行模式.""" scanner = SignalScanner(AlwaysBuyStrategy, vipdoc_path=vipdoc) results = scanner.scan(universe="all", workers=0) assert len(results) >= 1 def test_progress_callback(self, vipdoc: Path) -> None: """进度回调应被正确调用.""" scanner = SignalScanner(AlwaysBuyStrategy, vipdoc_path=vipdoc) progress: list[tuple[int, int, str]] = [] def on_progress(current: int, total: int, name: str) -> None: progress.append((current, total, name)) scanner.scan(universe="all", progress_callback=on_progress) assert len(progress) >= 2 assert progress[-1][2] == "done" class TestIncrementalScan: """测试增量扫描.""" def test_second_scan_uses_cache(self, vipdoc: Path, tmp_path: Path) -> None: """第二次扫描应使用缓存, 不重新计算.""" cache_file = tmp_path / "scan_cache.json" scanner = SignalScanner( AlwaysBuyStrategy, vipdoc_path=vipdoc, cache_file=cache_file, ) # 第一次扫描: 无缓存 results1 = scanner.scan(universe="all") assert len(results1) >= 1 assert cache_file.is_file() # 第二次扫描: 应使用缓存, 结果相同 results2 = scanner.scan(universe="all") codes1 = sorted(r.code for r in results1) codes2 = sorted(r.code for r in results2) assert codes1 == codes2 def test_no_cache_file_means_full_scan(self, vipdoc: Path) -> None: """无缓存文件时每次都是全量扫描.""" scanner = SignalScanner(AlwaysBuyStrategy, vipdoc_path=vipdoc) results1 = scanner.scan(universe="all") results2 = scanner.scan(universe="all") codes1 = sorted(r.code for r in results1) codes2 = sorted(r.code for r in results2) assert codes1 == codes2 def test_cache_updated_after_file_change(self, vipdoc: Path, tmp_path: Path) -> None: """文件变化后缓存应失效, 重新扫描.""" cache_file = tmp_path / "scan_cache.json" scanner = SignalScanner( AlwaysBuyStrategy, vipdoc_path=vipdoc, cache_file=cache_file, ) # 第一次扫描 results1 = scanner.scan(universe="all") assert len(results1) >= 1 # 修改文件 (touch mtime) import time day_file = vipdoc / "sz" / "lday" / "sz000001.day" time.sleep(0.1) day_file.touch() # 第二次扫描: sz000001 应被重新扫描 results2 = scanner.scan(universe="all") codes2 = sorted(r.code for r in results2) # 结果可能相同 (策略没变), 但不应崩溃 assert len(codes2) >= 1