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GitHubandClaude Opus 4.8
4dfd18050e
- pyproject.toml: add mypy overrides for pandas/tabulate/matplotlib stubs, disable strict checking for vendored MyTT library - config.py: use cast() for dict[str, Any] .get() returns - beichi.py: widen _calc_bi_force param to BI | XD, import XD - backtest/cli.py: split combo/single strategy into separate typed variables - backtest/combo.py: add bool_array() helper for numpy return types - chanlun/analyser.py: type ignore for pandas row access, fix dict type arg - unified.py: change fields param from object to Any - ex/mac_client.py: add type args to list literals - cli/cmd_offline.py: wrap int market as Market enum before API call - cli/cmd_chanlun.py: fix dict type arg - offline/write_*.py: explicit int() cast for struct.unpack returns - MyTT.py: fix line-too-long comments, UP038 isinstance syntax - tests: fix E712 (==False → ~mask), E741 (noqa), F841, import sorting - ruff format applied across codebase Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
117 lines
4.1 KiB
Python
117 lines
4.1 KiB
Python
"""离线测试：专业财务数据解析。"""
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import struct
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from easy_tdx.codec.financial import parse_financial_dat, parse_financial_file_list
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from easy_tdx.models.finance import FinancialFileInfo, FinancialRecord
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class TestParseFinancialFileList:
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def test_basic(self) -> None:
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data = b"gpcw20260331.zip,abc123,5034901\ngpcw20251231.zip,def456,5737165\n"
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result = parse_financial_file_list(data)
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assert len(result) == 2
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assert result[0] == ("gpcw20260331.zip", "abc123", 5034901)
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assert result[1] == ("gpcw20251231.zip", "def456", 5737165)
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def test_empty(self) -> None:
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assert parse_financial_file_list(b"") == []
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def test_blank_lines_skipped(self) -> None:
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data = b"\ngpcw.zip,hash,100\n\n"
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result = parse_financial_file_list(data)
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assert len(result) == 1
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class TestParseFinancialDat:
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def _build_dat(
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self,
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report_date: int = 20260331,
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stocks: list[tuple[str, int, list[float]]] | None = None,
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) -> bytes:
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"""构造一个最小的 .dat 二进制文件。"""
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if stocks is None:
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stocks = [("600519", 1, [1.0, 2.0, 3.0])]
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num_fields = len(stocks[0][2])
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report_size = num_fields * 4
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max_count = len(stocks)
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# Header: <1h I 1H 3L = 20 bytes
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header = struct.pack("<1hI1H3L", 0, report_date, max_count, 0, report_size, 0)
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index_fmt = "<6s1c1L"
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index_size = struct.calcsize(index_fmt)
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header_size = struct.calcsize("<1hI1H3L")
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data_start = header_size + max_count * index_size
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report_fmt = f"<{num_fields}f"
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# 先收集所有数据块，计算绝对偏移
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data_chunks: list[bytes] = []
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offset = data_start # 绝对偏移
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offsets: list[int] = []
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for code, market_byte, fields in stocks:
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offsets.append(offset)
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chunk = struct.pack(report_fmt, *fields)
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data_chunks.append(chunk)
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offset += len(chunk)
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# 组装 index
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index_entries: list[bytes] = []
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for i, (code, market_byte, _) in enumerate(stocks):
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index_entries.append(
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struct.pack(index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i])
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)
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return header + b"".join(index_entries) + b"".join(data_chunks)
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def test_single_stock(self) -> None:
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dat = self._build_dat(stocks=[("600519", 1, [1.5, 2.5, 3.5])])
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result = parse_financial_dat(dat, report_date=20260331)
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assert len(result) == 1
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code, market, rdate, fields = result[0]
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assert code == "600519"
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assert market == b"\x01" # SH
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assert rdate == 20260331
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assert len(fields) == 3
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assert abs(fields[0] - 1.5) < 1e-6
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def test_multiple_stocks(self) -> None:
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stocks = [
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("000001", 0, [10.0, 20.0]),
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("600036", 1, [30.0, 40.0]),
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]
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dat = self._build_dat(stocks=stocks)
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result = parse_financial_dat(dat, report_date=20260630)
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assert len(result) == 2
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assert result[0][0] == "000001"
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assert result[0][1] == b"\x00" # SZ
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assert result[1][0] == "600036"
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assert result[1][1] == b"\x01" # SH
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def test_empty_data(self) -> None:
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assert parse_financial_dat(b"") == []
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assert parse_financial_dat(b"\x00" * 10) == []
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def test_report_date_from_header(self) -> None:
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dat = self._build_dat(report_date=20251231, stocks=[("000001", 0, [1.0])])
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result = parse_financial_dat(dat) # report_date=0, should use header
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assert result[0][2] == 20251231
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class TestFinancialModels:
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def test_file_info(self) -> None:
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fi = FinancialFileInfo(filename="gpcw.zip", hash="abc", filesize=100)
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assert fi.filename == "gpcw.zip"
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assert fi.filesize == 100
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def test_record(self) -> None:
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from easy_tdx.models.enums import Market
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r = FinancialRecord(
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code="600519", market=Market.SH, report_date=20260331, fields=[1.0, 2.0]
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)
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assert r.market == Market.SH
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assert len(r.fields) == 2
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