mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 16:54:17 +08:00
Justin Gu
05dc9a74af
新增两层能力： 1. 策略库：单标的/组合回测结果可保存到本地 SQLite 单文件 (~/.easy_tdx/strategies.db)，策略库页可载入回填、重跑、删除。 2. 多策略组合回测：勾选 N 个单标的策略，各拿 1/N 资金、各跑原标的， 净值曲线按日期并集对齐求和，组合结果含 19 项完整绩效指标 + 持仓表。 后端：strategy_store.py(SQLite CRUD) + multi_strategy_engine.py(资金分仓引擎) + routers/strategies.py + /backtest/multi-strategy/run/async。 前端：StrategiesView.vue + 保存策略按钮 + 复用组合页图表组件。 895 单测全绿（+24 新增），ruff/mypy strict/前端 vue-tsc 全通过。
257 lines
8.5 KiB
Python
257 lines
8.5 KiB
Python
"""策略库（已保存策略）持久化 + Web API 测试（离线，无网络）。
|
|
|
|
覆盖：
|
|
- ``StrategyStore``：加入 / 列出 / 查看 / 删除 / 时间戳自动填充 / 重复 id
|
|
- 路由端到端：POST 创建、GET 列表、GET 详情、DELETE、404 路径、校验
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
import sqlite3
|
|
|
|
import pytest
|
|
|
|
pytest.importorskip("fastapi")
|
|
|
|
from fastapi import FastAPI # noqa: E402
|
|
from fastapi.testclient import TestClient # noqa: E402
|
|
|
|
from easy_tdx.web.strategy_store import SavedStrategy, StrategyStore # noqa: E402
|
|
|
|
# ── StrategyStore 单元测试 ────────────────────────────────────────────────────
|
|
|
|
|
|
@pytest.fixture()
|
|
def store(tmp_path) -> StrategyStore:
|
|
"""每个测试独立 SQLite 文件，互不污染。"""
|
|
return StrategyStore(db_path=tmp_path / "test_strategies.db")
|
|
|
|
|
|
def _sample_single(name: str = "双均线·平安") -> SavedStrategy:
|
|
return SavedStrategy(
|
|
id="",
|
|
name=name,
|
|
kind="single",
|
|
strategy="ma_cross",
|
|
strategy_label="双均线交叉",
|
|
params={"fast": 5, "slow": 20},
|
|
context={
|
|
"symbol": "SZ:000001",
|
|
"category": "DAY",
|
|
"start_date": "2023-01-01",
|
|
"end_date": "2024-12-31",
|
|
},
|
|
trade_config={"cash": 1_000_000, "commission": 0.0003, "execution": "next_open"},
|
|
snapshot={"total_return": 0.352, "max_drawdown": -0.12, "sharpe": 1.42},
|
|
tags=["银行", "长线"],
|
|
notes="回撤可控",
|
|
)
|
|
|
|
|
|
def _sample_portfolio(name: str = "组合·消费双雄") -> SavedStrategy:
|
|
return SavedStrategy(
|
|
id="",
|
|
name=name,
|
|
kind="portfolio",
|
|
strategy="rsi_reversal",
|
|
strategy_label="RSI 反转",
|
|
params={"period": 14, "oversold": 30},
|
|
context={"stocks": ["SH:600519", "SZ:000858"]},
|
|
snapshot={"total_return": 0.18},
|
|
)
|
|
|
|
|
|
def test_add_assigns_id_and_timestamps(store: StrategyStore):
|
|
rec = store.add(_sample_single())
|
|
assert rec.id and len(rec.id) == 12
|
|
assert rec.created_at
|
|
assert rec.updated_at == rec.created_at
|
|
|
|
|
|
def test_list_round_trip_preserves_all_fields(store: StrategyStore):
|
|
original = store.add(_sample_single())
|
|
items = store.list_all()
|
|
assert len(items) == 1
|
|
got = items[0]
|
|
assert got.id == original.id
|
|
assert got.name == "双均线·平安"
|
|
assert got.kind == "single"
|
|
assert got.params == {"fast": 5, "slow": 20}
|
|
assert got.context["symbol"] == "SZ:000001"
|
|
assert got.trade_config["cash"] == 1_000_000
|
|
assert got.snapshot["total_return"] == pytest.approx(0.352)
|
|
assert got.tags == ["银行", "长线"]
|
|
assert got.notes == "回撤可控"
|
|
|
|
|
|
def test_list_orders_by_created_desc(store: StrategyStore):
|
|
a = store.add(_sample_single(name="first"))
|
|
b = store.add(_sample_portfolio(name="second"))
|
|
names = [x.name for x in store.list_all()]
|
|
# 后加的在前
|
|
assert names == ["second", "first"]
|
|
assert {x.id for x in (a, b)} == {a.id, b.id}
|
|
|
|
|
|
def test_get_returns_none_for_missing(store: StrategyStore):
|
|
assert store.get("nope") is None
|
|
|
|
|
|
def test_get_returns_record(store: StrategyStore):
|
|
rec = store.add(_sample_portfolio())
|
|
got = store.get(rec.id)
|
|
assert got is not None
|
|
assert got.kind == "portfolio"
|
|
assert got.context["stocks"] == ["SH:600519", "SZ:000858"]
|
|
|
|
|
|
def test_delete_removes_record(store: StrategyStore):
|
|
rec = store.add(_sample_single())
|
|
assert store.delete(rec.id) is True
|
|
assert store.get(rec.id) is None
|
|
assert store.list_all() == []
|
|
|
|
|
|
def test_delete_missing_returns_false(store: StrategyStore):
|
|
assert store.delete("nonexistent") is False
|
|
|
|
|
|
def test_store_creates_db_file_and_schema(tmp_path):
|
|
db_path = tmp_path / "nested" / "strategies.db"
|
|
s = StrategyStore(db_path=db_path)
|
|
assert db_path.exists()
|
|
# schema 已建表 + 索引
|
|
with sqlite3.connect(db_path) as conn:
|
|
tables = {r[0] for r in conn.execute("SELECT name FROM sqlite_master WHERE type='table'")}
|
|
indexes = {r[0] for r in conn.execute("SELECT name FROM sqlite_master WHERE type='index'")}
|
|
assert "strategies" in tables
|
|
assert {"idx_strategies_kind", "idx_strategies_strategy", "idx_strategies_created"} <= indexes
|
|
# 可正常写入
|
|
s.add(_sample_single())
|
|
assert len(s.list_all()) == 1
|
|
|
|
|
|
def test_json_fields_with_unicode(store: StrategyStore):
|
|
"""中文标签/备注应无损往返（ensure_ascii=False 落库）。"""
|
|
rec = store.add(
|
|
SavedStrategy(
|
|
id="",
|
|
name="测试·中文🎉",
|
|
kind="single",
|
|
strategy="macd",
|
|
notes="这是一段中文备注",
|
|
tags=["标签一", "标签二"],
|
|
)
|
|
)
|
|
got = store.get(rec.id)
|
|
assert got is not None
|
|
assert got.name == "测试·中文🎉"
|
|
assert got.notes == "这是一段中文备注"
|
|
assert got.tags == ["标签一", "标签二"]
|
|
|
|
|
|
# ── 路由端到端测试（TestClient）──────────────────────────────────────────────
|
|
|
|
|
|
@pytest.fixture()
|
|
def client(tmp_path, monkeypatch) -> TestClient:
|
|
"""构造一个用临时 SQLite 文件的独立 app + store 单例。"""
|
|
# 用 monkeypatch 替换 get_store 返回的路径，保证测试隔离
|
|
from easy_tdx.web import strategy_store as mod
|
|
|
|
test_store = StrategyStore(db_path=tmp_path / "router_strategies.db")
|
|
# 替换单例，避免污染全局
|
|
monkeypatch.setattr(mod, "_store", test_store)
|
|
|
|
from easy_tdx.web.routers.strategies import router as strategies_router
|
|
|
|
app = FastAPI()
|
|
app.include_router(strategies_router, prefix="/api/v1")
|
|
# 复用项目的 ValueError → 400 处理
|
|
from easy_tdx.web.errors import register_exception_handlers
|
|
|
|
register_exception_handlers(app)
|
|
return TestClient(app)
|
|
|
|
|
|
def _create_payload(kind: str = "single", **over) -> dict:
|
|
base = {
|
|
"name": "我的策略",
|
|
"kind": kind,
|
|
"strategy": "ma_cross",
|
|
"strategy_label": "双均线交叉",
|
|
"params": {"fast": 5, "slow": 20},
|
|
"context": {"symbol": "SZ:000001"},
|
|
"trade_config": {"cash": 1000000},
|
|
"snapshot": {"total_return": 0.35, "sharpe": 1.4},
|
|
"tags": ["银行"],
|
|
"notes": "观察中",
|
|
}
|
|
base.update(over)
|
|
return base
|
|
|
|
|
|
def test_router_create_then_list_get_delete(client: TestClient):
|
|
# 1. 创建
|
|
resp = client.post("/api/v1/strategies", json=_create_payload())
|
|
assert resp.status_code == 201
|
|
created = resp.json()
|
|
assert created["id"]
|
|
assert created["name"] == "我的策略"
|
|
assert created["params"] == {"fast": 5, "slow": 20}
|
|
assert created["created_at"]
|
|
sid = created["id"]
|
|
|
|
# 2. 列表
|
|
resp = client.get("/api/v1/strategies")
|
|
assert resp.status_code == 200
|
|
body = resp.json()
|
|
assert body["count"] == 1
|
|
assert body["strategies"][0]["id"] == sid
|
|
|
|
# 3. 详情
|
|
resp = client.get(f"/api/v1/strategies/{sid}")
|
|
assert resp.status_code == 200
|
|
assert resp.json()["snapshot"]["total_return"] == pytest.approx(0.35)
|
|
|
|
# 4. 删除
|
|
resp = client.delete(f"/api/v1/strategies/{sid}")
|
|
assert resp.status_code == 204
|
|
|
|
# 5. 列表为空
|
|
assert client.get("/api/v1/strategies").json()["count"] == 0
|
|
|
|
|
|
def test_router_get_missing_returns_400(client: TestClient):
|
|
# 不存在的 id → ValueError → 400（项目错误处理约定）
|
|
resp = client.get("/api/v1/strategies/nonexistent")
|
|
assert resp.status_code == 400
|
|
|
|
|
|
def test_router_delete_missing_returns_400(client: TestClient):
|
|
resp = client.delete("/api/v1/strategies/nonexistent")
|
|
assert resp.status_code == 400
|
|
|
|
|
|
def test_router_rejects_empty_name(client: TestClient):
|
|
resp = client.post("/api/v1/strategies", json=_create_payload(name=""))
|
|
assert resp.status_code == 422 # Pydantic 校验失败
|
|
|
|
|
|
def test_router_rejects_invalid_kind(client: TestClient):
|
|
resp = client.post("/api/v1/strategies", json=_create_payload(kind="bogus"))
|
|
assert resp.status_code == 422
|
|
|
|
|
|
def test_router_accepts_portfolio_kind(client: TestClient):
|
|
payload = _create_payload(
|
|
kind="portfolio",
|
|
strategy="rsi_reversal",
|
|
context={"stocks": ["SH:600519", "SZ:000858"]},
|
|
)
|
|
resp = client.post("/api/v1/strategies", json=payload)
|
|
assert resp.status_code == 201
|
|
body = resp.json()
|
|
assert body["kind"] == "portfolio"
|
|
assert body["context"]["stocks"] == ["SH:600519", "SZ:000858"]
|