mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 23:54:17 +08:00
Justin Gu
5fc398255d
mypy (13 errors → 0): - portfolio/optimizer: register_optimizer 返回类型改为 Callable 装饰器签名 (原标注 type[WeightOptimizer] 导致 4 个子类 Too many arguments) - factor/engine: _datetime_to_int 用 isinstance 收窄替代 object→int 强转 - factor/analysis: 删多余 type:ignore（改由 mypy override 统一处理 scipy） - backtest/orders, execution: np.sqrt 表达式用 float() 包裹消除 no-any-return - MyTT.pyi: MACD 签名删除错误的 LOW/HIGH 参数（与 MyTT.py 实际签名对齐） - pyproject: 新增 scipy mypy override (ignore_missing_imports) ruff format: 8 个 test 文件格式化 验证: 564 passed, mypy 192 文件零错误, ruff check/format 全绿
120 lines
3.0 KiB
Python
120 lines
3.0 KiB
Python
# tests/unit/test_factor_base.py
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"""Test Factor base class and registry."""
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from __future__ import annotations
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import pandas as pd
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import pytest
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from easy_tdx.factor.base import (
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FACTORY_REGISTRY,
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Factor,
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register_factor,
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)
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class _StubFactor(Factor):
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"""测试用因子。"""
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name = "test_stub"
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category = "test"
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description = "stub for testing"
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inputs = ("close",)
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def compute(self, df: pd.DataFrame) -> pd.Series:
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return df["close"].pct_change(1)
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class TestFactorABC:
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def test_cannot_instantiate_abc(self):
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with pytest.raises(TypeError):
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Factor() # type: ignore[abstract]
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def test_subclass_must_define_name(self):
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class NoName(Factor):
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category = "test"
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description = "x"
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inputs = ("close",)
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def compute(self, df):
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return df["close"]
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with pytest.raises(TypeError):
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NoName()
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def test_subclass_must_define_category(self):
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class NoCategory(Factor):
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name = "x"
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description = "x"
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inputs = ("close",)
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def compute(self, df):
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return df["close"]
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with pytest.raises(TypeError):
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NoCategory()
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def test_subclass_must_implement_compute(self):
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class NoCompute(Factor):
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name = "x"
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category = "test"
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description = "x"
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inputs = ("close",)
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with pytest.raises(TypeError):
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NoCompute()
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def test_concrete_subclass_works(self):
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f = _StubFactor()
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assert f.name == "test_stub"
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assert f.category == "test"
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assert f.inputs == ("close",)
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class TestRegistry:
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def test_register_factor_decorator(self):
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@register_factor
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class RegFactor(Factor):
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name = "reg_test_factor"
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category = "test"
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description = "registered factor"
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inputs = ("close",)
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def compute(self, df):
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return df["close"]
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assert "reg_test_factor" in FACTORY_REGISTRY
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assert FACTORY_REGISTRY["reg_test_factor"] is RegFactor
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def test_duplicate_name_raises(self):
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@register_factor
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class Dup(Factor):
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name = "dup_test_factor"
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category = "test"
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description = "dup"
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inputs = ("close",)
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def compute(self, df):
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return df["close"]
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with pytest.raises(ValueError, match="已注册"):
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@register_factor
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class Dup2(Factor):
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name = "dup_test_factor"
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category = "test"
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description = "dup2"
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inputs = ("close",)
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def compute(self, df):
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return df["close"]
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class TestFactorCompute:
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def test_compute_returns_series(self):
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f = _StubFactor()
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df = pd.DataFrame({"close": [10.0, 11.0, 10.5, 12.0]})
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result = f.compute(df)
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assert isinstance(result, pd.Series)
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assert len(result) == 4
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