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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>
266 lines
9.0 KiB
Python
266 lines
9.0 KiB
Python
"""缠论 Phase 2 单元测试：MACD、线段、买卖点、背驰。"""
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from __future__ import annotations
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from datetime import datetime
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from easy_tdx.chanlun.bi import find_bis
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from easy_tdx.chanlun.fractal import find_fractals
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from easy_tdx.chanlun.types import CLKline, Direction, Kline
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# ── helpers ──────────────────────────────────────────────────────────────
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def _k(
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idx: int,
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dt: str,
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o: float,
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c: float,
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h: float,
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l: float, # noqa: E741
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a: float = 0.0,
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) -> Kline:
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return Kline(
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index=idx,
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date=datetime.strptime(dt, "%Y-%m-%d"),
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open=o,
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close=c,
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high=h,
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low=l,
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amount=a,
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)
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def _ck(
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idx: int,
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dt: str,
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o: float,
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c: float,
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h: float,
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l: float, # noqa: E741
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merged_count: int = 1,
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direction: str = "",
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) -> CLKline:
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return CLKline(
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k_index=idx,
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date=datetime.strptime(dt, "%Y-%m-%d"),
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open=o,
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close=c,
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high=h,
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low=l,
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amount=0.0,
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index=0,
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merged_count=merged_count,
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direction=direction,
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)
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# ── MACD 测试 ────────────────────────────────────────────────────────────
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class TestMacd:
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"""calc_macd 测试。"""
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def test_macd_output_length(self) -> None:
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"""MACD 输出长度应与输入一致。"""
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from easy_tdx.chanlun.macd import calc_macd
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closes = [10.0 + i * 0.5 for i in range(50)]
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result = calc_macd(closes)
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assert "dif" in result
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assert "dea" in result
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assert "hist" in result
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assert len(result["dif"]) == 50
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assert len(result["dea"]) == 50
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assert len(result["hist"]) == 50
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def test_macd_short_input(self) -> None:
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"""输入太短时应返回零数组。"""
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from easy_tdx.chanlun.macd import calc_macd
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result = calc_macd([10.0])
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assert len(result["dif"]) == 1
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assert result["dif"][0] == 0.0
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def test_macd_uptrend_positive_dif(self) -> None:
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"""持续上涨时 DIF 应为正。"""
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from easy_tdx.chanlun.macd import calc_macd
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closes = [float(i) for i in range(100)]
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result = calc_macd(closes)
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# 后半段 DIF 应为正
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assert result["dif"][-1] > 0
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def test_macd_downtrend_negative_dif(self) -> None:
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"""持续下跌时 DIF 应为负。"""
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from easy_tdx.chanlun.macd import calc_macd
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closes = [100.0 - i for i in range(100)]
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result = calc_macd(closes)
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assert result["dif"][-1] < 0
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def test_macd_hist_equals_2x_diff(self) -> None:
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"""MACD 柱 = 2 * (DIF - DEA)。"""
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from easy_tdx.chanlun.macd import calc_macd
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closes = [10.0 + i * 0.3 for i in range(60)]
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result = calc_macd(closes)
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for i in range(len(closes)):
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expected = 2 * (result["dif"][i] - result["dea"][i])
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assert abs(result["hist"][i] - expected) < 1e-10
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def test_macd_custom_params(self) -> None:
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"""支持自定义 fast/slow/signal 参数。"""
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from easy_tdx.chanlun.macd import calc_macd
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closes = [float(i) for i in range(100)]
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r1 = calc_macd(closes, fast=12, slow=26, signal=9)
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r2 = calc_macd(closes, fast=6, slow=13, signal=5)
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# 不同参数应产生不同结果
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assert r1["dif"][-1] != r2["dif"][-1]
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# ── 线段测试 ──────────────────────────────────────────────────────────────
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class TestFindXds:
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"""find_xds 测试。"""
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def test_basic_xd_from_bis(self) -> None:
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"""多笔应能形成至少一个线段。"""
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from easy_tdx.chanlun.xd import find_xds
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# 构造足够多的笔来形成线段
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# 需要至少5笔（3笔形成中枢 + 2笔进出）
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9), # 顶 h=16
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 13, 14, 9), # 底 l=9
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_ck(4, "2025-01-08", 12, 14, 15, 11),
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_ck(5, "2025-01-09", 14, 12, 14, 11),
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_ck(6, "2025-01-10", 11, 9, 12, 8), # 底
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_ck(7, "2025-01-13", 10, 11, 12, 9),
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_ck(8, "2025-01-14", 11, 6, 12, 5), # 大跌
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_ck(9, "2025-01-15", 7, 8, 9, 6),
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_ck(10, "2025-01-16", 8, 12, 13, 7),
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_ck(11, "2025-01-17", 11, 10, 14, 9),
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_ck(12, "2025-01-20", 10, 6, 11, 5),
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_ck(13, "2025-01-21", 7, 8, 9, 6),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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xds = find_xds(bis)
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# 有足够的笔时，应能形成线段
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if len(bis) >= 5:
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assert len(xds) >= 1
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def test_empty_bis(self) -> None:
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"""空笔列表应返回空线段。"""
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from easy_tdx.chanlun.xd import find_xds
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assert find_xds([]) == []
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def test_xd_direction_alternates(self) -> None:
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"""线段方向应与笔的方向一致：向上线段由向上笔主导。"""
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from easy_tdx.chanlun.xd import find_xds
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 13, 14, 9),
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_ck(4, "2025-01-08", 12, 14, 15, 11),
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_ck(5, "2025-01-09", 14, 12, 14, 11),
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_ck(6, "2025-01-10", 11, 9, 12, 8),
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_ck(7, "2025-01-13", 10, 11, 12, 9),
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_ck(8, "2025-01-14", 11, 6, 12, 5),
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_ck(9, "2025-01-15", 7, 8, 9, 6),
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_ck(10, "2025-01-16", 8, 12, 13, 7),
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_ck(11, "2025-01-17", 11, 10, 14, 9),
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_ck(12, "2025-01-20", 10, 6, 11, 5),
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_ck(13, "2025-01-21", 7, 8, 9, 6),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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xds = find_xds(bis)
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for xd in xds:
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assert xd.direction in (Direction.UP, Direction.DOWN)
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# ── 买卖点测试 ────────────────────────────────────────────────────────────
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class TestFindMmds:
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"""find_mmds 测试。"""
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def test_first_buy_after_zs(self) -> None:
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"""中枢下方出现底背驰应产生一类买点。"""
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from easy_tdx.chanlun.mmd import find_mmds
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9), # 顶
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 13, 14, 9), # 底
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_ck(4, "2025-01-08", 12, 14, 15, 11),
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_ck(5, "2025-01-09", 14, 12, 14, 11),
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_ck(6, "2025-01-10", 11, 9, 12, 8), # 底
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_ck(7, "2025-01-13", 10, 11, 12, 9),
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_ck(8, "2025-01-14", 11, 14, 15, 10), # 向上离开
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_ck(9, "2025-01-15", 14, 12, 16, 11),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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# find_mmds 需要笔列表和中枢列表
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from easy_tdx.chanlun.zs import find_zss
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zss = find_zss(bis)
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mmds = find_mmds(bis, zss)
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# 结果应为列表（可能为空，取决于是否满足条件）
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assert isinstance(mmds, list)
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def test_empty_input(self) -> None:
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"""空输入应返回空列表。"""
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from easy_tdx.chanlun.mmd import find_mmds
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assert find_mmds([], []) == []
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# ── 背驰测试 ──────────────────────────────────────────────────────────────
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class TestBeichi:
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"""check_beichi 测试。"""
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def test_divergence_detection(self) -> None:
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"""力度衰减应被检测为背驰。"""
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from easy_tdx.chanlun.beichi import check_bi_beichi
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 13, 14, 9),
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_ck(4, "2025-01-08", 12, 14, 15, 11),
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_ck(5, "2025-01-09", 14, 12, 14, 11),
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_ck(6, "2025-01-10", 11, 9, 12, 8),
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_ck(7, "2025-01-13", 10, 11, 12, 9),
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_ck(8, "2025-01-14", 11, 14, 15, 10),
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_ck(9, "2025-01-15", 14, 12, 16, 11),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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from easy_tdx.chanlun.zs import find_zss
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zss = find_zss(bis)
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# 至少不崩溃
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result = check_bi_beichi(bis, zss)
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assert isinstance(result, list)
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def test_empty_input(self) -> None:
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"""空输入应返回空列表。"""
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from easy_tdx.chanlun.beichi import check_bi_beichi
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assert check_bi_beichi([], []) == []
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