mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 22:44:17 +08:00
Justin Gu
d01b11fa74
- Add write_daily.py: encode/append daily bars to .day files - Add write_ex_daily.py: encode/append extended market daily bars - Add write_min_bar.py: encode/append minute bars (.5/.lc1/.lc5) - Add sync-daily CLI: sync single stock with pagination support - Add sync-all CLI: one-command sync for all SH/SZ .day files - Update README with sync commands and Python write API docs - 50 new unit tests covering encode round-trip, append dedup, edge cases - Bump version 1.5.0 -> 1.6.0
346 lines
12 KiB
Python
346 lines
12 KiB
Python
"""离线日线写入测试（纯离线，无网络）。"""
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from __future__ import annotations
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import struct
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from pathlib import Path
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from easy_tdx.models.bar import SecurityBar
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from easy_tdx.offline.daily_bar import (
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_DAILY_FMT,
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read_daily_bars,
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)
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from easy_tdx.offline.write_daily import (
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append_daily_bars,
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encode_daily_bar,
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get_last_bar_date,
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sync_daily_bars_from_security_bars,
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)
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# ---------------------------------------------------------------------------
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# helpers
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# ---------------------------------------------------------------------------
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def _make_bar(
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year: int = 2026,
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month: int = 6,
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day: int = 6,
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open_: float = 10.25,
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high: float = 10.50,
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low: float = 10.10,
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close: float = 10.30,
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vol: float = 100000.0,
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amount: float = 1025000.0,
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) -> SecurityBar:
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return SecurityBar(
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open=open_,
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close=close,
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high=high,
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low=low,
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vol=vol,
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amount=amount,
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year=year,
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month=month,
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day=day,
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hour=0,
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minute=0,
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)
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def _make_raw_bar(
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year: int = 2026,
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month: int = 6,
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day: int = 6,
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open_int: int = 1025,
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high_int: int = 1050,
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low_int: int = 1010,
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close_int: int = 1030,
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amount: float = 1025000.0,
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vol_int: int = 100000,
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reserved: int = 0,
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) -> bytes:
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"""直接用原始整数构造一条 32 字节 .day 记录。"""
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date_int = year * 10000 + month * 100 + day
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return _DAILY_FMT.pack(
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date_int, open_int, high_int, low_int, close_int, amount, vol_int, reserved
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)
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# ---------------------------------------------------------------------------
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# encode_daily_bar
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# ---------------------------------------------------------------------------
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class TestEncodeDailyBar:
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"""编码测试：SecurityBar → 32 字节。"""
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def test_output_length(self) -> None:
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bar = _make_bar()
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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assert len(result) == 32
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def test_date_encoding(self) -> None:
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bar = _make_bar(year=2025, month=3, day=15)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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date_int = struct.unpack_from("<I", result, 0)[0]
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assert date_int == 20250315
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def test_price_encoding_a_stock(self) -> None:
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"""A股：系数 0.01，即 float × 100 → 整数。"""
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bar = _make_bar(open_=10.25)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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open_int = struct.unpack_from("<I", result, 4)[0]
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assert open_int == 1025
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def test_price_encoding_index(self) -> None:
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"""指数：系数 0.01。"""
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bar = _make_bar(open_=3250.18)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=1.0)
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open_int = struct.unpack_from("<I", result, 4)[0]
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assert open_int == 325018
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def test_price_encoding_fund(self) -> None:
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"""基金：系数 0.001，即 float × 1000 → 整数。"""
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bar = _make_bar(open_=1.523)
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result = encode_daily_bar(bar, price_coeff=0.001, vol_coeff=1.0)
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open_int = struct.unpack_from("<I", result, 4)[0]
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assert open_int == 1523
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def test_volume_encoding_a_stock(self) -> None:
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"""A股量系数 0.01。"""
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bar = _make_bar(vol=12345.67)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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vol_int = struct.unpack_from("<I", result, 24)[0]
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assert vol_int == 1234567
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def test_volume_encoding_index(self) -> None:
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"""指数量系数 1.0。"""
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bar = _make_bar(vol=123456789.0)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=1.0)
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vol_int = struct.unpack_from("<I", result, 24)[0]
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assert vol_int == 123456789
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def test_amount_as_float32(self) -> None:
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bar = _make_bar(amount=1_025_000.0)
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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(amt_out,) = struct.unpack_from("<f", result, 20)
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assert abs(amt_out - 1_025_000.0) < 1.0
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def test_reserved_is_zero(self) -> None:
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bar = _make_bar()
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result = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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reserved = struct.unpack_from("<I", result, 28)[0]
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assert reserved == 0
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# ---------------------------------------------------------------------------
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# round-trip: encode → read back
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# ---------------------------------------------------------------------------
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class TestRoundTrip:
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"""编码后写文件，再读回，验证数据一致。"""
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def test_single_bar_round_trip(self, tmp_path: Path) -> None:
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bar = _make_bar(
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open_=10.25, high=10.50, low=10.10, close=10.30, vol=100000.0, amount=1025000.0
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)
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encoded = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=0.01)
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(encoded)
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bars = read_daily_bars(filepath)
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assert len(bars) == 1
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b = bars[0]
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assert b.year == 2026 and b.month == 6 and b.day == 6
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assert abs(b.open - 10.25) < 0.01
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assert abs(b.high - 10.50) < 0.01
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assert abs(b.low - 10.10) < 0.01
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assert abs(b.close - 10.30) < 0.01
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assert abs(b.vol - 100000.0) < 1.0
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assert abs(b.amount - 1025000.0) < 1.0
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def test_multiple_bars_round_trip(self, tmp_path: Path) -> None:
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bars_in = [
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_make_bar(year=2026, month=6, day=4, open_=10.0, close=10.1),
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_make_bar(year=2026, month=6, day=5, open_=10.1, close=10.2),
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_make_bar(year=2026, month=6, day=6, open_=10.2, close=10.3),
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]
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encoded = b"".join(encode_daily_bar(b, price_coeff=0.01, vol_coeff=0.01) for b in bars_in)
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(encoded)
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bars_out = read_daily_bars(filepath)
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assert len(bars_out) == 3
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assert bars_out[0].day == 4
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assert bars_out[2].day == 6
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def test_index_round_trip(self, tmp_path: Path) -> None:
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"""指数：价格系数 0.01，量系数 1.0。"""
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bar = _make_bar(open_=3250.18, close=3260.5, vol=123456789.0)
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encoded = encode_daily_bar(bar, price_coeff=0.01, vol_coeff=1.0)
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filepath = tmp_path / "sh000001.day"
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filepath.write_bytes(encoded)
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bars = read_daily_bars(filepath)
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assert len(bars) == 1
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assert abs(bars[0].open - 3250.18) < 0.01
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assert abs(bars[0].vol - 123456789.0) < 1.0
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# ---------------------------------------------------------------------------
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# get_last_bar_date
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# ---------------------------------------------------------------------------
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class TestGetLastBarDate:
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def test_returns_last_date(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(_make_raw_bar(year=2026, month=6, day=5))
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assert get_last_bar_date(filepath) == 20260605
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def test_returns_none_for_empty_file(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(b"")
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assert get_last_bar_date(filepath) is None
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def test_returns_none_for_short_file(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(b"\x00" * 16) # < 32 bytes
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assert get_last_bar_date(filepath) is None
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def test_returns_last_of_multiple(self, tmp_path: Path) -> None:
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data = (
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_make_raw_bar(year=2026, month=6, day=3)
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+ _make_raw_bar(year=2026, month=6, day=4)
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+ _make_raw_bar(year=2026, month=6, day=5)
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)
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(data)
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assert get_last_bar_date(filepath) == 20260605
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# ---------------------------------------------------------------------------
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# append_daily_bars
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# ---------------------------------------------------------------------------
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class TestAppendDailyBars:
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def test_append_to_existing(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(_make_raw_bar(year=2026, month=6, day=5))
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new_bar = _make_bar(year=2026, month=6, day=6, open_=10.3, close=10.4)
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append_daily_bars(filepath, [new_bar], price_coeff=0.01, vol_coeff=0.01)
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bars = read_daily_bars(filepath)
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assert len(bars) == 2
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assert bars[0].day == 5
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assert bars[1].day == 6
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def test_append_to_empty_file(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(b"")
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new_bar = _make_bar(year=2026, month=6, day=6)
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append_daily_bars(filepath, [new_bar], price_coeff=0.01, vol_coeff=0.01)
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bars = read_daily_bars(filepath)
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assert len(bars) == 1
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assert bars[0].day == 6
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def test_append_skips_duplicate_date(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(_make_raw_bar(year=2026, month=6, day=6))
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new_bar = _make_bar(year=2026, month=6, day=6) # same date
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written = append_daily_bars(filepath, [new_bar], price_coeff=0.01, vol_coeff=0.01)
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assert written == 0 # skipped
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bars = read_daily_bars(filepath)
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assert len(bars) == 1 # no duplicate
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def test_append_multiple_filters_duplicates(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(_make_raw_bar(year=2026, month=6, day=5))
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bars_to_append = [
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_make_bar(year=2026, month=6, day=5), # dup
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_make_bar(year=2026, month=6, day=6), # new
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_make_bar(year=2026, month=6, day=7), # new
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]
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written = append_daily_bars(filepath, bars_to_append, price_coeff=0.01, vol_coeff=0.01)
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assert written == 2
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bars = read_daily_bars(filepath)
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assert len(bars) == 3
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# ---------------------------------------------------------------------------
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# sync_daily_bars_from_security_bars
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# ---------------------------------------------------------------------------
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class TestSyncDailyBars:
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"""模拟完整同步流程（不需要真实服务端，手动构造 SecurityBar 列表）。"""
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def test_sync_appends_new_only(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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# 文件已有 6月4日和6月5日
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filepath.write_bytes(
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_make_raw_bar(year=2026, month=6, day=4) + _make_raw_bar(year=2026, month=6, day=5)
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)
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# 模拟服务端返回的数据：6月3日~6月7日
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server_bars = [
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_make_bar(year=2026, month=6, day=3),
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_make_bar(year=2026, month=6, day=4),
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_make_bar(year=2026, month=6, day=5),
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_make_bar(year=2026, month=6, day=6),
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_make_bar(year=2026, month=6, day=7),
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]
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written = sync_daily_bars_from_security_bars(
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filepath, server_bars, price_coeff=0.01, vol_coeff=0.01
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)
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assert written == 2 # only 6/6 and 6/7
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bars = read_daily_bars(filepath)
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assert len(bars) == 4 # 6/4, 6/5 (original) + 6/6, 6/7 (new)
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def test_sync_empty_file(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(b"")
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server_bars = [
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_make_bar(year=2026, month=6, day=4),
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_make_bar(year=2026, month=6, day=5),
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]
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written = sync_daily_bars_from_security_bars(
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filepath, server_bars, price_coeff=0.01, vol_coeff=0.01
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)
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assert written == 2
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bars = read_daily_bars(filepath)
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assert len(bars) == 2
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def test_sync_nothing_new(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.day"
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filepath.write_bytes(_make_raw_bar(year=2026, month=6, day=7))
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server_bars = [
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_make_bar(year=2026, month=6, day=6),
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_make_bar(year=2026, month=6, day=7),
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]
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written = sync_daily_bars_from_security_bars(
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filepath, server_bars, price_coeff=0.01, vol_coeff=0.01
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)
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assert written == 0
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