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feat: A 股深度数据补全与全市场覆盖方案
1. 全市场覆盖:增加北交所 (Market.BJ) 支持,实现沪深京三市 A 股 100% 物理一致获取。 2. 资金流向:实现 get_fund_flow() 接口,基于 Tick 数据实现超大/大/中/小单加权统计。 3. 行业挂载:实现 tdxhy.cfg 解析,支持全量 A 股列表自动关联通达信/申万行业标签。 4. 市场统计:完善 get_market_stat() 接口,支持获取全 A 股涨跌家数及成交额。 5. 健壮性与测试:补全 a_share_extensions 单元测试,重构心跳测试以消除外部依赖,全量测试 100% 通过。 6. 文档对齐:README.md 同步更新特性、API 列表及数据模型。
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"""针对本轮 A 股增强功能的单元测试。"""
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import pytest
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from unittest.mock import patch, MagicMock, AsyncMock
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from xmtdx import TdxClient, Market
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from xmtdx.models.security import SecurityInfo
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from xmtdx.models.timeseries import TransactionRecord
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from xmtdx.models.quote import SecurityQuote
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@patch("xmtdx.client.TdxConnection")
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def test_get_fund_flow_logic(mock_conn_cls):
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"""测试资金流分类计算逻辑。"""
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mock_conn = mock_conn_cls.return_value
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client = TdxClient("127.0.0.1")
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# 构造模拟 Tick 数据
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# A股 1手=100股。
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# 1. 超大单: 100元 * 100手 * 100 = 100万 (Buy)
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# 2. 大单: 10元 * 250手 * 100 = 25万 (Sell)
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# 3. 小单: 10元 * 10手 * 100 = 1万 (Buy)
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mock_recs = [
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TransactionRecord(10, 0, 100.0, 100, 0, 0), # super_in
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TransactionRecord(10, 1, 10.0, 250, 1, 0), # large_out
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TransactionRecord(10, 2, 10.0, 10, 0, 0), # small_in
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]
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with patch.object(TdxClient, "get_transaction_data", return_value=mock_recs):
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flow = client.get_fund_flow(Market.SH, "600000")
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assert flow.super_in == 1000000.0
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assert flow.large_out == 250000.0
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assert flow.small_in == 10000.0
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assert flow.main_net_inflow == 1000000.0 - 250000.0
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assert flow.total_net_inflow == (1000000.0 + 10000.0) - 250000.0
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@patch("xmtdx.client.TdxConnection")
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def test_get_security_list_all_filtering(mock_conn_cls):
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"""测试三市 A 股过滤与行业挂载逻辑。"""
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client = TdxClient("127.0.0.1")
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# 模拟行业配置 tdxhy.cfg
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industry_cfg = b"1|600000|T01|||X01\n0|000001|T02|||X02\n2|830000|T03|||X03"
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# 模拟各市场返回
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def mock_get_list(market, start):
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if market == Market.SH:
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return [
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SecurityInfo(Market.SH, "600000", "SH_A", 100, 2, 10.0),
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SecurityInfo(Market.SH, "999999", "INDEX", 100, 2, 3000.0), # 应被过滤
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]
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if market == Market.SZ:
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return [SecurityInfo(Market.SZ, "000001", "SZ_A", 100, 2, 10.0)]
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if market == Market.BJ:
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return [SecurityInfo(Market.BJ, "830000", "BJ_A", 100, 2, 10.0)]
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return []
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with patch.object(TdxClient, "get_report_file", return_value=industry_cfg), \
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patch.object(TdxClient, "get_security_count", return_value=1), \
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patch.object(TdxClient, "get_security_list", side_effect=mock_get_list):
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all_stocks = client.get_security_list_all()
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# 应该只保留 3 只 A 股 (600000, 000001, 830000)
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assert len(all_stocks) == 3
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codes = [s.code for s in all_stocks]
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assert "600000" in codes
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assert "000001" in codes
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assert "830000" in codes
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assert "999999" not in codes
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# 检查行业挂载
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s0 = next(s for s in all_stocks if s.code == "600000")
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assert s0.industry_tdx == "T01"
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assert s0.industry_sw == "X01"
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@patch("xmtdx.client.TdxConnection")
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def test_get_market_stat_mapping(mock_conn_cls):
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"""测试市场统计字段映射。"""
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client = TdxClient("127.0.0.1")
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# 模拟 880005 行情返回
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mock_quote = SecurityQuote(
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Market.SH, "880005",
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price=3000.0, # up
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pre_close=2000.0, # down
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open=500.0, # neutral
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high=5500.0, # total
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low=100.0, vol=1000000.0, cur_vol=0, amount=50000000.0,
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s_vol=0, b_vol=0, active1=0, active2=0,
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bid1=0, bid_vol1=0, bid2=0, bid_vol2=0, bid3=0, bid_vol3=0, bid4=0, bid_vol4=0, bid5=0, bid_vol5=0,
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ask1=0, ask_vol1=0, ask2=0, ask_vol2=0, ask3=0, ask_vol3=0, ask4=0, ask_vol4=0, ask5=0, ask_vol5=0,
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rise_speed=0, limit_up=0, limit_down=0
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)
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with patch.object(TdxClient, "get_security_quotes", return_value=[mock_quote]):
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stat = client.get_market_stat()
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assert stat.up_count == 3000
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assert stat.down_count == 2000
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assert stat.neutral_count == 500
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assert stat.total_count == 5500
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assert stat.total_amount == 50000000.0
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@@ -6,53 +6,57 @@ from unittest.mock import patch, MagicMock, AsyncMock
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from xmtdx import AsyncTdxClient, Market
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@pytest.mark.asyncio
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async def test_heartbeat_sends_periodically():
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# 模拟连接和执行
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with patch("xmtdx.client.AsyncTdxConnection") as mock_conn_cls:
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mock_conn = mock_conn_cls.return_value
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mock_conn.connect = AsyncMock()
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mock_conn.close = AsyncMock()
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# 记录调用次数
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call_count = 0
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async def mock_execute(cmd):
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nonlocal call_count
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call_count += 1
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return 5 # 模拟 get_security_count 返回值
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def test_heartbeat_sends_periodically():
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async def run_test():
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# 模拟连接和执行
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with patch("xmtdx.client.AsyncTdxConnection") as mock_conn_cls:
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mock_conn = mock_conn_cls.return_value
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mock_conn.connect = AsyncMock()
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mock_conn.close = AsyncMock()
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# 记录调用次数
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call_count = 0
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async def mock_execute(cmd):
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nonlocal call_count
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call_count += 1
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return 5 # 模拟 get_security_count 返回值
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mock_conn.execute.side_effect = mock_execute
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mock_conn.execute.side_effect = mock_execute
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# 设置非常短的心跳间隔以便测试
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client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.1)
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await client.connect()
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# 等待几次心跳周期
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await asyncio.sleep(0.35)
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await client.close()
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# 0.35s 应该触发约 3 次心跳 (0.1, 0.2, 0.3)
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assert call_count >= 3
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# 设置非常短的心跳间隔以便测试
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client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.1)
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await client.connect()
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# 等待几次心跳周期
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await asyncio.sleep(0.35)
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await client.close()
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# 0.35s 应该触发约 3 次心跳 (0.1, 0.2, 0.3)
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assert call_count >= 3
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asyncio.run(run_test())
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@pytest.mark.asyncio
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async def test_heartbeat_stops_on_close():
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with patch("xmtdx.client.AsyncTdxConnection") as mock_conn_cls:
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mock_conn = mock_conn_cls.return_value
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mock_conn.connect = AsyncMock()
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mock_conn.close = AsyncMock()
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mock_conn.execute = AsyncMock(return_value=5)
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client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.01)
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await client.connect()
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assert client._heartbeat_task is not None
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task = client._heartbeat_task
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await client.close()
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assert client._heartbeat_task is None
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assert task.done() or task.cancelled()
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def test_heartbeat_stops_on_close():
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async def run_test():
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with patch("xmtdx.client.AsyncTdxConnection") as mock_conn_cls:
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mock_conn = mock_conn_cls.return_value
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mock_conn.connect = AsyncMock()
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mock_conn.close = AsyncMock()
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mock_conn.execute = AsyncMock(return_value=5)
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client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.01)
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await client.connect()
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assert client._heartbeat_task is not None
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task = client._heartbeat_task
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await client.close()
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assert client._heartbeat_task is None
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assert task.done() or task.cancelled()
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asyncio.run(run_test())
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if __name__ == "__main__":
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