style: ruff format 修复预存格式债(CI ruff format --check 转绿)

v1.17.2 引入的 QFQ 重算代码(adjust.py/client.py/test_mac_qfq_integration.py)
含 magic trailing comma 导致 ruff format 期望多行参数展开,CI 的
'ruff format --check src/ tests/' 自 v1.17.0 起一直失败。纯格式变更,
零逻辑改动(20 例 QFQ 测试全过)。
This commit is contained in:
Justin Gu
2026-07-04 00:17:06 +08:00
parent 78bbe46d01
commit 648c9ccfaf
3 changed files with 74 additions and 25 deletions
+5 -1
View File
@@ -132,7 +132,11 @@ def apply_forward_adjust(
if not np.isfinite(factor):
_logger.warning(
"QFQ 本地重算:事件 %s 因子非法(cum_close=%s fh=%s sz=%s pg=%s),跳过",
ed.date(), cum_close, fh, sz, pg,
ed.date(),
cum_close,
fh,
sz,
pg,
)
continue
arr[: cum_idx + 1] *= factor
+29 -8
View File
@@ -388,7 +388,10 @@ class MacClient:
xd = tc.get_xdxr_info(Market(market), code)
except Exception as exc: # noqa: BLE001 - 降级,不中断 kline 获取
_logger.warning(
"QFQ 本地重算:获取 %s %s XDXR 失败,降级返回服务端 QFQ:%s", market, code, exc,
"QFQ 本地重算:获取 %s %s XDXR 失败,降级返回服务端 QFQ:%s",
market,
code,
exc,
)
return None
if xd is None or xd.empty:
@@ -422,7 +425,9 @@ class MacClient:
_logger.warning("QFQ 本地重算后 %s %s 仍含非法价格,降级返回服务端 QFQ", market, code)
return df
_logger.warning(
"QFQ 本地重算:%s %s 服务端深层历史返回负价,已用 NONE+XDXR 重算前复权", market, code,
"QFQ 本地重算:%s %s 服务端深层历史返回负价,已用 NONE+XDXR 重算前复权",
market,
code,
)
return out
@@ -1342,7 +1347,10 @@ class AsyncMacClient(AsyncHeartbeatMixin):
xd = tc.get_xdxr_info(Market(market), code)
except Exception as exc: # noqa: BLE001 - 降级,不中断 kline 获取
_logger.warning(
"QFQ 本地重算:获取 %s %s XDXR 失败,降级返回服务端 QFQ:%s", market, code, exc,
"QFQ 本地重算:获取 %s %s XDXR 失败,降级返回服务端 QFQ:%s",
market,
code,
exc,
)
return None
if xd is None or xd.empty:
@@ -1351,7 +1359,10 @@ class AsyncMacClient(AsyncHeartbeatMixin):
return xd
def _local_recompute_qfq(
self, df: pd.DataFrame, market: int, code: str,
self,
df: pd.DataFrame,
market: int,
code: str,
) -> pd.DataFrame:
"""对 QFQ 异常的 K 线用 NONE+XDXR 本地重算前复权(同 MacClient)。"""
from .adjust import apply_forward_adjust, has_bad_prices
@@ -1364,7 +1375,9 @@ class AsyncMacClient(AsyncHeartbeatMixin):
_logger.warning("QFQ 本地重算后 %s %s 仍含非法价格,降级返回服务端 QFQ", market, code)
return df
_logger.warning(
"QFQ 本地重算:%s %s 服务端深层历史返回负价,已用 NONE+XDXR 重算前复权", market, code,
"QFQ 本地重算:%s %s 服务端深层历史返回负价,已用 NONE+XDXR 重算前复权",
market,
code,
)
return out
@@ -1425,8 +1438,13 @@ class AsyncMacClient(AsyncHeartbeatMixin):
nps = min(count - nfetched, _KLINE_PAGE_SIZE)
nb = await self._execute(
SymbolBarCmd(
market=market, code=code, period=period, times=times,
start=noffset, count=nps, fq=Adjust.NONE,
market=market,
code=code,
period=period,
times=times,
start=noffset,
count=nps,
fq=Adjust.NONE,
)
)
if not nb:
@@ -1439,7 +1457,10 @@ class AsyncMacClient(AsyncHeartbeatMixin):
if none_bars:
# XDXR 获取涉及同步网络 IO,放线程执行
df = await asyncio.to_thread(
self._local_recompute_qfq, _to_df(none_bars), market, code,
self._local_recompute_qfq,
_to_df(none_bars),
market,
code,
)
delta = _period_to_minutes(period, times)
+40 -16
View File
@@ -78,15 +78,21 @@ def test_qfq_negative_triggers_local_recompute():
def fake_execute(cmd: SymbolBarCmd) -> list[MacBar]:
return _qfq_broken_bars() if cmd._fq == Adjust.QFQ else _none_bars()
with patch.object(client, "_execute", side_effect=fake_execute), patch(
"easy_tdx.client.TdxClient"
) as MockTdx:
with (
patch.object(client, "_execute", side_effect=fake_execute),
patch("easy_tdx.client.TdxClient") as MockTdx,
):
# 让 TdxClient 上下文返回手构 XDXR
mock_inst = MockTdx.from_best_host.return_value.__enter__.return_value
mock_inst.get_xdxr_info.return_value = _xdxr_df()
df = client.get_stock_kline(
market=1, code="601088", period=Period.DAILY, start=0, count=4, adjust=Adjust.QFQ,
market=1,
code="601088",
period=Period.DAILY,
start=0,
count=4,
adjust=Adjust.QFQ,
)
# 重算后全部为正
@@ -107,11 +113,17 @@ def test_qfq_clean_does_not_trigger_recompute():
_bar("2024-01-04", 9.0, Adjust.QFQ),
]
with patch.object(client, "_execute", return_value=clean_qfq) as mock_exec, patch(
"easy_tdx.client.TdxClient"
) as MockTdx:
with (
patch.object(client, "_execute", return_value=clean_qfq) as mock_exec,
patch("easy_tdx.client.TdxClient") as MockTdx,
):
df = client.get_stock_kline(
market=1, code="601088", period=Period.DAILY, start=0, count=4, adjust=Adjust.QFQ,
market=1,
code="601088",
period=Period.DAILY,
start=0,
count=4,
adjust=Adjust.QFQ,
)
# QFQ 干净时不应再去拉 XDXR
MockTdx.from_best_host.assert_not_called()
@@ -128,15 +140,21 @@ def test_qfq_recompute_xdxr_failure_degrades_gracefully():
def fake_execute(cmd: SymbolBarCmd) -> list[MacBar]:
return _qfq_broken_bars() if cmd._fq == Adjust.QFQ else _none_bars()
with patch.object(client, "_execute", side_effect=fake_execute), patch(
"easy_tdx.client.TdxClient"
) as MockTdx:
with (
patch.object(client, "_execute", side_effect=fake_execute),
patch("easy_tdx.client.TdxClient") as MockTdx,
):
# XDXR 抛异常 → _fetch_xdxr_records 返回 None → 降级
mock_inst = MockTdx.from_best_host.return_value.__enter__.return_value
mock_inst.get_xdxr_info.side_effect = RuntimeError("host unreachable")
df = client.get_stock_kline(
market=1, code="601088", period=Period.DAILY, start=0, count=4, adjust=Adjust.QFQ,
market=1,
code="601088",
period=Period.DAILY,
start=0,
count=4,
adjust=Adjust.QFQ,
)
# 降级:返回 NONE 数据(apply_forward_adjust 因 xd=None 原样返回 df
@@ -148,11 +166,17 @@ def test_qfq_recompute_xdxr_failure_degrades_gracefully():
def test_none_adjust_skips_recompute():
"""adjust=NONE 时完全跳过 QFQ 重算逻辑。"""
client = _make_client()
with patch.object(client, "_execute", return_value=_none_bars()) as mock_exec, patch(
"easy_tdx.client.TdxClient"
) as MockTdx:
with (
patch.object(client, "_execute", return_value=_none_bars()) as mock_exec,
patch("easy_tdx.client.TdxClient") as MockTdx,
):
df = client.get_stock_kline(
market=1, code="601088", period=Period.DAILY, start=0, count=4, adjust=Adjust.NONE,
market=1,
code="601088",
period=Period.DAILY,
start=0,
count=4,
adjust=Adjust.NONE,
)
MockTdx.from_best_host.assert_not_called()