release: v1.32.6 — 两周改动深度审查全面修复（回测口径三件套/LLM 安全加固/涨停价舍入/时区统一/缓存与竞态等 58 处）

对 v1.21→v1.32.5 的 249 文件 4.2 万行改动做六路专项审查，本轮落地全部发现：回测正确性：组合收益 fillna(0) 虚增、轮动停牌日过期价成交、单标的 WF 逐窗指标被预热区稀释（三件套均带先红后绿回归）；worst_drawdown 方向、grading 容错、组合体检品种费率、寻优端点费率透传。安全：LLM api_url 仅 http/https 且禁 userinfo（封死 file:// 读取与 Key 外送链）、错误响应不回显原始 body、响应体 2MB 上限、配置原子写、坏配置字段级防御。数据：涨跌停价整数分币舍入（67/318/90 个价位错 1 分漏判清零）、交易时段/采样/ provisional 统一沪时区、warehouse 增量缺口自动全量重拉、provisional 定点转正、 baostock 真故障抛错 + W/M 去 tradestatus（实测服务端报错，周月兜底此前从未工作） + 指数 vol 股→手（实测锚定）、ccpm 结构变更抛错。 Web API：缓存键补 count/vipdoc、NaN 清洗先于缓存、count>800 分页取全量、 submit 透传真实状态、pending 不再被淘汰成幽灵、watchlist/server 入参约束。公式：FILTER 去副作用、0-1 值域误判收严、递归深度上限、REF 负移位显式禁止。前端：4 处请求竞态序号守卫、Sparkline viewBox、北交所 market=2 映射、空数据缓存死角、AI 弹窗卸载中止轮询、量能/资金日历口径修正。 CLI/CI：warehouse sync 失败 exit 1、参数校验干净报错、release 真实发布 SHA256、 CI 超时与缓存、spec 补 baostock 前提。约 60 条回归测试先红后绿；pytest 1820 全过，ruff/mypy/vue-tsc/node --test 全绿。
2026-09-12 16:54:20 +08:00 · 2026-09-06 22:16:48 +08:00
parent d5cf9c14a9
commit e374a0da28
86 changed files with 4245 additions and 442 deletions
@@ -0,0 +1,219 @@
+"""/bars、/bars/index 的 baostock 兜底集成测试（v1.32.6 修复项）。
+
+覆盖：
+- 数字周期字符串（category="4"）归一后也能走兜底（旧实现直接透传原串，
+  baostock 频率查表落空 → 兜底静默失效，维持原错误）；
+- 指数兜底必须传 is_index=True（baostock 指数 vol 股→手），个股路径不传；
+- fetch_bars 真故障抛 RuntimeError 时按"兜底不可用"处理，维持原 TDX 错误。
+"""
+
+from __future__ import annotations
+
+import sys
+import types
+
+import pandas as pd
+import pytest
+
+pytest.importorskip("fastapi")
+
+from fastapi.testclient import TestClient  # noqa: E402
+
+# ── 测试替身 ─────────────────────────────────────────────────────────────────
+
+
+class _RaisingMac:
+    async def get_stock_kline(self, *args, **kwargs):  # noqa: ANN002, ANN003
+        raise RuntimeError("MAC 连接失败")
+
+
+class _RaisingTdx:
+    async def get_security_bars(self, *args, **kwargs):  # noqa: ANN002, ANN003
+        raise RuntimeError("标准协议连接失败")
+
+    async def get_index_bars(self, *args, **kwargs):  # noqa: ANN002, ANN003
+        raise RuntimeError("标准协议连接失败")
+
+
+def _bars_app(mac_client, tdx_client):
+    from fastapi import FastAPI
+
+    from easy_tdx.web.errors import register_exception_handlers
+    from easy_tdx.web.routers import bars
+
+    app = FastAPI()
+    register_exception_handlers(app)
+    app.include_router(bars.router, prefix="/api/v1")
+    app.state.tdx_client = tdx_client
+    app.state.mac_client = mac_client
+    return app
+
+
+def _fallback_df(n: int = 5) -> pd.DataFrame:
+    dates = pd.bdate_range(end="2026-09-04", periods=n)
+    return pd.DataFrame(
+        {
+            "date": dates.normalize(),
+            "open": [10.0] * n,
+            "close": [10.5] * n,
+            "high": [11.0] * n,
+            "low": [9.5] * n,
+            "vol": [100000.0] * n,
+            "amount": [1050000.0] * n,
+        }
+    )
+
+
+def _install_fake_bs_module(monkeypatch: pytest.MonkeyPatch, rows: int = 10) -> dict:
+    """装一个最小可用的 baostock 模块替身，返回 captured 观测点。"""
+    from easy_tdx.sources import baostock as bs_source
+
+    captured: dict = {}
+
+    def _login():
+        lg = types.SimpleNamespace()
+        lg.error_code = "0"
+        lg.error_msg = "ok"
+        return lg
+
+    def query_history_k_data_plus(**kwargs):  # noqa: ANN003
+        captured.update(kwargs)
+        captured["calls"] = captured.get("calls", 0) + 1
+        data = [
+            [f"2026-08-{d:02d}", "10.0", "10.5", "11.0", "9.5", "100000", "1050000", "1"]
+            for d in range(1, rows + 1)
+        ]
+        rs = types.SimpleNamespace()
+        rs.error_code = "0"
+        rs.error_msg = "ok"
+        rs._rows = data
+        rs._i = 0
+
+        rs.next = lambda: rs._i < len(rs._rows)  # type: ignore[method-assign]
+        rs.get_row_data = lambda: rs._rows[rs._i]  # type: ignore[method-assign]
+
+        def _advance():
+            row = rs._rows[rs._i]
+            rs._i += 1
+            return row
+
+        rs.get_row_data = _advance  # type: ignore[method-assign]
+        return rs
+
+    mod = types.ModuleType("baostock")
+    mod.login = _login  # type: ignore[attr-defined]
+    mod.logout = lambda: None  # type: ignore[attr-defined]
+    mod.query_history_k_data_plus = query_history_k_data_plus  # type: ignore[attr-defined]
+
+    monkeypatch.setitem(sys.modules, "baostock", mod)
+    monkeypatch.delenv("EASY_TDX_BAOSTOCK", raising=False)
+    monkeypatch.setattr(bs_source, "_logged_in", False)
+    return captured
+
+
+# ── 项11：数字周期字符串归一后再兜底 ──────────────────────────────────────────
+
+
+def test_bars_numeric_category_still_falls_back(monkeypatch):
+    """category="4"（=DAY 的数字形式）TDX 全败时也应命中 baostock 兜底。
+
+    旧实现把原串 "4" 透传给 fetch_bars，_FREQ_BY_CATEGORY.get("4") 落空
+    返回 None → 兜底静默失效，客户端拿到 500。
+    """
+    captured = _install_fake_bs_module(monkeypatch)
+    with TestClient(
+        _bars_app(_RaisingMac(), _RaisingTdx()), raise_server_exceptions=False
+    ) as client:
+        resp = client.get(
+            "/api/v1/bars", params={"market": "SH", "code": "600519", "category": "4"}
+        )
+    assert resp.status_code == 200, resp.text
+    body = resp.json()
+    assert body["source"] == "baostock"
+    assert body["count"] > 0
+    assert captured["frequency"] == "d"  # 归一成 DAY 后映射到日线
+
+
+# ── 项12：is_index 传递与异常语义 ────────────────────────────────────────────
+
+
+def test_index_fallback_passes_is_index_true(monkeypatch):
+    """/bars/index 兜底必须带 is_index=True（指数 vol 股→手 ÷100）。"""
+    from easy_tdx.sources import baostock as bs_source
+
+    calls: dict = {}
+
+    def fake_fetch(market, code, category, start, count, adjust, is_index=False):
+        calls["is_index"] = is_index
+        return _fallback_df()
+
+    monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
+    monkeypatch.setattr(bs_source, "fetch_bars", fake_fetch)
+
+    with TestClient(_bars_app(None, _RaisingTdx())) as client:
+        resp = client.get(
+            "/api/v1/bars/index", params={"market": "SH", "code": "000001", "category": "DAY"}
+        )
+    assert resp.status_code == 200
+    assert resp.json()["source"] == "baostock"
+    assert calls["is_index"] is True
+
+
+def test_bars_stock_fallback_keeps_is_index_false(monkeypatch):
+    """个股路径兜底 is_index=False（vol 保持股口径）。"""
+    from easy_tdx.sources import baostock as bs_source
+
+    calls: dict = {}
+
+    def fake_fetch(market, code, category, start, count, adjust, is_index=False):
+        calls["is_index"] = is_index
+        return _fallback_df()
+
+    monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
+    monkeypatch.setattr(bs_source, "fetch_bars", fake_fetch)
+
+    with TestClient(_bars_app(_RaisingMac(), _RaisingTdx())) as client:
+        resp = client.get("/api/v1/bars", params={"market": "SH", "code": "600519"})
+    assert resp.status_code == 200
+    assert calls["is_index"] is False
+
+
+def test_bars_fallback_exception_keeps_original_tdx_error(monkeypatch):
+    """fetch_bars 真故障抛 RuntimeError → 按"兜底不可用"处理，重抛原 TDX 异常。
+
+    响应错误详情须是标准协议的失败原因，而非 baostock 的失败原因（baostock
+    的失败只记日志），且不返回空数据伪装成功。
+    """
+    from easy_tdx.sources import baostock as bs_source
+
+    def boom(*args, **kwargs):  # noqa: ANN002, ANN003
+        raise RuntimeError("baostock 拉取失败: 网络异常")
+
+    monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
+    monkeypatch.setattr(bs_source, "fetch_bars", boom)
+
+    with TestClient(
+        _bars_app(_RaisingMac(), _RaisingTdx()), raise_server_exceptions=False
+    ) as client:
+        resp = client.get("/api/v1/bars", params={"market": "SH", "code": "600519"})
+    assert resp.status_code == 500
+    assert "标准协议连接失败" in resp.json()["detail"]
+    assert "baostock" not in resp.json()["detail"]
+
+
+def test_index_fallback_exception_keeps_original_tdx_error(monkeypatch):
+    """/bars/index 同语义：baostock 异常不吞掉原 TDX 错误。"""
+    from easy_tdx.sources import baostock as bs_source
+
+    def boom(*args, **kwargs):  # noqa: ANN002, ANN003
+        raise RuntimeError("baostock 拉取失败: 网络异常")
+
+    monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
+    monkeypatch.setattr(bs_source, "fetch_bars", boom)
+
+    with TestClient(_bars_app(None, _RaisingTdx()), raise_server_exceptions=False) as client:
+        resp = client.get(
+            "/api/v1/bars/index", params={"market": "SH", "code": "000001", "category": "DAY"}
+        )
+    assert resp.status_code == 500
+    assert "标准协议连接失败" in resp.json()["detail"]