"""涨停生态(screen.limitup + /limitup-ecology 端点)单测。 用合成 .day 二进制文件验证:涨停/连板/炸板/跌停判定、20cm 创业板、 主板 5% 疑似 ST、汇总统计与排序;端点侧验证 DictResponse 包装与 60s 缓存。 """ from __future__ import annotations import pytest from easy_tdx.offline.daily_bar import _DAILY_FMT def _day(date: int, open_: float, high: float, low: float, close: float) -> bytes: """按 .day 真实格式打包一根日线(价格 ×100 存 uint,成交额 f32)。""" return _DAILY_FMT.pack( date, round(open_ * 100), round(high * 100), round(low * 100), round(close * 100), 5_000_000.0, 1_000_000, 0, ) def _write_stock( vipdoc, exchange: str, code: str, closes: list[float], highs: list[float] | None = None, dates: list[int] | None = None, ) -> None: """写一只股票的 .day 文件;closes 逐日收盘,highs 缺省=每日收盘。""" lday = vipdoc / exchange / "lday" lday.mkdir(parents=True, exist_ok=True) highs = highs or closes dates = dates or [20260801 + i for i in range(len(closes))] data = b"".join(_day(d, c - 0.05, h, c - 0.10, c) for d, c, h in zip(dates, closes, highs)) (lday / f"{exchange}{code}.day").write_bytes(data) @pytest.fixture def vipdoc(tmp_path): """合成市场(全部股票最后 bar 对齐 20260804,模拟真实"同一交易日")。""" last4 = [20260801, 20260802, 20260803, 20260804] # 主板 3 连板:10.00 → 11.00 → 12.10 → 13.31(每根恰为 round(prev×1.1, 2)) _write_stock(tmp_path, "sh", "600100", [10.00, 11.00, 12.10, 13.31]) # 创业板 2 连板(20cm):20.00 → 24.00 → 28.80(首根铺垫同价) _write_stock(tmp_path, "sz", "300200", [20.00, 20.00, 24.00, 28.80], dates=last4) # 主板 5%(疑似 ST,前收 ≥3 才启用 ST 判定):10.00 → 10.50 _write_stock(tmp_path, "sh", "600300", [10.00, 10.00, 10.00, 10.50], dates=last4) # 炸板:前收 10.00,最高触 11.00,收 10.80(离开 5% 价位避免歧义) _write_stock( tmp_path, "sh", "600400", [10.00, 10.00, 10.00, 10.80], highs=[10.20, 10.20, 10.50, 11.00], dates=last4, ) # 跌停:10.00 → 9.00 _write_stock(tmp_path, "sz", "000500", [10.00, 10.00, 10.00, 9.00], dates=last4) # 平盘(无事件) _write_stock(tmp_path, "sh", "600600", [10.00, 10.00, 10.00, 10.20], dates=last4) # 陈旧文件:数据停在 20260703,当年的"3连板"不得进入今日生态 _write_stock( tmp_path, "sh", "600700", [10.00, 11.00, 12.10], dates=[20260701, 20260702, 20260703], ) # 低价 ST 护栏:前收 2.00(<3)恰收 +5%(2.10)不算涨停 _write_stock(tmp_path, "sh", "600800", [2.00, 2.00, 2.00, 2.10], dates=last4) return tmp_path def test_limitup_core_detection(vipdoc): from easy_tdx.screen.limitup import compute_limitup_ecology eco = compute_limitup_ecology(vipdoc) assert eco.data_date == 20260804 assert eco.total == 8 up = {e.code: e for e in eco.limit_up} assert set(up) == {"600100", "300200", "600300"} # 600700 陈旧排除、600800 低价护栏 board3 = up["600100"] assert board3.streak == 3 assert board3.market == "SH" assert board3.pct == pytest.approx(10.0, abs=0.01) assert board3.st is False cyb = up["300200"] assert cyb.streak == 2 # 20cm 创业板 assert cyb.pct == pytest.approx(20.0, abs=0.01) assert up["600300"].streak == 1 assert up["600300"].st is True # 主板 5% → 疑似 ST # 连板天梯排序:高度降序 assert [e.streak for e in eco.limit_up] == [3, 2, 1] # 炸板与跌停 assert [e.code for e in eco.blown] == ["600400"] assert eco.blown[0].pct == pytest.approx(8.0, abs=0.01) assert [e.code for e in eco.limit_down] == ["000500"] assert eco.limit_down[0].streak == 1 s = eco.summary() assert s["limit_up_count"] == 3 assert s["blown_count"] == 1 assert s["limit_down_count"] == 1 assert s["max_streak"] == 3 assert s["first_board"] == 1 # 仅 600300 首板;600100 三板、300200 二板 assert s["blown_rate"] == 25.0 # 3 封住 + 1 炸板 def test_limitup_empty_vipdoc(tmp_path): from easy_tdx.screen.limitup import compute_limitup_ecology eco = compute_limitup_ecology(tmp_path / "nonexistent") assert eco.total == 0 assert eco.data_date == 0 assert eco.summary()["limit_up_count"] == 0 def test_limitup_endpoint_and_cache(vipdoc, monkeypatch): """端点返回 DictResponse 包装;60s 内命中缓存(扫描只跑一次)。""" pytest.importorskip("fastapi") from fastapi import FastAPI from fastapi.testclient import TestClient from easy_tdx.screen import limitup as limitup_mod from easy_tdx.web.errors import register_exception_handlers from easy_tdx.web.routers import market as market_mod calls = {"n": 0} real = limitup_mod.compute_limitup_ecology def counting(*a, **kw): calls["n"] += 1 return real(*a, **kw) monkeypatch.setattr(limitup_mod, "compute_limitup_ecology", counting) app = FastAPI() register_exception_handlers(app) app.include_router(market_mod.router, prefix="/api/v1") app.state.tdx_client = object() with TestClient(app) as client: r1 = client.get("/api/v1/limitup-ecology", params={"vipdoc": str(vipdoc)}) assert r1.status_code == 200 d1 = r1.json()["data"] assert d1["summary"]["limit_up_count"] == 3 assert d1["limit_up"][0]["code"] == "600100" r2 = client.get("/api/v1/limitup-ecology", params={"vipdoc": str(vipdoc)}) assert r2.status_code == 200 assert r2.json()["data"] == d1 assert calls["n"] == 1 # 第二次命中缓存