mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 13:24:18 +08:00
Justin Gu
e374a0da28
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。
418 lines
16 KiB
Python
418 lines
16 KiB
Python
"""/board-mac/hotspot 热点滚动端点单测（离线，mock MAC 客户端）。
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覆盖：后台构建状态机（building→ready / error 稳定 + retry 重建）、涨跌矩阵口径
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（close 逐日环比）、每日排名与行集合并集（top/bottom 镜像）、行元数据
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（days_in/streak/best_rank/复利 sum_pct/first_date）、今日列实时合并与
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休市（全市场未移动）去重、当日缓存复用（不重拉日K）、无效 mode 400。
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"""
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from __future__ import annotations
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import time
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import pandas as pd
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import pytest
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# ── 测试数据：21 个交易日（首根为窗口前锚点），三个板块涨跌幅恒定 ──────────────
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_DATES = [d.strftime("%Y-%m-%d") for d in pd.bdate_range("2026-07-31", periods=21)]
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# 轴 = 首根之后的 20 个交易日
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_AXIS = _DATES[1:]
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def _kline_df(start_close: float, daily: float) -> pd.DataFrame:
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closes = [start_close * (daily**i) for i in range(len(_DATES))]
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return pd.DataFrame({"datetime": pd.to_datetime(_DATES), "close": closes})
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_BOARDS = [
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{"market": 1, "code": "881106", "name": "存储器", "price": 0.0, "pre_close": 0.0},
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{"market": 1, "code": "881105", "name": "CPO", "price": 0.0, "pre_close": 0.0},
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{"market": 1, "code": "881101", "name": "房地产开发", "price": 0.0, "pre_close": 0.0},
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]
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class _FakeHotspotMacClient:
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"""按 code 返回恒定日涨跌幅 K 线的替身客户端。
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存储器 +5%/日、CPO +2%/日、房地产开发 -1%/日；实时报价由 live_prices
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提供（price/pre_close），缺省全部未移动（休市口径）。
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"""
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def __init__(self, live_prices: dict[str, tuple[float, float]] | None = None):
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self.klines = {
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"881106": _kline_df(100.0, 1.05),
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"881105": _kline_df(200.0, 1.02),
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"881101": _kline_df(300.0, 0.99),
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}
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self.live_prices = live_prices or {}
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self.kline_calls = 0
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self.list_calls = 0
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async def get_board_list(self, board_type=None, count=5000, sort_column=None):
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self.list_calls += 1
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rows = []
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for b in _BOARDS:
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row = dict(b)
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price, pre = self.live_prices.get(b["code"], (0.0, 0.0))
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row["price"], row["pre_close"] = price, pre
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rows.append(row)
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return pd.DataFrame(rows)
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async def get_stock_kline(
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self, market=1, code="", period=None, start=0, count=800, times=1, adjust=None, **_
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):
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self.kline_calls += 1
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return self.klines.get(code, pd.DataFrame())
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def _hotspot_app(mac_client):
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from fastapi import FastAPI
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from easy_tdx.web.errors import register_exception_handlers
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from easy_tdx.web.routers import board_mac
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app = FastAPI()
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register_exception_handlers(app)
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app.include_router(board_mac.router, prefix="/api/v1")
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app.state.tdx_client = object()
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app.state.mac_client = mac_client
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return app
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@pytest.fixture(autouse=True)
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def _clean_cache(monkeypatch):
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from easy_tdx.web.routers import board_mac
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board_mac._hotspot_history_cache.clear()
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board_mac._hotspot_builds.clear()
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# 默认把"今天"钉在远期：不在 K 线轴内且实时报价未移动 → 不追加今日列
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monkeypatch.setattr(board_mac, "_today_str", lambda: "2030-01-01")
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yield
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board_mac._hotspot_history_cache.clear()
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board_mac._hotspot_builds.clear()
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def _get(client, client_obj, **params):
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query = {"board_type": "HY", "days": 10, "per_day": 2, **params}
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resp = client.get("/api/v1/board-mac/hotspot", params=query)
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assert resp.status_code == 200, resp.text
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return resp.json()["data"], client_obj
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def _wait_ready(client, client_obj, timeout=10.0, **params):
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"""轮询直至构建结束，返回最终 payload。"""
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deadline = time.time() + timeout
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data = None
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while time.time() < deadline:
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data, client_obj = _get(client, client_obj, **params)
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if data["status"] != "building":
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return data, client_obj
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time.sleep(0.02)
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raise AssertionError(f"热点矩阵构建超时: {data}")
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def test_hotspot_build_matrix_and_metadata():
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"""building→ready；矩阵口径、每日排名、行集合并集、行元数据全量校验。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeHotspotMacClient()
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with TestClient(_hotspot_app(fake)) as client:
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data, fake = _wait_ready(client, fake)
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assert data["status"] == "ready"
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assert data["dates"] == _AXIS[-10:]
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assert data["today_index"] is None # 实时未移动 → 不追加今日列
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assert data["total_boards"] == 3
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rows = {r["code"]: r for r in data["rows"]}
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# 每日 +5%/+2% 恒定 → 前 2 名恒为存储器、CPO；房地产开发从不上榜
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assert set(rows) == {"881106", "881105"}
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mem = rows["881106"]
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assert mem["pct"] == [5.0] * 10
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assert mem["rank"] == [1] * 10
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assert mem["days_in"] == 10
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assert mem["streak"] == 10
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assert mem["best_rank"] == 1
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assert mem["first_date"] == _AXIS[-10]
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assert mem["sum_pct"] == pytest.approx(((1.05**10) - 1) * 100, abs=0.01)
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cpo = rows["881105"]
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assert cpo["rank"] == [2] * 10
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assert cpo["sum_pct"] == pytest.approx(((1.02**10) - 1) * 100, abs=0.01)
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def test_hotspot_mode_bottom_mirrors_selection():
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"""mode=bottom：每日最弱入选，排名语义镜像（1=跌幅最大）。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeHotspotMacClient()
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake, mode="bottom")
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rows = {r["code"]: r for r in data["rows"]}
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# 跌幅最深（-1%/日）与次深（+2%/日弱于 +5%）入选
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assert set(rows) == {"881101", "881105"}
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assert rows["881101"]["rank"] == [1] * 10
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assert rows["881101"]["days_in"] == 10
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assert rows["881101"]["sum_pct"] == pytest.approx(((0.99**10) - 1) * 100, abs=0.01)
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assert rows["881105"]["rank"] == [2] * 10
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def test_hotspot_live_today_column_merged():
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"""实时报价有移动 → 追加今日列：日期=今天、涨跌=price/pre_close、计入排名与连榜。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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from easy_tdx.web.routers import board_mac
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today = "2026-08-31"
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board_mac._today_str = lambda: today # type: ignore[assignment]
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# 存储器 +3%、CPO 大跌 -3%（跌出当日前2）、地产 -0.5%（挤进当日前2）
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pre_a = 100.0 * (1.05**20)
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pre_b = 200.0 * (1.02**20)
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pre_c = 300.0 * (0.99**20)
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live = {
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"881106": (round(pre_a * 1.03, 4), round(pre_a, 4)),
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"881105": (round(pre_b * 0.97, 4), round(pre_b, 4)),
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"881101": (round(pre_c * 0.995, 4), round(pre_c, 4)),
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}
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fake = _FakeHotspotMacClient(live_prices=live)
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try:
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake)
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finally:
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board_mac._today_str = lambda: "2030-01-01" # type: ignore[assignment]
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assert data["dates"][-1] == today
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assert data["today_index"] == len(data["dates"]) - 1
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assert len(data["dates"]) == 11
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rows = {r["code"]: r for r in data["rows"]}
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mem = rows["881106"]
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assert mem["pct"][-1] == 3.0
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assert mem["rank"][-1] == 1 # +3% 强于地产 -0.5% 与 CPO -3%
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assert mem["days_in"] == 11 # 窗口 10 日 + 今日列
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assert mem["streak"] == 11
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assert mem["sum_pct"] == pytest.approx(((1.05**10) * 1.03 - 1) * 100, abs=0.01)
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# CPO 今日大跌跌出前2 → 今日列计入排名但断连
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cpo = rows["881105"]
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assert cpo["pct"][-1] == -3.0
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assert cpo["rank"][-1] == 3
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assert cpo["days_in"] == 10
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assert cpo["streak"] == 0
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# 房地产开发仅今日上榜 → 进入行集合，首榜=今日
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estate = rows["881101"]
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assert estate["pct"][-1] == -0.5
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assert estate["rank"][-1] == 2
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assert estate["days_in"] == 1
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assert estate["first_date"] == today
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def test_hotspot_market_idle_no_live_column():
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"""全市场无一移动（盘前/休市）→ 不追加全 0 假列。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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# live_prices 为空 → 全部 price=pre_close=0 → any_moved=False
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fake = _FakeHotspotMacClient()
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake)
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assert data["today_index"] is None
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assert data["dates"] == _AXIS[-10:]
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assert data["session"] == "closed"
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def test_hotspot_weekend_duplicate_live_suppressed():
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"""周末隔夜 pre_close 未滚动：实时涨跌与历史末列重合 → 不追加重复的假今日列。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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from easy_tdx.web.routers import board_mac
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board_mac._today_str = lambda: "2026-08-29" # type: ignore[assignment] # 周六，不在轴内
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# price=最后一根 close、pre_close=前一根 close → 实时涨跌 == 历史末列（最后一个交易日的涨幅）
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live = {
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"881106": (100.0 * (1.05**20), 100.0 * (1.05**19)),
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"881105": (200.0 * (1.02**20), 200.0 * (1.02**19)),
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"881101": (300.0 * (0.99**20), 300.0 * (0.99**19)),
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}
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fake = _FakeHotspotMacClient(live_prices=live)
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try:
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake)
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finally:
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board_mac._today_str = lambda: "2030-01-01" # type: ignore[assignment]
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assert data["today_index"] is None
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assert data["dates"] == _AXIS[-10:] # 仍是 10 列窗口，无 08-29 重复列
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def test_hotspot_history_cache_reused():
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"""当日缓存复用：二次请求不重拉日K，仅刷新实时列表。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeHotspotMacClient()
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with TestClient(_hotspot_app(fake)) as client:
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_wait_ready(client, fake)
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kline_calls_after_build = fake.kline_calls
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list_calls_after_build = fake.list_calls
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data, _ = _get(client, fake)
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assert data["status"] == "ready"
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assert fake.kline_calls == kline_calls_after_build # 日K零重复拉取
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assert fake.list_calls == list_calls_after_build + 1 # 实时列每次现取
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def test_hotspot_error_stable_until_retry():
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"""全部板块日K失败 → error 状态稳定（轮询不冲掉错误），retry=1 触发重建。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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class _EmptyKlineClient(_FakeHotspotMacClient):
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async def get_stock_kline(self, **_): # noqa: D102 — 全部返回空
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self.kline_calls += 1
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return pd.DataFrame()
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fake = _EmptyKlineClient()
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake)
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assert data["status"] == "error"
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assert "日K" in data["error"]
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# 不带 retry 的再次请求：错误稳定（不再重拉日K）
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fake2 = fake
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with TestClient(_hotspot_app(fake2)) as client:
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data, _ = _get(client, fake2)
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assert data["status"] == "error"
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# retry=1 → 重新构建（仍失败，但状态机走 building）
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with TestClient(_hotspot_app(fake2)) as client:
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resp = client.get(
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"/api/v1/board-mac/hotspot",
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params={"board_type": "HY", "days": 10, "per_day": 2, "retry": "true"},
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)
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assert resp.status_code == 200
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# 任务刚启动：building 或（极快完成后的）error 均合法
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assert resp.json()["data"]["status"] in ("building", "error")
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def test_hotspot_invalid_mode_returns_400():
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeHotspotMacClient()
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with TestClient(_hotspot_app(fake)) as client:
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resp = client.get(
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"/api/v1/board-mac/hotspot",
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params={"board_type": "HY", "mode": "sideways"},
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)
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assert resp.status_code == 400
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assert "mode" in resp.json()["detail"]
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def test_hotspot_missing_kline_board_excluded():
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"""个别板块无日K：不参与排名，其余板块矩阵不受影响。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeHotspotMacClient()
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del fake.klines["881101"] # 房地产开发缺日K
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with TestClient(_hotspot_app(fake)) as client:
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data, _ = _wait_ready(client, fake)
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assert data["total_boards"] == 2
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assert all(r["code"] != "881101" for r in data["rows"])
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def test_hotspot_correlation_matrix_ready():
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"""缓存就绪：相关矩阵直接可算，完全同向的两板块相关系数 = 1。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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from easy_tdx.web.routers import board_mac
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board_mac._hotspot_history_cache["HY"] = (
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"2030-01-01",
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{
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"axis": ["2026-08-10", "2026-08-11", "2026-08-12"],
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"pct": {
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"881100": {"2026-08-10": 5.0, "2026-08-11": 3.0, "2026-08-12": 1.0},
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"881200": {"2026-08-10": 4.0, "2026-08-11": 2.0, "2026-08-12": 0.0},
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},
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"names": {"881100": "甲板块", "881200": "乙板块"},
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},
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)
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fake = _FakeHotspotMacClient()
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try:
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with TestClient(_hotspot_app(fake)) as client:
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resp = client.get(
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"/api/v1/board-mac/hotspot-correlation",
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params={"board_type": "HY", "days": 5, "per_day": 2},
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)
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finally:
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board_mac._hotspot_history_cache.clear()
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assert resp.status_code == 200
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||
data = resp.json()["data"]
|
||
assert data["status"] == "ready"
|
||
assert [b["code"] for b in data["boards"]] == ["881100", "881200"]
|
||
assert data["matrix"][0][0] == 1.0
|
||
assert data["matrix"][0][1] == pytest.approx(1.0, abs=0.01) # 完全线性同向
|
||
assert data["matrix"][1][0] == data["matrix"][0][1]
|
||
|
||
|
||
def test_hotspot_correlation_building_passthrough():
|
||
"""无缓存：与 hotspot 相同的 building 状态透传，前端轮询即可。"""
|
||
pytest.importorskip("fastapi")
|
||
from fastapi.testclient import TestClient
|
||
|
||
fake = _FakeHotspotMacClient()
|
||
with TestClient(_hotspot_app(fake)) as client:
|
||
resp = client.get("/api/v1/board-mac/hotspot-correlation", params={"board_type": "HY"})
|
||
assert resp.status_code == 200
|
||
body = resp.json()["data"]
|
||
assert body["status"] in ("building", "error", "ready") # 单机假客户端极快时可能已完成
|
||
if body["status"] == "building":
|
||
assert 0.0 <= body["progress"] <= 1.0
|
||
|
||
|
||
# ── 时区统一（v1.32.6）：日历日一律取沪市时区，与主机时区无关 ────────────────
|
||
|
||
|
||
# 模块导入时捕获真实实现（autouse fixture 会把 _today_str 换成钉死的 lambda）
|
||
_board_mac_mod = pytest.importorskip("easy_tdx.web.routers.board_mac")
|
||
_REAL_TODAY_STR = _board_mac_mod._today_str
|
||
|
||
|
||
def test_today_str_uses_shanghai_tz(monkeypatch):
|
||
"""_today_str 必须用 SHANGHAI_TZ 取"今天"（旧实现用主机本地时区）。
|
||
|
||
海外机器（如 UTC-5）上北京时间 09-06 02:00 时本地还是 09-05，
|
||
旧实现会把热点矩阵的"今日"判定错一天。
|
||
"""
|
||
from datetime import datetime
|
||
|
||
pytest.importorskip("fastapi")
|
||
from easy_tdx.realtime.session import SHANGHAI_TZ
|
||
from easy_tdx.web.routers import board_mac
|
||
|
||
# 恢复被 autouse fixture 钉住的真实现
|
||
monkeypatch.setattr(board_mac, "_today_str", _REAL_TODAY_STR)
|
||
|
||
captured: dict = {}
|
||
|
||
class _FakeDatetime:
|
||
@classmethod
|
||
def now(cls, tz=None):
|
||
captured["tz"] = tz
|
||
return datetime(2026, 9, 6, 2, 0, tzinfo=tz) if tz else datetime(2026, 9, 6, 2, 0)
|
||
|
||
monkeypatch.setattr(board_mac, "datetime", _FakeDatetime)
|
||
assert board_mac._today_str() == "2026-09-06"
|
||
assert captured["tz"] is SHANGHAI_TZ
|