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通达信协议用bar开始时间打时间戳（5min线上午最后一根标11:25、下午第一根标13:00；午休11:30-13:00无bar），而Tushare/同花顺/聚宽用bar结束时间（标11:30/13:05）。新增bar_time参数让用户一键切换，避免自行+5分钟偏移。
- 全部3条K线路径覆盖：A股get_security_bars/get_index_bars、扩展行情get_instrument_bars、MAC get_stock_kline（含同步+异步、get_stock_kline_with_indicators）
- CLI kline新增--bar-time {start,end}选项；Web /bars、/bars/index新增bar_time查询参数
- bar_time=start（默认）保持完全向后兼容；bar_time=end仅对分钟级周期（1/5/15/30/60min）生效，自动按周期时长右移并处理跨小时/跨日边界
- 协议解码层零改动，偏移作为纯展示语义在client层后处理，单一工具函数_apply_bar_time_align_df/_apply_bar_time_align_bars复用于全部路径
- 新增27个单元测试（test_codec_datetime.py偏移逻辑 + test_kline_bar_time.py三路径覆盖），全量700单测通过
- bump 版本号至 1.16.0
214 lines
7.4 KiB
Python
214 lines
7.4 KiB
Python
"""分钟级 K 线时间戳 bar_time（开始/结束时间）对齐的单元测试。
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通达信协议用 bar 开始时间打时间戳（上午最后一根 5min 标 11:25、下午第一根标 13:00）；
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bar_time="end" 切换为右端点（标 11:30/13:05），对齐 Tushare / 同花顺。
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"""
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from __future__ import annotations
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import pandas as pd
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from easy_tdx._df import (
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_apply_bar_time_align_bars,
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_apply_bar_time_align_df,
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_category_to_minutes,
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)
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from easy_tdx.ex.models import ExInstrumentBar
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from easy_tdx.models.bar import SecurityBar
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# --------------------------------------------------------------------------- #
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# DataFrame 路径（A 股 security/index bars，含 hour/minute 列）
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# --------------------------------------------------------------------------- #
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def _bars_df(rows: list[tuple[int, int]]) -> pd.DataFrame:
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"""构造含 year/month/day/hour/minute 的 K 线 DataFrame（模拟 _to_df 输出）。"""
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return pd.DataFrame(
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[
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{
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"open": 10.0,
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"close": 10.0,
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"high": 10.0,
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"low": 10.0,
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"vol": 100.0,
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"amount": 1000.0,
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"year": 2026,
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"month": 6,
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"day": 30,
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"hour": h,
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"minute": m,
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}
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for h, m in rows
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]
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)
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class TestAlignDfTimeColumns:
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def test_start_default_is_noop(self):
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df = _bars_df([(11, 25), (13, 0)])
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="start", has_time_columns=True
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)
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assert list(out["hour"]) == [11, 13]
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assert list(out["minute"]) == [25, 0]
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def test_end_aligns_to_right_endpoint(self):
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# 11:25 -> 11:30, 13:00 -> 13:05（5min 线右端点）
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df = _bars_df([(11, 25), (13, 0)])
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
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)
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assert list(out["hour"]) == [11, 13]
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assert list(out["minute"]) == [30, 5]
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def test_end_cross_hour(self):
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# 9:58 + 5 = 10:03（跨小时进位）
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df = _bars_df([(9, 58)])
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
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)
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assert out["hour"].iloc[0] == 10
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assert out["minute"].iloc[0] == 3
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def test_end_close_bar_15min(self):
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# 60min 线下午最后一根开始时间 14:00，右端点 15:00（跨小时但不跨日）
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df = _bars_df([(14, 0)])
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=60, bar_time="end", has_time_columns=True
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)
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assert out["hour"].iloc[0] == 15
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assert out["minute"].iloc[0] == 0
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def test_daily_plus_not_aligned_even_with_end(self):
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# 日线及以上周期：is_intraday=False，即便 bar_time="end" 也不偏移
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df = _bars_df([(0, 0)])
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out = _apply_bar_time_align_df(
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df, is_intraday=False, delta_minutes=None, bar_time="end", has_time_columns=True
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)
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assert out["hour"].iloc[0] == 0
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assert out["minute"].iloc[0] == 0
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def test_does_not_mutate_input(self):
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df = _bars_df([(11, 25)])
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_apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
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)
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# 原 DataFrame 不被修改
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assert df["minute"].iloc[0] == 25
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def test_empty_df(self):
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df = pd.DataFrame()
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=True
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)
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assert out.empty
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# --------------------------------------------------------------------------- #
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# DataFrame 路径（MAC，已合并为 datetime 列）
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# --------------------------------------------------------------------------- #
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def _mac_df(times: list[str]) -> pd.DataFrame:
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return pd.DataFrame({"datetime": pd.to_datetime(["2026-06-30 " + t for t in times])})
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class TestAlignDfDatetimeColumn:
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def test_mac_end_aligns(self):
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df = _mac_df(["11:25:00", "13:00:00"])
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out = _apply_bar_time_align_df(
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df, is_intraday=True, delta_minutes=5, bar_time="end", has_time_columns=False
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)
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assert out["datetime"].iloc[0] == pd.Timestamp("2026-06-30 11:30:00")
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assert out["datetime"].iloc[1] == pd.Timestamp("2026-06-30 13:05:00")
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def test_mac_daily_not_aligned(self):
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df = _mac_df(["00:00:00"])
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out = _apply_bar_time_align_df(
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df, is_intraday=False, delta_minutes=None, bar_time="end", has_time_columns=False
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)
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assert out["datetime"].iloc[0] == pd.Timestamp("2026-06-30 00:00:00")
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# --------------------------------------------------------------------------- #
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# dataclass 列表路径（扩展行情 ex client）
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# --------------------------------------------------------------------------- #
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def _make_ex_bar(hour: int, minute: int) -> ExInstrumentBar:
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return ExInstrumentBar(
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open=10.0,
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high=10.0,
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low=10.0,
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close=10.0,
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position=0,
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trade=0,
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amount=0.0,
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year=2026,
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month=6,
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day=30,
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hour=hour,
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minute=minute,
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)
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class TestAlignBars:
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def test_end_aligns_ex_bars(self):
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bars = [_make_ex_bar(11, 25), _make_ex_bar(13, 0)]
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out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
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assert (out[0].hour, out[0].minute) == (11, 30)
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assert (out[1].hour, out[1].minute) == (13, 5)
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def test_start_is_noop(self):
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bars = [_make_ex_bar(11, 25)]
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out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="start")
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assert (out[0].hour, out[0].minute) == (11, 25)
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def test_end_cross_hour(self):
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bars = [_make_ex_bar(9, 58)]
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out = _apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
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assert (out[0].hour, out[0].minute) == (10, 3)
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def test_does_not_mutate_input_bars(self):
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bars = [_make_ex_bar(11, 25)]
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_apply_bar_time_align_bars(bars, is_intraday=True, delta_minutes=5, bar_time="end")
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assert bars[0].hour == 11 and bars[0].minute == 25
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def test_security_bar_datetime_str(self):
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"""SecurityBar 的 datetime_str 在 bar_time='end' 后应反映右端点。"""
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bar = SecurityBar(
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open=10.0,
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close=10.0,
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high=10.0,
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low=10.0,
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vol=100.0,
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amount=1000.0,
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year=2026,
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month=6,
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day=30,
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hour=11,
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minute=25,
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)
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assert bar.datetime_str == "2026-06-30 11:25"
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# --------------------------------------------------------------------------- #
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# 集成：category → 偏移链路
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# --------------------------------------------------------------------------- #
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class TestCategoryChain:
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def test_min5_end_alignment(self):
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"""模拟 5min 线上午最后一根：category=0 → delta=5 → 11:25 右端点 11:30。"""
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delta = _category_to_minutes(0)
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df = _bars_df([(11, 25)])
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out = _apply_bar_time_align_df(
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df,
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is_intraday=delta is not None,
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delta_minutes=delta,
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bar_time="end",
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has_time_columns=True,
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)
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assert out["hour"].iloc[0] == 11
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assert out["minute"].iloc[0] == 30
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