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https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
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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。
220 lines
8.0 KiB
Python
220 lines
8.0 KiB
Python
"""/bars、/bars/index 的 baostock 兜底集成测试（v1.32.6 修复项）。
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覆盖：
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- 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，
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baostock 频率查表落空 → 兜底静默失效，维持原错误）；
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- 指数兜底必须传 is_index=True（baostock 指数 vol 股→手），个股路径不传；
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- fetch_bars 真故障抛 RuntimeError 时按"兜底不可用"处理，维持原 TDX 错误。
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"""
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from __future__ import annotations
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import sys
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import types
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import pandas as pd
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import pytest
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient # noqa: E402
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# ── 测试替身 ─────────────────────────────────────────────────────────────────
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class _RaisingMac:
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async def get_stock_kline(self, *args, **kwargs): # noqa: ANN002, ANN003
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raise RuntimeError("MAC 连接失败")
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class _RaisingTdx:
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async def get_security_bars(self, *args, **kwargs): # noqa: ANN002, ANN003
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raise RuntimeError("标准协议连接失败")
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async def get_index_bars(self, *args, **kwargs): # noqa: ANN002, ANN003
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raise RuntimeError("标准协议连接失败")
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def _bars_app(mac_client, tdx_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 bars
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app = FastAPI()
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register_exception_handlers(app)
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app.include_router(bars.router, prefix="/api/v1")
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app.state.tdx_client = tdx_client
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app.state.mac_client = mac_client
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return app
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def _fallback_df(n: int = 5) -> pd.DataFrame:
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dates = pd.bdate_range(end="2026-09-04", periods=n)
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return pd.DataFrame(
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{
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"date": dates.normalize(),
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"open": [10.0] * n,
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"close": [10.5] * n,
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"high": [11.0] * n,
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"low": [9.5] * n,
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"vol": [100000.0] * n,
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"amount": [1050000.0] * n,
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}
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)
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def _install_fake_bs_module(monkeypatch: pytest.MonkeyPatch, rows: int = 10) -> dict:
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"""装一个最小可用的 baostock 模块替身，返回 captured 观测点。"""
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from easy_tdx.sources import baostock as bs_source
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captured: dict = {}
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def _login():
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lg = types.SimpleNamespace()
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lg.error_code = "0"
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lg.error_msg = "ok"
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return lg
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def query_history_k_data_plus(**kwargs): # noqa: ANN003
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captured.update(kwargs)
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captured["calls"] = captured.get("calls", 0) + 1
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data = [
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[f"2026-08-{d:02d}", "10.0", "10.5", "11.0", "9.5", "100000", "1050000", "1"]
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for d in range(1, rows + 1)
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]
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rs = types.SimpleNamespace()
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rs.error_code = "0"
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rs.error_msg = "ok"
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rs._rows = data
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rs._i = 0
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rs.next = lambda: rs._i < len(rs._rows) # type: ignore[method-assign]
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rs.get_row_data = lambda: rs._rows[rs._i] # type: ignore[method-assign]
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def _advance():
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row = rs._rows[rs._i]
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rs._i += 1
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return row
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rs.get_row_data = _advance # type: ignore[method-assign]
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return rs
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mod = types.ModuleType("baostock")
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mod.login = _login # type: ignore[attr-defined]
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mod.logout = lambda: None # type: ignore[attr-defined]
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mod.query_history_k_data_plus = query_history_k_data_plus # type: ignore[attr-defined]
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monkeypatch.setitem(sys.modules, "baostock", mod)
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monkeypatch.delenv("EASY_TDX_BAOSTOCK", raising=False)
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monkeypatch.setattr(bs_source, "_logged_in", False)
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return captured
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# ── 项11：数字周期字符串归一后再兜底 ──────────────────────────────────────────
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def test_bars_numeric_category_still_falls_back(monkeypatch):
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"""category="4"（=DAY 的数字形式）TDX 全败时也应命中 baostock 兜底。
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旧实现把原串 "4" 透传给 fetch_bars，_FREQ_BY_CATEGORY.get("4") 落空
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返回 None → 兜底静默失效，客户端拿到 500。
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"""
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captured = _install_fake_bs_module(monkeypatch)
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with TestClient(
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_bars_app(_RaisingMac(), _RaisingTdx()), raise_server_exceptions=False
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) as client:
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resp = client.get(
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"/api/v1/bars", params={"market": "SH", "code": "600519", "category": "4"}
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)
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assert resp.status_code == 200, resp.text
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body = resp.json()
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assert body["source"] == "baostock"
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assert body["count"] > 0
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assert captured["frequency"] == "d" # 归一成 DAY 后映射到日线
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# ── 项12：is_index 传递与异常语义 ────────────────────────────────────────────
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def test_index_fallback_passes_is_index_true(monkeypatch):
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"""/bars/index 兜底必须带 is_index=True（指数 vol 股→手 ÷100）。"""
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from easy_tdx.sources import baostock as bs_source
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calls: dict = {}
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def fake_fetch(market, code, category, start, count, adjust, is_index=False):
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calls["is_index"] = is_index
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return _fallback_df()
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monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
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monkeypatch.setattr(bs_source, "fetch_bars", fake_fetch)
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with TestClient(_bars_app(None, _RaisingTdx())) as client:
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resp = client.get(
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"/api/v1/bars/index", params={"market": "SH", "code": "000001", "category": "DAY"}
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)
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assert resp.status_code == 200
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assert resp.json()["source"] == "baostock"
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assert calls["is_index"] is True
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def test_bars_stock_fallback_keeps_is_index_false(monkeypatch):
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"""个股路径兜底 is_index=False（vol 保持股口径）。"""
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from easy_tdx.sources import baostock as bs_source
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calls: dict = {}
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def fake_fetch(market, code, category, start, count, adjust, is_index=False):
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calls["is_index"] = is_index
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return _fallback_df()
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monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
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monkeypatch.setattr(bs_source, "fetch_bars", fake_fetch)
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with TestClient(_bars_app(_RaisingMac(), _RaisingTdx())) as client:
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resp = client.get("/api/v1/bars", params={"market": "SH", "code": "600519"})
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assert resp.status_code == 200
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assert calls["is_index"] is False
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def test_bars_fallback_exception_keeps_original_tdx_error(monkeypatch):
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"""fetch_bars 真故障抛 RuntimeError → 按"兜底不可用"处理，重抛原 TDX 异常。
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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
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的失败只记日志），且不返回空数据伪装成功。
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"""
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from easy_tdx.sources import baostock as bs_source
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def boom(*args, **kwargs): # noqa: ANN002, ANN003
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raise RuntimeError("baostock 拉取失败: 网络异常")
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monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
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monkeypatch.setattr(bs_source, "fetch_bars", boom)
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with TestClient(
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_bars_app(_RaisingMac(), _RaisingTdx()), raise_server_exceptions=False
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) as client:
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resp = client.get("/api/v1/bars", params={"market": "SH", "code": "600519"})
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assert resp.status_code == 500
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assert "标准协议连接失败" in resp.json()["detail"]
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assert "baostock" not in resp.json()["detail"]
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def test_index_fallback_exception_keeps_original_tdx_error(monkeypatch):
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"""/bars/index 同语义：baostock 异常不吞掉原 TDX 错误。"""
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from easy_tdx.sources import baostock as bs_source
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def boom(*args, **kwargs): # noqa: ANN002, ANN003
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raise RuntimeError("baostock 拉取失败: 网络异常")
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monkeypatch.setattr(bs_source, "is_enabled", lambda: True)
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monkeypatch.setattr(bs_source, "fetch_bars", boom)
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with TestClient(_bars_app(None, _RaisingTdx()), raise_server_exceptions=False) as client:
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resp = client.get(
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"/api/v1/bars/index", params={"market": "SH", "code": "000001", "category": "DAY"}
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)
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assert resp.status_code == 500
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assert "标准协议连接失败" in resp.json()["detail"]
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