mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 14:34:18 +08:00
Justin Gu
d01b11fa74
- Add write_daily.py: encode/append daily bars to .day files - Add write_ex_daily.py: encode/append extended market daily bars - Add write_min_bar.py: encode/append minute bars (.5/.lc1/.lc5) - Add sync-daily CLI: sync single stock with pagination support - Add sync-all CLI: one-command sync for all SH/SZ .day files - Update README with sync commands and Python write API docs - 50 new unit tests covering encode round-trip, append dedup, edge cases - Bump version 1.5.0 -> 1.6.0
277 lines
7.9 KiB
Python
277 lines
7.9 KiB
Python
"""离线分钟线写入测试（纯离线，无网络）。"""
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from __future__ import annotations
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import struct
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from pathlib import Path
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from easy_tdx.models.bar import SecurityBar
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from easy_tdx.offline.min_bar import (
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_LC_MIN_FMT,
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_MIN_FMT,
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_decode_tdx_date,
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_decode_tdx_time,
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read_5min_bars,
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read_lc_min_bars,
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)
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from easy_tdx.offline.write_min_bar import (
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append_5min_bars,
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append_lc_min_bars,
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encode_5min_bar,
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encode_lc_min_bar,
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get_last_5min_bar_datetime,
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get_last_lc_min_bar_datetime,
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)
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# ---------------------------------------------------------------------------
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# helpers
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# ---------------------------------------------------------------------------
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def _make_min_bar(
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year: int = 2026,
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month: int = 6,
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day: int = 6,
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hour: int = 9,
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minute: int = 30,
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open_: float = 10.25,
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high: float = 10.50,
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low: float = 10.10,
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close: float = 10.30,
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vol: float = 5000.0,
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amount: float = 51250.0,
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) -> SecurityBar:
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return SecurityBar(
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open=open_,
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close=close,
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high=high,
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low=low,
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vol=vol,
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amount=amount,
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year=year,
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month=month,
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day=day,
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hour=hour,
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minute=minute,
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)
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def _encode_tdx_date(year: int, month: int, day: int) -> int:
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return (year - 2004) * 2048 + month * 100 + day
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def _encode_tdx_time(hour: int, minute: int) -> int:
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return hour * 60 + minute
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def _make_raw_5min_bar(
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year: int = 2026,
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month: int = 6,
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day: int = 6,
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hour: int = 9,
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minute: int = 30,
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open_int: int = 1025,
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high_int: int = 1050,
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low_int: int = 1010,
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close_int: int = 1030,
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amount: float = 51250.0,
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vol_int: int = 5000,
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) -> bytes:
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return _MIN_FMT.pack(
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_encode_tdx_date(year, month, day),
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_encode_tdx_time(hour, minute),
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open_int,
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high_int,
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low_int,
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close_int,
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amount,
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vol_int,
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0,
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)
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def _make_raw_lc_min_bar(
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year: int = 2026,
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month: int = 6,
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day: int = 6,
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hour: int = 9,
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minute: int = 30,
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open_: float = 10.25,
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high: float = 10.50,
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low: float = 10.10,
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close: float = 10.30,
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amount: float = 51250.0,
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vol: int = 5000,
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) -> bytes:
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return _LC_MIN_FMT.pack(
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_encode_tdx_date(year, month, day),
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_encode_tdx_time(hour, minute),
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open_,
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high,
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low,
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close,
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amount,
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vol,
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0,
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)
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# ===========================================================================
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# .5 文件 (5 分钟线)
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# ===========================================================================
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class TestEncode5minBar:
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def test_output_length(self) -> None:
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bar = _make_min_bar()
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result = encode_5min_bar(bar)
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assert len(result) == 32
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def test_date_encoding(self) -> None:
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bar = _make_min_bar(year=2026, month=6, day=5)
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result = encode_5min_bar(bar)
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date_num = struct.unpack_from("<H", result, 0)[0]
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yr, mo, dy = _decode_tdx_date(date_num)
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assert (yr, mo, dy) == (2026, 6, 5)
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def test_time_encoding(self) -> None:
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bar = _make_min_bar(hour=14, minute=30)
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result = encode_5min_bar(bar)
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time_num = struct.unpack_from("<H", result, 2)[0]
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h, m = _decode_tdx_time(time_num)
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assert (h, m) == (14, 30)
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def test_price_encoding(self) -> None:
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"""5 分钟线 OHLC 整数 × 100。"""
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bar = _make_min_bar(open_=10.25)
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result = encode_5min_bar(bar)
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open_int = struct.unpack_from("<I", result, 4)[0]
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assert open_int == 1025
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class Test5minRoundTrip:
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def test_single_bar_round_trip(self, tmp_path: Path) -> None:
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bar = _make_min_bar(open_=10.25, close=10.30, vol=5000.0, amount=51250.0)
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encoded = encode_5min_bar(bar)
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(encoded)
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bars = read_5min_bars(filepath)
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assert len(bars) == 1
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b = bars[0]
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assert abs(b.open - 10.25) < 0.01
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assert abs(b.close - 10.30) < 0.01
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assert abs(b.vol - 5000.0) < 1.0
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assert b.hour == 9 and b.minute == 30
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def test_multiple_bars(self, tmp_path: Path) -> None:
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bars_in = [
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_make_min_bar(hour=9, minute=30),
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_make_min_bar(hour=9, minute=35),
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_make_min_bar(hour=9, minute=40),
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]
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encoded = b"".join(encode_5min_bar(b) for b in bars_in)
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(encoded)
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bars_out = read_5min_bars(filepath)
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assert len(bars_out) == 3
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assert bars_out[0].minute == 30
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assert bars_out[2].minute == 40
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class TestGetLast5minBarDatetime:
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def test_returns_last_datetime(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(_make_raw_5min_bar(year=2026, month=6, day=5, hour=15, minute=0))
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result = get_last_5min_bar_datetime(filepath)
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assert result == (2026, 6, 5, 15, 0)
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def test_returns_none_for_empty(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(b"")
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assert get_last_5min_bar_datetime(filepath) is None
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class TestAppend5minBars:
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def test_append_to_existing(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(_make_raw_5min_bar(hour=9, minute=30))
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new_bar = _make_min_bar(hour=9, minute=35)
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written = append_5min_bars(filepath, [new_bar])
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assert written == 1
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bars = read_5min_bars(filepath)
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assert len(bars) == 2
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def test_skips_duplicate(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.5"
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filepath.write_bytes(_make_raw_5min_bar(hour=9, minute=30))
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new_bar = _make_min_bar(hour=9, minute=30) # same datetime
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written = append_5min_bars(filepath, [new_bar])
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assert written == 0
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# ===========================================================================
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# .lc1 / .lc5 文件
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# ===========================================================================
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class TestEncodeLcMinBar:
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def test_output_length(self) -> None:
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bar = _make_min_bar()
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result = encode_lc_min_bar(bar)
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assert len(result) == 32
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def test_float_prices_preserved(self) -> None:
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bar = _make_min_bar(open_=10.255)
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result = encode_lc_min_bar(bar)
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(op,) = struct.unpack_from("<f", result, 4)
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assert abs(op - 10.255) < 0.001
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class TestLcMinRoundTrip:
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def test_single_bar_round_trip(self, tmp_path: Path) -> None:
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bar = _make_min_bar(open_=10.255, close=10.31, vol=5000.0, amount=51250.0)
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encoded = encode_lc_min_bar(bar)
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filepath = tmp_path / "sh600000.lc1"
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filepath.write_bytes(encoded)
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bars = read_lc_min_bars(filepath)
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assert len(bars) == 1
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b = bars[0]
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assert abs(b.open - 10.255) < 0.001
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assert abs(b.close - 10.31) < 0.001
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assert b.hour == 9 and b.minute == 30
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class TestGetLastLcMinBarDatetime:
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def test_returns_last_datetime(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.lc1"
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filepath.write_bytes(_make_raw_lc_min_bar(year=2026, month=6, day=5, hour=14, minute=55))
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result = get_last_lc_min_bar_datetime(filepath)
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assert result == (2026, 6, 5, 14, 55)
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def test_returns_none_for_empty(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.lc1"
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filepath.write_bytes(b"")
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assert get_last_lc_min_bar_datetime(filepath) is None
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class TestAppendLcMinBars:
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def test_append_to_existing(self, tmp_path: Path) -> None:
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filepath = tmp_path / "sh600000.lc1"
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filepath.write_bytes(_make_raw_lc_min_bar(hour=9, minute=30))
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new_bar = _make_min_bar(hour=9, minute=31)
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written = append_lc_min_bars(filepath, [new_bar])
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assert written == 1
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bars = read_lc_min_bars(filepath)
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assert len(bars) == 2
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