mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 21:34:21 +08:00
Justin Gu
77104a32e3
根因：CI 的 mypy job 在 Python 3.13 下运行，安装的 numpy 2.x stub 使用 PEP 695 type 语句（3.12+ 语法），但 pyproject.toml 的 python_version="3.10" 让 mypy 按 3.10 语义解析，报 'Type statement is only supported in Python 3.12 and greater'。 修复： - python_version 提升到 3.12（CI mypy job 实际跑 3.13，开发目标版本对齐） - mypy/ruff 同步排除 gitignored 的 exchange_margin.py 本地脚本 - 顺带修复 market.py / test_screen.py 的 ruff format 漂移
696 lines
25 KiB
Python
696 lines
25 KiB
Python
"""screen 模块单元测试 — 纯离线，无需网络。"""
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from __future__ import annotations
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import json
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from io import StringIO
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from pathlib import Path
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from typing import Any
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from unittest.mock import MagicMock, patch
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import pandas as pd
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import pytest
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from easy_tdx.models.bar import SecurityBar
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# ── 辅助：构造 SecurityBar ────────────────────────────────────────────────
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def _make_bar(year: int, month: int, day: int, close: float, **kw: Any) -> SecurityBar:
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"""快速构造一个 SecurityBar。"""
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return SecurityBar(
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open=kw.get("open", close - 0.1),
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close=close,
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high=kw.get("high", close + 0.2),
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low=kw.get("low", close - 0.3),
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vol=kw.get("vol", 10000.0),
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amount=kw.get("amount", close * 10000),
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year=year,
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month=month,
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day=day,
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hour=0,
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minute=0,
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)
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def _make_bars(n: int, base_close: float = 10.0) -> list[SecurityBar]:
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"""构造 n 根连续日 K 线，收盘价从 base_close 开始递增。"""
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bars = []
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for i in range(n):
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year = 2024
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month = 1 + i // 28
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day = 1 + i % 28
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if month > 12:
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year += (month - 1) // 12
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month = 1 + (month - 1) % 12
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close = base_close + i * 0.1
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bars.append(_make_bar(year, month, day, close))
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return bars
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# ── _bars_to_df 测试 ──────────────────────────────────────────────────────
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class TestBarsToDf:
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"""测试 scanner._bars_to_df 辅助函数。"""
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def test_empty_bars(self) -> None:
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from easy_tdx.screen.scanner import _bars_to_df
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df = _bars_to_df([])
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assert df.empty
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def test_single_bar(self) -> None:
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from easy_tdx.screen.scanner import _bars_to_df
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bar = _make_bar(2024, 6, 10, 12.5)
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df = _bars_to_df([bar])
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assert len(df) == 1
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assert df.iloc[0]["close"] == 12.5
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assert "datetime" in df.columns
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assert "open" in df.columns
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assert "vol" in df.columns
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def test_multiple_bars(self) -> None:
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from easy_tdx.screen.scanner import _bars_to_df
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bars = _make_bars(50)
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df = _bars_to_df(bars)
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assert len(df) == 50
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assert list(df.columns) == ["datetime", "open", "close", "high", "low", "vol", "amount"]
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def test_datetime_is_timestamp(self) -> None:
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from easy_tdx.screen.scanner import _bars_to_df
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bars = [_make_bar(2024, 6, 10, 12.5)]
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df = _bars_to_df(bars)
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assert isinstance(df.iloc[0]["datetime"], pd.Timestamp)
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# ── ScanResult 测试 ──────────────────────────────────────────────────────
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class TestScanResult:
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"""测试 ScanResult 数据结构。"""
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def test_creation(self) -> None:
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from easy_tdx.screen.scanner import ScanResult
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r = ScanResult(code="000001", market="SZ", signal_date=20240610, last_close=12.5)
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assert r.code == "000001"
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assert r.market == "SZ"
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assert r.signal_date == 20240610
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assert r.last_close == 12.5
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# ── SignalScanner 测试 ──────────────────────────────────────────────────
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class TestSignalScanner:
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"""测试信号扫描引擎。"""
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def test_to_json(self) -> None:
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from easy_tdx.screen.scanner import ScanResult, SignalScanner
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scanner = SignalScanner.__new__(SignalScanner)
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results = [
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ScanResult(code="000001", market="SZ", signal_date=20240610, last_close=12.5),
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ScanResult(code="600519", market="SH", signal_date=20240610, last_close=1800.0),
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]
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json_str = scanner.to_json(results, "TestStrategy", "test.py", 100)
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data = json.loads(json_str)
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assert data["strategy"] == "TestStrategy"
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assert data["strategy_file"] == "test.py"
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assert data["total_scanned"] == 100
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assert data["total_signals"] == 2
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assert len(data["signals"]) == 2
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assert data["signals"][0]["code"] == "000001"
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assert data["signals"][1]["market"] == "SH"
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def test_to_json_empty(self) -> None:
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from easy_tdx.screen.scanner import SignalScanner
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scanner = SignalScanner.__new__(SignalScanner)
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json_str = scanner.to_json([], "Test", "t.py", 50)
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data = json.loads(json_str)
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assert data["total_signals"] == 0
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assert data["signals"] == []
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# ── RankEntry 测试 ──────────────────────────────────────────────────────
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class TestRankEntry:
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"""测试 RankEntry 数据结构。"""
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def test_creation(self) -> None:
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from easy_tdx.screen.ranker import RankEntry
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e = RankEntry(
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rank=1,
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code="300308",
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market="SZ",
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name="",
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signal_date=20240610,
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last_close=85.0,
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performance={"sharpe": 1.85, "total_return": 0.45},
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)
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assert e.rank == 1
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assert e.performance["sharpe"] == 1.85
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# ── SignalRanker.to_json 测试 ──────────────────────────────────────────
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class TestRankerJson:
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"""测试 Ranker 的 JSON 输出。"""
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def test_to_json(self) -> None:
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from easy_tdx.screen.ranker import RankEntry, SignalRanker
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entries = [
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RankEntry(
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rank=1,
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code="300308",
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market="SZ",
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name="",
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signal_date=20240610,
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last_close=85.0,
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performance={"sharpe": 1.85, "total_return": 0.45},
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),
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]
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json_str = SignalRanker.to_json(entries, "RSI", "sharpe")
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data = json.loads(json_str)
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assert data["strategy"] == "RSI"
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assert data["sort_by"] == "sharpe"
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assert data["total_ranked"] == 1
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assert data["ranking"][0]["rank"] == 1
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assert data["ranking"][0]["code"] == "300308"
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def test_to_table(self) -> None:
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from easy_tdx.screen.ranker import RankEntry, SignalRanker
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entries = [
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RankEntry(
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rank=1,
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code="300308",
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market="SZ",
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name="中际旭创",
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signal_date=20240610,
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last_close=85.0,
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performance={
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"total_return": 0.4523,
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"annual_return": 0.1872,
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"max_drawdown": 0.1235,
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"sharpe": 1.85,
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"win_rate": 0.625,
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"total_trades": 16,
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},
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),
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]
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table = SignalRanker.to_table(entries, "sharpe")
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assert "信号排名" in table
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assert "SZ300308" in table
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assert "45.23%" in table
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def test_to_table_empty(self) -> None:
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from easy_tdx.screen.ranker import SignalRanker
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table = SignalRanker.to_table([], "sharpe")
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assert "无有效排名结果" in table
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# ── load_signals 测试 ──────────────────────────────────────────────────
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class TestLoadSignals:
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"""测试信号 JSON 加载。"""
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def test_load_from_file(self, tmp_path: Path) -> None:
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from easy_tdx.screen.ranker import load_signals
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data = {
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"strategy": "RSI",
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"strategy_file": "rsi.py",
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"signals": [
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{"code": "000001", "market": "SZ", "signal_date": 20240610, "last_close": 12.5},
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],
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}
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filepath = tmp_path / "signals.json"
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filepath.write_text(json.dumps(data), encoding="utf-8")
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signals, name, sfile = load_signals(str(filepath))
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assert len(signals) == 1
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assert name == "RSI"
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assert sfile == "rsi.py"
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assert signals[0]["code"] == "000001"
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def test_load_from_stdin(self) -> None:
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from easy_tdx.screen.ranker import load_signals
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data = {
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"strategy": "MACD",
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"signals": [
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{"code": "600519", "market": "SH"},
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],
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}
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json_str = json.dumps(data)
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with patch("sys.stdin", StringIO(json_str)):
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signals, name, _ = load_signals("-")
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assert len(signals) == 1
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assert name == "MACD"
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def test_load_missing_file(self) -> None:
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from easy_tdx.screen.ranker import load_signals
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with pytest.raises(FileNotFoundError):
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load_signals("/nonexistent/path.json")
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def test_load_empty_signals(self, tmp_path: Path) -> None:
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from easy_tdx.screen.ranker import load_signals
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data = {"strategy": "RSI", "signals": []}
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filepath = tmp_path / "empty.json"
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filepath.write_text(json.dumps(data), encoding="utf-8")
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signals, name, _ = load_signals(str(filepath))
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assert signals == []
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# ── 集成：scanner._scan_one 逻辑 ─────────────────────────────────────
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class TestScanOne:
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"""测试 scanner 的单股扫描逻辑（模拟策略信号）。"""
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def test_no_signal(self) -> None:
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"""策略不产生买入信号时返回 None。"""
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from easy_tdx.screen.scanner import SignalScanner
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# 构造一个永远不产生买入信号的 mock 策略
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mock_strategy = MagicMock()
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mock_strategy.__name__ = "NeverBuyStrategy"
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scanner = SignalScanner.__new__(SignalScanner)
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scanner._strategy_cls = mock_strategy
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scanner._vipdoc = Path("/fake")
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scanner._cash = 100000.0
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scanner._commission = 0.0003
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with patch.object(scanner, "_scan_one") as mock_scan:
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# 不产生信号时返回 None
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mock_scan.return_value = None
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result = scanner._scan_one(Path("/fake/sz000001.day"), "SZ", "000001")
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assert result is None
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def test_collect_files_universe_sh(self) -> None:
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"""universe=sh 时只扫描上海 A 股。"""
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from easy_tdx.screen.scanner import SignalScanner
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scanner = SignalScanner.__new__(SignalScanner)
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# mock vipdoc 目录结构
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sh_dir = MagicMock()
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sh_files = [MagicMock(name="sh600000.day"), MagicMock(name="sh000001.day")]
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sh_files[0].name = "sh600000.day"
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sh_files[1].name = "sh000001.day"
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sh_dir.is_dir.return_value = True
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sh_dir.glob.return_value = iter(sh_files)
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sz_dir = MagicMock()
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sz_dir.is_dir.return_value = False
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mock_vipdoc = MagicMock()
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mock_vipdoc.__truediv__ = MagicMock(
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side_effect=lambda x: sh_dir if "sh" in str(x) else sz_dir
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)
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scanner._vipdoc = mock_vipdoc
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# 只测 universe 过滤逻辑（不测文件 IO）
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# 实际测试：_collect_files 应该跳过指数文件 sh000001
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# 这里验证 _detect_security_type 被正确调用
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from easy_tdx.offline.daily_bar import _detect_security_type
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assert _detect_security_type("sh600000.day") == "SH_A_STOCK"
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assert _detect_security_type("sh000001.day") == "SH_INDEX"
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assert _detect_security_type("sz000001.day") == "SZ_A_STOCK"
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assert _detect_security_type("sz399001.day") == "SZ_INDEX"
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assert _detect_security_type("sz159919.day") == "SZ_FUND"
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def test_detect_security_type_etf_and_funds(self) -> None:
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"""ETF / 基金 / 科创板 / 国债逆回购不应被误判为 A 股。
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回归测试：修复前 sh588710/sh562590/sz184801/sh204001 等被
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_detect_security_type 默认返回值误判为 SZ_A_STOCK。
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"""
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from easy_tdx.offline.daily_bar import _detect_security_type
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# ── 真 A 股（必须正确识别）──
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assert _detect_security_type("sh600000.day") == "SH_A_STOCK"
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assert _detect_security_type("sh601869.day") == "SH_A_STOCK" # 长飞光纤
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assert _detect_security_type("sh688146.day") == "SH_A_STOCK" # 科创板
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assert _detect_security_type("sz000001.day") == "SZ_A_STOCK"
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assert _detect_security_type("sz300489.day") == "SZ_A_STOCK" # 创业板
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# ── 上交所 ETF / LOF / 货币基金（曾经误判为 SZ_A_STOCK）──
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assert _detect_security_type("sh588710.day") == "SH_FUND" # 科创板ETF
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assert _detect_security_type("sh588000.day") == "SH_FUND"
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assert _detect_security_type("sh589000.day") == "SH_FUND" # 科创板行业ETF
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assert _detect_security_type("sh562590.day") == "SH_FUND" # 科创板LOF
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assert _detect_security_type("sh563000.day") == "SH_FUND"
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assert _detect_security_type("sh520500.day") == "SH_FUND" # ETF
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assert _detect_security_type("sh530000.day") == "SH_FUND"
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assert _detect_security_type("sh551000.day") == "SH_FUND" # 货币ETF
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assert _detect_security_type("sh501000.day") == "SH_FUND" # LOF
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assert _detect_security_type("sh510300.day") == "SH_FUND" # 沪深300ETF
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# ── 深交所封闭式基金 / LOF（sz184801 曾误判为 SZ_A_STOCK）──
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assert _detect_security_type("sz184801.day") == "SZ_FUND"
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assert _detect_security_type("sz150200.day") == "SZ_FUND" # 分级基金
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assert _detect_security_type("sz161725.day") == "SZ_FUND" # LOF
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# ── 国债逆回购（债券类）──
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assert _detect_security_type("sh204001.day") == "SH_BOND" # GC001
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# ── 指数 ──
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assert _detect_security_type("sh000001.day") == "SH_INDEX" # 上证综指
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assert _detect_security_type("sz399001.day") == "SZ_INDEX" # 深证成指
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# ── 未知代码段不应被默认成 A 股 ──
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assert _detect_security_type("sh777777.day") == "UNKNOWN"
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assert _detect_security_type("sz777777.day") == "UNKNOWN"
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# ── 策略加载测试 ────────────────────────────────────────────────────────
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class TestLoadStrategy:
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"""测试 CLI 的策略加载。"""
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def test_load_valid_strategy(self, tmp_path: Path) -> None:
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from easy_tdx.screen.cli import _load_strategy
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# 写一个简单的策略文件
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strategy_code = """
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from easy_tdx.backtest import Strategy
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class DummyStrategy(Strategy):
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def init(self) -> None:
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pass
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def next(self) -> None:
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pass
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"""
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filepath = tmp_path / "dummy.py"
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filepath.write_text(strategy_code, encoding="utf-8")
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cls = _load_strategy(str(filepath))
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assert cls.__name__ == "DummyStrategy"
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def test_load_missing_file(self) -> None:
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from easy_tdx.screen.cli import _load_strategy
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with pytest.raises(SystemExit):
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_load_strategy("/nonexistent/strategy.py")
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def test_load_no_strategy_class(self, tmp_path: Path) -> None:
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from easy_tdx.screen.cli import _load_strategy
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filepath = tmp_path / "empty.py"
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filepath.write_text("x = 1\n", encoding="utf-8")
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with pytest.raises(SystemExit):
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_load_strategy(str(filepath))
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# ── 强势股排名测试 ──────────────────────────────────────────────────────
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class TestStrengthPresets:
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"""测试预设模式配置。"""
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def test_preset_keys(self) -> None:
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from easy_tdx.screen.strength import STRENGTH_PRESETS
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assert set(STRENGTH_PRESETS.keys()) == {"steady", "breakout", "balanced"}
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def test_steady_config(self) -> None:
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from easy_tdx.screen.strength import STRENGTH_PRESETS
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cfg = STRENGTH_PRESETS["steady"]
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assert cfg["w60"] > cfg["w5"] # 60 日主导
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assert cfg["vol_adjusted"] is True
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def test_breakout_config(self) -> None:
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from easy_tdx.screen.strength import STRENGTH_PRESETS
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|
||
cfg = STRENGTH_PRESETS["breakout"]
|
||
assert cfg["w5"] > cfg["w60"] # 5 日主导
|
||
assert cfg["vol_adjusted"] is False # 妖股不惩罚波动
|
||
|
||
def test_balanced_config(self) -> None:
|
||
from easy_tdx.screen.strength import STRENGTH_PRESETS
|
||
|
||
cfg = STRENGTH_PRESETS["balanced"]
|
||
# 三周期接近等权
|
||
assert abs(cfg["w5"] - cfg["w20"]) < 0.05
|
||
assert abs(cfg["w20"] - cfg["w60"]) < 0.05
|
||
assert cfg["vol_adjusted"] is True
|
||
|
||
def test_all_presets_have_desc(self) -> None:
|
||
from easy_tdx.screen.strength import STRENGTH_PRESETS
|
||
|
||
for name, cfg in STRENGTH_PRESETS.items():
|
||
assert "desc" in cfg, f"预设 {name} 缺少 desc"
|
||
assert isinstance(cfg["desc"], str) and len(cfg["desc"]) > 0
|
||
|
||
|
||
class TestComputeStrengthMetrics:
|
||
"""测试纯计算函数 compute_strength_metrics。"""
|
||
|
||
def test_data_too_short(self) -> None:
|
||
"""少于 65 根 K 线返回 None。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.1 for i in range(30)])
|
||
assert compute_strength_metrics(closes, 0.3, 0.3, 0.4, True) is None
|
||
|
||
def test_steady_uptrend(self) -> None:
|
||
"""稳定上涨的票，steady 模式应有正分。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.05 for i in range(70)]) # 稳定上涨
|
||
m = compute_strength_metrics(closes, 0.2, 0.3, 0.5, True)
|
||
assert m is not None
|
||
assert m["ret_5"] > 0
|
||
assert m["ret_20"] > 0
|
||
assert m["ret_60"] > 0
|
||
assert m["strength"] > 0
|
||
|
||
def test_weight_normalization(self) -> None:
|
||
"""权重应自动归一化（同比例权重结果相同）。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.1 for i in range(70)])
|
||
m1 = compute_strength_metrics(closes, 0.3, 0.3, 0.4, False)
|
||
m2 = compute_strength_metrics(closes, 3.0, 3.0, 4.0, False) # 10 倍
|
||
assert m1 is not None and m2 is not None
|
||
assert abs(m1["strength"] - m2["strength"]) < 1e-10
|
||
|
||
def test_vol_adjusted_differences(self) -> None:
|
||
"""vol_adjusted True/False 应给出不同分。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.1 for i in range(70)])
|
||
m_raw = compute_strength_metrics(closes, 0.3, 0.3, 0.4, False)
|
||
m_adj = compute_strength_metrics(closes, 0.3, 0.3, 0.4, True)
|
||
assert m_raw is not None and m_adj is not None
|
||
assert m_raw["strength"] != m_adj["strength"]
|
||
# 调整后 = 原始 / vol，vol < 1 时调整后更大
|
||
assert m_adj["strength"] > m_raw["strength"]
|
||
|
||
def test_flat_price_zero_vol(self) -> None:
|
||
"""价格不变时 vol=0，应返回 None。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0] * 70)
|
||
assert compute_strength_metrics(closes, 0.3, 0.3, 0.4, True) is None
|
||
|
||
def test_downtrend_negative_strength(self) -> None:
|
||
"""下跌趋势的票应有负分。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([20.0 - i * 0.05 for i in range(70)]) # 稳定下跌
|
||
m = compute_strength_metrics(closes, 0.3, 0.3, 0.4, False)
|
||
assert m is not None
|
||
assert m["ret_5"] < 0
|
||
assert m["strength"] < 0
|
||
|
||
def test_all_weights_zero(self) -> None:
|
||
"""权重全为 0 返回 None。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.1 for i in range(70)])
|
||
assert compute_strength_metrics(closes, 0.0, 0.0, 0.0, True) is None
|
||
|
||
def test_metrics_keys(self) -> None:
|
||
"""返回的字典应包含所有字段。"""
|
||
from easy_tdx.screen.strength import compute_strength_metrics
|
||
|
||
closes = pd.Series([10.0 + i * 0.1 for i in range(70)])
|
||
m = compute_strength_metrics(closes, 0.3, 0.3, 0.4, True)
|
||
assert m is not None
|
||
assert set(m.keys()) == {
|
||
"ret_5",
|
||
"ret_20",
|
||
"ret_60",
|
||
"vol_20",
|
||
"strength",
|
||
}
|
||
|
||
|
||
class TestStrengthResult:
|
||
"""测试 StrengthResult 数据结构。"""
|
||
|
||
def test_creation(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthResult
|
||
|
||
r = StrengthResult(code="000001", market="SZ", strength=1.5)
|
||
assert r.code == "000001"
|
||
assert r.market == "SZ"
|
||
assert r.rank == 0 # 默认
|
||
assert r.strength == 1.5
|
||
|
||
def test_full_creation(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthResult
|
||
|
||
r = StrengthResult(
|
||
rank=1,
|
||
code="600519",
|
||
market="SH",
|
||
name="贵州茅台",
|
||
last_close=1800.0,
|
||
last_date=20260624,
|
||
ret_5=0.05,
|
||
ret_20=0.12,
|
||
ret_60=0.25,
|
||
vol_20=0.015,
|
||
strength=8.5,
|
||
)
|
||
assert r.rank == 1
|
||
assert r.name == "贵州茅台"
|
||
assert r.last_date == 20260624
|
||
|
||
|
||
class TestStrengthRankerOutput:
|
||
"""测试 StrengthRanker 的 JSON/表格输出（不触及文件 IO）。"""
|
||
|
||
def _make_results(self) -> list[Any]:
|
||
from easy_tdx.screen.strength import StrengthResult
|
||
|
||
return [
|
||
StrengthResult(
|
||
rank=1,
|
||
code="000001",
|
||
market="SZ",
|
||
name="平安银行",
|
||
last_close=12.5,
|
||
last_date=20260624,
|
||
ret_5=0.08,
|
||
ret_20=0.15,
|
||
ret_60=0.30,
|
||
vol_20=0.018,
|
||
strength=9.5,
|
||
),
|
||
StrengthResult(
|
||
rank=2,
|
||
code="600519",
|
||
market="SH",
|
||
name="",
|
||
last_close=1800.0,
|
||
last_date=20260624,
|
||
ret_5=0.03,
|
||
ret_20=0.05,
|
||
ret_60=0.10,
|
||
vol_20=0.012,
|
||
strength=6.2,
|
||
),
|
||
]
|
||
|
||
def test_to_json(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
results = self._make_results()
|
||
json_str = StrengthRanker.to_json(results, "steady", 20260624)
|
||
data = json.loads(json_str)
|
||
|
||
assert data["preset"] == "steady"
|
||
assert "preset_desc" in data
|
||
assert data["data_date"] == 20260624
|
||
assert data["total_ranked"] == 2
|
||
assert data["ranking"][0]["rank"] == 1
|
||
assert data["ranking"][0]["code"] == "000001"
|
||
assert data["ranking"][1]["code"] == "600519"
|
||
|
||
def test_to_table(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
results = self._make_results()
|
||
table = StrengthRanker.to_table(results, "breakout", 20260624)
|
||
|
||
assert "强势股排名" in table
|
||
assert "breakout" in table
|
||
assert "数据截止: 2026-06-24" in table
|
||
assert "SZ000001" in table
|
||
assert "平安银行" in table
|
||
|
||
def test_to_table_empty(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
table = StrengthRanker.to_table([], "steady", 20260624)
|
||
assert "无有效排名结果" in table
|
||
|
||
def test_to_json_includes_all_metrics(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
results = self._make_results()
|
||
json_str = StrengthRanker.to_json(results, "balanced", 20260624)
|
||
data = json.loads(json_str)
|
||
|
||
entry = data["ranking"][0]
|
||
for key in ("ret_5", "ret_20", "ret_60", "vol_20", "strength", "last_close", "last_date"):
|
||
assert key in entry, f"排名条目缺少字段 {key}"
|
||
|
||
|
||
class TestStrengthRankerInit:
|
||
"""测试 StrengthRanker 初始化（不触及文件 IO）。"""
|
||
|
||
def test_invalid_preset_raises(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
# resolve_vipdoc 在 __init__ 中调用，需要 mock 掉
|
||
with patch("easy_tdx.screen.strength.resolve_vipdoc", return_value=Path("/fake")):
|
||
with pytest.raises(ValueError, match="未知预设"):
|
||
StrengthRanker(preset="invalid")
|
||
|
||
def test_custom_weights_override_preset(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
with patch("easy_tdx.screen.strength.resolve_vipdoc", return_value=Path("/fake")):
|
||
ranker = StrengthRanker(preset="steady", w5=0.5, w20=0.3, w60=0.2, vol_adjusted=False)
|
||
assert ranker._w5 == 0.5
|
||
assert ranker._w20 == 0.3
|
||
assert ranker._w60 == 0.2
|
||
assert ranker._vol_adjusted is False
|
||
|
||
def test_preset_property(self) -> None:
|
||
from easy_tdx.screen.strength import StrengthRanker
|
||
|
||
with patch("easy_tdx.screen.strength.resolve_vipdoc", return_value=Path("/fake")):
|
||
ranker = StrengthRanker(preset="breakout")
|
||
assert ranker.preset == "breakout"
|