mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 18:04:20 +08:00
Justin Gu
e419f911b7
- 热点滚动 /hotspots：交易日×板块涨跌矩阵（行业/概念/风格FG、领涨领跌镜像、今日~30日窗口）， 每日名次徽标+连板/累计/首榜统计，统计卡可点击展开成员板块；后端 /board-mac/hotspot 两段式数据（历史日K矩阵当日缓存 + 今日实时列，周末 pre_close 未滚动去重）， 单连接约束下后台构建+进度轮询；风格轮动 /styles 为同视图 FG 路由别名 - 大盘日历 /calendar：指数全年红绿热力图，方框大小编码成交额（年内四分位）， 悬停浮框显示收盘/涨跌幅/成交额 - 涨停生态 /limitup：本地 vipdoc 日线离线回算连板天梯/首板二板分布/炸板率/跌停； 仅统计最后一根 bar 等于全市场最新交易日的股票（防停牌/退市/未下载陈旧文件污染）， 主板 5% ST 判定带低价护栏；名称前端经 symbol-info 懒加载补齐 - 移除龙头池栏目及 /market/core-leaders 端点（screen 模块 universe=core 保留） - 设计文档：docs/hotspot-rolling-design.md、docs/market-insights-roadmap.md
330 lines
12 KiB
Python
330 lines
12 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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