Files
easy_tdx_max/tests/unit/test_backtest_cli.py
T
Justin Gu e374a0da28 release: v1.32.6 — 两周改动深度审查全面修复(回测口径三件套/LLM 安全加固/涨停价舍入/时区统一/缓存与竞态等 58 处)
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。
2026-09-06 22:16:48 +08:00

208 lines
7.1 KiB
Python

"""回测 CLI 命令测试。"""
from __future__ import annotations
from click.testing import CliRunner
class TestBacktestCLI:
"""测试回测 CLI 命令。"""
def test_help(self):
"""测试 --help 显示帮助。"""
from easy_tdx.backtest.cli import backtest
runner = CliRunner()
result = runner.invoke(backtest, ["--help"])
assert result.exit_code == 0
assert "回测引擎" in result.output
assert "--strategy-file" in result.output
assert "--cash" in result.output
assert "--commission" in result.output
def test_missing_strategy_fails(self):
"""测试不指定策略则失败。"""
from easy_tdx.backtest.cli import backtest
runner = CliRunner()
result = runner.invoke(backtest, ["SZ", "000001"])
assert result.exit_code == 1
assert "必须指定" in result.output or "错误" in result.output
class TestStrategiesCLI:
"""测试内置策略列表命令。"""
def test_table_output(self):
"""表格输出应包含注册表策略与预设网格信息。"""
from easy_tdx.backtest.cli import strategies
runner = CliRunner()
result = runner.invoke(strategies, [])
assert result.exit_code == 0
assert "内置策略" in result.output
assert "ma_cross" in result.output
assert "预设网格" in result.output
def test_json_output(self):
"""JSON 输出应为策略 schema 列表(含 preset_grid)。"""
import json
from easy_tdx.backtest.cli import strategies
runner = CliRunner()
result = runner.invoke(strategies, ["--output", "json"])
assert result.exit_code == 0
data = json.loads(result.output)
names = {entry["name"] for entry in data}
assert "ma_cross" in names
ma_cross = next(e for e in data if e["name"] == "ma_cross")
assert ma_cross["preset_grid"]["fast"]
assert all("default" in p for p in ma_cross["params"])
class TestOptimizeCLI:
"""测试参数寻优命令(校验逻辑,不联网)。"""
def test_help(self):
"""测试 --help 显示帮助。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["--help"])
assert result.exit_code == 0
assert "--strategy" in result.output
assert "--all" in result.output
assert "--param" in result.output
def test_strategy_and_all_mutually_exclusive(self):
"""--all 与 --strategy 同时指定应报错(联网之前快速失败)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001", "--strategy", "ma_cross", "--all"])
assert result.exit_code == 1
assert "二选一" in result.output
def test_missing_mode_fails(self):
"""--all 与 --strategy 都不指定应报错。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001"])
assert result.exit_code == 1
assert "二选一" in result.output
def test_unknown_strategy_fails(self):
"""未知策略名应报错并列出可选值(联网之前快速失败)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001", "--strategy", "no_such_strat"])
assert result.exit_code == 1
assert "未知策略" in result.output
assert "ma_cross" in result.output
def test_unknown_param_fails(self):
"""--param 传不存在的参数名应报错(避免网格点被静默清空)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(
optimize,
["SZ", "000001", "--strategy", "ma_cross", "--param", "no_such=5,10"],
)
assert result.exit_code == 1
assert "未知参数" in result.output
def test_malformed_param_fails(self):
"""--param 缺少等号应报错。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(
optimize,
["SZ", "000001", "--strategy", "ma_cross", "--param", "fast"],
)
assert result.exit_code == 1
assert "错误" in result.output
class TestPortfolioCLIFlags:
"""测试组合回测命令的新增分析旗标。"""
def test_help_includes_evaluate_and_wf(self):
"""--help 应列出 --evaluate / --wf / --auto-fees。"""
from easy_tdx.backtest.cli import portfolio
runner = CliRunner()
result = runner.invoke(portfolio, ["--help"])
assert result.exit_code == 0
assert "--evaluate" in result.output
assert "--wf" in result.output
assert "--auto-fees" in result.output
class TestIgnoredFlagWarnings:
"""静默忽略的旗标组合必须显式告警(stderr),不得无提示吞掉。"""
def test_combo_with_wf_warns(self):
"""--combo-strategies + --wf:旧码静默忽略,新码应告警并继续报策略文件错误。"""
from easy_tdx.backtest.cli import backtest
runner = CliRunner()
result = runner.invoke(
backtest,
[
"SZ",
"000001",
"--combo-strategies",
"nope_a.py,nope_b.py",
"--wf",
],
)
assert "已忽略" in result.output
assert result.exit_code != 0 # 随后仍因策略文件不存在报错(无网络依赖)
def test_combo_with_evaluate_warns(self):
from easy_tdx.backtest.cli import backtest
runner = CliRunner()
result = runner.invoke(
backtest,
[
"SZ",
"000001",
"--combo-strategies",
"nope_a.py,nope_b.py",
"--evaluate",
],
)
assert "已忽略" in result.output
def test_single_with_wf_no_warning(self):
"""单策略 + --wf 是合法组合,不告警(在策略校验失败前无「已忽略」字样)。"""
from easy_tdx.backtest.cli import backtest
runner = CliRunner()
result = runner.invoke(backtest, ["SZ", "000001", "--wf"])
assert "已忽略" not in result.output
def test_optimize_all_with_param_warns(self):
"""--all + --param:旧码静默忽略自定义网格,新码应告警。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
# 用非法市场名在联网取数前中断,仅验证告警已发出
result = runner.invoke(optimize, ["XX", "000001", "--all", "--param", "fast=5,10"])
assert "忽略" in result.output
def test_optimize_single_with_param_no_warning(self):
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(
optimize, ["XX", "000001", "--strategy", "ma_cross", "--param", "fast=5,10"]
)
assert "已忽略" not in result.output