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升级计划 P0(docs/upgrade-plan-2026H2.md)。源自 backtest-system / indicator-lab 两个下游项目的逆向调研。
- QFQ 对拍验证:公式法(NONE+XDXR)与跳空检测法(板块感知涨跌停阈值)双证据链互检,
检出负价/残留跳空/方向反演/XDXR 缺记录四类问题,接入 MAC 同步/异步客户端(mac/qfq_check.py);
含茅台式多重分红、浦发式送转方向合成案例回归(13 用例)
- 回测任务 SQLite 持久化:~/.easy_tdx/tasks.db 双写内存 LRU + 磁盘(保留 500 条),serve 重启不丢;
重启恢复中断任务标记;GET /backtest/tasks/{id}/export?format=json|csv 导出端点
- 品种感知费率:ETF/可转债免印花税等法定差异(backtest/fees.py),CLI --auto-fees、
REST auto_fees 字段、组合引擎逐标的解析(34 用例)
- 修正 avg_holding_days 过时注释(实现早已是 FIFO 真实口径)
- tests/conftest.py 默认 EASY_TDX_NO_TASK_DB=1 防止单测污染用户任务库
- 注:engine/cli/routers/schemas 为跨版本累积态,后续版本提交继续演进
260 lines
9.5 KiB
Python
260 lines
9.5 KiB
Python
"""回测任务 SQLite 持久化测试(task_store + task_runner 集成 + REST 导出)。
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覆盖:
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- ``TaskStore``:save/load/list_recent/delete 往返、淘汰、重启恢复中断任务
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- ``BacktestTaskRunner`` 集成:任务完成后落盘、内存淘汰后磁盘兜底、
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「重启」(新建 runner)后仍可查历史任务
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- REST 导出端点:JSON 全量 / CSV 主表 / 未完成任务拒绝导出
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持久化默认被 ``tests/conftest.py`` 关闭(``EASY_TDX_NO_TASK_DB=1``),
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本文件的测试显式删除该变量并把 ``EASY_TDX_CONFIG_DIR`` 指向 ``tmp_path``。
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"""
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from __future__ import annotations
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import time
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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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from easy_tdx.web import task_store as ts_mod # noqa: E402
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from easy_tdx.web.task_runner import BacktestTaskRunner # noqa: E402
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from easy_tdx.web.task_store import TaskStore # noqa: E402
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@pytest.fixture()
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def persisted_env(tmp_path, monkeypatch):
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"""开启持久化并指向临时目录;隔离全局单例。"""
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monkeypatch.delenv("EASY_TDX_NO_TASK_DB", raising=False)
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monkeypatch.setenv("EASY_TDX_CONFIG_DIR", str(tmp_path))
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ts_mod.reset_task_store()
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yield tmp_path
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ts_mod.reset_task_store()
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def _wait_done(runner: BacktestTaskRunner, task_id: str, timeout: float = 5.0) -> None:
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"""轮询等待任务进入终态。"""
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deadline = time.time() + timeout
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while time.time() < deadline:
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state = runner.peek(task_id)
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assert state is not None
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if state.status in ("done", "failed"):
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return
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time.sleep(0.02)
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raise AssertionError(f"任务 {task_id} 超时未完成")
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# ── TaskStore 单元 ────────────────────────────────────────────────────────────
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def test_store_save_load_roundtrip(persisted_env):
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store = TaskStore(db_path=persisted_env / "t.db")
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store.save(
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task_id="abc",
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status="done",
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description="ma_cross | 300根",
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created_at=1000.0,
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started_at=1001.0,
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finished_at=1002.0,
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result={"performance": {"total_return": 0.25}, "trades": [{"pnl": 1.0}]},
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)
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d = store.load("abc")
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assert d is not None
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assert d["status"] == "done"
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assert d["result"]["performance"]["total_return"] == 0.25
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assert d["created_at"] == 1000.0
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assert store.load("missing") is None
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def test_store_list_recent_order_and_delete(persisted_env):
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store = TaskStore(db_path=persisted_env / "t.db")
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for i in range(5):
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store.save(task_id=f"t{i}", status="done", created_at=1000.0 + i)
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rows = store.list_recent(limit=3)
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assert [r["task_id"] for r in rows] == ["t4", "t3", "t2"] # created_at 倒序
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assert store.delete("t4") is True
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assert store.delete("t4") is False
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assert store.load("t4") is None
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def test_store_upsert_replaces(persisted_env):
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"""同 task_id 二次 save 是覆盖而非追加。"""
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store = TaskStore(db_path=persisted_env / "t.db")
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store.save(task_id="x", status="running", created_at=1.0)
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store.save(task_id="x", status="done", created_at=1.0, finished_at=2.0, result={"a": 1})
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d = store.load("x")
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assert d["status"] == "done"
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assert d["result"] == {"a": 1}
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assert len(store.list_recent(limit=10)) == 1
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def test_store_recovers_interrupted_tasks(persisted_env):
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"""新连接(模拟进程重启)把遗留 pending/running 标记为 failed。"""
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store = TaskStore(db_path=persisted_env / "t.db")
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store.save(task_id="p1", status="pending", created_at=1.0)
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store.save(task_id="r1", status="running", created_at=1.0)
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store.save(task_id="d1", status="done", created_at=1.0, result={"ok": True})
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# 模拟重启:新实例初始化时触发恢复
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store2 = TaskStore(db_path=persisted_env / "t.db")
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_ = store2.list_recent(limit=10)
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assert store2.load("p1")["status"] == "failed"
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assert "重启" in store2.load("p1")["error"]
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assert store2.load("r1")["status"] == "failed"
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assert store2.load("d1")["status"] == "done" # 已完成任务不受影响
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def test_store_result_json_corruption_degrades(persisted_env):
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"""result_json 损坏时 load 降级返回 result=None,不抛异常。"""
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import sqlite3
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path = persisted_env / "t.db"
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store = TaskStore(db_path=path)
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store.save(task_id="bad", status="done", created_at=1.0, result={"a": 1})
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conn = sqlite3.connect(path)
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conn.execute("UPDATE backtest_tasks SET result_json = '{not-json' WHERE task_id='bad'")
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conn.commit()
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conn.close()
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store2 = TaskStore(db_path=path)
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d = store2.load("bad")
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assert d is not None
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assert d["result"] is None
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# ── Runner 集成 ────────────────────────────────────────────────────────────────
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def test_runner_persists_done_task_and_survives_memory_eviction(persisted_env):
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runner = BacktestTaskRunner(max_workers=2, max_results=2)
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task_id = runner.submit(lambda: {"performance": {"total_return": 0.5}}, description="d")
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_wait_done(runner, task_id)
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# 磁盘上能查到 done + 完整结果
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d = ts_mod.get_task_store().load(task_id)
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assert d is not None
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assert d["status"] == "done"
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assert d["result"]["performance"]["total_return"] == 0.5
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# 内存淘汰(提交 3 个新任务挤掉 LRU)后 peek 仍能从磁盘兜底
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for _ in range(3):
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_wait_done(runner, runner.submit(lambda: {"x": 1}))
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state = runner.peek(task_id)
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assert state is not None
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assert state.status == "done"
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assert state.result["performance"]["total_return"] == 0.5
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runner.shutdown()
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def test_runner_new_instance_sees_history(persisted_env):
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"""「重启」:全新 runner/store 仍能列出并查询历史任务。"""
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runner1 = BacktestTaskRunner(max_workers=1)
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task_id = runner1.submit(lambda: {"performance": {"sharpe": 1.2}}, description="hist")
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_wait_done(runner1, task_id)
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runner1.shutdown()
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runner2 = BacktestTaskRunner(max_workers=1)
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state = runner2.peek(task_id)
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assert state is not None
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assert state.status == "done"
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assert state.result["performance"]["sharpe"] == 1.2
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listed = runner2.list_recent(limit=10)
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assert any(s.task_id == task_id for s in listed)
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runner2.shutdown()
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def test_runner_persists_failed_task(persisted_env):
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def _boom():
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raise RuntimeError("炸了")
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runner = BacktestTaskRunner(max_workers=1)
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task_id = runner.submit(_boom, description="bad")
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_wait_done(runner, task_id)
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d = ts_mod.get_task_store().load(task_id)
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assert d is not None
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assert d["status"] == "failed"
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assert "RuntimeError" in d["error"]
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runner.shutdown()
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# ── REST 导出端点 ──────────────────────────────────────────────────────────────
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def _client() -> TestClient:
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from easy_tdx.web import create_app
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app = create_app()
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return TestClient(app)
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def test_export_json_and_csv(persisted_env):
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client = _client()
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# 提交一个内联数据回测任务并等待完成
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import numpy as np
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import pandas as pd
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np.random.seed(7)
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n = 200
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close = 10 + np.cumsum(np.random.randn(n) * 0.2 + 0.05)
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dates = pd.date_range("2023-01-01", periods=n, freq="B")
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ohlcv = [
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{
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"datetime": d.strftime("%Y-%m-%d"),
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"open": float(c - 0.05),
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"high": float(c + 0.1),
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"low": float(c - 0.1),
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"close": float(c),
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"vol": 5000.0,
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"amount": float(c * 5000),
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}
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for d, c in zip(dates, close, strict=True)
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]
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resp = client.post(
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"/api/v1/backtest/run/async",
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json={"strategy": "ma_cross", "params": {"fast": 5, "slow": 20}, "ohlcv": ohlcv},
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)
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assert resp.status_code == 202, resp.text
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task_id = resp.json()["task_id"]
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for _ in range(200):
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st = client.get(f"/api/v1/backtest/tasks/{task_id}").json()
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if st["status"] in ("done", "failed"):
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break
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time.sleep(0.05)
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assert st["status"] == "done", st.get("error")
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# JSON 导出:完整 result
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rj = client.get(f"/api/v1/backtest/tasks/{task_id}/export?format=json")
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assert rj.status_code == 200
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assert "attachment" in rj.headers["content-disposition"]
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assert "performance" in rj.json()
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# CSV 导出:主表(trades 或 performance)
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rc = client.get(f"/api/v1/backtest/tasks/{task_id}/export?format=csv")
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assert rc.status_code == 200
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assert rc.headers["content-type"].startswith("text/csv")
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assert len(rc.text.splitlines()) >= 2
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def test_export_rejects_unknown_and_unfinished(persisted_env):
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client = _client()
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assert client.get("/api/v1/backtest/tasks/nope/export").status_code == 400
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resp = client.get("/api/v1/backtest/tasks/nope/export?format=xml")
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# 未知任务先报「未知任务」
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assert resp.status_code == 400
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def test_task_list_includes_persisted_history_after_new_app(persisted_env):
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"""应用层重启(同 DB)后 /backtest/tasks 仍列出历史任务。"""
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runner = BacktestTaskRunner(max_workers=1)
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task_id = runner.submit(lambda: {"performance": {"total_return": 0.1}}, description="旧任务")
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_wait_done(runner, task_id)
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runner.shutdown()
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client = _client()
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tasks = client.get("/api/v1/backtest/tasks?limit=50").json()["tasks"]
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assert any(t["task_id"] == task_id for t in tasks)
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