mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 15:44:18 +08:00
Justin Gu
e374a0da28
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。
294 lines
9.9 KiB
Python
294 lines
9.9 KiB
Python
"""/board-mac/overview 聚合端点单测（离线，mock MAC 客户端）。
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覆盖：多排序键归并、当日涨跌幅口径（price/pre_close-1）、缺失指标置 null、
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TTL 缓存命中、无效指标 400、空列表。
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"""
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from __future__ import annotations
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import pytest
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def _board_df(rows: list[dict]) -> object:
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import pandas as pd
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return pd.DataFrame(rows)
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def _board_row(
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code: str,
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name: str,
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price: float,
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pre_close: float,
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sort_value: float = 0.0,
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leader: tuple[str, str, float, float] | None = None,
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) -> dict:
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leader = leader or ("600000", "领涨股", price * 1.05, price)
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return {
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"market": 1,
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"code": code,
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"name": name,
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"price": price,
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"sort_value": sort_value,
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"pre_close": pre_close,
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"symbol_market": 1,
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"symbol_code": leader[0],
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"symbol_name": leader[1],
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"symbol_price": leader[2],
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"symbol_pre_close": leader[3],
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}
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class _FakeOverviewMacClient:
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"""按 BoardSortColumn 名称返回预置 DataFrame 的替身客户端。"""
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def __init__(self, frames: dict[str, object]):
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import pandas as pd
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self._frames = frames
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self._empty = pd.DataFrame()
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self.calls: list[str] = []
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async def get_board_list(self, board_type=None, count=10000, sort_column=None):
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name = getattr(sort_column, "name", None) or "CHANGE_PCT" # 与真客户端默认一致
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self.calls.append(name)
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return self._frames.get(name, self._empty)
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def _overview_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():
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from easy_tdx.web.routers import board_mac
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board_mac._overview_cache.clear()
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yield
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board_mac._overview_cache.clear()
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def _get_overview(client, board_type="HY", metrics="SPEED,CHANGE_20D"):
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return client.get(
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"/api/v1/board-mac/overview",
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params={"board_type": board_type, "metrics": metrics},
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)
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def test_overview_merge_and_change_pct():
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"""基表 + 各排序键归并；涨跌幅按 price/pre_close-1 计算。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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frames = {
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"CHANGE_PCT": _board_df(
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[
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_board_row(
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"881106", "种植业", 1039.93, 1031.20, leader=("600100", "A股票", 11.0, 10.0)
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),
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_board_row(
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"881101", "煤炭开采", 2200.0, 2244.0, leader=("600200", "B股票", 9.5, 10.0)
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),
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]
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),
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"SPEED": _board_df(
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[
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_board_row("881106", "种植业", 1039.93, 1031.20, sort_value=0.52),
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_board_row("881101", "煤炭开采", 2200.0, 2244.0, sort_value=-0.11),
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]
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),
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"CHANGE_20D": _board_df(
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[
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_board_row("881106", "种植业", 1039.93, 1031.20, sort_value=6.3),
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_board_row("881101", "煤炭开采", 2200.0, 2244.0, sort_value=-2.4),
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]
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),
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}
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fake = _FakeOverviewMacClient(frames)
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with TestClient(_overview_app(fake)) as client:
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resp = _get_overview(client)
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assert resp.status_code == 200
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data = resp.json()["data"]
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assert data["board_type"] == "HY"
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assert data["count"] == 2
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rows = {r["code"]: r for r in data["rows"]}
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hy = rows["881106"]
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# 1039.93/1031.20-1 = +0.8465%
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assert hy["change_pct"] == pytest.approx(0.846, abs=0.01)
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assert hy["speed"] == 0.52
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assert hy["chg_20d"] == 6.3
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assert hy["chg_5d"] is None # 未请求的指标置 null
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assert hy["leader_name"] == "A股票"
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assert hy["leader_change_pct"] == pytest.approx(10.0, abs=0.01)
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mt = rows["881101"]
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assert mt["change_pct"] == pytest.approx(-1.961, abs=0.01)
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assert mt["leader_change_pct"] == pytest.approx(-5.0, abs=0.01)
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# 基表(涨跌幅排序) + SPEED + CHANGE_20D 共 3 次调用
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assert sorted(fake.calls) == ["CHANGE_20D", "CHANGE_PCT", "SPEED"]
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def test_overview_cache_hit_within_ttl():
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"""TTL 内命中缓存，不再触发 MAC 调用；时间推进后重新拉取。"""
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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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fake = _FakeOverviewMacClient(
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{"CHANGE_PCT": _board_df([_board_row("881001", "软件服务", 5000.0, 4900.0)])}
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)
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clock = {"t": 100.0}
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board_mac._now = lambda: clock["t"] # type: ignore[assignment]
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try:
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with TestClient(_overview_app(fake)) as client:
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_get_overview(client)
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_get_overview(client)
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assert fake.calls.count("CHANGE_PCT") == 1
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clock["t"] += board_mac._OVERVIEW_TTL + 1
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with TestClient(_overview_app(fake)) as client:
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_get_overview(client)
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assert fake.calls.count("CHANGE_PCT") == 2
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finally:
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board_mac._now = board_mac.time.monotonic # type: ignore[assignment]
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def test_overview_cache_key_separates_board_type():
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"""不同 board_type 的缓存相互独立。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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frames = {
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"CHANGE_PCT": _board_df([_board_row("881001", "软件服务", 5000.0, 4900.0)]),
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"GN": None,
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}
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fake = _FakeOverviewMacClient(frames)
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with TestClient(_overview_app(fake)) as client:
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_get_overview(client, board_type="HY")
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_get_overview(client, board_type="GN")
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assert fake.calls.count("CHANGE_PCT") == 2
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def test_overview_invalid_metric_returns_400():
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeOverviewMacClient({})
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with TestClient(_overview_app(fake)) as client:
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resp = _get_overview(client, metrics="SPEED,NOT_A_METRIC")
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assert resp.status_code == 400
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assert "NOT_A_METRIC" in resp.json()["detail"]
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def test_overview_empty_base_list():
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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fake = _FakeOverviewMacClient({})
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with TestClient(_overview_app(fake)) as client:
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resp = _get_overview(client)
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assert resp.status_code == 200
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data = resp.json()["data"]
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assert data["count"] == 0
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assert data["rows"] == []
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def test_overview_zero_pre_close_change_pct_null():
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"""pre_close 为 0（无行情）时涨跌幅为 null 而非异常/除零。"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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frames = {"CHANGE_PCT": _board_df([_board_row("881999", "空数据板块", 0.0, 0.0)])}
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fake = _FakeOverviewMacClient(frames)
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with TestClient(_overview_app(fake)) as client:
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resp = _get_overview(client)
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assert resp.status_code == 200
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row = resp.json()["data"]["rows"][0]
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assert row["change_pct"] is None
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assert row["leader_change_pct"] is None
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def test_overview_cache_key_includes_count():
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"""缓存键须含 count：不同 count 的请求在 TTL 内不互相命中。
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旧实现缓存键只有 (board_type, metrics)，先到的小 count 请求会把大 count
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的响应"污染"成少数行（15s TTL 内）。
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"""
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pytest.importorskip("fastapi")
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from fastapi.testclient import TestClient
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frames = {
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"CHANGE_PCT": _board_df(
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[
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_board_row("881001", "软件服务", 5000.0, 4900.0),
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_board_row("881002", "半导体", 3000.0, 2950.0),
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]
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),
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}
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class _CountingFake(_FakeOverviewMacClient):
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"""尊重 count 参数（与真实客户端一致地截断行数）。"""
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async def get_board_list(self, board_type=None, count=10000, sort_column=None):
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df = await super().get_board_list(
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board_type=board_type, count=count, sort_column=sort_column
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)
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return df.head(count) if df is not None else df
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fake = _CountingFake(frames)
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with TestClient(_overview_app(fake)) as client:
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r_small = client.get("/api/v1/board-mac/overview", params={"board_type": "HY", "count": 1})
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assert r_small.status_code == 200
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assert r_small.json()["data"]["count"] == 1
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r_big = client.get("/api/v1/board-mac/overview", params={"board_type": "HY", "count": 2})
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assert r_big.status_code == 200
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# 不允许命中 count=1 的缓存
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assert r_big.json()["data"]["count"] == 2
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assert fake.calls.count("CHANGE_PCT") == 2 # 两个 count 各拉一次
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def test_overview_nan_payload_cleaned_before_cache():
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"""坏值（NaN）行不产生 500，且写入缓存前已清洗（缓存里不留 NaN）。
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旧实现：sort_value=NaN → payload 带 NaN → Starlette allow_nan=False
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序列化 500，且带毒 payload 先入 15s 缓存，TTL 内持续 500。
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"""
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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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nan = float("nan")
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frames = {
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"CHANGE_PCT": _board_df([_board_row("881001", "软件服务", 5000.0, 4900.0)]),
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"SPEED": _board_df([_board_row("881001", "软件服务", 5000.0, 4900.0, sort_value=nan)]),
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}
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fake = _FakeOverviewMacClient(frames)
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with TestClient(_overview_app(fake)) as client:
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r1 = _get_overview(client)
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assert r1.status_code == 200
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assert r1.json()["data"]["rows"][0]["speed"] is None
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# 坏 payload 不得入缓存：缓存里的 speed 应已是 None
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cached = board_mac._overview_cache[("HY", ("SPEED", "CHANGE_20D"), 2000)][1]
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assert cached["rows"][0]["speed"] is None
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r2 = _get_overview(client) # 命中缓存也不再 500
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assert r2.status_code == 200
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assert r2.json()["data"]["rows"][0]["speed"] is None
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assert fake.calls.count("SPEED") == 1
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