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bec231e8be
test_outside_session_no_fetch 此前用固定 23:00-23:59 模拟盘外时段， 但当测试跑在当地 23:00-23:59 时当前时刻恰好落在该时段内，断言必炸（本地 23 点后全量回归复现）。改为动态构造「当前时刻 +5~+6 分钟」的 1 分钟未来 时段，任何时刻运行都保证盘外。1263 全量通过。
309 lines
11 KiB
Python
309 lines
11 KiB
Python
"""单元测试：RealtimeDataFeed 轮询数据源."""
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from __future__ import annotations
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import asyncio
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import time
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from datetime import datetime
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from unittest.mock import MagicMock
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import pandas as pd
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import pytest
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from easy_tdx.realtime.engine import EventBus, EventType, MarketEvent
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from easy_tdx.realtime.feed import (
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RealtimeDataFeed,
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_is_in_session,
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_market_int_to_str,
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_row_to_event,
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)
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# ── 测试数据 ────────────────────────────────────────────────────────────
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def _sample_quotes_df() -> pd.DataFrame:
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"""模拟 get_stock_quotes 返回的 DataFrame。
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列结构与 MacClient._quotes_to_df 一致：market(int) / code / name + 字段。
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"""
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return pd.DataFrame(
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[
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{
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"market": 0, # SZ
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"code": "000001",
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"name": "平安银行",
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"close": 10.50,
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"vol": 100000,
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"open": 10.30,
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"high": 10.60,
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"low": 10.20,
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"pre_close": 10.40,
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"amount": 1050000.0,
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},
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{
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"market": 1, # SH
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"code": "600519",
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"name": "贵州茅台",
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"close": 1800.0,
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"vol": 5000,
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"open": 1790.0,
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"high": 1810.0,
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"low": 1785.0,
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"pre_close": 1795.0,
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"amount": 9000000.0,
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},
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]
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)
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class AsyncMockClient:
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"""模拟异步客户端：按预设序列返回 DataFrame。"""
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def __init__(self, frames: list[pd.DataFrame]) -> None:
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self._frames = frames
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self._idx = 0
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self.calls: list[list[tuple[int, str]]] = []
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async def get_stock_quotes(
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self, stocks: list[tuple[int, str]], fields: object = None
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) -> pd.DataFrame:
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self.calls.append(list(stocks))
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if self._idx < len(self._frames):
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df = self._frames[self._idx]
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self._idx += 1
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return df
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return pd.DataFrame()
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class SyncMockClient:
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"""模拟同步客户端。"""
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def __init__(self, frames: list[pd.DataFrame]) -> None:
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self._frames = frames
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self._idx = 0
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self.calls: list[list[tuple[int, str]]] = []
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def get_stock_quotes(
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self, stocks: list[tuple[int, str]], fields: object = None
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) -> pd.DataFrame:
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self.calls.append(list(stocks))
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if self._idx < len(self._frames):
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df = self._frames[self._idx]
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self._idx += 1
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return df
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return pd.DataFrame()
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# ── 纯函数测试 ──────────────────────────────────────────────────────────
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class TestMarketIntToStr:
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def test_known_markets(self) -> None:
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assert _market_int_to_str(0) == "SZ"
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assert _market_int_to_str(1) == "SH"
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assert _market_int_to_str(2) == "BJ"
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def test_unknown_falls_back(self) -> None:
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assert _market_int_to_str(99) == "99"
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class TestIsInSession:
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def test_in_morning_session(self) -> None:
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# 构造一个 10:30 的 epoch（任意日期，tm_hour=10, tm_min=30）
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t = time.mktime(time.strptime("2026-07-13 10:30:00", "%Y-%m-%d %H:%M:%S"))
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sessions = ((9 * 60 + 15, 11 * 60 + 30), (13 * 60, 15 * 60))
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assert _is_in_session(t, sessions) is True
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def test_outside_session(self) -> None:
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t = time.mktime(time.strptime("2026-07-13 08:00:00", "%Y-%m-%d %H:%M:%S"))
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sessions = ((9 * 60 + 15, 11 * 60 + 30), (13 * 60, 15 * 60))
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assert _is_in_session(t, sessions) is False
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def test_empty_sessions_always_in(self) -> None:
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t = time.mktime(time.strptime("2026-07-13 03:00:00", "%Y-%m-%d %H:%M:%S"))
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assert _is_in_session(t, ()) is True
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class TestRowToEvent:
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def test_basic_conversion(self) -> None:
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df = _sample_quotes_df()
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event = _row_to_event(df.iloc[0], timestamp=1700000000.0)
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assert event is not None
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assert event.code == "000001"
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assert event.market == "SZ"
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assert event.price == 10.50
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assert event.volume == 100000
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assert event.event_type == EventType.TICK
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assert event.data["name"] == "平安银行"
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assert event.data["pre_close"] == 10.40
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def test_sh_market_prefix(self) -> None:
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df = _sample_quotes_df()
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event = _row_to_event(df.iloc[1], timestamp=0.0)
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assert event is not None
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assert event.market == "SH"
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assert event.code == "600519"
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assert event.price == 1800.0
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def test_missing_columns_default_zero(self) -> None:
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row = pd.Series({"code": "000002", "market": 0, "name": "万科A"})
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event = _row_to_event(row, timestamp=0.0)
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assert event is not None
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assert event.price == 0.0
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assert event.volume == 0.0
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def test_empty_code_returns_none(self) -> None:
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row = pd.Series({"code": "", "market": 0})
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assert _row_to_event(row, timestamp=0.0) is None
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# ── Feed 构造测试 ───────────────────────────────────────────────────────
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class TestFeedConstruction:
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def test_empty_symbols_raises(self) -> None:
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with pytest.raises(ValueError, match="不能为空"):
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RealtimeDataFeed(bus=EventBus(), symbols=[])
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def test_too_many_symbols_raises(self) -> None:
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symbols = [(0, f"{i:06d}") for i in range(81)]
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with pytest.raises(ValueError, match="80"):
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RealtimeDataFeed(bus=EventBus(), symbols=symbols)
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def test_interval_clamped_to_minimum(self) -> None:
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feed = RealtimeDataFeed(bus=EventBus(), symbols=[(0, "000001")], interval=0.01)
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assert feed._interval == 0.1
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def test_sessions_override_empty(self) -> None:
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feed = RealtimeDataFeed(bus=EventBus(), symbols=[(0, "000001")], sessions=())
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# 空 sessions → _in_session 始终 True
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assert feed._in_session(0.0) is True
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# ── 异步 publish 路径测试 ───────────────────────────────────────────────
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class TestAsyncPublishPath:
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async def test_events_published_to_correct_keys(self) -> None:
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"""关键测试：market int 0 → 'SZ'，订阅 'SZ000001' 必须收到。"""
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bus = EventBus()
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received: list[MarketEvent] = []
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bus.subscribe("SZ000001", lambda e: received.append(e))
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bus.subscribe("SH600519", lambda e: received.append(e))
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client = AsyncMockClient([_sample_quotes_df()])
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feed = RealtimeDataFeed(
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bus=bus,
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symbols=[(0, "000001"), (1, "600519")],
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sessions=(), # 测试不受时段限制
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interval=0.1,
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)
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await feed.run_async(client, max_iterations=1)
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assert len(received) == 2
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codes = {e.code for e in received}
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assert codes == {"000001", "600519"}
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# symbol key 必须匹配：SZ 前缀
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sz_event = next(e for e in received if e.code == "000001")
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assert sz_event.market == "SZ"
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assert sz_event.price == 10.50
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async def test_dedup_skips_unchanged(self) -> None:
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bus = EventBus()
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received: list[MarketEvent] = []
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bus.subscribe_all(lambda e: received.append(e))
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same_df = _sample_quotes_df()
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client = AsyncMockClient([same_df.copy(), same_df.copy()])
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feed = RealtimeDataFeed(
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bus=bus,
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symbols=[(0, "000001"), (1, "600519")],
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dedup=True,
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sessions=(),
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interval=0.1,
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)
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await feed.run_async(client, max_iterations=2)
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# 第一轮 2 个事件，第二轮因 price/volume 不变被去重
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assert len(received) == 2
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async def test_dedup_disabled_publishes_all(self) -> None:
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bus = EventBus()
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received: list[MarketEvent] = []
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bus.subscribe_all(lambda e: received.append(e))
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same_df = _sample_quotes_df()
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client = AsyncMockClient([same_df.copy(), same_df.copy()])
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feed = RealtimeDataFeed(
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bus=bus,
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symbols=[(0, "000001"), (1, "600519")],
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dedup=False,
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sessions=(),
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interval=0.1,
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)
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await feed.run_async(client, max_iterations=2)
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assert len(received) == 4
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async def test_empty_df_publishes_nothing(self) -> None:
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bus = EventBus()
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received: list[MarketEvent] = []
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bus.subscribe_all(lambda e: received.append(e))
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client = AsyncMockClient([pd.DataFrame()])
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feed = RealtimeDataFeed(bus=EventBus(), symbols=[(0, "000001")], sessions=(), interval=0.1)
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# 用 subscribe_all 的 bus
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feed._bus = bus
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await feed.run_async(client, max_iterations=1)
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assert received == []
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async def test_client_error_does_not_crash(self) -> None:
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"""get_stock_quotes 抛异常时，feed 应跳过该轮，不崩溃。"""
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bus = EventBus()
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received: list[MarketEvent] = []
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bus.subscribe_all(lambda e: received.append(e))
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failing_client = MagicMock()
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failing_client.get_stock_quotes = MagicMock(side_effect=ConnectionError("boom"))
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feed = RealtimeDataFeed(bus=bus, symbols=[(0, "000001")], sessions=(), interval=0.1)
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# 不应抛异常
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await feed.run_async(failing_client, max_iterations=1)
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assert received == []
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class TestSessionGating:
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async def test_outside_session_no_fetch(self) -> None:
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"""盘外时段不应调用 get_stock_quotes。"""
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bus = EventBus()
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client = AsyncMockClient([_sample_quotes_df()])
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# 动态构造一个「永远在未来」的 1 分钟时段，保证当前时刻必在盘外。
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# 此前用固定 23:00-23:59 模拟盘外——测试跑在当地 23 点档时必炸
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# （时间相关 flaky）。
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_now = datetime.now()
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now_min = _now.hour * 60 + _now.minute
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feed = RealtimeDataFeed(
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bus=bus,
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symbols=[(0, "000001")],
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sessions=(((now_min + 5) % (24 * 60), (now_min + 6) % (24 * 60)),),
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interval=0.1,
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)
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await feed.run_async(client, max_iterations=1)
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assert len(client.calls) == 0 # 盘外，没拉数据
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class TestStopFlag:
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async def test_stop_terminates_loop(self) -> None:
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bus = EventBus()
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client = AsyncMockClient([_sample_quotes_df()])
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feed = RealtimeDataFeed(bus=bus, symbols=[(0, "000001")], sessions=(), interval=0.2)
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# 在短延迟后请求停止
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async def _stop_soon() -> None:
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await asyncio.sleep(0.15)
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feed.stop()
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await asyncio.gather(feed.run_async(client), _stop_soon())
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assert feed.running is False
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