mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 20:24:19 +08:00
201 lines
6.4 KiB
Python
201 lines
6.4 KiB
Python
"""市场情绪采样（store / sampler / 端点）与涨停历史回补单测。
|
||
|
||
sentiment_store 用 EASY_TDX_CONFIG_DIR 指向临时目录；limitup 历史复用
|
||
合成 .day 文件；端点侧验证 DictResponse 包装与缓存命中。
|
||
"""
|
||
|
||
from __future__ import annotations
|
||
|
||
import asyncio
|
||
|
||
import pytest
|
||
|
||
|
||
@pytest.fixture
|
||
def store(tmp_path, monkeypatch):
|
||
"""独立配置目录 + 全新单例的 SentimentStore。"""
|
||
from easy_tdx.web import sentiment_store as ss
|
||
|
||
monkeypatch.setenv("EASY_TDX_CONFIG_DIR", str(tmp_path / "cfg"))
|
||
ss._store = None
|
||
s = ss.get_sentiment_store()
|
||
yield s
|
||
ss._store = None
|
||
|
||
|
||
def _sample(date: int, minute: int, up=2000, down=2000, limit_up=50, limit_down=10, amount=8e11):
|
||
from datetime import datetime
|
||
|
||
return {
|
||
"date": date,
|
||
"minute": minute,
|
||
"ts": int(datetime(2026, 9, 4).timestamp()),
|
||
"up_count": up,
|
||
"down_count": down,
|
||
"neutral_count": 100,
|
||
"total_count": up + down + 100,
|
||
"limit_up_count": limit_up,
|
||
"limit_down_count": limit_down,
|
||
"total_amount": amount,
|
||
}
|
||
|
||
|
||
def test_store_day_samples_and_idempotent(store):
|
||
store.insert(_sample(20260904, 935))
|
||
store.insert(_sample(20260904, 930))
|
||
# 同 (date, minute) 覆盖不累积
|
||
store.insert(_sample(20260904, 930, limit_up=77))
|
||
|
||
rows = store.day_samples(20260904)
|
||
assert [r["minute"] for r in rows] == [930, 935] # 升序
|
||
assert rows[0]["limit_up_count"] == 77 # 覆盖生效
|
||
assert store.latest_date() == 20260904
|
||
|
||
|
||
def test_store_daily_history_close_snapshot_and_peak(store):
|
||
# 收盘快照 = 当日最后一条采样；峰值 = 当日涨停最大值
|
||
store.insert(_sample(20260903, 930, up=1500, limit_up=30, limit_down=40, amount=7e11))
|
||
store.insert(
|
||
_sample(20260903, 1500, up=2500, down=1500, limit_up=90, limit_down=5, amount=9e11)
|
||
)
|
||
store.insert(
|
||
_sample(20260904, 930, up=1800, down=2200, limit_up=20, limit_down=60, amount=6e11)
|
||
)
|
||
|
||
days = store.daily_history(10)
|
||
assert [d["date"] for d in days] == [20260903, 20260904] # 升序
|
||
|
||
d3 = days[0]
|
||
assert d3["limit_up_peak"] == 90 # 日内峰值（930 点只有 30，1500 点 90）
|
||
assert d3["limit_up_close"] == 90 # 收盘快照取当日最后一条
|
||
assert d3["up_count"] == 2500
|
||
assert d3["up_ratio"] == 62.5 # 2500 / (2500+1500)
|
||
|
||
d4 = days[1]
|
||
assert d4["limit_up_peak"] == 20
|
||
assert d4["up_ratio"] == 45.0 # 1800 / 4000
|
||
|
||
|
||
def test_sampler_inserts_store_rows(store):
|
||
import pandas as pd
|
||
|
||
from easy_tdx.web.sentiment_sampler import SentimentSampler
|
||
|
||
df = pd.DataFrame(
|
||
[
|
||
{
|
||
"up_count": 2100,
|
||
"down_count": 2300,
|
||
"neutral_count": 120,
|
||
"total_count": 4520,
|
||
"limit_up_count": 44,
|
||
"limit_down_count": 9,
|
||
"total_amount": 8.5e11,
|
||
}
|
||
]
|
||
)
|
||
|
||
class FakeClient:
|
||
async def get_market_stat(self):
|
||
return df
|
||
|
||
sampler = SentimentSampler(FakeClient().get_market_stat, store=store, interval=1.0)
|
||
asyncio.run(sampler._sample_once())
|
||
|
||
rows = store.day_samples(store.latest_date())
|
||
assert len(rows) == 1
|
||
assert rows[0]["limit_up_count"] == 44
|
||
assert rows[0]["total_amount"] == 8.5e11
|
||
|
||
|
||
@pytest.fixture
|
||
def vipdoc_factory(tmp_path):
|
||
"""按 {文件名: {dates, closes}} 合成 vipdoc 目录的工厂。"""
|
||
from easy_tdx.offline.daily_bar import _DAILY_FMT
|
||
|
||
def _day(date: int, close: float) -> bytes:
|
||
return _DAILY_FMT.pack(
|
||
date,
|
||
round((close - 0.05) * 100),
|
||
round(close * 100),
|
||
round((close - 0.10) * 100),
|
||
round(close * 100),
|
||
5_000_000.0,
|
||
1_000_000,
|
||
0,
|
||
)
|
||
|
||
def factory(specs: dict[str, dict]) -> object:
|
||
for filename, spec in specs.items():
|
||
exchange = filename[:2]
|
||
lday = tmp_path / exchange / "lday"
|
||
lday.mkdir(parents=True, exist_ok=True)
|
||
data = b"".join(_day(d, c) for d, c in zip(spec["dates"], spec["closes"]))
|
||
(lday / f"{filename}.day").write_bytes(data)
|
||
return tmp_path
|
||
|
||
return factory
|
||
|
||
|
||
def test_limitup_history_counts(vipdoc_factory):
|
||
from easy_tdx.screen.limitup import compute_limitup_history
|
||
|
||
v = vipdoc_factory(
|
||
# A 股票：0802、0803 连续两日涨停
|
||
{
|
||
"sh600100": {
|
||
"dates": [20260801, 20260802, 20260803, 20260804],
|
||
"closes": [10.00, 11.00, 12.10, 12.50],
|
||
},
|
||
# B 股票：0804 跌停
|
||
"sz000200": {
|
||
"dates": [20260801, 20260802, 20260803, 20260804],
|
||
"closes": [10.00, 10.00, 10.00, 9.00],
|
||
},
|
||
}
|
||
)
|
||
rows = compute_limitup_history(v, days=10)
|
||
by_date = {r["date"]: r for r in rows}
|
||
assert by_date[20260802]["limit_up"] == 1
|
||
assert by_date[20260803]["limit_up"] == 1
|
||
assert by_date[20260804]["limit_down"] == 1
|
||
assert by_date[20260804]["limit_up"] == 0
|
||
# 升序
|
||
dates = [r["date"] for r in rows]
|
||
assert dates == sorted(dates)
|
||
|
||
|
||
def test_limitup_history_endpoint_cache(vipdoc_factory, monkeypatch):
|
||
pytest.importorskip("fastapi")
|
||
from fastapi import FastAPI
|
||
from fastapi.testclient import TestClient
|
||
|
||
from easy_tdx.screen import limitup as limitup_mod
|
||
from easy_tdx.web.errors import register_exception_handlers
|
||
from easy_tdx.web.routers import market as market_mod
|
||
|
||
v = vipdoc_factory({"sh600100": {"dates": [20260801, 20260802], "closes": [10.0, 11.0]}})
|
||
calls = {"n": 0}
|
||
real = limitup_mod.compute_limitup_history
|
||
|
||
def counting(*a, **kw):
|
||
calls["n"] += 1
|
||
return real(*a, **kw)
|
||
|
||
monkeypatch.setattr(limitup_mod, "compute_limitup_history", counting)
|
||
|
||
app = FastAPI()
|
||
register_exception_handlers(app)
|
||
app.include_router(market_mod.router, prefix="/api/v1")
|
||
app.state.tdx_client = object()
|
||
|
||
with TestClient(app) as client:
|
||
r1 = client.get("/api/v1/market/limitup-history", params={"days": 10, "vipdoc": str(v)})
|
||
assert r1.status_code == 200
|
||
body = r1.json()["data"]
|
||
# 仅 0802 有一天涨停（0801 无前收不计数）
|
||
assert body["count"] == 1
|
||
assert body["days"][0] == {"date": 20260802, "limit_up": 1, "limit_down": 0}
|
||
client.get("/api/v1/market/limitup-history", params={"days": 10, "vipdoc": str(v)})
|
||
assert calls["n"] == 1 # 缓存命中
|