mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 22:44:22 +08:00
535 lines
20 KiB
Python
535 lines
20 KiB
Python
"""针对本轮 A 股增强功能的单元测试。"""
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import asyncio
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from datetime import datetime, timedelta
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from unittest.mock import patch
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from zoneinfo import ZoneInfo
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import pandas as pd
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from easy_tdx import AsyncTdxClient, Market, TdxClient
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from easy_tdx.client import _classify_fund_flow
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from easy_tdx.commands.minute_time import (
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GetHistoryMinuteTimeDataCmd,
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GetMinuteTimeDataCmd,
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)
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from easy_tdx.commands.security_bars import GetIndexBarsCmd, GetSecurityBarsCmd
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from easy_tdx.commands.security_list import GetSecurityListCmd
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from easy_tdx.commands.security_quotes import GetSecurityQuotesCmd
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from easy_tdx.commands.transaction import (
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GetHistoryTransactionDataCmd,
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GetTransactionDataCmd,
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)
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from easy_tdx.models.bar import SecurityBar
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from easy_tdx.models.quote import SecurityQuote
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from easy_tdx.models.security import SecurityInfo
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from easy_tdx.models.timeseries import MinuteBar, TransactionRecord
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@patch("easy_tdx.client.TdxConnection")
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def test_get_fund_flow_logic(_mock_conn_cls):
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"""测试资金流分类计算逻辑。"""
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client = TdxClient("127.0.0.1")
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mock_recs = [
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TransactionRecord(10, 0, 100.0, 101, 0, 0), # super_in
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TransactionRecord(10, 1, 10.0, 250, 1, 0), # large_out
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TransactionRecord(10, 2, 10.0, 10, 0, 0), # small_in
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]
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def mock_execute(cmd):
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if isinstance(cmd, GetTransactionDataCmd):
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return mock_recs
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute):
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flow = client.get_fund_flow(Market.SH, "600000")
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assert isinstance(flow, pd.DataFrame)
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assert flow["super_in"].iloc[0] == 1010000.0
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assert flow["large_out"].iloc[0] == 250000.0
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assert flow["small_in"].iloc[0] == 10000.0
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# 当日资金流同样物化主力净额列（Issue #52）
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assert flow["main_net_inflow"].iloc[0] == 1010000.0 - 250000.0
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def test_classify_fund_flow_exact_thresholds_use_lower_bucket():
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"""恰好命中阈值时，应落入较低一档。"""
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flow = _classify_fund_flow(
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[
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TransactionRecord(10, 0, 100.0, 100, 0, 0), # 100w -> large
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TransactionRecord(10, 1, 100.0, 20, 0, 0), # 20w -> medium
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TransactionRecord(10, 2, 100.0, 4, 0, 0), # 4w -> small
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]
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)
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assert flow.super_in == 0.0
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assert flow.large_in == 1000000.0
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assert flow.medium_in == 200000.0
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assert flow.small_in == 40000.0
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@patch("easy_tdx.client.TdxConnection")
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def test_get_security_list_all_filtering(_mock_conn_cls):
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"""测试三市 A 股过滤与行业挂载逻辑。"""
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client = TdxClient("127.0.0.1")
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industry_cfg = b"1|600000|T01|||X01\n0|000001|T02|||X02\n2|830000|T03|||X03"
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityListCmd):
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if cmd.market == Market.SH:
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return [
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SecurityInfo(Market.SH, "600000", "SH_A", 100, 2, 10.0),
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SecurityInfo(Market.SH, "999999", "INDEX", 100, 2, 3000.0),
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]
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if cmd.market == Market.SZ:
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return [SecurityInfo(Market.SZ, "000001", "SZ_A", 100, 2, 10.0)]
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return []
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return []
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with (
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patch.object(TdxClient, "_execute", side_effect=mock_execute),
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patch.object(TdxClient, "get_report_file", return_value=industry_cfg),
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patch.object(TdxClient, "get_security_count", return_value=1),
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):
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all_stocks = client.get_security_list_all(pages=1)
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assert isinstance(all_stocks, pd.DataFrame)
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assert len(all_stocks) == 2
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codes = all_stocks["code"].tolist()
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assert "600000" in codes
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assert "000001" in codes
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assert "830000" not in codes
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row = all_stocks[all_stocks["code"] == "600000"].iloc[0]
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assert row["industry_tdx"] == "T01"
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@patch("easy_tdx.client.TdxConnection")
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def test_get_market_stat_mapping(_mock_conn_cls):
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"""测试市场统计字段映射。
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通达信统计指数的计数字段返回真实家数的 1/10，get_market_stat 内部需 ×10 还原。
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这里构造的原始协议值是还原后家数的 1/10，断言还原后等于真实家数。
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"""
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client = TdxClient("127.0.0.1")
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def _zero_quote(code, **kw):
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"""构造一只仅关键字段非零的 SecurityQuote，其余五档/活跃度字段取默认 0。"""
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base = dict(
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price=0,
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pre_close=0,
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open=0,
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high=0,
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low=0,
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vol=0,
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cur_vol=0,
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amount=0,
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s_vol=0,
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b_vol=0,
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active1=0,
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active2=0,
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bid1=0,
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bid_vol1=0,
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bid2=0,
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bid_vol2=0,
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bid3=0,
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bid_vol3=0,
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bid4=0,
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bid_vol4=0,
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bid5=0,
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bid_vol5=0,
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ask1=0,
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ask_vol1=0,
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ask2=0,
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ask_vol2=0,
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ask3=0,
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ask_vol3=0,
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ask4=0,
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ask_vol4=0,
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ask5=0,
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ask_vol5=0,
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rise_speed=0,
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limit_up=0,
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limit_down=0,
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)
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base.update(kw)
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return SecurityQuote(Market.SH, code, **base)
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# 880005: 计数字段=真实家数/10；amount/vol 不缩放，原样透传
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q_stat = _zero_quote(
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"880005",
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price=300.0, # up = 300 * 10 = 3000
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open=200.0, # down = 200 * 10 = 2000
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high=550.0, # total= 550 * 10 = 5500
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low=50.0, # neutral = 50 * 10 = 500
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vol=1000000.0,
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amount=50000000.0,
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)
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# 880001: 总市值指数点位（不缩放）
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q_cap = _zero_quote("880001", price=1186.579)
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# 880006: 涨跌停家数=真实/10
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q_limit = _zero_quote(
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"880006",
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price=13.1, # limit_up = 131
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open=0.6, # limit_down = 6
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)
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityQuotesCmd):
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return [q_stat, q_cap, q_limit]
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute):
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stat = client.get_market_stat()
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assert isinstance(stat, pd.DataFrame)
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# 计数字段 ×10 还原
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assert stat["up_count"].iloc[0] == 3000
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assert stat["down_count"].iloc[0] == 2000
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assert stat["neutral_count"].iloc[0] == 500
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assert stat["total_count"].iloc[0] == 5500
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assert stat["limit_up_count"].iloc[0] == 131
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assert stat["limit_down_count"].iloc[0] == 6
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# suspended = total - up - down - neutral = 5500 - 5500 = 0
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assert stat["suspended_count"].iloc[0] == 0
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# 成交额/量不缩放，原样透传
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assert stat["total_amount"].iloc[0] == 50000000.0
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assert stat["total_volume"].iloc[0] == 1000000.0
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# 总市值 = 1186.579 * 1e10
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assert stat["total_market_cap"].iloc[0] == 1186.579 * 1e10
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@patch("easy_tdx.client.TdxConnection")
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def test_get_history_fund_flow_fallback(_mock_conn_cls):
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"""资金流由日K取日期 + 历史逐笔重算；返回含 main_net_inflow 列。"""
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client = TdxClient("127.0.0.1")
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bars = [
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SecurityBar(10, 10, 10, 10, 0, 0, 2025, 1, 8, 15, 0),
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SecurityBar(10, 10, 10, 10, 0, 0, 2025, 1, 9, 15, 0),
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]
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txn_map = {
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20250108: [
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TransactionRecord(10, 0, 100.0, 101, 0, 0),
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TransactionRecord(10, 1, 10.0, 250, 1, 0),
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],
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20250109: [
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TransactionRecord(10, 0, 10.0, 10, 0, 0),
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],
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}
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return bars
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if isinstance(cmd, GetHistoryTransactionDataCmd):
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if cmd.start > 0:
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return []
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return txn_map.get(cmd.date, [])
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute):
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flows = client.get_history_fund_flow(Market.SH, "600000", 0, 2)
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assert isinstance(flows, pd.DataFrame)
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assert len(flows) == 2
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# 主力净额列必须存在（Issue #52：asdict 丢弃 property 导致此前无此列）
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assert "main_net_inflow" in flows.columns
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assert flows.columns[1] == "main_net_inflow"
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row0 = flows.iloc[0]
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assert row0["super_in"] == 1010000.0
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assert row0["large_out"] == 250000.0
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assert row0["main_net_inflow"] == (1010000.0 + 0.0) - (0.0 + 250000.0)
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row1 = flows.iloc[1]
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assert row1["small_in"] == 10000.0
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# 仅小单流入，不计入主力净额
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assert row1["main_net_inflow"] == 0.0
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@patch("easy_tdx.client.TdxConnection")
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def test_get_history_fund_flow_today_uses_realtime_ticks(_mock_conn_cls):
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"""当日 bar 盘中取当日实时逐笔（Issue #52：历史逐笔当日恒空致整行为 0）。"""
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now = datetime.now(ZoneInfo("Asia/Shanghai"))
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client = TdxClient("127.0.0.1")
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yesterday = now - timedelta(days=1)
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bars = [
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# 顺序与服务器一致：旧 → 新，最新一根是今天
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SecurityBar(10, 10, 10, 10, 0, 0, yesterday.year, yesterday.month, yesterday.day, 15, 0),
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SecurityBar(10, 10, 10, 10, 0, 0, now.year, now.month, now.day, 15, 0),
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]
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history_txn = {
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yesterday.year * 10000 + yesterday.month * 100 + yesterday.day: [
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TransactionRecord(10, 0, 10.0, 10, 0, 0)
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]
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}
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realtime_txn = [TransactionRecord(13, 0, 100.0, 101, 0, 0)]
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seen_cmds = []
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def mock_execute(cmd):
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seen_cmds.append(type(cmd).__name__)
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if isinstance(cmd, GetSecurityBarsCmd):
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return bars
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if isinstance(cmd, GetTransactionDataCmd):
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if cmd.start > 0:
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return []
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return realtime_txn
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if isinstance(cmd, GetHistoryTransactionDataCmd):
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if cmd.start > 0:
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return []
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return history_txn.get(cmd.date, [])
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute):
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flows = client.get_history_fund_flow(Market.SH, "600000", 0, 2)
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assert len(flows) == 2
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assert "GetTransactionDataCmd" in seen_cmds
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today_row = flows.iloc[-1]
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# 今日行来自实时逐笔：100 元 × 101 手 × 100 = 超大单流入 1010000
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assert today_row["super_in"] == 1010000.0
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assert today_row["main_net_inflow"] == 1010000.0
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# 昨日行来自历史逐笔：小单流入 10000
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assert flows.iloc[0]["small_in"] == 10000.0
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@patch("easy_tdx.client.TdxConnection")
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def test_get_price_limits_uses_listing_window(_mock_conn_cls):
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"""client.get_price_limits 应结合日 K 条数判断上市初期限价窗口。"""
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client = TdxClient("127.0.0.1")
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def mock_execute_5(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return [SecurityBar(0, 0, 0, 0, 0, 0, 2025, 1, 1, 15, 0)] * 5
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute_5):
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assert client.get_price_limits(Market.SH, "600001", "主板新股", 10.0) == (
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None,
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None,
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)
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def mock_execute_6(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return [SecurityBar(0, 0, 0, 0, 0, 0, 2025, 1, 1, 15, 0)] * 6
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return []
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with patch.object(TdxClient, "_execute", side_effect=mock_execute_6):
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assert client.get_price_limits(Market.SH, "600001", "主板老股", 10.0) == (
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11.0,
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9.0,
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)
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@patch("easy_tdx.client.TdxConnection")
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def test_get_minute_time_data_preopen_falls_back_to_last_trade_day(_mock_conn_cls):
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"""盘前/周末/节假日：今日分时尚不存在，应回退查最近交易日（最新日K日期）的历史分时。"""
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client = TdxClient("127.0.0.1")
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day_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 3, 15, 0)]
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expected = [MinuteBar(price=40.91, vol=3677)]
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return day_bars
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if isinstance(cmd, GetHistoryMinuteTimeDataCmd):
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assert cmd.date == 20260903, "应查最近交易日 20260903 而非今天"
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return expected
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return []
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with (
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patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
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patch.object(TdxClient, "_execute", side_effect=mock_execute) as mock_exec,
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):
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result = client.get_minute_time_data(Market.SH, "600000")
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assert isinstance(result, pd.DataFrame)
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assert result["price"].iloc[0] == 40.91
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assert str(result["datetime"].iloc[0]).startswith("2026-09-03")
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# 不应请求今日历史分时（旧实现盘前必然拿到空的来源）
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history_dates = [
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c[0][0].date
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for c in mock_exec.call_args_list
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if isinstance(c[0][0], GetHistoryMinuteTimeDataCmd)
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]
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assert history_dates == [20260903]
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@patch("easy_tdx.client.TdxConnection")
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def test_get_minute_time_data_intraday_uses_live_cmd(_mock_conn_cls):
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"""盘中/收盘后（最新日K=今天）：走实时分时命令，返回今日数据。"""
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client = TdxClient("127.0.0.1")
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day_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 4, 15, 0)]
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live = [MinuteBar(price=41.0, vol=100)]
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return day_bars
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if isinstance(cmd, GetMinuteTimeDataCmd):
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return live
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raise AssertionError(f"盘中不应请求历史分时: {cmd}")
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with (
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patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
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patch.object(TdxClient, "_execute", side_effect=mock_execute),
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):
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result = client.get_minute_time_data(Market.SH, "600000")
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assert result["price"].iloc[0] == 41.0
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assert str(result["datetime"].iloc[0]).startswith("2026-09-04")
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@patch("easy_tdx.client.TdxConnection")
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def test_get_minute_time_data_live_placeholder_falls_back(_mock_conn_cls):
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"""防御：实时分时接口返回盘前占位数据（首条价格 0）时不应采用，回退历史分时。"""
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client = TdxClient("127.0.0.1")
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day_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 4, 15, 0)]
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expected = [MinuteBar(price=41.0, vol=100)]
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def mock_execute(cmd):
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if isinstance(cmd, GetSecurityBarsCmd):
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return day_bars
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if isinstance(cmd, GetMinuteTimeDataCmd):
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return [MinuteBar(price=0.0, vol=48)] * 240
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if isinstance(cmd, GetHistoryMinuteTimeDataCmd):
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return expected
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return []
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with (
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patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
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patch.object(TdxClient, "_execute", side_effect=mock_execute),
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):
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result = client.get_minute_time_data(Market.SH, "600000")
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assert result["price"].iloc[0] == 41.0
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@patch("easy_tdx.client.TdxConnection")
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def test_get_minute_time_data_no_daily_bars_keeps_old_contract(_mock_conn_cls):
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"""兜底：无日 K 数据（未上市新股等）时维持旧契约——查今日历史分时。"""
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client = TdxClient("127.0.0.1")
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with (
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patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
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patch.object(TdxClient, "_execute", return_value=[]),
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patch.object(TdxClient, "_find_host_returning_data", return_value=[]),
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):
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result = client.get_minute_time_data(Market.SH, "600000")
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assert isinstance(result, pd.DataFrame)
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assert result.empty
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@patch("easy_tdx.client.TdxConnection")
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def test_get_minute_time_data_index_anchor_uses_index_bars(_mock_conn_cls):
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"""指数：个股K线命令对指数返回乱码日期，锚点应换指数K线命令取最近交易日。"""
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client = TdxClient("127.0.0.1")
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garbage_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 11678, 5, 68, 15, 0)]
|
||
index_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 3, 15, 0)]
|
||
expected = [MinuteBar(price=3350.5, vol=100000)]
|
||
|
||
def mock_execute(cmd):
|
||
if isinstance(cmd, GetIndexBarsCmd): # 子类必须先判，否则会被个股分支截胡
|
||
return index_bars
|
||
if isinstance(cmd, GetSecurityBarsCmd):
|
||
return garbage_bars
|
||
if isinstance(cmd, GetHistoryMinuteTimeDataCmd):
|
||
assert cmd.date == 20260903, "应以指数K线锚定的 20260903 查历史分时"
|
||
return expected
|
||
return []
|
||
|
||
with (
|
||
patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
|
||
patch.object(TdxClient, "_execute", side_effect=mock_execute),
|
||
):
|
||
result = client.get_minute_time_data(Market.SH, "000001")
|
||
|
||
assert result["price"].iloc[0] == 3350.5
|
||
assert str(result["datetime"].iloc[0]).startswith("2026-09-03")
|
||
|
||
|
||
def test_async_get_minute_time_data_index_anchor_uses_index_bars():
|
||
"""异步客户端：指数锚点走指数K线命令。"""
|
||
garbage_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 11678, 5, 68, 15, 0)]
|
||
index_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 3, 15, 0)]
|
||
expected = [MinuteBar(price=3350.5, vol=100000)]
|
||
|
||
async def run_test() -> None:
|
||
with patch("easy_tdx.client.AsyncTdxConnection"):
|
||
client = AsyncTdxClient("127.0.0.1")
|
||
|
||
async def mock_execute(cmd):
|
||
if isinstance(cmd, GetIndexBarsCmd):
|
||
return index_bars
|
||
if isinstance(cmd, GetSecurityBarsCmd):
|
||
return garbage_bars
|
||
if isinstance(cmd, GetHistoryMinuteTimeDataCmd):
|
||
assert cmd.date == 20260903
|
||
return expected
|
||
return []
|
||
|
||
with (
|
||
patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
|
||
patch.object(AsyncTdxClient, "_execute", side_effect=mock_execute),
|
||
):
|
||
result = await client.get_minute_time_data(Market.SH, "000001")
|
||
|
||
assert result["price"].iloc[0] == 3350.5
|
||
assert str(result["datetime"].iloc[0]).startswith("2026-09-03")
|
||
|
||
asyncio.run(run_test())
|
||
|
||
|
||
def test_async_get_minute_time_data_preopen_falls_back_to_last_trade_day():
|
||
"""异步客户端：盘前回退最近交易日历史分时。"""
|
||
day_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 3, 15, 0)]
|
||
expected = [MinuteBar(price=40.91, vol=3677)]
|
||
|
||
async def run_test() -> None:
|
||
with patch("easy_tdx.client.AsyncTdxConnection"):
|
||
client = AsyncTdxClient("127.0.0.1")
|
||
|
||
async def mock_execute(cmd):
|
||
if isinstance(cmd, GetSecurityBarsCmd):
|
||
return day_bars
|
||
if isinstance(cmd, GetHistoryMinuteTimeDataCmd):
|
||
assert cmd.date == 20260903, "应查最近交易日 20260903 而非今天"
|
||
return expected
|
||
return []
|
||
|
||
with (
|
||
patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
|
||
patch.object(AsyncTdxClient, "_execute", side_effect=mock_execute),
|
||
):
|
||
result = await client.get_minute_time_data(Market.SH, "600000")
|
||
|
||
assert result["price"].iloc[0] == 40.91
|
||
assert str(result["datetime"].iloc[0]).startswith("2026-09-03")
|
||
|
||
asyncio.run(run_test())
|
||
|
||
|
||
def test_async_get_minute_time_data_intraday_uses_live_cmd():
|
||
"""异步客户端：盘中走实时分时命令。"""
|
||
day_bars = [SecurityBar(10, 10, 10, 10, 100, 1000, 2026, 9, 4, 15, 0)]
|
||
live = [MinuteBar(price=41.0, vol=100)]
|
||
|
||
async def run_test() -> None:
|
||
with patch("easy_tdx.client.AsyncTdxConnection"):
|
||
client = AsyncTdxClient("127.0.0.1")
|
||
|
||
async def mock_execute(cmd):
|
||
if isinstance(cmd, GetSecurityBarsCmd):
|
||
return day_bars
|
||
if isinstance(cmd, GetMinuteTimeDataCmd):
|
||
return live
|
||
raise AssertionError(f"盘中不应请求历史分时: {cmd}")
|
||
|
||
with (
|
||
patch("easy_tdx.client._today_in_shanghai", return_value=20260904),
|
||
patch.object(AsyncTdxClient, "_execute", side_effect=mock_execute),
|
||
):
|
||
result = await client.get_minute_time_data(Market.SH, "600000")
|
||
|
||
assert result["price"].iloc[0] == 41.0
|
||
|
||
asyncio.run(run_test())
|