From d2931aaadb8519145e355f8713496e5278a67497 Mon Sep 17 00:00:00 2001 From: kevin9327 <5299031+kevin9327@users.noreply.github.com> Date: Wed, 9 Sep 2026 07:35:32 +0900 Subject: [PATCH] =?UTF-8?q?fix(backtest):=20SSE=20=E7=AB=AF=E7=82=B9?= =?UTF-8?q?=E9=9D=9E=E6=B3=95=20start/end=20=E8=BF=94=E5=9B=9E=20400=20?= =?UTF-8?q?=E8=80=8C=E4=B8=8D=E6=98=AF=20500?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit strategy/stream、optimize/stream、walkforward/stream 三个端点直接裸调 date.fromisoformat(start/end)，前端传入 "not-a-date"、"2026-13-01"、 "2026/09/04" 之类的值会抛未捕获 ValueError，客户端只拿到 500 和 Internal Server Error，看不到是哪个参数不合法。 仓库内同类入口已有正确写法：signals.py 的 /intraday/replay 把 date.fromisoformat 包在 try 里返回 400「日期格式错误」，mining.py 的 MiningRunRequest 用 field_validator 走 422。本次只把 backtest 这三处 补齐到同一口径，不改其它行为。 补 tests/test_backtest_stream_date_guard.py：三个端点 × 非法 start/end 断言 400；另外用服务端范围保护（backtest_range_guard）让事件流立即收尾， 断言合法日期照旧返回 200，证明不是把入口收窄。 Co-Authored-By: Claude Opus 5 --- backend/app/api/backtest.py | 30 ++++---- .../tests/test_backtest_stream_date_guard.py | 69 +++++++++++++++++++ 2 files changed, 87 insertions(+), 12 deletions(-) create mode 100644 backend/tests/test_backtest_stream_date_guard.py diff --git a/backend/app/api/backtest.py b/backend/app/api/backtest.py index e1dfd94..bb5fadb 100644 --- a/backend/app/api/backtest.py +++ b/backend/app/api/backtest.py @@ -527,10 +527,12 @@ async def strategy_stream( from app.backtest.strategy import StrategyBacktestConfig from app.backtest.worker import make_worker_task, run_worker_task - end_date = date.fromisoformat(end) if end else date.today() - if start: - start_date = date.fromisoformat(start) - else: + try: + end_date = date.fromisoformat(end) if end else date.today() + start_date = date.fromisoformat(start) if start else None + except ValueError as e: + raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e + if start_date is None: # 空 start = 全部历史: 用本地最早日K日期, 查不到再回退到默认窗口 earliest = request.app.state.repo.earliest_daily_date() start_date = earliest or (end_date - timedelta(days=FACTOR_DEFAULT_DAYS)) @@ -830,10 +832,12 @@ async def optimize_stream( from app.backtest.optimizer import OptimizeConfig from app.backtest.worker import make_worker_task, run_worker_task - end_date = date.fromisoformat(end) if end else date.today() - if start: - start_date = date.fromisoformat(start) - else: + try: + end_date = date.fromisoformat(end) if end else date.today() + start_date = date.fromisoformat(start) if start else None + except ValueError as e: + raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e + if start_date is None: earliest = request.app.state.repo.earliest_daily_date() start_date = earliest or (end_date - timedelta(days=FACTOR_DEFAULT_DAYS)) @@ -1052,10 +1056,12 @@ async def walkforward_stream( direction = direction or None - end_date = date.fromisoformat(end) if end else date.today() - if start: - start_date = date.fromisoformat(start) - else: + try: + end_date = date.fromisoformat(end) if end else date.today() + start_date = date.fromisoformat(start) if start else None + except ValueError as e: + raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e + if start_date is None: earliest = request.app.state.repo.earliest_daily_date() start_date = earliest or (end_date - timedelta(days=STRATEGY_DEFAULT_DAYS)) diff --git a/backend/tests/test_backtest_stream_date_guard.py b/backend/tests/test_backtest_stream_date_guard.py new file mode 100644 index 0000000..efca506 --- /dev/null +++ b/backend/tests/test_backtest_stream_date_guard.py @@ -0,0 +1,69 @@ +"""回测 SSE 端点的 start/end 入参校验 — 非法日期返回 400 而不是 500。 + +signals.py 的 `/intraday/replay` 与 mining.py 的 `MiningRunRequest` 都把 +`date.fromisoformat` 包在校验里, 非法日期给出 400/422; backtest 的三个 SSE +端点直接裸调 `date.fromisoformat`, 同样的入参会抛未捕获 ValueError。 +""" +from __future__ import annotations + +import pytest +from fastapi import FastAPI +from fastapi.testclient import TestClient + +from app.api.backtest import router +from app.config import settings + +# (路径, 该端点的必填参数) +STREAMS = [ + ("/api/backtest/strategy/stream", {"strategy_id": "ma_cross"}), + ("/api/backtest/optimize/stream", {"strategy_id": "ma_cross", "param_grid": '{"n": [5]}'}), + ("/api/backtest/walkforward/stream", {"strategy_id": "ma_cross", "param_grid": '{"n": [5]}'}), +] +STREAM_IDS = [path.rsplit("/", 2)[1] for path, _ in STREAMS] + +BAD_DATES = ["not-a-date", "2026-13-01", "2026/09/04", ""] + + +@pytest.fixture() +def client() -> TestClient: + app = FastAPI() + app.include_router(router) + # raise_server_exceptions=False: 未捕获异常表现为 500 响应, 与线上行为一致 + return TestClient(app, raise_server_exceptions=False) + + +@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS) +@pytest.mark.parametrize("bad", BAD_DATES) +def test_malformed_end_returns_400(client, path, extra, bad): + if not bad: + pytest.skip("空串走默认值分支, 不属于非法日期") + resp = client.get(path, params={**extra, "end": bad}) + assert resp.status_code == 400, resp.text + assert "日期" in resp.json()["detail"] + + +@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS) +@pytest.mark.parametrize("bad", BAD_DATES) +def test_malformed_start_returns_400(client, path, extra, bad): + if not bad: + pytest.skip("空串走默认值分支, 不属于非法日期") + resp = client.get(path, params={**extra, "start": bad, "end": "2026-09-04"}) + assert resp.status_code == 400, resp.text + assert "日期" in resp.json()["detail"] + + +@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS) +def test_valid_dates_still_accepted(client, monkeypatch, path, extra): + """合法日期必须照旧进入事件流, 证明这不是把入口收窄成"什么都不收"。 + + 打开服务端范围保护并给一个超阈值的窗口, 事件流会立刻以 error 事件收尾, + 既不触发真实回测, 又能证明日期解析已经放行。 + """ + monkeypatch.setattr(settings, "backtest_range_guard", True) + params = {**extra, "start": "2020-01-01", "end": "2026-09-04"} + if "walkforward" in path: + # walkforward 的 guard 作用于单折窗口, 不是总区间 + params.update({"train_days": 400, "test_days": 400}) + resp = client.get(path, params=params) + assert resp.status_code == 200, resp.text + assert "event: error" in resp.text