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fix(backtest): SSE 端点非法 start/end 返回 400 而不是 500
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 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Opus 5
parent
9a4bdcd07d
commit
d2931aaadb
+18
-12
@@ -527,10 +527,12 @@ async def strategy_stream(
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from app.backtest.strategy import StrategyBacktestConfig
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from app.backtest.worker import make_worker_task, run_worker_task
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end_date = date.fromisoformat(end) if end else date.today()
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if start:
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start_date = date.fromisoformat(start)
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else:
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try:
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end_date = date.fromisoformat(end) if end else date.today()
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start_date = date.fromisoformat(start) if start else None
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except ValueError as e:
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raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e
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if start_date is None:
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# 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
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earliest = request.app.state.repo.earliest_daily_date()
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start_date = earliest or (end_date - timedelta(days=FACTOR_DEFAULT_DAYS))
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@@ -830,10 +832,12 @@ async def optimize_stream(
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from app.backtest.optimizer import OptimizeConfig
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from app.backtest.worker import make_worker_task, run_worker_task
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end_date = date.fromisoformat(end) if end else date.today()
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if start:
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start_date = date.fromisoformat(start)
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else:
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try:
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end_date = date.fromisoformat(end) if end else date.today()
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start_date = date.fromisoformat(start) if start else None
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except ValueError as e:
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raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e
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if start_date is None:
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earliest = request.app.state.repo.earliest_daily_date()
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start_date = earliest or (end_date - timedelta(days=FACTOR_DEFAULT_DAYS))
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@@ -1052,10 +1056,12 @@ async def walkforward_stream(
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direction = direction or None
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end_date = date.fromisoformat(end) if end else date.today()
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if start:
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start_date = date.fromisoformat(start)
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else:
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try:
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end_date = date.fromisoformat(end) if end else date.today()
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start_date = date.fromisoformat(start) if start else None
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except ValueError as e:
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raise HTTPException(status_code=400, detail=f"日期格式错误: {e}") from e
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if start_date is None:
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earliest = request.app.state.repo.earliest_daily_date()
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start_date = earliest or (end_date - timedelta(days=STRATEGY_DEFAULT_DAYS))
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@@ -0,0 +1,69 @@
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"""回测 SSE 端点的 start/end 入参校验 — 非法日期返回 400 而不是 500。
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signals.py 的 `/intraday/replay` 与 mining.py 的 `MiningRunRequest` 都把
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`date.fromisoformat` 包在校验里, 非法日期给出 400/422; backtest 的三个 SSE
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端点直接裸调 `date.fromisoformat`, 同样的入参会抛未捕获 ValueError。
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"""
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from __future__ import annotations
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import pytest
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from fastapi import FastAPI
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from fastapi.testclient import TestClient
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from app.api.backtest import router
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from app.config import settings
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# (路径, 该端点的必填参数)
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STREAMS = [
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("/api/backtest/strategy/stream", {"strategy_id": "ma_cross"}),
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("/api/backtest/optimize/stream", {"strategy_id": "ma_cross", "param_grid": '{"n": [5]}'}),
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("/api/backtest/walkforward/stream", {"strategy_id": "ma_cross", "param_grid": '{"n": [5]}'}),
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]
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STREAM_IDS = [path.rsplit("/", 2)[1] for path, _ in STREAMS]
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BAD_DATES = ["not-a-date", "2026-13-01", "2026/09/04", ""]
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@pytest.fixture()
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def client() -> TestClient:
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app = FastAPI()
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app.include_router(router)
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# raise_server_exceptions=False: 未捕获异常表现为 500 响应, 与线上行为一致
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return TestClient(app, raise_server_exceptions=False)
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@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS)
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@pytest.mark.parametrize("bad", BAD_DATES)
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def test_malformed_end_returns_400(client, path, extra, bad):
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if not bad:
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pytest.skip("空串走默认值分支, 不属于非法日期")
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resp = client.get(path, params={**extra, "end": bad})
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assert resp.status_code == 400, resp.text
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assert "日期" in resp.json()["detail"]
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@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS)
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@pytest.mark.parametrize("bad", BAD_DATES)
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def test_malformed_start_returns_400(client, path, extra, bad):
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if not bad:
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pytest.skip("空串走默认值分支, 不属于非法日期")
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resp = client.get(path, params={**extra, "start": bad, "end": "2026-09-04"})
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assert resp.status_code == 400, resp.text
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assert "日期" in resp.json()["detail"]
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@pytest.mark.parametrize("path,extra", STREAMS, ids=STREAM_IDS)
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def test_valid_dates_still_accepted(client, monkeypatch, path, extra):
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"""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"。
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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,
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既不触发真实回测, 又能证明日期解析已经放行。
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"""
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monkeypatch.setattr(settings, "backtest_range_guard", True)
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params = {**extra, "start": "2020-01-01", "end": "2026-09-04"}
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if "walkforward" in path:
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# walkforward 的 guard 作用于单折窗口, 不是总区间
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params.update({"train_days": 400, "test_days": 400})
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resp = client.get(path, params=params)
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assert resp.status_code == 200, resp.text
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assert "event: error" in resp.text
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