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:
kevin9327
2026-09-09 07:35:32 +09:00
co-authored by Claude Opus 5
parent 9a4bdcd07d
commit d2931aaadb
2 changed files with 87 additions and 12 deletions
+18 -12
View File
@@ -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))
@@ -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