from __future__ import annotations from datetime import date, timedelta import polars as pl from app.indicators.pipeline import compute_indicators, compute_limit_signals, compute_signals def _bars(n: int = 90) -> pl.DataFrame: rows = [] for symbol, offset in (("600000", 0.0), ("300001", 2.0)): for i in range(n): close = 10.0 + offset + i * 0.03 + ((i % 7) - 3) * 0.04 rows.append({ "symbol": symbol, "date": date(2024, 1, 1) + timedelta(days=i), "open": close - 0.02, "high": close + 0.10, "low": close - 0.10, "close": close, "volume": 1000 + i * 10, "amount": close * (1000 + i * 10), "raw_close": close, "raw_high": close + 0.10, "raw_low": close - 0.10, }) return pl.DataFrame(rows) def test_compute_signals_subset_matches_full_values(): indicators = compute_indicators(_bars()) full = compute_signals(indicators) subset = compute_signals(indicators, needed={"signal_macd_golden", "signal_volume_surge"}) assert "signal_macd_golden" in subset.columns assert "signal_volume_surge" in subset.columns assert "signal_ma20_breakout" not in subset.columns assert subset["signal_macd_golden"].equals(full["signal_macd_golden"]) assert subset["signal_volume_surge"].equals(full["signal_volume_surge"]) def test_compute_signals_empty_needed_adds_no_signals(): indicators = compute_indicators(_bars(), needed={"ma20"}) result = compute_signals(indicators, needed=set()) assert not any(col.startswith(("signal_", "csg_")) for col in result.columns) def test_compute_limit_signals_subset_matches_full_and_prunes_other_outputs(): bars = compute_indicators(_bars(), needed={"change_pct"}) instruments = pl.DataFrame({ "symbol": ["600000", "300001"], "name": ["浦发银行", "测试股份"], "float_shares": [1_000_000_000.0, 500_000_000.0], }) full = compute_limit_signals(bars, instruments) subset = compute_limit_signals(bars, instruments, needed={"signal_limit_up"}) assert "signal_limit_up" in subset.columns assert "signal_limit_down" not in subset.columns assert "signal_broken_limit_up" not in subset.columns assert subset["signal_limit_up"].equals(full["signal_limit_up"])