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kevin9327
72a0f51a64
(max-min) 不是 step 整数倍时, round() 算步数会向上取整多造一个候选: 「1~20 步长 7」展开成 [1,8,15,22], 22 再被参数自身的 range 校验拒绝, 用户填的正是参数合法上限却直接报错;「0.01~0.05 步长 0.015」则静默 多扫一个 0.055。步数改为向下取整 (保留 1e-9 容差, 整除区间端点不丢)。
54 lines
2.2 KiB
Python
54 lines
2.2 KiB
Python
"""参数网格 {min,max,step} 展开不得越过用户填写的上限。
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(hi-lo) 不是 step 整数倍时, 旧实现用 round() 算步数会向上取整, 多造一个
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超过 max 的候选值: 1~20 步长 7 展开成 [1,8,15,22], 22 又被参数自身的
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range 校验拒绝 —— 用户填的上限就是参数合法上限, 却直接报错扫不了。
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"""
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from __future__ import annotations
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import pytest
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from app.backtest.optimizer import count_combinations, expand_param_grid
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PARAMS_META = [
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{"id": "min_boards", "type": "int", "default": 2, "min": 1, "max": 20, "step": 1},
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{"id": "ma_proximity", "type": "float", "default": 0.02, "min": 0.01, "max": 0.50, "step": 0.005},
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]
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def test_int_range_not_divisible_by_step_stays_within_max():
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"""1~20 步长 7: 不得造出 22, 也不得因此报「超出范围」。"""
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combos = expand_param_grid(PARAMS_META, {"min_boards": {"min": 1, "max": 20, "step": 7}})
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values = sorted(combo["min_boards"] for combo in combos)
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assert values == [1, 8, 15]
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assert count_combinations(PARAMS_META, {"min_boards": {"min": 1, "max": 20, "step": 7}}) == 3
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def test_float_range_not_divisible_by_step_stays_within_max():
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"""0.01~0.05 步长 0.015: 末候选 0.055 越过用户填的 0.05。"""
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combos = expand_param_grid(
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PARAMS_META, {"ma_proximity": {"min": 0.01, "max": 0.05, "step": 0.015}}
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)
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values = sorted(combo["ma_proximity"] for combo in combos)
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assert values == pytest.approx([0.01, 0.025, 0.04])
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assert max(values) <= 0.05
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def test_divisible_range_still_keeps_both_endpoints():
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"""整除区间的端点必须保留 (含浮点累加误差场景), 锁定既有行为。"""
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int_values = sorted(
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combo["min_boards"]
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for combo in expand_param_grid(PARAMS_META, {"min_boards": {"min": 1, "max": 4, "step": 1}})
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)
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assert int_values == [1, 2, 3, 4]
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float_meta = [{"id": "p", "type": "float", "default": 0.2, "min": 0.1, "max": 0.3, "step": 0.1}]
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float_values = sorted(
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combo["p"] for combo in expand_param_grid(float_meta, {"p": {"min": 0.1, "max": 0.3, "step": 0.1}})
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)
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assert float_values == [0.1, 0.2, 0.3]
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assert count_combinations(
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PARAMS_META, {"ma_proximity": {"min": 0.01, "max": 0.05, "step": 0.001}}
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) == 41
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