Files
tick-stock-panel/backend/tests/test_custom_batch_isolation.py
shy3130 ef59df4a67 fix: 修复 6 个 issue (#225/#226/#201/#188/#200/#196)
后端:
- #225 自定义源分钟K字符串 datetime 不再被 cast 成 null:
  _normalize_minute 对 Utf8 列按常见格式链式解析 (参照 kline_sync 口径)
- #226 自定义源日K/除权因子单批失败只隔离该批 (重试 1 次 + 跳过 +
  warning 汇总), 不再丢弃已成功批次的全部进度
- #201 旧信号回测 _load_panel 加指标 warmup 窗口 (120 交易日保守日历日),
  计算后裁回 [start,end]; 数据不足时自然退化

前端:
- #188 因子回测单标的不再整面板空白: 外层条件改 !error, IC 卡片
  单独守卫并给出需 >=2 只的提示
- #200 因子回测支持调仓频率 (日/周/月) 与滑点 (bp) 配置
- #196 自选页板块筛选新增 ETF 分类, 旧偏好加载时补 ETF 键保持默认可见
2026-09-03 13:20:59 +08:00

141 lines
4.8 KiB
Python

"""#225/#226 回归: 自定义源分钟K字符串日期解析 + 日K分批失败隔离。"""
from __future__ import annotations
from datetime import date, datetime
import polars as pl
from app.data_providers.custom.config import CustomSourceConfig, DatasetConfig
from app.data_providers.custom.loader import GenericHTTPProvider
def _provider(datasets: dict[str, DatasetConfig]) -> GenericHTTPProvider:
return GenericHTTPProvider(CustomSourceConfig(
name="test_source",
display_name="Test Source",
datasets=datasets,
))
def _daily_config(batch: int = 2) -> DatasetConfig:
return DatasetConfig(
url="https://example.test/daily",
field_map={
"symbol": "symbol", "date": "date", "open": "open", "high": "high",
"low": "low", "close": "close", "volume": "volume", "amount": "amount",
},
batch=batch,
)
# ── #225: 分钟K字符串 datetime 不得被 cast 成 null ────────────────
def test_normalize_minute_parses_string_datetime() -> None:
df = pl.DataFrame(
{
"symbol": ["600000.SH"] * 2,
# 上游 YAML 映射后仍是字符串; 旧代码直接 cast → 全 null (#225)
"datetime": ["2026-09-01 09:35:00", "2026-09-01 09:40:00"],
"close": [10.0, 10.5],
}
)
out = GenericHTTPProvider._normalize_minute(df)
assert out.schema["datetime"] == pl.Datetime("us")
assert out["datetime"].null_count() == 0
assert out["datetime"][0] == datetime(2026, 9, 1, 9, 35)
# 非法字符串维持 strict=False 宽松行为 (null, 不抛异常)
bad = pl.DataFrame(
{"symbol": ["600000.SH"], "datetime": ["not-a-date"], "close": [1.0]}
)
out_bad = GenericHTTPProvider._normalize_minute(bad)
assert out_bad["datetime"].null_count() == 1
def test_normalize_minute_datetime_already_typed_unchanged() -> None:
df = pl.DataFrame(
{
"symbol": ["600000.SH"],
"datetime": [datetime(2026, 9, 1, 9, 35)],
"close": [10.0],
}
)
out = GenericHTTPProvider._normalize_minute(df)
assert out["datetime"][0] == datetime(2026, 9, 1, 9, 35)
# ── #226: get_daily 单批失败只隔离该批 ────────────────────────
def _canonical_frame(symbols: list[str], day: str) -> pl.DataFrame:
return pl.DataFrame(
{
"symbol": symbols,
"date": [date.fromisoformat(day)] * len(symbols),
"open": [10.0] * len(symbols),
"high": [11.0] * len(symbols),
"low": [9.0] * len(symbols),
"close": [10.5] * len(symbols),
"volume": [100.0] * len(symbols),
"amount": [1050.0] * len(symbols),
}
)
def test_get_daily_isolates_failed_batch() -> None:
provider = _provider({"daily": _daily_config(batch=2)})
calls: list[list[str]] = []
def request_rows(cfg, symbols=None, **kwargs):
calls.append(list(symbols))
if symbols == ["s3", "s4"]:
raise RuntimeError("502 Bad Gateway")
return [{"_rows": list(symbols)}]
provider._request_rows = request_rows
provider._mapped_frame = lambda cfg, rows: _canonical_frame(
rows[0]["_rows"], "2026-09-01"
)
df = provider.get_daily(
["s1", "s2", "s3", "s4", "s5", "s6"],
datetime(2026, 8, 1), datetime(2026, 9, 1),
)
# 3 批都请求过 (失败批重试 1 次后跳过、流程继续), 返回第 1、3 批共 4 行
assert calls == [["s1", "s2"], ["s3", "s4"], ["s3", "s4"], ["s5", "s6"]]
assert df.height == 4
assert set(df["symbol"]) == {"s1", "s2", "s5", "s6"}
def test_get_daily_progress_callback_fires_for_failed_batch() -> None:
provider = _provider({"daily": _daily_config(batch=2)})
def request_rows(cfg, symbols=None, **kwargs):
if symbols == ["s3", "s4"]:
raise RuntimeError("timeout")
return [{"_rows": list(symbols)}]
progress: list[tuple[int, int]] = []
provider._request_rows = request_rows
provider._mapped_frame = lambda cfg, rows: _canonical_frame(
rows[0]["_rows"], "2026-09-01"
)
provider.get_daily(
["s1", "s2", "s3", "s4"], datetime(2026, 8, 1), datetime(2026, 9, 1),
on_chunk_done=lambda cur, tot: progress.append((cur, tot)),
)
# 失败批也推进进度, 前端进度条不会卡死
assert progress == [(1, 2), (2, 2)]
def test_get_daily_all_batches_fail_returns_empty() -> None:
provider = _provider({"daily": _daily_config(batch=2)})
def request_rows(cfg, symbols=None, **kwargs):
raise RuntimeError("down")
provider._request_rows = request_rows
df = provider.get_daily(["s1", "s2"], datetime(2026, 8, 1), datetime(2026, 9, 1))
assert df.is_empty()