Files
tick-stock-panel/backend/tests/test_kline_sync_timezone.py
kevin9327 ea27376e03 fix(kline): 分钟K增量同步窗口统一按北京时区
sync_and_persist_minute 的起点取自本地分钟K的北京墙钟, 终点却用服务器
本地墙钟 datetime.now(); _datetime_to_ms 按服务器时区解释两者, UTC 容器上
起点反而晚于终点, time_segments 为空, 增量补拉一个请求都发不出去。

_latest_minute_datetime / _earliest_minute_datetime 返回值带上 CN_TZ,
now 改用 cn_now(), 与 fetch_minute_single 已有的时区纪律保持一致。
2026-09-09 07:15:02 +09:00

115 lines
4.6 KiB
Python

"""时区契约测试 — 分时拉取窗口必须按北京时间解释, 与服务器本地时区无关。
fetch_minute_single 构造的 naive datetime 会被 _datetime_to_ms 的 .timestamp()
按服务器本地时区解释: UTC 容器 (Docker 默认) 上窗口偏移 8 小时, 补拉必为空。
"""
from __future__ import annotations
from datetime import date, datetime, timedelta
from types import SimpleNamespace
from unittest.mock import MagicMock
import polars as pl
from app.market_time import CN_TZ
from app.services import kline_sync
from app.tickflow.capabilities import Cap, CapabilityLimits, CapabilitySet
def test_fetch_minute_single_window_is_beijing_wall_clock(monkeypatch):
captured: dict[str, int] = {}
def _fake_try_custom_minute(*args, **kwargs):
return (None, True) # 未配自定义源 → 走 TickFlow 分支
class _FakeKlines:
@staticmethod
def batch(symbols, period, start_time, end_time, **kwargs):
captured["start_ms"] = start_time
captured["end_ms"] = end_time
return []
class _FakeClient:
klines = _FakeKlines
monkeypatch.setattr(kline_sync, "_try_custom_minute", _fake_try_custom_minute)
monkeypatch.setattr(kline_sync, "get_client", lambda: _FakeClient())
kline_sync.fetch_minute_single(
"600000.SH",
date(2026, 8, 14),
capset=CapabilitySet({Cap.KLINE_MINUTE_BY_SYMBOL: CapabilityLimits()}),
)
start = datetime.fromtimestamp(captured["start_ms"] / 1000, tz=CN_TZ)
end = datetime.fromtimestamp(captured["end_ms"] / 1000, tz=CN_TZ)
assert (start.date(), start.hour, start.minute) == (date(2026, 8, 14), 9, 25)
assert (end.date(), end.hour, end.minute) == (date(2026, 8, 14), 15, 5)
def _capture_minute_window(monkeypatch, tmp_path, local_dt: datetime, **kwargs) -> dict:
"""桩掉 sync_and_persist_minute 的外部依赖, 只截获传给取数层的时间窗口。
local_dt 模拟 kline_minute 里的极值 (落盘口径为北京墙钟 naive)。
"""
captured: dict = {}
def _fake_sync_minute_batch(symbols, **call_kwargs):
captured.update(call_kwargs)
return pl.DataFrame()
monkeypatch.setattr(kline_sync.preferences, "get_minute_data_provider", lambda: "tickflow")
monkeypatch.setattr(kline_sync.preferences, "get_minute_sync_segment_days", lambda: 20)
monkeypatch.setattr(kline_sync, "_cleanup_null_datetime_minute", lambda repo: None)
monkeypatch.setattr(kline_sync, "_migrate_symbol_to_date_partition", lambda repo: None)
monkeypatch.setattr(kline_sync, "resolve_limit", lambda *a, **kw: SimpleNamespace(batch=100, rpm=30))
monkeypatch.setattr(kline_sync, "sync_minute_batch", _fake_sync_minute_batch)
repo = MagicMock()
repo.store.data_dir = tmp_path
repo.execute_one = lambda sql: (local_dt,)
kline_sync.sync_and_persist_minute(
["600000.SH"],
repo,
CapabilitySet({Cap.KLINE_MINUTE_BATCH: CapabilityLimits()}),
**kwargs,
)
return captured
def test_sync_and_persist_minute_incremental_window_is_beijing_wall_clock(monkeypatch, tmp_path):
"""增量分钟同步: 起点取自本地分钟 K 的北京墙钟, 终点必须同口径。
终点用服务器本地墙钟时, _datetime_to_ms 会把两端按同一本地时区换算 →
UTC 容器上起点(北京 14:30)反而晚于终点, 一个请求都发不出去, 分钟 K 永远
停在首次拉取的位置。
"""
local_latest = datetime(2026, 8, 14, 14, 30) # 本地最新分钟 K: 北京墙钟 naive
captured = _capture_minute_window(monkeypatch, tmp_path, local_latest)
start, end = captured["start_time"], captured["end_time"]
assert start.utcoffset() == timedelta(hours=8)
assert end.utcoffset() == timedelta(hours=8)
assert start < end
assert datetime.fromtimestamp(
kline_sync._datetime_to_ms(start) / 1000, tz=CN_TZ
) == local_latest.replace(tzinfo=CN_TZ)
def test_sync_and_persist_minute_extend_backward_window_is_beijing_wall_clock(monkeypatch, tmp_path):
"""向前扩展: 终点取自本地最早分钟 K 的北京墙钟, 同样不能被服务器时区重解释。"""
local_earliest = datetime(2026, 8, 14, 9, 30)
captured = _capture_minute_window(
monkeypatch, tmp_path, local_earliest, days=5, extend_backward=True,
)
start, end = captured["start_time"], captured["end_time"]
assert start.utcoffset() == timedelta(hours=8)
assert end.utcoffset() == timedelta(hours=8)
assert end - start == timedelta(days=7) # 5 交易日 x 7/5
assert datetime.fromtimestamp(
kline_sync._datetime_to_ms(end) / 1000, tz=CN_TZ
) == local_earliest.replace(tzinfo=CN_TZ)