Files
tick-stock-panel/backend/tests/test_realtime_turnover_rate.py
shy3130 697c27bb02 feat(v0.2): 市场阶段与主线识别 + 因子挖掘全链路 + 数据层完善
- 市场环境: 新增情绪周期6阶段(冰点/启动/主升/高潮/退潮/修复, 连板梯队驱动,
  EMA平滑+2日确认+弱档否决, 平均段长9.7天)与概念/行业主线排名(涨停梯队聚合,
  可配置宽基/风格标签过滤); 市场环境页重构, regime 透明加列, 与5档state并存
- 挖掘: 因子与策略挖掘全链路(API/worker/进程锁/候选库/前端工作台/文档),
  周度调度默认关闭且永不自动发布
- 回测: 财务快照因子(点时口径), 批量回测预计算共享下期收益,
  信号路径矩阵列依赖展开修复(consecutive_limit_ups 缺列报错)
- 数据/性能: enriched 生成与预热治理, 重任务限流, 行情/K线缓存复用, 时区修复
- 测试: 后端全量 914 通过; GUI 黑盒验证截图存证 gui-test-screenshots/
2026-08-16 23:39:07 +08:00

51 lines
1.4 KiB
Python

from __future__ import annotations
import polars as pl
import pytest
from app.indicators import pipeline
from app.services.quote_service import QuoteService
def _today_rows(turnover_rate: float | None = None) -> pl.DataFrame:
row = {
"symbol": "600000.SH",
"open": 10.0,
"high": 10.0,
"low": 10.0,
"close": 10.0,
"raw_close": 10.0,
"raw_high": 10.0,
"raw_low": 10.0,
"volume": 8000.0,
}
if turnover_rate is not None:
row["turnover_rate"] = turnover_rate
return pl.DataFrame([row])
def _instruments() -> pl.DataFrame:
return pl.DataFrame({
"symbol": ["600000.SH"],
"name": ["Test"],
"float_shares": [100_000_000.0],
})
def test_quote_extra_normalizes_realtime_turnover_fraction_to_percent_value():
out = QuoteService._build_quote_extra([{"symbol": "600000.SH", "turnover_rate": 0.008}])
assert out["turnover_rate"][0] == pytest.approx(0.8)
def test_realtime_turnover_rate_uses_api_value_directly_after_entry_normalization():
out = pipeline._compute_limit_signals_today(_today_rows(0.8), _instruments())
assert out["turnover_rate"][0] == pytest.approx(0.8)
def test_realtime_turnover_rate_falls_back_to_float_shares_when_missing():
out = pipeline._compute_limit_signals_today(_today_rows(), _instruments())
assert out["turnover_rate"][0] == pytest.approx(0.8)