mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 20:14:16 +08:00
shy3130
697c27bb02
- 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/
428 lines
14 KiB
Python
428 lines
14 KiB
Python
from __future__ import annotations
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from datetime import date, datetime, timedelta
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from pathlib import Path
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from types import SimpleNamespace
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from zoneinfo import ZoneInfo
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import polars as pl
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import pytest
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from app.jobs import daily_pipeline
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from app.services import mining_schedule, preferences
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from app.services.mining_jobs import MiningRunStore
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class FakeRepo:
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def __init__(self, data_dir: Path, *, latest: date = date(2026, 8, 14)) -> None:
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self.store = SimpleNamespace(data_dir=data_dir)
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self.latest = latest
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self.generation = "generation-1"
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def latest_enriched_date(self, asset_type: str = "stock") -> date | None:
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assert asset_type == "stock"
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return self.latest
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def get_matrix_data_generation(self, asset_type: str = "stock") -> str:
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assert asset_type == "stock"
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return self.generation
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def get_instruments_asset(self, asset_type: str = "stock") -> pl.DataFrame:
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assert asset_type == "stock"
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return pl.DataFrame({
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"symbol": ["000001.SZ"],
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"name": ["示例"],
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"total_shares": [1_000_000.0],
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"float_shares": [800_000.0],
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})
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class FakeManager:
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def __init__(self, data_dir: Path) -> None:
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self.store = MiningRunStore(data_dir)
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self.calls: list[dict] = []
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def start(self, request, fingerprint, *, force: bool, source: str, run_id: str):
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call = {
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"request": request,
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"fingerprint": fingerprint,
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"force": force,
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"source": source,
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"run_id": run_id,
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}
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self.calls.append(call)
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manifest = self.store.create(request, fingerprint, run_id=run_id)
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return {"run_id": manifest["run_id"]}
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@pytest.fixture
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def scheduled_state(tmp_path: Path, monkeypatch):
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repo = FakeRepo(tmp_path)
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manager = FakeManager(tmp_path)
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state = SimpleNamespace(repo=repo, mining_manager=manager, strategy_engine=None)
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": True,
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"mining_schedule_weekday": 4,
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"mining_budget_profile": "balanced",
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},
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)
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_write_prerequisites(tmp_path, repo.latest, days=1200)
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return state
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def _friday(week_offset: int = 0) -> datetime:
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return datetime(2026, 8, 14, 16, tzinfo=ZoneInfo("Asia/Shanghai")) + timedelta(
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weeks=week_offset
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)
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def _write_prerequisites(data_dir: Path, latest: date, *, days: int) -> None:
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enriched = data_dir / "kline_daily_enriched"
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trading_dates: list[date] = []
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for offset in range(days):
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day = latest - timedelta(days=offset)
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if day.weekday() >= 5:
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continue
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trading_dates.append(day)
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partition = enriched / f"date={day.isoformat()}"
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partition.mkdir(parents=True, exist_ok=True)
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(partition / "part.parquet").write_bytes(b"enriched")
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regime = data_dir / "regime_history" / "part.parquet"
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regime.parent.mkdir(parents=True, exist_ok=True)
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pl.DataFrame({
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"date": sorted(trading_dates),
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"state": ["range"] * len(trading_dates),
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}).write_parquet(regime)
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def test_beijing_date_and_iso_week_use_china_timezone():
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utc = ZoneInfo("UTC")
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instant = datetime(2026, 8, 13, 16, 30, tzinfo=utc)
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assert mining_schedule.beijing_date(instant) == date(2026, 8, 14)
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assert mining_schedule.iso_week(date(2027, 1, 1)) == (2026, 53)
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def test_fingerprint_retries_generation_change_and_returns_stable_token(
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tmp_path,
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monkeypatch,
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) -> None:
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repo = FakeRepo(tmp_path)
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state = SimpleNamespace(strategy_engine=None)
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generations = iter([
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"generation-1",
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"generation-2",
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"generation-2",
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"generation-2",
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])
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monkeypatch.setattr(repo, "get_matrix_data_generation", lambda _asset: next(generations))
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fingerprint = mining_schedule.build_data_fingerprint(
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repo,
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state,
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{"asset_type": "stock", "strategy_ids": []},
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)
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assert fingerprint["generation"] == "generation-2"
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def test_implementation_metadata_is_recursive_content_based_and_root_independent(
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tmp_path,
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) -> None:
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roots = [tmp_path / "first" / "app", tmp_path / "second" / "app"]
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for root in roots:
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nested = root / "backtest"
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nested.mkdir(parents=True)
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(root / "main.py").write_text("VALUE = 1\n", encoding="utf-8")
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(nested / "runtime.py").write_text("RESULT = 1\n", encoding="utf-8")
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(nested / "ignored.txt").write_text("ignored\n", encoding="utf-8")
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first = mining_schedule._implementation_metadata(roots[0])
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second = mining_schedule._implementation_metadata(roots[1])
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(roots[1] / "backtest" / "runtime.py").write_text("RESULT = 2\n", encoding="utf-8")
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changed = mining_schedule._implementation_metadata(roots[1])
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assert first == second
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assert first["file_count"] == 2
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assert str(tmp_path) not in str(first)
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assert first["digest"] != changed["digest"]
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def test_fingerprint_covers_result_implementation_digest(
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tmp_path,
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monkeypatch,
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) -> None:
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repo = FakeRepo(tmp_path)
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state = SimpleNamespace(strategy_engine=None)
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first = mining_schedule.build_data_fingerprint(
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repo,
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state,
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{"asset_type": "stock", "strategy_ids": []},
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)
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monkeypatch.setattr(
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mining_schedule,
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"_implementation_metadata",
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lambda _root: {"file_count": 1, "digest": "changed-runtime"},
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)
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second = mining_schedule.build_data_fingerprint(
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repo,
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state,
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{"asset_type": "stock", "strategy_ids": []},
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)
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assert first["implementation"] != second["implementation"]
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assert first["digest"] != second["digest"]
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def test_selected_strategy_metadata_changes_with_same_size_source_edit(tmp_path) -> None:
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source = tmp_path / "strategies" / "custom" / "demo.py"
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source.parent.mkdir(parents=True)
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source.write_text("VALUE = 1\n", encoding="utf-8")
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strategy = SimpleNamespace(execution_backend="matrix_native", file_path=source)
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state = SimpleNamespace(
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strategy_engine=SimpleNamespace(get=lambda _strategy_id: strategy)
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)
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first = mining_schedule._selected_strategy_metadata(
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state,
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["demo"],
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tmp_path,
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)
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source.write_text("VALUE = 2\n", encoding="utf-8")
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second = mining_schedule._selected_strategy_metadata(
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state,
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["demo"],
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tmp_path,
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)
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assert first[0]["source"]["size"] == second[0]["source"]["size"]
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assert first[0]["source"]["sha256"] != second[0]["source"]["sha256"]
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assert first[0]["source_tree"]["digest"] != second[0]["source_tree"]["digest"]
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def test_fingerprint_rejects_continuously_changing_generation(
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tmp_path,
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monkeypatch,
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) -> None:
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repo = FakeRepo(tmp_path)
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state = SimpleNamespace(strategy_engine=None)
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generations = iter(["a", "b", "c", "d"])
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monkeypatch.setattr(repo, "get_matrix_data_generation", lambda _asset: next(generations))
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with pytest.raises(ValueError, match="changed"):
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mining_schedule.build_data_fingerprint(
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repo,
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state,
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{"asset_type": "stock", "strategy_ids": []},
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)
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def test_disabled_and_before_scheduled_weekday_do_not_enqueue(
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scheduled_state,
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monkeypatch,
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):
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state = scheduled_state
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": False,
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"mining_schedule_weekday": 4,
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"mining_budget_profile": "balanced",
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},
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)
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assert mining_schedule.run_weekly_mining(state, now=_friday())["status"] == "disabled"
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": True,
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"mining_schedule_weekday": 4,
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"mining_budget_profile": "balanced",
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},
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)
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thursday = _friday() - timedelta(days=1)
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assert mining_schedule.run_weekly_mining(state, now=thursday)["status"] == "weekday_mismatch"
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assert state.mining_manager.calls == []
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def test_later_workday_catches_up_once_in_same_iso_week(scheduled_state, monkeypatch):
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": True,
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"mining_schedule_weekday": 3,
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"mining_budget_profile": "balanced",
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},
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)
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first = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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second = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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assert first["status"] == "enqueued"
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assert second == {"status": "already_claimed", "run_id": first["run_id"]}
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assert len(scheduled_state.mining_manager.calls) == 1
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def test_same_week_and_fingerprint_enqueue_once(scheduled_state):
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first = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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second = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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assert first["status"] == "enqueued"
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assert second == {"status": "already_claimed", "run_id": first["run_id"]}
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assert len(scheduled_state.mining_manager.calls) == 1
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call = scheduled_state.mining_manager.calls[0]
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assert call["force"] is False
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assert call["source"] == "scheduled"
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assert call["run_id"] == first["run_id"]
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assert call["run_id"] == call["fingerprint"]["source_claim"]
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assert call["request"]["asset_type"] == "stock"
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assert call["request"]["symbols"] is None
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assert call["request"]["strategy_ids"] == []
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assert call["request"]["require_regime"] is True
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assert call["request"]["end"] == "2026-08-14"
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assert len(call["request"]["factor_names"]) <= 48
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def test_profile_change_cannot_bypass_same_week_claim(scheduled_state, monkeypatch):
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first = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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scheduled_state.mining_manager.store.transition_status(
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first["run_id"], "failed", error="worker failed"
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)
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": True,
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"mining_schedule_weekday": 4,
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"mining_budget_profile": "strict",
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},
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)
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second = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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assert second == {"status": "already_claimed", "run_id": first["run_id"]}
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assert len(scheduled_state.mining_manager.calls) == 1
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def test_new_week_creates_new_claim_but_same_week_metadata_change_does_not(
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scheduled_state,
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):
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manager = scheduled_state.mining_manager
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first = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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next_week = mining_schedule.run_weekly_mining(scheduled_state, now=_friday(1))
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latest_file = (
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scheduled_state.repo.store.data_dir
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/ "kline_daily_enriched"
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/ "date=2026-08-14"
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/ "part.parquet"
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)
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latest_file.write_bytes(b"changed-enriched-metadata")
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changed = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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assert first["run_id"] != next_week["run_id"]
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assert changed == {"status": "already_claimed", "run_id": first["run_id"]}
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assert len(manager.calls) == 2
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def test_missing_regime_records_visible_skipped_prerequisite(scheduled_state):
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regime = scheduled_state.repo.store.data_dir / "regime_history" / "part.parquet"
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regime.unlink()
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result = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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manifest = scheduled_state.mining_manager.store.get(result["run_id"])
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assert result["status"] == "skipped_prerequisite"
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assert manifest is not None
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assert manifest["status"] == "skipped_prerequisite"
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assert "regime" in manifest["error"]
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assert scheduled_state.mining_manager.calls == []
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def test_incomplete_regime_coverage_records_visible_skip(scheduled_state):
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regime_path = (
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scheduled_state.repo.store.data_dir
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/ "regime_history"
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/ "part.parquet"
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)
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history = pl.read_parquet(regime_path).sort("date")
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history.filter(pl.col("date") != history["date"][-2]).write_parquet(regime_path)
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result = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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manifest = scheduled_state.mining_manager.store.get(result["run_id"])
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assert result["status"] == "skipped_prerequisite"
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assert manifest is not None
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assert "T-1" in manifest["error"]
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assert scheduled_state.mining_manager.calls == []
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def test_early_regime_gap_records_visible_skipped_prerequisite(scheduled_state):
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data_dir = scheduled_state.repo.store.data_dir
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regime_path = data_dir / "regime_history" / "part.parquet"
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history = pl.read_parquet(regime_path).sort("date")
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history.slice(1).write_parquet(regime_path)
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result = mining_schedule.run_weekly_mining(scheduled_state, now=_friday())
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manifest = scheduled_state.mining_manager.store.get(result["run_id"])
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assert result["status"] == "skipped_prerequisite"
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assert manifest is not None
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assert "T-1" in manifest["error"]
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assert scheduled_state.mining_manager.calls == []
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def test_insufficient_data_records_visible_skipped_prerequisite(tmp_path, monkeypatch):
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repo = FakeRepo(tmp_path)
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manager = FakeManager(tmp_path)
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state = SimpleNamespace(repo=repo, mining_manager=manager, strategy_engine=None)
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monkeypatch.setattr(
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preferences,
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"get_mining_schedule",
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lambda: {
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"mining_schedule_enabled": True,
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"mining_schedule_weekday": 4,
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"mining_budget_profile": "strict",
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},
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)
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_write_prerequisites(tmp_path, repo.latest, days=30)
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result = mining_schedule.run_weekly_mining(state, now=_friday())
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manifest = manager.store.get(result["run_id"])
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assert result["status"] == "skipped_prerequisite"
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assert manifest is not None
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assert manifest["status"] == "skipped_prerequisite"
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assert "insufficient" in manifest["error"]
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assert manager.calls == []
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def test_pipeline_failure_does_not_trigger_mining(monkeypatch):
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mining_calls = []
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monkeypatch.setattr(daily_pipeline, "_run_tracked", lambda *_args: False)
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monkeypatch.setattr(
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"app.services.mining_schedule.run_weekly_mining",
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lambda state: mining_calls.append(state),
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)
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daily_pipeline._scheduled_pipeline_task(lambda: None)
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assert mining_calls == []
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def test_enqueue_failure_does_not_escape_successful_pipeline(monkeypatch):
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monkeypatch.setattr(daily_pipeline, "_run_tracked", lambda *_args: True)
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def fail_enqueue(_state):
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raise RuntimeError("queue unavailable")
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monkeypatch.setattr("app.services.mining_schedule.run_weekly_mining", fail_enqueue)
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daily_pipeline._scheduled_pipeline_task(lambda: None)
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