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https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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lytem28
b6cf0495e1
Unify strategy execution across backtest, screener, and monitoring; isolate backtest workloads in spawn workers; and add shared matrix caching plus valid-bar indicator acceleration.
89 lines
3.1 KiB
Python
89 lines
3.1 KiB
Python
"""优化器 API job_key 契约测试 — 守护 stream 与 cancel 的 key 对齐 (仿 PR3 C1 教训)。"""
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from __future__ import annotations
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from app.api.backtest import _OPT_BT_FIELDS, _make_opt_job_key, _opt_backtest_kwargs
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def _sig(bt: dict) -> str:
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return "|".join(f"{k}={bt[k]}" for k in _OPT_BT_FIELDS)
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def test_job_key_deterministic():
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bt = _opt_backtest_kwargs("open_t+1", 0.0002, None, None, 5.0, 10, 1.0, 1e6, "equal", "position", 5)
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sig = _sig(bt)
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k1 = _make_opt_job_key("s", None, None, None, '{"p":[1,2]}', "sortino", None, sig)
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k2 = _make_opt_job_key("s", None, None, None, '{"p":[1,2]}', "sortino", None, sig)
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assert k1 == k2
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def test_job_key_distinguishes_grid_and_objective():
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bt = _opt_backtest_kwargs("open_t+1", 0.0002, None, None, 5.0, 10, 1.0, 1e6, "equal", "position", 5)
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sig = _sig(bt)
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base = _make_opt_job_key("s", None, None, None, '{"p":[1,2]}', "sortino", None, sig)
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assert base != _make_opt_job_key("s", None, None, None, '{"p":[1,3]}', "sortino", None, sig) # grid 不同
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assert base != _make_opt_job_key("s", None, None, None, '{"p":[1,2]}', "sharpe", None, sig) # objective 不同
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assert base != _make_opt_job_key(
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"s", None, None, None, '{"p":[1,2]}', "sortino", None, sig,
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matrix_cache_max_mb=256,
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)
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def test_cancel_looks_up_job_by_echoed_key():
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"""重构后: cancel 直接用 stream 回吐的 job_key 查表, 不再重算参数。
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这消除了'两侧重算必须逐字段一致'的脆弱契约 (PR3 C1 / direction 空串失配的根因)。
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"""
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import asyncio
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from app.api.backtest import _BacktestJob, _running_jobs, optimize_cancel
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class _Req:
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def __init__(self, body):
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self._body = body
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async def json(self):
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return self._body
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key = "optkey_test_1"
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job = _BacktestJob(key)
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_running_jobs[key] = job
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try:
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# 用回吐的 key 取消 → 命中并 set cancel_event
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res = asyncio.run(optimize_cancel(_Req({"job_key": key})))
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assert res["ok"] is True
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assert job.cancel_event.is_set()
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# 已完成任务再取消 → ok False
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job.done = True
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res2 = asyncio.run(optimize_cancel(_Req({"job_key": key})))
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assert res2["ok"] is False
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# 未知 key → ok False, 不抛异常
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res3 = asyncio.run(optimize_cancel(_Req({"job_key": "nonexistent"})))
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assert res3["ok"] is False
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finally:
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_running_jobs.pop(key, None)
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def test_finished_job_is_proactively_removed_after_ttl(monkeypatch):
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from app.api import backtest as api
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class _ImmediateTimer:
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daemon = False
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def __init__(self, interval, callback):
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self.interval = interval
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self.callback = callback
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def start(self):
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self.callback()
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monkeypatch.setattr(api.threading, "Timer", _ImmediateTimer)
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job = api._BacktestJob("finished-job")
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api._running_jobs[job.key] = job
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api._finish_job(job, result={"ok": True})
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assert job.done is True
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assert job.result == {"ok": True}
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assert job.key not in api._running_jobs
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