mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 20:14:16 +08:00
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.
132 lines
4.4 KiB
Python
132 lines
4.4 KiB
Python
from __future__ import annotations
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import types
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from datetime import date
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from typing import ClassVar
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from app.api import screener as screener_api
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from app.services.screener import ScreenerResult
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class _CapturingScreenerService:
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calls: ClassVar[list[dict]] = []
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def __init__(self, repo, asset_type="stock"):
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self.repo = repo
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self.asset_type = asset_type
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def latest_date(self):
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return date(2026, 7, 15)
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def build_strategy_context(
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self,
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engine,
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as_of,
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strategy_ids,
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*,
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timeframe="1d",
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params_map=None,
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overrides_map=None,
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):
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self.calls.append({
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"kind": "context",
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"strategy_ids": strategy_ids,
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"timeframe": timeframe,
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"params_map": params_map,
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"overrides_map": overrides_map,
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})
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return types.SimpleNamespace(as_of=as_of)
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class _CapturingStrategyEngine:
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calls: ClassVar[list[dict]] = []
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def has(self, strategy_id):
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return strategy_id == "builtin_strategy"
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def run(self, strategy_id, context, *, pool=None, params=None, overrides=None):
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self.calls.append({
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"kind": "run",
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"strategy_id": strategy_id,
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"pool": pool,
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"params": params,
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"overrides": overrides,
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})
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return ScreenerResult(as_of=context.as_of, strategy=strategy_id)
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def run_all(self, context, *, params_map=None, overrides_map=None, strategy_ids=None):
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self.calls.append({
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"kind": "run_all",
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"params_map": params_map,
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"overrides_map": overrides_map,
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"strategy_ids": strategy_ids,
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})
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return {
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strategy_id: ScreenerResult(as_of=context.as_of, strategy=strategy_id)
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for strategy_id in strategy_ids or []
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}
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def _api_request(tmp_path, engine):
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repo = types.SimpleNamespace(store=types.SimpleNamespace(data_dir=tmp_path))
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state = types.SimpleNamespace(repo=repo, strategy_engine=engine)
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return types.SimpleNamespace(app=types.SimpleNamespace(state=state))
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def _install_api_fakes(monkeypatch):
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_CapturingScreenerService.calls = []
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_CapturingStrategyEngine.calls = []
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monkeypatch.setattr(screener_api, "ScreenerService", _CapturingScreenerService)
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monkeypatch.setattr(screener_api, "_load_ext_value_maps", lambda *_args: {})
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monkeypatch.setattr(screener_api, "_update_cache_strategy", lambda *_args: None)
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monkeypatch.setattr(screener_api.strategy_cache, "write_cache", lambda *_args: None)
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def test_single_run_passes_saved_params_to_strategy_engine(monkeypatch, tmp_path):
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engine = _CapturingStrategyEngine()
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request = _api_request(tmp_path, engine)
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_install_api_fakes(monkeypatch)
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saved = {"params": {"threshold": 3.0, "enabled": False}}
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monkeypatch.setattr(screener_api.strategy_config, "load_override", lambda *_args: saved)
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screener_api.run_preset(
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screener_api.PresetRequest(
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strategy_id="builtin_strategy",
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as_of=date(2026, 7, 15),
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),
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request,
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)
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context_call = _CapturingScreenerService.calls[0]
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run_call = _CapturingStrategyEngine.calls[0]
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assert context_call["params_map"] == {"builtin_strategy": saved["params"]}
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assert context_call["overrides_map"] == {"builtin_strategy": saved}
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assert run_call["params"] == saved["params"]
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assert run_call["overrides"] == saved
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def test_batch_run_passes_saved_params_to_strategy_engine(monkeypatch, tmp_path):
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engine = _CapturingStrategyEngine()
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request = _api_request(tmp_path, engine)
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_install_api_fakes(monkeypatch)
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saved = {"params": {"threshold": 3.0, "enabled": False}}
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monkeypatch.setattr(
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screener_api.strategy_config,
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"list_overrides",
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lambda *_args: {"builtin_strategy": saved},
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)
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screener_api.run_all(
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request,
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body={"as_of": "2026-07-15", "strategy_ids": ["builtin_strategy"]},
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)
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context_call = _CapturingScreenerService.calls[0]
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run_all_call = _CapturingStrategyEngine.calls[0]
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expected_params = {"builtin_strategy": saved["params"]}
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expected_overrides = {"builtin_strategy": saved}
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assert context_call["params_map"] == expected_params
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assert context_call["overrides_map"] == expected_overrides
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assert run_all_call["params_map"] == expected_params
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assert run_all_call["overrides_map"] == expected_overrides
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