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- 探测链: fuyao 交易日历(权威) → tickflow 行情时间戳(5只篮子 OR 判定, 9:40 开盘缓冲窗) → None 未知回退周几近似 - 周末零成本直判; 结论分档 TTL 缓存 (交易日 1h / 休市 30min 自愈 / 未知 5min 防重试风暴), 纯读不落盘 - 实时行情: 休市日跳过轮询/盘前预热/定版, fuyao 周五数据误归属从源头消除 - 分钟增量: gate_reason 新增 holiday; 探针未知时空轮升级机制仍为第二道防线 - 实测(周六): 三层链路真实验证, fuyao 日历连调休周一均正确判休市
306 lines
12 KiB
Python
306 lines
12 KiB
Python
"""盘中分钟增量刷新服务 (minute_refresh) 测试。
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覆盖:
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- 连续竞价时段判定 (含边界)
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- 门控链: 开关关闭 / 自定义分钟源让位 / 能力缺失 / 时段外 / 放行
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- 单轮: mock 边界层脉冲 + 落盘, 校验状态字段与 universe 来源
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- 偏好读写: 默认关闭、间隔 clamp [60, 300]
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- API: /minute-refresh/status 无服务时 available=false
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不发起真实网络请求: fetch_intraday_full_market_burst 与 _write_minute_partition
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均 monkeypatch 替换。
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"""
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from __future__ import annotations
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from datetime import datetime
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import polars as pl
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from app.services import minute_refresh, preferences
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from app.services.minute_refresh import MinuteRefreshService, _in_continuous_session
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def _isolated_prefs(tmp_path, monkeypatch):
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path = tmp_path / "preferences.json"
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monkeypatch.setattr(preferences, "_path", lambda: path)
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preferences._invalidate_cache()
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return path
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class _FakeCapSet:
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def __init__(self, has_intraday_batch: bool):
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self._has = has_intraday_batch
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def has(self, cap) -> bool:
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from app.tickflow.capabilities import Cap
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# 服务门控挂 INTRADAY_UNIVERSE, 修复轮用 INTRADAY_BATCH — 两者同档, 一起授/不授
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return self._has and cap in (Cap.INTRADAY_BATCH, Cap.INTRADAY_UNIVERSE)
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class _FakeAppState:
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def __init__(self, has_intraday_batch: bool):
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self.capabilities = _FakeCapSet(has_intraday_batch)
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class _FakeRepo:
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def __init__(self, symbols: list[str]):
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from pathlib import Path
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self._inst = pl.DataFrame({"symbol": symbols})
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self.store = type("S", (), {"data_dir": Path(".")})()
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def get_instruments(self) -> pl.DataFrame:
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return self._inst
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# ── 时段判定 ────────────────────────────────────────────────────────
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def test_continuous_session_boundaries():
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wk = datetime(2026, 8, 25, 10, 0) # 周二
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assert _in_continuous_session(wk)
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assert not _in_continuous_session(datetime(2026, 8, 25, 9, 29))
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assert not _in_continuous_session(datetime(2026, 8, 25, 11, 31)) # 午休
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assert _in_continuous_session(datetime(2026, 8, 25, 13, 0)) # 午后恢复
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assert _in_continuous_session(datetime(2026, 8, 25, 15, 0)) # 收盘瞬时
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assert not _in_continuous_session(datetime(2026, 8, 25, 15, 1))
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assert not _in_continuous_session(datetime(2026, 8, 22, 10, 0)) # 周六
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# ── 门控链 ──────────────────────────────────────────────────────────
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def _svc(tmp_path, monkeypatch, *, enabled=True, custom_provider=False, capability=True, in_hours=True):
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_isolated_prefs(tmp_path, monkeypatch)
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preferences.save({"minute_refresh_enabled": enabled})
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if custom_provider:
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# 模拟已注册的自定义分钟源 (真实注册表在测试环境未加载)
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monkeypatch.setattr(preferences, "get_minute_data_provider", lambda: "a-stock-data")
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svc = MinuteRefreshService(_FakeRepo(["600000.SH"]))
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svc.set_app_state(_FakeAppState(capability))
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monkeypatch.setattr(minute_refresh, "_in_continuous_session", lambda now=None: in_hours)
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# 交易日探针默认未知 (None → 放行): 隔离真实网络探测, holiday 分支在
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# test_trading_day.py 单独覆盖
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from app.services import trading_day
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monkeypatch.setattr(trading_day, "is_trading_day", lambda now=None: None)
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return svc
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def test_gate_disabled(tmp_path, monkeypatch):
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assert _svc(tmp_path, monkeypatch, enabled=False)._gate_reason() == "disabled"
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def test_gate_custom_provider_yields(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch, custom_provider=True)
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assert svc._gate_reason() == "custom_minute_provider"
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def test_gate_capability_missing(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch, capability=False)
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assert svc._gate_reason() == "capability"
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def test_gate_outside_trading_hours(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch, in_hours=False)
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assert svc._gate_reason() == "outside_trading_hours"
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def test_gate_pass(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch)
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assert svc._gate_reason() is None
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assert svc.capability_ok() and not svc.custom_provider_active()
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# ── 单轮 ────────────────────────────────────────────────────────────
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def test_run_round_writes_partition_and_updates_status(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch)
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minute_df = pl.DataFrame({
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"symbol": ["600000.SH"],
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"datetime": [datetime(2026, 8, 25, 1, 30)],
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"open": [10.0], "high": [10.5], "low": [9.9], "close": [10.2],
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"volume": [1000.0], "amount": [10200.0],
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})
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calls: dict = {}
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def fake_burst(symbols, capset, *, count=300):
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calls["symbols"] = list(symbols)
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return (minute_df, 1)
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def fake_write(df, minute_dir):
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calls["dir"] = minute_dir
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calls["rows"] = df.height
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return df.height
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monkeypatch.setattr(
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"app.services.kline_sync.fetch_intraday_full_market_burst", fake_burst
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)
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monkeypatch.setattr("app.services.kline_sync._write_minute_partition", fake_write)
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svc._run_round()
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assert calls["symbols"] == ["600000.SH"]
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assert calls["rows"] == 1
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st = svc.status()
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assert st["rounds"] == 1
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assert st["last_rows"] == 1
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assert st["last_symbols"] == 1
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assert st["last_requests"] == 1
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assert st["last_round_at"] is not None
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assert st["last_error"] is None
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assert st["capability_ok"] is True
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def test_run_round_records_error_when_burst_empty(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch)
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monkeypatch.setattr(
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"app.services.kline_sync.fetch_intraday_full_market_burst",
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lambda symbols, capset, *, count=300: (pl.DataFrame(), 3),
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)
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svc._run_round()
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st = svc.status()
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assert st["rounds"] == 0
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assert "no data" in st["last_error"]
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assert st["last_requests"] == 3
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# ── 两段式模式选择: 冷启动全天 → 稳态增量 ───────────────────────────
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def _patch_round(monkeypatch, *, lag, inc_df, burst_df):
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calls: dict = {"modes": []}
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monkeypatch.setattr(
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minute_refresh.MinuteRefreshService, "_today_coverage_lag_minutes",
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lambda self: lag, raising=True,
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)
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monkeypatch.setattr(
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"app.services.kline_sync.fetch_intraday_universe_increment",
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lambda *a, **k: (calls["modes"].append("increment"), (inc_df, 1))[1],
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)
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monkeypatch.setattr(
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"app.services.kline_sync.fetch_intraday_full_market_burst",
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lambda symbols, capset, *, count=300: (calls["modes"].append("full"), (burst_df, 28))[1],
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)
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monkeypatch.setattr(
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"app.services.kline_sync._write_minute_partition",
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lambda df, minute_dir: df.height,
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)
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return calls
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def _inc_df():
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return pl.DataFrame({
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"symbol": ["600000.SH", "000001.SZ"],
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"datetime": [datetime(2026, 8, 25, 10, 0)] * 2,
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"open": [10.0] * 2, "high": [10.5] * 2, "low": [9.9] * 2, "close": [10.2] * 2,
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"volume": [1000.0] * 2, "amount": [10200.0] * 2,
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})
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def _full_df():
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return _inc_df()
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def test_cold_start_no_local_data_uses_full_mode(tmp_path, monkeypatch):
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"""当日无数据 (lag=None, 如 10 点冷启动) → 全天修复轮。"""
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svc = _svc(tmp_path, monkeypatch)
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calls = _patch_round(monkeypatch, lag=None, inc_df=_inc_df(), burst_df=_full_df())
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svc._run_round()
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assert calls["modes"] == ["full"]
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st = svc.status()
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assert st["last_mode"] == "full"
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assert st["last_rows"] == 2
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def test_healthy_coverage_uses_increment_mode(tmp_path, monkeypatch):
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"""当日覆盖新鲜 (lag ≤ 3 分钟) → universe 单请求增量, 不打 burst。"""
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svc = _svc(tmp_path, monkeypatch)
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calls = _patch_round(monkeypatch, lag=0.2, inc_df=_inc_df(), burst_df=_full_df())
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svc._run_round()
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assert calls["modes"] == ["increment"]
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st = svc.status()
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assert st["last_mode"] == "increment"
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assert st["last_requests"] == 1
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assert st["last_symbols"] == 2
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assert st["last_rows"] == 2
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def test_stale_coverage_beyond_bar_headroom_falls_back_to_full(tmp_path, monkeypatch):
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"""覆盖滞后超过 3 分钟 (超过 universe 3 根余量) → 全天修复轮。"""
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svc = _svc(tmp_path, monkeypatch)
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calls = _patch_round(monkeypatch, lag=5.0, inc_df=_inc_df(), burst_df=_full_df())
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svc._run_round()
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assert calls["modes"] == ["full"]
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def test_consecutive_empty_rounds_escalate_to_full(tmp_path, monkeypatch):
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"""universe 连续 2 轮空返回 → 第 3 轮自动升级全天修复 (自愈)。"""
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svc = _svc(tmp_path, monkeypatch)
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calls = _patch_round(
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monkeypatch,
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lag=0.2,
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inc_df=pl.DataFrame(), # 增量恒空 (模拟 universe 端点持续异常)
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burst_df=_full_df(),
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)
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svc._run_round()
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svc._run_round()
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assert calls["modes"] == ["increment", "increment"]
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assert svc.status()["rounds"] == 0
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svc._run_round()
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assert calls["modes"] == ["increment", "increment", "full"]
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assert svc.status()["last_mode"] == "full"
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def test_status_reports_gate_reason_when_stopped(tmp_path, monkeypatch):
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svc = _svc(tmp_path, monkeypatch, enabled=False)
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st = svc.status()
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assert st["enabled"] is False
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assert st["running"] is False
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assert st["gate_reason"] == "disabled"
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assert st["interval_seconds"] == 6
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# ── 偏好 ────────────────────────────────────────────────────────────
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def test_refresh_preferences_defaults_and_clamp(tmp_path, monkeypatch):
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_isolated_prefs(tmp_path, monkeypatch)
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assert preferences.get_minute_refresh_enabled() is False
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assert preferences.get_minute_refresh_interval() == 6
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preferences.save({"minute_refresh_interval": 1})
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assert preferences.get_minute_refresh_interval() == 3 # 下限
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preferences.save({"minute_refresh_interval": 999})
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assert preferences.get_minute_refresh_interval() == 300 # 上限
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preferences.save({"minute_refresh_interval": 15})
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assert preferences.get_minute_refresh_interval() == 15
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def test_realtime_monitor_config_owns_refresh_keys(tmp_path, monkeypatch):
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"""盘中增量配置归属实时监控端点 (set_realtime_monitor_config), 并 clamp 到 [3,300]。"""
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_isolated_prefs(tmp_path, monkeypatch)
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saved = preferences.set_realtime_monitor_config({
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"minute_refresh_enabled": True,
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"minute_refresh_interval": 1, # 越界 → clamp 到下限
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})
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assert saved["minute_refresh_enabled"] is True
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assert saved["minute_refresh_interval"] == 3
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saved = preferences.set_realtime_monitor_config({"minute_refresh_interval": 400})
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assert saved["minute_refresh_interval"] == 300
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saved = preferences.set_realtime_monitor_config({"minute_refresh_interval": 6})
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assert saved["minute_refresh_interval"] == 6
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def test_status_endpoint_without_service():
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from fastapi import FastAPI
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from fastapi.testclient import TestClient
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from app.api.settings import router
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app = FastAPI()
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app.include_router(router)
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client = TestClient(app)
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resp = client.get("/api/settings/minute-refresh/status")
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assert resp.status_code == 200
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assert resp.json() == {"available": False}
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