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tick-stock-panel/backend/tests/test_kline_hot_path_memory.py
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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

156 lines
5.7 KiB
Python

"""kline 每秒热路径测试 — _get_stock_info 走内存缓存, _attach_ext 复用签名缓存 value_map。
契约等值: 输出与旧的 DuckDB 扫描 / 逐配置读 parquet 路径一致。
"""
from __future__ import annotations
from types import SimpleNamespace
import polars as pl
from app.api import screener
from app.api.kline import _attach_ext, _get_stock_info
from app.services.ext_data import ExtConfig, ExtConfigStore, ExtField
class _FakeRepo:
"""最小 repo 替身: _get_stock_info/_load_ext_value_maps 只用到这些成员。"""
def __init__(self, instruments: pl.DataFrame, data_dir) -> None:
self._instruments = instruments
self.store = SimpleNamespace(data_dir=data_dir, db=None)
self.execute_one_calls = 0
def get_instruments(self) -> pl.DataFrame:
return self._instruments
def execute_one(self, *args, **kwargs):
self.execute_one_calls += 1
raise AssertionError("热路径不得再走 DuckDB 扫 instruments parquet")
def _instruments_df() -> pl.DataFrame:
return pl.DataFrame({
"symbol": ["600000.SH", "000001.SZ", "510300.SH"],
"name": ["浦发银行", "平安银行", "沪深300ETF"],
"total_shares": [1.0e9, 2.0e9, None],
"float_shares": [5.0e8, 1.0e9, None],
})
# ---------------------------------------------------------------- _get_stock_info
def test_get_stock_info_reads_memory_cache():
repo = _FakeRepo(_instruments_df(), None)
assert _get_stock_info(repo, "600000.SH") == {
"name": "浦发银行", "total_shares": 1.0e9, "float_shares": 5.0e8,
}
assert repo.execute_one_calls == 0
def test_get_stock_info_null_shares_become_none():
repo = _FakeRepo(_instruments_df(), None)
info = _get_stock_info(repo, "510300.SH")
assert info["name"] == "沪深300ETF"
assert info["total_shares"] is None
assert info["float_shares"] is None
def test_get_stock_info_missing_symbol_returns_empty():
repo = _FakeRepo(_instruments_df(), None)
assert _get_stock_info(repo, "999999.SH") == {}
def test_get_stock_info_missing_columns_returns_empty_like_sql_error():
df = pl.DataFrame({"symbol": ["600000.SH"], "name": ["浦发银行"]})
repo = _FakeRepo(df, None)
assert _get_stock_info(repo, "600000.SH") == {}
def test_get_stock_info_repo_failure_returns_empty():
repo = SimpleNamespace()
repo.get_instruments = lambda: (_ for _ in ()).throw(RuntimeError("boom"))
assert _get_stock_info(repo, "600000.SH") == {}
# ---------------------------------------------------------------- _attach_ext
def test_attach_ext_empty_columns_untouched():
resp = {"symbol": "600000.SH", "stock_info": {"name": "x"}, "rows": []}
repo = _FakeRepo(_instruments_df(), None)
out = _attach_ext(resp, repo, "600000.SH", None)
assert out is resp
assert "ext" not in out["stock_info"]
out = _attach_ext(resp, repo, "600000.SH", " ")
assert "ext" not in out["stock_info"]
def test_attach_ext_invalid_spec_untouched():
resp = {"symbol": "600000.SH", "stock_info": {"name": "x"}, "rows": []}
repo = _FakeRepo(_instruments_df(), None)
out = _attach_ext(resp, repo, "600000.SH", "foo_bar") # 无 '.' 分隔
assert out is resp
assert "ext" not in out["stock_info"]
def test_attach_ext_maps_values_from_loader(monkeypatch):
resp = {"symbol": "600000.SH", "stock_info": {"name": "x"}, "rows": []}
original_info = resp["stock_info"]
repo = _FakeRepo(_instruments_df(), None)
monkeypatch.setattr(
screener, "_load_ext_value_maps",
lambda r, cols: {"cfg1__score": {"600000.SH": 88.5}, "cfg1__note": {}},
)
out = _attach_ext(resp, repo, "600000.SH", "cfg1.score,cfg1.note")
assert out["stock_info"]["ext"] == {"cfg1__score": 88.5, "cfg1__note": None}
# 原地更新 resp 是该函数契约; 但原 stock_info 字典对象不被修改 (与旧实现一致)
assert out is resp
assert "ext" not in original_info
assert out["stock_info"] is not original_info
def test_attach_ext_loader_failure_yields_none_values(monkeypatch):
resp = {"symbol": "600000.SH", "stock_info": {}, "rows": []}
repo = _FakeRepo(_instruments_df(), None)
def _boom(r, cols):
raise RuntimeError("boom")
monkeypatch.setattr(screener, "_load_ext_value_maps", _boom)
out = _attach_ext(resp, repo, "600000.SH", "cfg1.score")
assert out["stock_info"]["ext"] == {"cfg1__score": None}
# ------------------------------------------- _attach_ext 与真实 _load_ext_value_maps 集成
def _setup_ext_snapshot(tmp_path):
store = ExtConfigStore(tmp_path)
store.upsert(ExtConfig(
id="benchx", label="基准扩展", mode="snapshot",
fields=[ExtField(name="score", dtype="float")],
))
cfg_dir = tmp_path / "ext_data" / "benchx"
cfg_dir.mkdir(parents=True, exist_ok=True)
pl.DataFrame({
"symbol": [f"{600000 + i}.SH" for i in range(50)],
"score": [float(i) for i in range(50)],
}).write_parquet(cfg_dir / "part.parquet")
return store
def test_attach_ext_real_loader_returns_parquet_values(tmp_path):
_setup_ext_snapshot(tmp_path)
repo = _FakeRepo(_instruments_df(), tmp_path)
resp = {"symbol": "600005.SH", "stock_info": {"name": "x"}, "rows": []}
out = _attach_ext(resp, repo, "600005.SH", "benchx.score")
assert out["stock_info"]["ext"] == {"benchx__score": 5.0}
assert isinstance(out["stock_info"]["ext"]["benchx__score"], float)
def test_attach_ext_real_loader_unknown_symbol_is_none(tmp_path):
_setup_ext_snapshot(tmp_path)
repo = _FakeRepo(_instruments_df(), tmp_path)
resp = {"symbol": "999999.SH", "stock_info": {}, "rows": []}
out = _attach_ext(resp, repo, "999999.SH", "benchx.score")
assert out["stock_info"]["ext"] == {"benchx__score": None}