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kevin9327
1e2c7afa93
打开「概念分析 → 涨幅RPS轮动」时先看 7 日再切到 30 日, 矩阵只有 25 列。
build_rps_rotation 按 days 换算日历窗口读 enriched (days=7 只读 24 个自然日),
但结果缓存键是 "{kind}|{level}|{latest}", 不含 days。120s TTL 内第二次请求
命中第一次那份按 7 日窗口算出来的矩阵, _slice_cached 又因为 len(dates) <= days
原样返回, 于是请求 30 列拿到 25 列。
记录每个缓存条目实际覆盖的天数, 只在覆盖天数 >= 请求天数时复用; 反方向
(宽窗缓存服务窄请求) 仍按原样 slice 复用。
103 lines
3.3 KiB
Python
103 lines
3.3 KiB
Python
"""涨幅轮动矩阵结果缓存必须按 days 区分。
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build_rps_rotation 只按 days 换算出的日历窗口读 enriched (days=7 只读 24 个
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自然日), 但结果缓存键是 "{kind}|{level}|{latest}" —— 不含 days。先看 7 日
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再切到 30 日, 120s TTL 内会命中那份按 7 日窗口算出来的矩阵, 前端拿到的列数
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比请求的少。
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"""
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from __future__ import annotations
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import types
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from datetime import date, timedelta
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import polars as pl
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import pytest
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from app.services import rps_rotation
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_LATEST = date(2026, 6, 30)
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_HISTORY_DAYS = 80
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_MEMBERS = ("人工智能", "芯片")
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@pytest.fixture(autouse=True)
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def _clear_caches():
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rps_rotation.invalidate_cache()
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rps_rotation._map_cache.clear()
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rps_rotation._map_ts.clear()
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yield
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rps_rotation.invalidate_cache()
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rps_rotation._map_cache.clear()
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rps_rotation._map_ts.clear()
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def _history() -> pl.DataFrame:
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"""两只票在 80 个连续自然日上的 change_pct(小数制)。"""
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rows = []
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for offset in range(_HISTORY_DAYS):
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day = _LATEST - timedelta(days=offset)
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rows.append({"symbol": "S1.SH", "date": day, "change_pct": 0.01})
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rows.append({"symbol": "S2.SH", "date": day, "change_pct": -0.01})
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return pl.DataFrame(rows)
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def _fake_repo() -> types.SimpleNamespace:
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history = _history()
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def get_enriched_range(start, end, columns=None):
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df = history.filter((pl.col("date") >= start) & (pl.col("date") <= end))
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return df.select(columns) if columns else df
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return types.SimpleNamespace(
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_enriched_history_cache=history,
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get_enriched_range=get_enriched_range,
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store=types.SimpleNamespace(data_dir=None),
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)
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@pytest.fixture
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def repo(monkeypatch) -> types.SimpleNamespace:
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map_df = pl.DataFrame(
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{"_sym_up": ["S1.SH", "S2.SH"], "concept": list(_MEMBERS)},
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schema={"_sym_up": pl.Utf8, "concept": pl.Utf8},
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)
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monkeypatch.setattr(
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rps_rotation, "_load_concept_map_df", lambda _repo, kind: (map_df, len(_MEMBERS))
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)
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return _fake_repo()
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def test_widening_days_after_a_narrow_request_returns_all_days(repo):
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"""先请求 7 日再请求 30 日, 第二次必须拿到 30 列。
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旧实现: 缓存键不含 days, 第二次命中第一次那份只有 25 列的矩阵。
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"""
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narrow = rps_rotation.build_rps_rotation(repo, days=7)
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assert len(narrow["dates"]) == 7
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wide = rps_rotation.build_rps_rotation(repo, days=30)
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assert len(wide["dates"]) == 30
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assert len(wide["columns"]) == 30
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def test_narrowing_days_after_a_wide_request_still_slices(repo):
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"""反方向仍要按请求截断 (宽窗缓存可以复用, 但只返回请求的天数)。"""
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wide = rps_rotation.build_rps_rotation(repo, days=30)
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assert len(wide["dates"]) == 30
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narrow = rps_rotation.build_rps_rotation(repo, days=7)
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assert len(narrow["dates"]) == 7
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assert narrow["dates"] == wide["dates"][:7]
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def test_same_days_request_hits_cache(repo, monkeypatch):
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"""同一 days 的重复请求仍走缓存, 不重新读 enriched。"""
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rps_rotation.build_rps_rotation(repo, days=12)
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def _boom(*args, **kwargs):
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raise AssertionError("缓存未命中: 又读了一次 enriched")
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monkeypatch.setattr(repo, "get_enriched_range", _boom)
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again = rps_rotation.build_rps_rotation(repo, days=12)
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assert len(again["dates"]) == 12
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