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shy3130
08701f8886
- /api/kline/minute 新增 live 参数: 当日连续竞价时段跳过本地优先直接 实时拉取, 避免盘中分钟增量落盘后 90% 完整度启发式让详情分时图停在 上一增量轮 (>=60s 滞后), 与行情列表节奏脱节 - StockPreviewDialog 打开即独立轮询 (间隔沿用偏好, 默认 6s), 不再要求 「分时刷新开关 + 实时行情运行」双条件 — PR #114 引入的门槛默认冻结详情图 - market_time 抽出公共 in_continuous_session, minute_refresh 复用同一实现 - 新增 12 个单测覆盖 live 路径, 本地回退与连续竞价时段边界
138 lines
4.0 KiB
Python
138 lines
4.0 KiB
Python
"""个股详情分时轮询的 live 直拉路径测试。
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背景: 盘中分钟增量落盘后, 当日本地分区很快达到 90% 完整度,
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/api/kline/minute 的本地优先启发式会拦截实时补拉, 详情分时图停在
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上一增量轮 (≥60s 滞后)。live=1 让详情轮询在连续竞价时段绕过本地优先。
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"""
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from __future__ import annotations
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from datetime import date, datetime
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import polars as pl
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import pytest
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from fastapi import FastAPI
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from fastapi.testclient import TestClient
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from app.api.kline import router
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from app.market_time import CN_TZ, in_continuous_session
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# 2026-08-26 是周三; 10:00 处于上午连续竞价, expected(已交易分钟) = 30
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_NOW = datetime(2026, 8, 26, 10, 0, tzinfo=CN_TZ)
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_TODAY = date(2026, 8, 26)
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_LOCAL_ROWS = 30
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class _FakeRepo:
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def resolve_asset_type(self, symbol: str) -> str:
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return "stock"
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def get_instruments(self) -> pl.DataFrame:
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return pl.DataFrame(
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{"symbol": [], "name": [], "total_shares": [], "float_shares": []}
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)
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def get_daily_asset(self, asset_type, symbol, start, end, columns=None):
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return pl.DataFrame({"date": [], "close": []})
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def get_minute(self, symbol, trade_date, asset_type="stock") -> pl.DataFrame:
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return pl.DataFrame({
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"datetime": [
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datetime(2026, 8, 26, 9, 30 + offset // 60, offset % 60)
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for offset in range(_LOCAL_ROWS)
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],
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"close": [10.0] * _LOCAL_ROWS,
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})
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def _client() -> TestClient:
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app = FastAPI()
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app.include_router(router)
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app.state.repo = _FakeRepo()
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return TestClient(app)
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def _patch_market(monkeypatch, *, in_session: bool) -> None:
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import app.api.kline as kline_api
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monkeypatch.setattr(kline_api, "cn_now", lambda: _NOW)
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monkeypatch.setattr(kline_api, "cn_today", lambda: _TODAY)
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monkeypatch.setattr(kline_api, "in_continuous_session", lambda: in_session)
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def _patch_live_fetch(monkeypatch) -> None:
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import app.api.kline as kline_api
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def _fake_fetch(symbol, trade_date, asset_type="stock"):
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return pl.DataFrame({
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"datetime": [datetime(2026, 8, 26, 9, 59)],
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"close": [11.11],
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})
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monkeypatch.setattr(
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kline_api.kline_sync, "fetch_minute_single", _fake_fetch
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)
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def test_minute_live_param_bypasses_local_first_during_session(monkeypatch):
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_patch_market(monkeypatch, in_session=True)
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_patch_live_fetch(monkeypatch)
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resp = _client().get(
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"/api/kline/minute", params={"symbol": "600000.SH", "live": 1}
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)
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assert resp.status_code == 200
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body = resp.json()
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assert body["source"] == "live"
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assert body["rows"][0]["close"] == 11.11
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def test_minute_without_live_keeps_local_first(monkeypatch):
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_patch_market(monkeypatch, in_session=True)
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_patch_live_fetch(monkeypatch)
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resp = _client().get(
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"/api/kline/minute", params={"symbol": "600000.SH"}
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)
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assert resp.status_code == 200
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body = resp.json()
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# 本地 30 根 >= expected(30)*0.9 → 完整, 走本地
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assert body["source"] == "local"
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assert body["rows"][0]["close"] == 10.0
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def test_minute_live_param_falls_back_to_local_off_session(monkeypatch):
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_patch_market(monkeypatch, in_session=False)
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_patch_live_fetch(monkeypatch)
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resp = _client().get(
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"/api/kline/minute", params={"symbol": "600000.SH", "live": 1}
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)
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assert resp.status_code == 200
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body = resp.json()
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assert body["source"] == "local"
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@pytest.mark.parametrize(
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("hour", "minute", "expected"),
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[
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(9, 29, False),
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(9, 30, True),
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(11, 30, True),
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(11, 31, False),
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(12, 30, False),
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(13, 0, True),
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(15, 0, True),
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(15, 1, False),
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],
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)
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def test_in_continuous_session_boundaries(hour: int, minute: int, expected: bool):
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now = datetime(2026, 8, 26, hour, minute, tzinfo=CN_TZ) # 周三
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assert in_continuous_session(now) is expected
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def test_in_continuous_session_rejects_weekend():
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assert in_continuous_session(datetime(2026, 8, 29, 10, 0, tzinfo=CN_TZ)) is False
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