mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 19:04:15 +08:00
- 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/
166 lines
5.3 KiB
Python
166 lines
5.3 KiB
Python
from __future__ import annotations
|
|
|
|
import json
|
|
from datetime import date
|
|
from types import SimpleNamespace
|
|
|
|
import polars as pl
|
|
import pytest
|
|
|
|
from app.backtest.engine import BacktestEngine, PanelCache
|
|
from app.enriched_generation import (
|
|
EnrichedGenerationUnavailableError,
|
|
EnrichedPublication,
|
|
get_enriched_generation,
|
|
)
|
|
from app.tickflow.repository import DataStore, KlineRepository
|
|
|
|
|
|
def _frame(value: float = 10.0) -> pl.DataFrame:
|
|
return pl.DataFrame({
|
|
"symbol": ["000001.SZ"],
|
|
"date": [date(2026, 8, 14)],
|
|
"open": [value],
|
|
"high": [value],
|
|
"low": [value],
|
|
"close": [value],
|
|
"volume": [1_000.0],
|
|
})
|
|
|
|
|
|
def test_repository_enriched_noop_does_not_bump_generation(tmp_path) -> None:
|
|
repo = KlineRepository(DataStore(tmp_path))
|
|
frame = _frame()
|
|
|
|
repo.append_enriched(frame)
|
|
first = repo.get_matrix_data_generation("stock")
|
|
repo.append_enriched(frame)
|
|
|
|
assert repo.get_matrix_data_generation("stock") == first
|
|
|
|
|
|
def test_failed_multi_partition_publication_remains_fail_closed(
|
|
tmp_path,
|
|
monkeypatch,
|
|
) -> None:
|
|
publication = EnrichedPublication(tmp_path, recover=True)
|
|
first = tmp_path / "kline_daily_enriched" / "date=2026-08-13" / "part.parquet"
|
|
second = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
|
|
publication.write_parquet(_frame(10.0), first)
|
|
|
|
original_write = pl.DataFrame.write_parquet
|
|
|
|
def fail_second(self, path, *args, **kwargs):
|
|
if "2026-08-14" in str(path):
|
|
raise OSError("injected write failure")
|
|
return original_write(self, path, *args, **kwargs)
|
|
|
|
monkeypatch.setattr(pl.DataFrame, "write_parquet", fail_second)
|
|
with pytest.raises(OSError, match="injected"):
|
|
publication.write_parquet(_frame(11.0), second)
|
|
|
|
marker = json.loads(
|
|
(tmp_path / ".matrix_generation_stock.json").read_text(encoding="utf-8")
|
|
)
|
|
assert marker["state"] == "publishing"
|
|
assert first.is_file()
|
|
assert not second.is_file()
|
|
with pytest.raises(EnrichedGenerationUnavailableError, match="being published"):
|
|
get_enriched_generation(tmp_path, "stock")
|
|
|
|
|
|
def test_recovery_replaces_stale_publication_but_not_active_owner(tmp_path) -> None:
|
|
first = EnrichedPublication(tmp_path, recover=True)
|
|
out = tmp_path / "kline_daily_enriched" / "date=2026-08-14" / "part.parquet"
|
|
first.write_parquet(_frame(10.0), out)
|
|
|
|
with pytest.raises(EnrichedGenerationUnavailableError, match="active"):
|
|
EnrichedPublication(tmp_path, recover=True).write_parquet(_frame(11.0), out)
|
|
|
|
del first
|
|
recovered = EnrichedPublication(tmp_path, recover=True)
|
|
recovered.write_parquet(_frame(12.0), out)
|
|
recovered_generation = recovered.commit()
|
|
|
|
assert recovered_generation == get_enriched_generation(tmp_path, "stock")
|
|
assert pl.read_parquet(out)["close"].item() == pytest.approx(12.0)
|
|
|
|
|
|
def test_panel_cache_generation_change_forces_recompute() -> None:
|
|
cache = PanelCache()
|
|
calls: list[int] = []
|
|
args = (["000001.SZ"], date(2026, 8, 13), date(2026, 8, 14), None)
|
|
|
|
def compute(*_args):
|
|
calls.append(len(calls) + 1)
|
|
return pl.DataFrame({"value": [calls[-1]]})
|
|
|
|
first = cache.get_or_compute(*args, compute, "stock", "generation-a")
|
|
second = cache.get_or_compute(*args, compute, "stock", "generation-b")
|
|
|
|
assert first["value"].item() == 1
|
|
assert second["value"].item() == 2
|
|
assert cache.stats()["compute_count"] == 2
|
|
|
|
|
|
def test_panel_reader_retries_when_generation_changes_during_scan(tmp_path) -> None:
|
|
generations = iter(["generation-a", "generation-b", "generation-b", "generation-b"])
|
|
repo = SimpleNamespace(
|
|
store=SimpleNamespace(data_dir=tmp_path),
|
|
get_matrix_data_generation=lambda _asset_type: next(generations),
|
|
)
|
|
engine = BacktestEngine(repo)
|
|
calls: list[str] = []
|
|
|
|
def load(*_args):
|
|
calls.append("scan")
|
|
return _frame(float(len(calls)))
|
|
|
|
engine._load_panel_inner = load
|
|
panel = engine.load_panel(
|
|
None,
|
|
date(2026, 8, 14),
|
|
date(2026, 8, 14),
|
|
columns=["symbol", "date", "close"],
|
|
)
|
|
|
|
assert calls == ["scan", "scan"]
|
|
assert panel["close"].item() == pytest.approx(2.0)
|
|
|
|
|
|
def test_matrix_reader_retries_when_generation_changes_during_build(
|
|
tmp_path,
|
|
monkeypatch,
|
|
) -> None:
|
|
generations = iter(["generation-a", "generation-b", "generation-b", "generation-b"])
|
|
repo = SimpleNamespace(
|
|
store=SimpleNamespace(data_dir=tmp_path),
|
|
get_matrix_data_generation=lambda _asset_type: next(generations),
|
|
get_instruments_asset=lambda _asset_type: pl.DataFrame(),
|
|
)
|
|
engine = BacktestEngine(repo)
|
|
calls: list[str | None] = []
|
|
expected = SimpleNamespace(
|
|
execution_backend="matrix_native",
|
|
base_columns={"open", "high", "low", "close", "volume"},
|
|
instrument_columns=set(),
|
|
matrix_columns=set(),
|
|
)
|
|
market = SimpleNamespace()
|
|
|
|
def load_matrix(*_args, source_generation=None, **_kwargs):
|
|
calls.append(source_generation)
|
|
return market
|
|
|
|
monkeypatch.setattr("app.backtest.engine.load_market_data_matrix_from_parquet", load_matrix)
|
|
|
|
result = engine.load_market_data_matrix_for_backtest(
|
|
None,
|
|
date(2026, 8, 14),
|
|
date(2026, 8, 14),
|
|
expected,
|
|
)
|
|
|
|
assert result is market
|
|
assert calls == ["generation-a", "generation-b"]
|