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kevin9327andClaude Opus 4.8
8aa6e8d89b
问题: `/api/backtest/factor/run` 与 `/api/backtest/factor/batch` 省略 start 时, 使用了策略默认区间 STRATEGY_DEFAULT_DAYS(3 年), 而非为因子回测定义的 FACTOR_DEFAULT_DAYS(180 天)。以 end=2026-08-24 为例, 会解析成 2023-08-25。 影响: 用户只选因子直接运行会加载约 3 年数据, 徒增内存与耗时; 也与前端 「默认最近 3 个月」的提示不一致。且服务器区间守卫上限为 186 天, 该默认区间 在开启守卫时会被直接拒绝。 根因: factor_run / factor_batch 调用 _resolve_start 时误传 STRATEGY_DEFAULT_DAYS。 同文件的 strategy_run 已正确使用 FACTOR_DEFAULT_DAYS, 仅两个因子入口写反。 修复: 两处改为 FACTOR_DEFAULT_DAYS。显式传 start=null(全部历史)与显式日期的 语义保持不变(由 _resolve_start 的 model_fields_set 判定, 未改动)。 验证: 新增 tests/backtest/test_factor_default_range.py, 用替身 Service 捕获 传入配置, 覆盖省略 start、显式 null、显式日期三种情况(factor_run + factor_batch)。 修复前 2 例失败(解析为 2023-08-25), 修复后 4 例全过; 相邻 factor/optimizer 回归 28 passed; ruff 通过。 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
90 lines
3.0 KiB
Python
90 lines
3.0 KiB
Python
"""因子回测默认区间回归测试。
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覆盖 issue #202: `/api/backtest/factor/run` 与 `/api/backtest/factor/batch`
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在省略 `start` 时错误使用了策略默认区间(3 年)而非因子默认区间(180 天)。
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只关注「起始日解析」这一关注点, 用替身 Service 捕获传入配置, 不做真实数据加载。
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"""
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from __future__ import annotations
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from dataclasses import dataclass
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from datetime import date, timedelta
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from typing import ClassVar
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import pytest
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from app.api import backtest as bt
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@dataclass
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class _DummyResult:
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ok: bool = True
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class _CapturingService:
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"""替身 FactorBacktestService: 捕获配置, 不触真实引擎。"""
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captured: ClassVar[list] = []
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def __init__(self, engine):
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pass
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def run(self, cfg):
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_CapturingService.captured.append(cfg)
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return _DummyResult()
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def run_batch(self, cfg):
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_CapturingService.captured.append(cfg)
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return _DummyResult()
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class _Req:
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"""占位 request; _get_engine 已被 patch, 不会真正访问其属性。"""
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@pytest.fixture
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def patched(monkeypatch):
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_CapturingService.captured = []
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monkeypatch.setattr(bt, "_get_engine", lambda request: object())
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# factor_run / factor_batch 内部 `from app.backtest.factor import FactorBacktestService`
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# 读取的是模块属性, patch 源模块即可命中。
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import app.backtest.factor as factor_mod
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monkeypatch.setattr(factor_mod, "FactorBacktestService", _CapturingService)
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# 隔离守卫, 单测「起始日解析」。
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monkeypatch.setattr(bt, "_guard_server_backtest_range", lambda start, end: None)
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return _CapturingService
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def test_factor_run_omitted_start_uses_factor_default(patched):
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end = date(2026, 8, 24)
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bt.factor_run(bt.FactorBacktestRequest(factor_name="momentum_5d", end=end), _Req())
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cfg = patched.captured[-1]
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assert cfg.start == end - timedelta(days=bt.FACTOR_DEFAULT_DAYS)
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# 回归保护: 不得再退回策略默认的 3 年。
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assert cfg.start != end - timedelta(days=bt.STRATEGY_DEFAULT_DAYS)
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def test_factor_batch_omitted_start_uses_factor_default(patched):
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end = date(2026, 8, 24)
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bt.factor_batch(bt.FactorBatchRequest(factor_names=["momentum_5d"], end=end), _Req())
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cfg = patched.captured[-1]
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assert cfg.start == end - timedelta(days=bt.FACTOR_DEFAULT_DAYS)
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assert cfg.start != end - timedelta(days=bt.STRATEGY_DEFAULT_DAYS)
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def test_factor_run_explicit_null_start_means_all_history(patched):
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"""显式传 start=null 语义不变: 代表全部历史。"""
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end = date(2026, 8, 24)
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bt.factor_run(bt.FactorBacktestRequest(factor_name="momentum_5d", start=None, end=end), _Req())
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assert patched.captured[-1].start == date(1900, 1, 1)
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def test_factor_run_explicit_start_passthrough(patched):
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"""显式日期原样透传。"""
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end = date(2026, 8, 24)
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bt.factor_run(
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bt.FactorBacktestRequest(factor_name="momentum_5d", start=date(2026, 1, 1), end=end),
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_Req(),
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)
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assert patched.captured[-1].start == date(2026, 1, 1)
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