mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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intfoo
ed4355e0ea
- 数据路由: get_name_map 合并指数维表; get_enriched_latest_asset("index") 缓存+flush/merge 分支; daily-batch 按资产分组
- 自选: watchlist_enriched 指数分支 + 行级 asset_type 标注
- 监控: MonitorRuleEngine 第三轮指数评估 (signal/price); 指数实时焐热复刻 ETF flush; Free档自选实时资产分流; 规则校验 (禁 strategy/market/ladder/分时信号)
- 隔离: _resolve_universe 过滤指数防污染股票日K/分钟K; 指数轮 reset_strategy_results=False; 策略/回测/screener 零改动
- AI 分析: prompt 指数无财务文案
110 lines
4.0 KiB
Python
110 lines
4.0 KiB
Python
"""指数资产路由 — repository 层测试。"""
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import polars as pl
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import pytest
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from app.tickflow.repository import DataStore, KlineRepository
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@pytest.fixture()
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def repo(tmp_path):
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return KlineRepository(DataStore(tmp_path))
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def _write_index_instruments(repo, rows):
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pl.DataFrame(rows).write_parquet(
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repo.store.data_dir / "instruments_index" / "part.parquet"
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)
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repo._refresh_index_instruments()
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def test_name_map_includes_index(repo):
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_write_index_instruments(repo, {
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"symbol": ["000001.SH"], "name": ["上证指数"],
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"code": ["000001"], "asset_type": ["index"],
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})
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names = repo.get_name_map(["000001.SH", "600000.SH"])
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assert names.get("000001.SH") == "上证指数"
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assert "600000.SH" not in names # 未收录不造名
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def test_name_map_stock_beats_index(repo):
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"""同名 symbol 同时出现在股票/指数维表时, 股票名称优先。"""
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_write_index_instruments(repo, {
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"symbol": ["600000.SH"], "name": ["某指数"],
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"code": ["600000"], "asset_type": ["index"],
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})
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pl.DataFrame({
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"symbol": ["600000.SH"], "name": ["浦发银行"], "code": ["600000"],
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"exchange": ["SH"], "region": ["CN"], "type": ["stock"],
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"listing_date": [None], "total_shares": [None], "float_shares": [None],
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"tick_size": [None], "limit_up": [None], "limit_down": [None],
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"as_of": ["2026-07-25"],
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}).write_parquet(repo.store.data_dir / "instruments" / "instruments.parquet")
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repo._refresh_instruments()
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assert repo.get_name_map(["600000.SH"]).get("600000.SH") == "浦发银行"
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import datetime as _dt
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def _write_index_enriched(repo, dates_rows):
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for ds, rows in dates_rows.items():
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d = repo.store.data_dir / "kline_index_enriched" / f"date={ds}"
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d.mkdir(parents=True, exist_ok=True)
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pl.DataFrame(rows).write_parquet(d / "part.parquet")
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def _index_rows(ds, close=3000.0):
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return [{
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"symbol": "000001.SH", "date": _dt.date.fromisoformat(ds),
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"open": close - 10, "high": close + 20, "low": close - 20, "close": close,
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"volume": 1_000_000, "amount": 1e9,
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}]
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def test_get_enriched_latest_asset_index(repo):
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_write_index_enriched(repo, {
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"2026-07-23": _index_rows("2026-07-23", 2990.0),
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"2026-07-24": _index_rows("2026-07-24", 3000.0),
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})
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df, dt = repo.get_enriched_latest_asset("index")
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assert str(dt) == "2026-07-24"
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assert df["symbol"].to_list() == ["000001.SH"]
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assert "ma5" in df.columns or "rsi_14" in df.columns # 重算产出指标列
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def test_get_enriched_latest_asset_index_cold_no_refresh(repo):
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df, dt = repo.get_enriched_latest_asset("index", refresh=False)
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assert df.is_empty() and dt is None
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def test_flush_live_enriched_asset_index_updates_cache(repo):
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df = pl.DataFrame([{
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"symbol": "000001.SH", "date": _dt.date(2026, 7, 25),
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"open": 3000.0, "high": 3010.0, "low": 2990.0, "close": 3005.0,
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"volume": 1_000_000, "amount": 1e9, "ma5": 3001.0, "rsi_14": 55.0,
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}])
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repo.flush_live_enriched_asset("index", df)
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cached, dt = repo.get_enriched_latest_asset("index", refresh=False)
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assert str(dt) == "2026-07-25"
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assert cached["close"].to_list() == [3005.0]
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assert (repo.store.data_dir / "kline_index_enriched" / "date=2026-07-25" / "part.parquet").exists()
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def _merge_row(symbol, close):
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return {
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"symbol": symbol, "date": _dt.date(2026, 7, 25),
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"open": close - 5, "high": close + 5, "low": close - 6, "close": close,
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"volume": 1_000, "amount": 1e6,
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}
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def test_merge_live_enriched_asset_index_merges_cache(repo):
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"""merge 路径: 两次合并缓存取并集 (不 NameError, 不丢已有缓存)。"""
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repo.merge_live_enriched_asset("index", pl.DataFrame([_merge_row("000001.SH", 3000.0)]))
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repo.merge_live_enriched_asset("index", pl.DataFrame([_merge_row("000300.SH", 4000.0)]))
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cached, dt = repo.get_enriched_latest_asset("index", refresh=False)
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assert str(dt) == "2026-07-25"
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assert set(cached["symbol"].to_list()) == {"000001.SH", "000300.SH"}
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