190 lines
10 KiB
Python
190 lines
10 KiB
Python
"""sources.market_context 与 sources.logic_claims 的离线单测（不连库），另带复盘脚本的台账标题解析。
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取数函数都接受注入的读函数：这里用返回字典列表的假函数替换 db.read_pg / db.read_mysql，
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覆盖：两市成交额与前五日比值、日期筛选、两市不齐全的日子被跳过；广度四项；融资与恐贪按最新
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一行取且日期列自动探测；每一项读失败为空不阻断；因果论断按前缀码索引、只取披露日不晚于
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数据日的、每票最多三条按披露日倒序；读失败返回空字典。
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开发机没有 pandas 与数据库驱动时，只给缺席的模块装最小桩（与 test_plan_verdict.py 同一约定：
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仅在模块缺席时装桩，不覆盖真实模块），取数函数的计算部分不碰 pandas。
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跑法：python3 test_market_context.py 或 pytest test_market_context.py
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"""
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import datetime as dt
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import os
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import sys
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import types
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_STUBS = ("pandas", "psycopg", "pymysql", "dotenv")
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for _n in _STUBS:
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if _n not in sys.modules:
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try:
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__import__(_n)
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except ImportError:
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_m = types.ModuleType(_n)
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if _n == "pandas": # db.py / plan.py 的函数签名在定义时引用这两个名字
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_m.DataFrame = type("DataFrame", (), {})
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_m.Series = type("Series", (), {})
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sys.modules[_n] = _m
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import config # noqa: E402
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import sources # noqa: E402
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def t(name, cond):
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assert cond, name
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print(" ok", name)
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# ---------------------------------------------------------------- 假数据
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DS = "2026-09-02"
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def _zs_rows():
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"""指数日线：六个交易日两市齐全，另有一天只有上证（该日应被跳过），还有一天晚于数据日。"""
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days = ["2026-08-25", "2026-08-26", "2026-08-27", "2026-08-28", "2026-08-31", "2026-09-01", "2026-09-02"]
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rows = []
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for i, d in enumerate(days):
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rows.append({"symbol": "000001.SH", "d": dt.date.fromisoformat(d), "amount": 6000.0 + i * 100})
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if d != "2026-08-27": # 这一天深成缺行
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rows.append({"symbol": "399001.SZ", "d": dt.date.fromisoformat(d), "amount": 8000.0 + i * 100})
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rows.append({"symbol": "000001.SH", "d": dt.date(2026, 9, 3), "amount": 99999.0}) # 晚于数据日
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rows.append({"symbol": "399001.SZ", "d": dt.date(2026, 9, 3), "amount": 99999.0})
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return rows
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def _mysql_ok(src, sql, params=None):
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s = " ".join(sql.split())
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if "zs_day_data" in s:
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return _zs_rows()
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if "eastmoney_rzrq_data" in s:
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if "LIMIT 1" in s and "ORDER BY" not in s:
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return [{"id": 1, "stat_date": 20260901, "financing_balance": 1.9e12, "change_percent_5d": 1.23}]
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assert "ORDER BY `stat_date` DESC" in s, s
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return [{"id": 9, "stat_date": 20260901, "financing_balance": 1.9e12, "change_percent_5d": 1.23}]
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if "fear_greed_index" in s:
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if "LIMIT 1" in s and "ORDER BY" not in s:
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return [{"id": 1, "date": "2026-09-01", "index_value": 62.5}]
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assert "ORDER BY `date` DESC" in s, s
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return [{"id": 7, "date": "2026-09-01", "index_value": 62.5}]
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raise AssertionError(f"意外的查询: {s}")
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def _pg_ok(sql, params=None):
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s = " ".join(sql.split())
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if "v_factor_stock_daily" in s:
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assert params == (DS,)
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return [{"pct_change": 9.95}, {"pct_change": 3.0}, {"pct_change": 0.0}, {"pct_change": -1.5},
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{"pct_change": None}, {"pct_change": 10.02}, {"pct_change": -4.0}]
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if "v_factor_logic" in s:
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assert params[-1] == DS and "600000.SH" in params and "SZ000001" not in params
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return [
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{"ts_code": "600000.SH", "direction": "利好", "mechanism": "机制甲", "condition": None, "horizon": "一年",
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"strength": "强", "tier": "T1", "confidence": 0.8, "disclosure_date": dt.date(2026, 8, 20),
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"doc_id": "d1", "doc_title": "文档一", "source_span": "x" * 300, "claim_id": "c1", "via_segment": "环节甲",
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"subject_name": "甲", "object_name": "乙"},
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{"ts_code": "600000.SH", "direction": "利好", "mechanism": "机制乙", "condition": "条件乙", "horizon": "半年",
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"strength": "中", "tier": "T2", "confidence": 0.6, "disclosure_date": "2026-08-30",
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"doc_id": "d2", "doc_title": "文档二", "source_span": None, "claim_id": "c2", "via_segment": None,
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"subject_name": "甲", "object_name": "丙"},
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{"ts_code": "600000.SH", "direction": "利空", "mechanism": "机制丙", "condition": None, "horizon": None,
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"strength": None, "tier": None, "confidence": 0.9, "disclosure_date": "2026-08-30",
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"doc_id": "d3", "doc_title": "文档三", "source_span": "", "claim_id": "c3", "via_segment": None,
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"subject_name": None, "object_name": None},
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{"ts_code": "600000.SH", "direction": "利好", "mechanism": "机制丁", "condition": None, "horizon": None,
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"strength": None, "tier": None, "confidence": 0.5, "disclosure_date": "2026-07-01",
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"doc_id": "d4", "doc_title": "文档四", "source_span": None, "claim_id": "c4", "via_segment": None,
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"subject_name": None, "object_name": None},
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{"ts_code": "000001.SZ", "direction": "利好", "mechanism": "机制戊", "condition": None, "horizon": None,
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"strength": None, "tier": None, "confidence": None, "disclosure_date": 20260815,
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"doc_id": "d5", "doc_title": "文档五", "source_span": None, "claim_id": "c5", "via_segment": None,
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"subject_name": None, "object_name": None},
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]
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raise AssertionError(f"意外的查询: {s}")
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def _boom(*a, **k):
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raise OSError("connection refused")
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# ---------------------------------------------------------------- 用例
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def test_market_context():
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config.MARKET_MYSQL_SOURCE = "price"
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m = sources.market_context(DS, read_pg=_pg_ok, read_mysql=_mysql_ok)
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tv = m["turnover"]
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t("两市成交额取数据日、两市齐全的行：6600+8600", tv and tv["data_date"] == DS and tv["amount"] == 15200.0)
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# 前五日：09-01(15000)、08-31(14800)、08-28(14600)、08-26(14200)；08-27 深成缺行被跳过 → 再补 08-25(14000)
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t("前五日均值跳过两市不齐全的日子", tv["prev5_days"] == 5 and abs(tv["prev5_avg"] - 14520.0) < 1e-6)
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t("比值 = 当日 / 前五日均值", abs(tv["ratio_vs_prev5"] - 15200.0 / 14520.0) < 1e-9)
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t("晚于数据日的行不参与", tv["amount"] < 99999)
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b = m["breadth"]
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# 六个有效值排序：-4.0、-1.5、0.0、3.0、9.95、10.02，中位数 = (0.0 + 3.0) / 2 = 1.5
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t("广度：上涨 3 / 下跌 2 / 平盘 1，涨停近似 2，中位数 1.5（空值剔除）",
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b["n"] == 6 and b["up"] == 3 and b["down"] == 2 and b["flat"] == 1 and b["limit_up_approx"] == 2
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and b["pct_median"] == 1.5)
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mg = m["margin"]
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t("融资：最新一行、日期列自动探到 stat_date、整数日期归一",
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mg and mg["date"] == "2026-09-01" and mg["date_col"] == "stat_date"
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and mg["financing_balance"] == 1.9e12 and mg["change_percent_5d"] == 1.23)
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fg = m["fear_greed"]
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t("恐贪：最新一行、日期列 date", fg and fg["index_value"] == 62.5 and fg["date"] == "2026-09-01")
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t("四项齐全时 errors 为空", m["errors"] == {} and m["date"] == DS)
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m = sources.market_context(DS, read_pg=_boom, read_mysql=_boom)
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t("四项读失败：全为空、原因入 errors、不抛错",
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m["turnover"] is None and m["breadth"] is None and m["margin"] is None and m["fear_greed"] is None
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and set(m["errors"]) == {"turnover", "breadth", "margin", "fear_greed"})
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def _mysql_partial(src, sql, params=None):
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if "zs_day_data" in sql:
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raise OSError("proxy down")
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return _mysql_ok(src, sql, params)
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m = sources.market_context(DS, read_pg=_pg_ok, read_mysql=_mysql_partial)
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t("单项失败不影响其余三项", m["turnover"] is None and "turnover" in m["errors"]
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and m["breadth"] and m["margin"] and m["fear_greed"])
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m = sources.market_context("2026-01-01", read_pg=lambda *a, **k: [], read_mysql=_mysql_ok)
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t("数据日早于所有行、广度无行：两项为空并注明", m["turnover"] is None and m["breadth"] is None
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and "turnover" in m["errors"] and "breadth" in m["errors"])
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def test_logic_claims():
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config.LOGIC_CLAIMS_PER_STOCK = 3
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got = sources.logic_claims(["SH600000", "600000.SH", "SZ300750"], DS, read_pg=_pg_ok)
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t("按前缀码索引、去重后只查一次", set(got) == {"SH600000"})
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items = got["SH600000"]
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t("每票最多三条、按披露日倒序（同日按置信度）",
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[c["claim_id"] for c in items] == ["c3", "c2", "c1"])
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t("字段齐全：日期归一、出处、经由环节、原文截断到 200 字",
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items[2]["disclosure_date"] == "2026-08-20" and items[2]["doc_title"] == "文档一"
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and items[2]["via_segment"] == "环节甲" and len(items[2]["source_span"]) == 200
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and items[1]["source_span"] is None and items[0]["condition"] is None)
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got = sources.logic_claims(["SH600000"], DS, per_stock=1, read_pg=_pg_ok)
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t("条数上限参数生效", len(got["SH600000"]) == 1 and got["SH600000"][0]["claim_id"] == "c3")
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t("上限 0 = 不读视图", sources.logic_claims(["SH600000"], DS, per_stock=0, read_pg=_boom) == {})
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t("读失败返回空字典不抛错", sources.logic_claims(["SH600000"], DS, read_pg=_boom) == {})
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t("空代码集不查库", sources.logic_claims([], DS, read_pg=_boom) == {})
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t("整数日期也能归一", sources._ymd(20260815) == "2026-08-15" and sources._ymd("2026-08-15 10:00:00") == "2026-08-15")
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t("前缀式转点后缀式", sources._to_dot("SH600000") == "600000.SH" and sources._to_dot("600000.SH") == "600000.SH")
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def test_decision_ledger_titles():
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import plan_review
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here = os.path.dirname(os.path.abspath(__file__))
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entries = plan_review.decision_ledger_entries(os.path.join(here, "docs", "复盘决定台账.md"))
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t("台账标题行解析出编号、日期、标题且含 013", entries and entries[0]["no"] == "001"
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and any(e["no"] == "013" and "关注" in e["title"] for e in entries)
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and all(len(e["date"]) == 10 for e in entries))
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t("台账文件缺失返回空列表", plan_review.decision_ledger_entries("/nonexistent/台账.md") == [])
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def main():
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test_market_context()
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test_logic_claims()
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test_decision_ledger_titles()
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print("ALL OK — 市场四项 / 单项失败不阻断 / 因果论断索引与上限 / 台账标题解析 全部通过")
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if __name__ == "__main__":
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main()
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