355 lines
16 KiB
Python
355 lines
16 KiB
Python
# -*- coding: utf-8 -*-
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"""技术面接入 · 工作包一 (2026-09-11 方案第五节, 台账 008)。全部离线, 不连库不连网。
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A 相位合成 (core/tech_rules): 四种无读数、九个相位逐格、震荡市抑制翻向信号、数翻向。
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B 取数解析 (tech_service.parse_item): 代码归一 SH600000→600000.SH、字段映射、认不出返回 None。
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C 分页取数 (fetch_all_pages): 多页拼接、matched 终止、状态非 OK 抛错 (注入 fetch, 不连网)。
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D 映射 (build_map): 正常合成只覆盖有当天读数的相关票、读数陈旧整份按无读数 (桩掉库与网络)。
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E 参数与口径: PMS_TECH_* 登记进 RUNTIME_EXTRA 与 _RANGES、交易日差口径。
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F 落表 (pull): 接口状态非 OK 整轮不落表、正常落表并推进日期 (桩掉库)。
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"""
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import os
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import sys
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import traceback
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from datetime import datetime
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from app.core import tech_rules as tr # noqa: E402
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from app.services import param_store # noqa: E402
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from app.services import tech_service as ts # noqa: E402
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RESULTS = []
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def case(name):
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def deco(fn):
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RESULTS.append((name, fn))
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return fn
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return deco
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class _Patch:
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def __init__(self): self._saved = []
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def __enter__(self): return self
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def __call__(self, obj, name, value):
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self._saved.append((obj, name, getattr(obj, name))); setattr(obj, name, value)
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def __exit__(self, *a):
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for obj, name, v in reversed(self._saved):
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setattr(obj, name, v)
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def _row(dd, *, side="多", pos=0.6, squeeze=False, bw=5.0, bbi="中性区",
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flip=8, quality="OK", reanchor=1, sar=10.0):
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"""造一行 pms_tech_daily 读数 (只填 synthesize 用得到的字段)。"""
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return {"data_date": dd, "ts_code": "600000.SH", "sar_side": side, "boll_pos": pos,
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"boll_squeeze": 1 if squeeze else 0, "boll_bw_pct": bw, "bbi_state": bbi,
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"sar_flip_days": flip, "quality": quality, "reanchored": reanchor, "sar_value": sar}
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# ================================================================ A 相位合成
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@case("A 无读数: 没有当天行 → 弃权, 不折成看空")
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def test_noread_empty():
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r = tr.synthesize([])
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assert r["stance"] == "无读数" and r["no_read_why"]
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@case("A 无读数: 未除权重锚")
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def test_noread_reanchor():
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r = tr.synthesize([_row(20260910, reanchor=0)])
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assert r["stance"] == "无读数" and "除权" in r["reason"]
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@case("A 无读数: 数据质量非 OK")
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def test_noread_quality():
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r = tr.synthesize([_row(20260910, quality="STALE")])
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assert r["stance"] == "无读数" and "质量" in r["reason"]
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@case("A 无读数: 关键读数缺失 (SAR 方向)")
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def test_noread_missing():
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r = tr.synthesize([_row(20260910, side="")])
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assert r["stance"] == "无读数"
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@case("A 收口等待: 今天收口一律中性")
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def test_squeeze():
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r = tr.synthesize([_row(20260910, squeeze=True, side="多", bbi="多头区")])
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assert r["phase"] == "收口等待" and r["stance"] == "中性"
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@case("A 趋势多: SAR 多 + 多空布林线多头区 = 看多强")
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def test_trend_long_strong():
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r = tr.synthesize([_row(20260910, side="多", bbi="多头区", flip=8)])
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assert r["phase"] == "趋势多" and r["stance"] == "看多" and r["strength"] == "强"
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@case("A 趋势多: SAR 多 + 中性区 = 看多弱")
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def test_trend_long_weak():
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r = tr.synthesize([_row(20260910, side="多", bbi="中性区", flip=8)])
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assert r["phase"] == "趋势多" and r["stance"] == "看多" and r["strength"] == "弱"
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@case("A 趋势空: SAR 空 + 空头区 = 看空强")
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def test_trend_short_strong():
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r = tr.synthesize([_row(20260910, side="空", bbi="空头区", flip=8)])
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assert r["phase"] == "趋势空" and r["stance"] == "看空" and r["strength"] == "强"
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@case("A 趋势空: SAR 空 + 中性区 = 看空弱")
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def test_trend_short_weak():
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r = tr.synthesize([_row(20260910, side="空", bbi="中性区", flip=8)])
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assert r["phase"] == "趋势空" and r["stance"] == "看空" and r["strength"] == "弱"
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@case("A 分歧: SAR 多 + 空头区 = 中性")
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def test_diverge_long():
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r = tr.synthesize([_row(20260910, side="多", bbi="空头区", flip=8)])
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assert r["phase"] == "分歧" and r["stance"] == "中性"
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@case("A 分歧: SAR 空 + 多头区 = 中性")
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def test_diverge_short():
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r = tr.synthesize([_row(20260910, side="空", bbi="多头区", flip=8)])
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assert r["phase"] == "分歧" and r["stance"] == "中性"
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@case("A 转多: SAR 刚翻多 + 多空布林线非空头 = 看多弱")
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def test_flip_long():
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r = tr.synthesize([_row(20260910, side="多", bbi="中性区", flip=1)])
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assert r["phase"] == "转多" and r["stance"] == "看多" and r["strength"] == "弱"
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@case("A 转空: 刚翻空 + 非空头非贴轨 = 看空弱 (未确认)")
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def test_flip_short_unconfirmed():
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r = tr.synthesize([_row(20260910, side="空", bbi="中性区", pos=0.5, flip=1)])
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assert r["phase"] == "转空" and r["confirm"] is False and r["strength"] == "弱"
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@case("A 转空: 刚翻空 + 空头区 = 看空强 (确认)")
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def test_flip_short_confirmed():
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r = tr.synthesize([_row(20260910, side="空", bbi="空头区", flip=1)])
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assert r["phase"] == "转空" and r["confirm"] is True and r["strength"] == "强"
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@case("A 开口向上: 收口后放开 + 上半部 + SAR 多 = 看多强")
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def test_open_up():
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rows = [_row(20260909, squeeze=True, bw=5.0, side="多", bbi="中性区", flip=8),
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_row(20260910, squeeze=False, bw=6.2, pos=0.6, side="多", bbi="中性区", flip=8)]
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r = tr.synthesize(rows)
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assert r["phase"] == "开口向上" and r["stance"] == "看多" and r["strength"] == "强"
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@case("A 开口向下: 收口后放开 + 下半部 + SAR 空 = 看空强")
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def test_open_down():
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rows = [_row(20260909, squeeze=True, bw=5.0, side="空", bbi="中性区", flip=8),
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_row(20260910, squeeze=False, bw=6.2, pos=0.4, side="空", bbi="中性区", flip=8)]
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r = tr.synthesize(rows)
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assert r["phase"] == "开口向下" and r["stance"] == "看空" and r["strength"] == "强"
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@case("A 带宽没扩够不算开口, 落回趋势")
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def test_open_not_enough():
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rows = [_row(20260909, squeeze=True, bw=5.0, side="多", bbi="中性区", flip=8),
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_row(20260910, squeeze=False, bw=5.5, pos=0.6, side="多", bbi="中性区", flip=8)]
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r = tr.synthesize(rows)
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assert r["phase"] != "开口向上" and r["phase"] == "趋势多"
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@case("A 震荡市里刚翻空不判转空 (SAR 翻向不当信号), 按趋势走")
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def test_choppy_suppresses_flip():
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# 20 行交替方向 → 翻向 19 次, 远超 4 → 震荡市; 今日刚翻空 (flip=1)
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flippy = [_row(20260800 + i, side=("多" if i % 2 == 0 else "空"), bbi="中性区", flip=1)
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for i in range(20)]
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r = tr.synthesize(flippy)
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assert r["choppy"] is True
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assert r["phase"] != "转空", "震荡市里刚翻空不该判转空"
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assert r["phase"] == "趋势空" and r["stance"] == "看空"
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@case("A count_sar_flips: 数相邻方向变化")
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def test_count_flips():
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rows = [_row(i, side=("多" if i % 2 == 0 else "空")) for i in range(5)]
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assert tr.count_sar_flips(rows) == 4
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assert tr.count_sar_flips([_row(0, side="多"), _row(1, side="多")]) == 0
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# ================================================================ B 取数解析
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@case("B parse_item: 代码归一 + 字段映射 + 认不出返回 None")
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def test_parse_item():
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it = {"stock_code": "SH600000", "stock_name": "浦发银行",
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"boll": {"upper": 9.4, "mid": 9.1, "lower": 8.9, "bandwidth_pct": 5.4,
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"pos": 0.85, "state": "带内偏上", "squeeze": True},
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"bbiboll": {"bbi": 9.2, "state": "多头区", "dist_pct": 1.0},
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"sar": {"value": 9.1, "side": "多", "flip_days": 8, "dist_pct": 2.5},
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"reanchored": True, "in_pool": False, "quality": "OK",
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"bars_used": 120, "last_bar_date": 20260910, "bars_lag": 0}
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r = ts.parse_item(it, 20260910, "tech_view_v1")
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assert r["ts_code"] == "600000.SH" and r["stock_name"] == "浦发银行"
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assert r["boll_squeeze"] == 1 and r["reanchored"] == 1 and r["in_pool"] == 0
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assert r["sar_side"] == "多" and r["bbi_state"] == "多头区" and r["sar_flip_days"] == 8
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assert r["algo_version"] == "tech_view_v1" and r["data_date"] == 20260910
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assert ts.parse_item({"stock_code": ""}, 20260910) is None
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assert ts.parse_item("x", 20260910) is None
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# ================================================================ C 分页取数
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@case("C fetch_all_pages: 分页拼接 + matched 终止 + 状态非 OK 抛错")
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def test_fetch_pages():
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pages = {0: [{"stock_code": "SH600000", "sar": {"side": "多"}, "reanchored": True,
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"quality": "OK", "boll": {"pos": 0.5}},
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{"stock_code": "SZ000001", "sar": {"side": "空"}, "reanchored": True,
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"quality": "OK", "boll": {"pos": 0.4}}],
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2: [{"stock_code": "SH600004", "sar": {"side": "多"}, "reanchored": True,
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"quality": "OK", "boll": {"pos": 0.6}}]}
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def f(url, params, timeout):
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return {"status": "OK", "data_date": 20260910, "matched": 3, "algo_version": "v1",
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"items": pages.get(params["offset"], [])}
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got = ts.fetch_all_pages(base="x", path="/y", timeout=5, page_size=2, fetch=f)
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assert got["total"] == 3 and got["pages"] == 2, got
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assert {r["ts_code"] for r in got["rows"]} == {"600000.SH", "000001.SZ", "600004.SH"}
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def bad(url, params, timeout):
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return {"status": "DEGRADED", "items": []}
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try:
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ts.fetch_all_pages(base="x", path="/y", timeout=5, fetch=bad)
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assert False, "状态非 OK 应抛 TechFeedError"
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except ts.TechFeedError:
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pass
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@case("C fetch_all_pages: 接口每页上限小于页大小时按 matched 拉完多页（2026-09-11 真机抓到）")
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def test_fetch_pages_capped():
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# 接口每页最多给 2 条（上限），page_size 传 5，matched 5 → 要拉 3 页 (2+2+1)，不能第一页就停
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def f(url, params, timeout):
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off = params["offset"]
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n = min(2, max(0, 5 - off))
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items = [{"stock_code": "SH60000%d" % (off + i), "sar": {"side": "多"},
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"reanchored": True, "quality": "OK", "boll": {"pos": 0.5}} for i in range(n)]
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return {"status": "OK", "data_date": 20260910, "matched": 5, "items": items}
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got = ts.fetch_all_pages(base="x", path="/y", timeout=5, page_size=5, fetch=f)
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assert got["total"] == 5 and got["pages"] == 3, got
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# ================================================================ D 映射
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@case("D build_map: 正常合成, 只覆盖有当天读数的相关票")
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def test_build_map_ok():
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P = {"enabled": True, "stale_tdays": 2, "keep_days": 40, "base": "x", "path": "/y",
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"timeout": 20, "rules": dict(tr.DEFAULTS)}
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saved = {}
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with _Patch() as p:
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p(ts, "_params", lambda: P)
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p(ts.tech_repo, "latest_date", lambda: 20260910)
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p(ts, "_relevant_codes", lambda: ["600000.SH", "000001.SZ"])
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p(ts.tech_repo, "history_multi",
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lambda codes, since=0: {"600000.SH": [_row(20260910, side="多", bbi="多头区", flip=8)]})
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p(ts, "_save_map", lambda m: (saved.update(m), {"ok": True})[1])
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out = ts.build_map(now=datetime(2026, 9, 11, 8, 45))
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assert out["ok"] and out["data_date"] == 20260910 and out["codes"] == 2
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assert out["states"] == 1, "000001 今日无读数, 不进映射"
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assert saved["states"]["600000.SH"]["stance"] == "看多"
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@case("D build_map: 读数陈旧整份按无读数, 映射置空带原因")
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def test_build_map_stale():
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P = {"enabled": True, "stale_tdays": 2, "keep_days": 40, "base": "x", "path": "/y",
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"timeout": 20, "rules": dict(tr.DEFAULTS)}
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saved = {}
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with _Patch() as p:
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p(ts, "_params", lambda: P)
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p(ts.tech_repo, "latest_date", lambda: 20260901) # 距 9/11 超过 2 个交易日
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p(ts, "_relevant_codes", lambda: ["600000.SH"])
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p(ts, "_save_map", lambda m: (saved.update(m), {"ok": True})[1])
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out = ts.build_map(now=datetime(2026, 9, 11, 8, 45))
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assert not out["ok"] and out["error"] == "读数陈旧"
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assert saved.get("stale") is True and saved["states"] == {}
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# ================================================================ E 参数与口径
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@case("E 参数登记: PMS_TECH_* 在 RUNTIME_EXTRA 与 _RANGES")
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def test_params_registered():
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for k in ("PMS_TECH_ENABLED", "PMS_TECH_API_BASE", "PMS_TECH_API_PATH", "PMS_TECH_TIMEOUT",
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"PMS_TECH_KEEP_DAYS", "PMS_TECH_STALE_TDAYS", "PMS_TECH_SQUEEZE_LOOKBACK",
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"PMS_TECH_OPEN_BW_GROWTH", "PMS_TECH_CHOPPY_FLIPS", "PMS_TECH_FLIP_FRESH_DAYS",
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"PMS_TECH_STATE_MAP"):
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assert k in param_store.RUNTIME_EXTRA, k
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for k in ("PMS_TECH_TIMEOUT", "PMS_TECH_KEEP_DAYS", "PMS_TECH_STALE_TDAYS",
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"PMS_TECH_SQUEEZE_LOOKBACK", "PMS_TECH_OPEN_BW_GROWTH", "PMS_TECH_CHOPPY_FLIPS",
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"PMS_TECH_FLIP_FRESH_DAYS"):
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assert k in param_store._RANGES, k
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@case("E _tdays_elapsed: 昨→今 1 个交易日, 同日 0")
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def test_tdays():
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assert ts._tdays_elapsed(20260910, 20260911) == 1
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assert ts._tdays_elapsed(20260911, 20260911) == 0
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# ================================================================ F 落表
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@case("F pull: 接口状态非 OK 整轮不落表")
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def test_pull_no_ok():
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P = {"enabled": True, "base": "x", "path": "/y", "timeout": 5, "keep_days": 40,
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"stale_tdays": 2, "rules": dict(tr.DEFAULTS)}
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called = {"upsert": 0}
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with _Patch() as p:
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p(ts, "_params", lambda: P)
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p(ts.tech_repo, "upsert_daily",
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lambda rows: (called.__setitem__("upsert", called["upsert"] + 1), len(rows))[1])
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out = ts.pull(fetch=lambda url, params, timeout: {"status": "ERR", "items": []})
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assert not out["ok"] and called["upsert"] == 0, "状态非 OK 绝不落表"
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@case("F pull: 正常落表并推进日期")
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def test_pull_ok():
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P = {"enabled": True, "base": "x", "path": "/y", "timeout": 5, "keep_days": 40,
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"stale_tdays": 2, "rules": dict(tr.DEFAULTS)}
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got = {"rows": None}
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def good(url, params, timeout):
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if params["offset"] == 0:
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return {"status": "OK", "data_date": 20260910, "matched": 1, "algo_version": "v1",
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"items": [{"stock_code": "SH600000", "boll": {"squeeze": False, "pos": 0.6},
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"bbiboll": {"state": "多头区"},
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"sar": {"side": "多", "value": 9.1, "flip_days": 8},
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"reanchored": True, "quality": "OK"}]}
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return {"status": "OK", "data_date": 20260910, "matched": 1, "items": []}
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with _Patch() as p:
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p(ts, "_params", lambda: P)
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p(ts.tech_repo, "upsert_daily", lambda rows: (got.__setitem__("rows", rows), len(rows))[1])
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p(ts.tech_repo, "prune", lambda before: 0)
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out = ts.pull(fetch=good)
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assert out["ok"] and out["data_date"] == 20260910 and out["rows"] == 1
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assert got["rows"][0]["ts_code"] == "600000.SH"
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@case("F upsert SQL: ON DUPLICATE 子句用 VALUES() 不带绑定参数（pymysql 批量陷阱, 2026-09-11 真机抓到）")
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def test_upsert_odku_no_bind():
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import inspect
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from app.repo import tech_repo
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src = inspect.getsource(tech_repo.upsert_daily)
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assert "= VALUES(" in src, "ON DUPLICATE 子句要用 VALUES(列) 引用插入值"
|
||
assert 'f"{c} = :{c}"' not in src, "UPDATE 子句不该再用 :col 绑定参数（pymysql executemany 多行合并会把它错位展开）"
|
||
|
||
|
||
def main():
|
||
ok = 0
|
||
for name, fn in RESULTS:
|
||
try:
|
||
fn()
|
||
ok += 1
|
||
print(" ok " + name)
|
||
except Exception:
|
||
print(" FAIL " + name)
|
||
traceback.print_exc()
|
||
print("-" * 60)
|
||
if ok == len(RESULTS):
|
||
print("ALL PASS (%d cases)" % ok)
|
||
return 0
|
||
print("FAILED %d/%d" % (len(RESULTS) - ok, len(RESULTS)))
|
||
return 1
|
||
|
||
|
||
if __name__ == "__main__":
|
||
sys.exit(main())
|