feat(portfolio): LocalUnifiedProvider fundamentals baostock估值+akshare市值(Task3)

2026-07-23 08:11:35 +08:00
parent b46a0c26c8
commit 011c9d4ddb
2 changed files with 232 additions and 0 deletions
@@ -340,3 +340,135 @@ class TestGetIndexStocks:
        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
        stocks = p.get_index_stocks("000300", "2020-01-01")
        assert len(stocks) == 3
+
+
+# ======================== Task 3: get_fundamentals_df fixture ========================
+def _make_fundamentals_fixture(tmp_path):
+    """造 valuation_baostock + static/valuation + static/income + static/balance 样本。"""
+    # 1. valuation_baostock/2024.parquet(baostock 权威: pe/pb/ps/pcf)
+    vdir = tmp_path / "valuation_baostock"
+    vdir.mkdir()
+    pd.DataFrame({
+        "symbol": ["600519"],
+        "exchange": ["SH"],
+        "date": ["2024-09-30"],
+        "peTTM": [25.0],
+        "psTTM": [15.0],
+        "pcfNcfTTM": [20.0],
+        "pbMRQ": [7.5],
+        "turn": [0.1],
+        "pctChg": [1.0],
+        "isST": [0],
+    }).to_parquet(vdir / "2024.parquet")
+
+    # 2. static/valuation akshare(市值/股本)
+    sdir = tmp_path / "static" / "valuation"
+    sdir.mkdir(parents=True)
+    pd.DataFrame({
+        "数据日期": ["2024-09-30"],
+        "总市值": [2e12],
+        "流通市值": [1.5e12],
+        "总股本": [1.256e9],
+        "PE(TTM)": [25.0],
+        "市净率": [7.5],
+    }).to_parquet(sdir / "600519.SH_valuation.parquet")
+
+    # 3. static/income akshare(eps + yoy + net_profit)
+    idir = tmp_path / "static" / "income"
+    idir.mkdir(parents=True)
+    pd.DataFrame({
+        "SECUCODE": ["600519.SH"],
+        "REPORT_DATE": ["2024-09-30"],
+        "REPORT_TYPE": ["Q3"],
+        "BASIC_EPS": [41.0],
+        "OPERATE_INCOME": [3.7e10],
+        "PARENT_NETPROFIT": [9.5e9],
+        "OPERATE_INCOME_YOY": [15.0],
+        "OPERATE_PROFIT_YOY": [14.0],
+    }).to_parquet(idir / "600519.SH_income.parquet")
+
+    # 4. static/balance akshare(资产/负债/权益)
+    bdir = tmp_path / "static" / "balance"
+    bdir.mkdir(parents=True)
+    pd.DataFrame({
+        "SECUCODE": ["600519.SH"],
+        "REPORT_DATE": ["2024-09-30"],
+        "REPORT_TYPE": ["Q3"],
+        "TOTAL_ASSETS": [2.5e11],
+        "TOTAL_LIABILITIES": [5.4e10],
+        "TOTAL_PARENT_EQUITY": [2.2e11],
+        "SURPLUS_RESERVE": [8e10],
+        "UNASSIGN_RPOFIT": [7e10],
+    }).to_parquet(bdir / "600519.SH_balance.parquet")
+
+    db = tmp_path / "t.db"
+    c = sqlite3.connect(str(db))
+    c.execute("CREATE TABLE dbbardata(symbol TEXT, exchange TEXT, datetime TEXT, interval TEXT)")
+    c.execute("INSERT INTO dbbardata VALUES('600519','SSE','2024-09-30 00:00:00','d')")
+    c.commit()
+    c.close()
+    return db
+
+
+# ======================== Task 3: get_fundamentals_df ========================
+class TestGetFundamentals:
+    def test_pe_pb_from_baostock(self, tmp_path):
+        db = _make_fundamentals_fixture(tmp_path)
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_fundamentals_df(["600519.XSHG"], date="2024-09-30")
+        assert not df.empty
+        # baostock 权威: peTTM=25 / pbMRQ=7.5
+        assert abs(df.loc["600519.XSHG", "pe_ratio"] - 25.0) < 1e-6
+        assert abs(df.loc["600519.XSHG", "pb_ratio"] - 7.5) < 1e-6
+        assert abs(df.loc["600519.XSHG", "ps_ratio"] - 15.0) < 1e-6
+        assert abs(df.loc["600519.XSHG", "pcf_ratio"] - 20.0) < 1e-6
+
+    def test_market_cap_from_akshare(self, tmp_path):
+        # baostock valuation 无市值列 → 从 static/valuation akshare 补
+        db = _make_fundamentals_fixture(tmp_path)
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_fundamentals_df(["600519.XSHG"], date="2024-09-30")
+        # 2e12 元 → 2e4 亿
+        assert abs(df.loc["600519.XSHG", "market_cap"] - 2e4) < 1
+        # 1.5e12 元 → 1.5e4 亿
+        assert abs(df.loc["600519.XSHG", "circulating_market_cap"] - 1.5e4) < 1
+
+    def test_three_tables_delegated(self, tmp_path):
+        # 三表(income/balance)从 static akshare 读(委托 LocalParquetProvider)
+        db = _make_fundamentals_fixture(tmp_path)
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_fundamentals_df(["600519.XSHG"], date="2024-09-30")
+        row = df.loc["600519.XSHG"]
+        # eps 来自 income.BASIC_EPS
+        assert abs(row["eps"] - 41.0) < 1e-6
+        # 总负债 5.4e10 元 → 540 亿
+        assert abs(row["total_liability"] - 540.0) < 1
+        # 归母权益 2.2e11 元 → 2200 亿
+        assert abs(row["total_sheet_owner_equities"] - 2200.0) < 1
+        # 留存收益 = 盈余公积 8e10 + 未分配利润 7e10 = 1.5e11 元 → 1500 亿
+        assert abs(row["retained_profit"] - 1500.0) < 1
+        # OPERATE_INCOME_YOY 15.0% → 0.15
+        assert abs(row["inc_revenue_year_on_year"] - 0.15) < 1e-6
+
+    def test_required_columns_present(self, tmp_path):
+        db = _make_fundamentals_fixture(tmp_path)
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_fundamentals_df(["600519.XSHG"], date="2024-09-30")
+        # _FUNDAMENTAL_COLUMNS(对齐策略 all_weather)
+        expected = [
+            "code", "market_cap", "circulating_market_cap",
+            "pe_ratio", "pb_ratio", "ps_ratio", "pcf_ratio",
+            "roe", "roa", "eps", "gross_profit_margin", "net_profit_margin",
+            "inc_revenue_year_on_year", "inc_operation_profit_year_on_year",
+            "inc_total_revenue_year_on_year",
+            "total_liability", "total_sheet_owner_equities", "retained_profit",
+            "roic",
+        ]
+        for col in expected:
+            assert col in df.columns, f"missing col: {col}"
+
+    def test_empty_stocks_returns_empty(self, tmp_path):
+        db = _make_fundamentals_fixture(tmp_path)
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_fundamentals_df([], date="2024-09-30")
+        assert df.empty