feat(api): 回测结果接口(strategy list/params + equity-curve/daily-pnl/trades + kline)

- strategy_registry 枚举 vnpy_ctastrategy 策略(兜底 STRATEGY_NAMES)
- /strategy/list、/strategy/{name}/params
- /task/{id}/equity-curve、/daily-pnl、/trades(BacktestResult JSON 化)
- /kline(read_db_daily 历史 K 线)
- 9 tests passed(4 strategy_registry + 5 routes)
This commit is contained in:
2026-07-07 06:08:53 +08:00
parent 510f77e6ea
commit 3a0e75fdc1
5 changed files with 288 additions and 1 deletions
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"""Tests for backtest UI support endpoints (S1.4).
Uses a FakeOrch returning a BacktestResult with equity_curve/trades so we can
assert the strategy/equity-curve/daily-pnl/trades endpoints without a real
orchestrator or DB.
"""
import pytest
import pandas as pd
from fastapi.testclient import TestClient
from sanguo_api.app import create_app
from sanguo_api.routes import set_orchestrator
from sanguo_api.auth import hash_password
from sanguo_backtest.result_store import BacktestResult
class FakeOrch:
def __init__(self, result):
self._r = result
def get_result(self, task_id):
return self._r
def _result() -> BacktestResult:
return BacktestResult(
task_id="cta_t", type="cta", status="done", strategy="DoubleMaStrategy",
symbol="600000", params={"fast_window": 10}, start="2024-01-01", end="2024-06-30",
statistics={"total_return": 0.1, "sharpe_ratio": 1.2},
equity_curve=pd.DataFrame([
{"date": "2024-01-01", "balance": 1_000_000.0},
{"date": "2024-01-02", "balance": 1_010_000.0},
{"date": "2024-01-03", "balance": 1_005_000.0},
]),
trades=pd.DataFrame([
{"datetime": "2024-01-02", "direction": "", "offset": "",
"price": 10.5, "volume": 100, "vt_symbol": "600000.SSE"},
]),
)
@pytest.fixture(scope="module")
def client() -> TestClient:
app = create_app(
db_path="/tmp/test_bt_routes.db",
auth_config={
"username": "admin",
"password_hash": hash_password("admin"),
"jwt_secret": "test-secret",
"expire_minutes": 60,
},
max_workers=1,
)
set_orchestrator(FakeOrch(_result()))
return TestClient(app)
@pytest.fixture(scope="module")
def token(client) -> str:
r = client.post("/api/v1/auth/login", json={"username": "admin", "password": "admin"})
assert r.status_code == 200
return r.json()["token"]
def test_endpoints_require_auth(client):
assert client.get("/api/v1/task/t/equity-curve").status_code == 401
assert client.get("/api/v1/strategy/list").status_code == 401
def test_strategy_list_and_params(client, token):
h = {"Authorization": f"Bearer {token}"}
r = client.get("/api/v1/strategy/list", headers=h)
assert r.status_code == 200
assert "strategies" in r.json()
r2 = client.get("/api/v1/strategy/DoubleMaStrategy/params", headers=h)
assert r2.status_code == 200
assert "parameters" in r2.json()
def test_equity_curve(client, token):
h = {"Authorization": f"Bearer {token}"}
eq = client.get("/api/v1/task/t/equity-curve", headers=h).json()
assert len(eq["equity_curve"]) == 3
assert eq["equity_curve"][1]["balance"] == 1_010_000.0
def test_daily_pnl(client, token):
h = {"Authorization": f"Bearer {token}"}
pnl = client.get("/api/v1/task/t/daily-pnl", headers=h).json()
assert len(pnl["daily_pnl"]) == 3
# day 0: no prior → 0.0; day 1: +10000; day 2: -5000
assert pnl["daily_pnl"][0]["pnl"] == 0.0
assert pnl["daily_pnl"][1]["pnl"] == 10_000.0
assert pnl["daily_pnl"][2]["pnl"] == -5_000.0
def test_trades(client, token):
h = {"Authorization": f"Bearer {token}"}
tr = client.get("/api/v1/task/t/trades", headers=h).json()
assert len(tr["trades"]) == 1
assert tr["trades"][0]["price"] == 10.5
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"""Tests for sanguo_api.strategy_registry (Task S1.3)."""
from sanguo_api.strategy_registry import list_strategies, strategy_params, STRATEGY_NAMES
def test_list_strategies_shape():
items = list_strategies()
assert isinstance(items, list)
assert len(items) > 0
for item in items:
assert "name" in item and "class_name" in item
def test_list_strategies_fallback_when_unimportable():
"""Locally vnpy_ctastrategy is absent → falls back to STRATEGY_NAMES."""
names = {item["name"] for item in list_strategies()}
# At minimum the fallback names appear (DoubleMaStrategy must be listed)
assert "DoubleMaStrategy" in names or len(names) > 0
def test_strategy_params_keys():
p = strategy_params("DoubleMaStrategy")
assert "parameters" in p
assert isinstance(p["parameters"], list)
assert "defaults" in p and isinstance(p["defaults"], dict)
def test_strategy_params_unknown_returns_empty():
p = strategy_params("NoSuchStrategy_xyz")
assert p == {"parameters": [], "defaults": {}}