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)
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"""Tests for backtest UI support endpoints (S1.4).
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Uses a FakeOrch returning a BacktestResult with equity_curve/trades so we can
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assert the strategy/equity-curve/daily-pnl/trades endpoints without a real
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orchestrator or DB.
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"""
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import pytest
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import pandas as pd
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from fastapi.testclient import TestClient
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from sanguo_api.app import create_app
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from sanguo_api.routes import set_orchestrator
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from sanguo_api.auth import hash_password
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from sanguo_backtest.result_store import BacktestResult
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class FakeOrch:
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def __init__(self, result):
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self._r = result
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def get_result(self, task_id):
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return self._r
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def _result() -> BacktestResult:
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return BacktestResult(
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task_id="cta_t", type="cta", status="done", strategy="DoubleMaStrategy",
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symbol="600000", params={"fast_window": 10}, start="2024-01-01", end="2024-06-30",
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statistics={"total_return": 0.1, "sharpe_ratio": 1.2},
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equity_curve=pd.DataFrame([
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{"date": "2024-01-01", "balance": 1_000_000.0},
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{"date": "2024-01-02", "balance": 1_010_000.0},
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{"date": "2024-01-03", "balance": 1_005_000.0},
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]),
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trades=pd.DataFrame([
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{"datetime": "2024-01-02", "direction": "多", "offset": "开",
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"price": 10.5, "volume": 100, "vt_symbol": "600000.SSE"},
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]),
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)
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@pytest.fixture(scope="module")
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def client() -> TestClient:
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app = create_app(
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db_path="/tmp/test_bt_routes.db",
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auth_config={
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"username": "admin",
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"password_hash": hash_password("admin"),
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"jwt_secret": "test-secret",
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"expire_minutes": 60,
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},
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max_workers=1,
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)
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set_orchestrator(FakeOrch(_result()))
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return TestClient(app)
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@pytest.fixture(scope="module")
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def token(client) -> str:
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r = client.post("/api/v1/auth/login", json={"username": "admin", "password": "admin"})
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assert r.status_code == 200
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return r.json()["token"]
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def test_endpoints_require_auth(client):
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assert client.get("/api/v1/task/t/equity-curve").status_code == 401
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assert client.get("/api/v1/strategy/list").status_code == 401
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def test_strategy_list_and_params(client, token):
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h = {"Authorization": f"Bearer {token}"}
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r = client.get("/api/v1/strategy/list", headers=h)
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assert r.status_code == 200
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assert "strategies" in r.json()
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r2 = client.get("/api/v1/strategy/DoubleMaStrategy/params", headers=h)
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assert r2.status_code == 200
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assert "parameters" in r2.json()
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def test_equity_curve(client, token):
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h = {"Authorization": f"Bearer {token}"}
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eq = client.get("/api/v1/task/t/equity-curve", headers=h).json()
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assert len(eq["equity_curve"]) == 3
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assert eq["equity_curve"][1]["balance"] == 1_010_000.0
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def test_daily_pnl(client, token):
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h = {"Authorization": f"Bearer {token}"}
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pnl = client.get("/api/v1/task/t/daily-pnl", headers=h).json()
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assert len(pnl["daily_pnl"]) == 3
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# day 0: no prior → 0.0; day 1: +10000; day 2: -5000
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assert pnl["daily_pnl"][0]["pnl"] == 0.0
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assert pnl["daily_pnl"][1]["pnl"] == 10_000.0
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assert pnl["daily_pnl"][2]["pnl"] == -5_000.0
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def test_trades(client, token):
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h = {"Authorization": f"Bearer {token}"}
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tr = client.get("/api/v1/task/t/trades", headers=h).json()
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assert len(tr["trades"]) == 1
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assert tr["trades"][0]["price"] == 10.5
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@@ -0,0 +1,29 @@
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"""Tests for sanguo_api.strategy_registry (Task S1.3)."""
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from sanguo_api.strategy_registry import list_strategies, strategy_params, STRATEGY_NAMES
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def test_list_strategies_shape():
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items = list_strategies()
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assert isinstance(items, list)
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assert len(items) > 0
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for item in items:
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assert "name" in item and "class_name" in item
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def test_list_strategies_fallback_when_unimportable():
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"""Locally vnpy_ctastrategy is absent → falls back to STRATEGY_NAMES."""
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names = {item["name"] for item in list_strategies()}
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# At minimum the fallback names appear (DoubleMaStrategy must be listed)
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assert "DoubleMaStrategy" in names or len(names) > 0
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def test_strategy_params_keys():
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p = strategy_params("DoubleMaStrategy")
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assert "parameters" in p
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assert isinstance(p["parameters"], list)
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assert "defaults" in p and isinstance(p["defaults"], dict)
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def test_strategy_params_unknown_returns_empty():
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p = strategy_params("NoSuchStrategy_xyz")
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assert p == {"parameters": [], "defaults": {}}
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