feat(portfolio): LocalUnifiedProvider get_price+前复权(Task1)

tests/portfolio/test_local_unified_provider.py

@@ -143,3 +143,140 @@ class TestBuildQfqFactor:
         assert len(f) == 2
         assert abs(f.iloc[0] - 1.0) < 1e-6
         assert abs(f.iloc[1] - 1.0) < 1e-6
+
+
+# ======================== Task 1: get_price fixture ========================
+@pytest.fixture
+def unified_provider(tmp_path):
+    """造小样本 sqlite fixture: dbbardata 日线 + bs_adjust_factor。"""
+    db = tmp_path / "quant_trading.db"
+    c = sqlite3.connect(str(db))
+    c.execute(
+        "CREATE TABLE dbbardata(symbol TEXT, exchange TEXT, datetime TEXT, "
+        "interval TEXT, volume REAL, turnover REAL, open_interest REAL, "
+        "open_price REAL, high_price REAL, low_price REAL, close_price REAL)"
+    )
+    # 600519: 除权日 2024-06-19 raw close 1000 → 900 跳水
+    rows = [
+        ("600519", "SSE", "2024-06-18 00:00:00", "d", 1000, 1e6, 0,
+         1000.0, 1010.0, 990.0, 1000.0),
+        ("600519", "SSE", "2024-06-19 00:00:00", "d", 1000, 1e6, 0,
+         900.0, 910.0, 890.0, 900.0),
+        ("600519", "SSE", "2024-06-20 00:00:00", "d", 1000, 1e6, 0,
+         910.0, 920.0, 900.0, 910.0),
+    ]
+    c.executemany("INSERT INTO dbbardata VALUES(?,?,?,?,?,?,?,?,?,?,?)", rows)
+    # 复权因子: 2024-06-19 起除权, factor=0.9
+    c.execute(
+        "CREATE TABLE bs_adjust_factor(code TEXT, dividOperateDate TEXT, "
+        "foreAdjustFactor REAL, backAdjustFactor REAL, adjustFactor REAL)"
+    )
+    c.execute(
+        "INSERT INTO bs_adjust_factor VALUES('sh.600519','2024-06-19',0.9,0,0)"
+    )
+    c.commit()
+    c.close()
+    return LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+
+
+# ======================== Task 1: get_price daily ========================
+class TestGetPrice:
+    def test_raw_keeps_original_prices(self, unified_provider):
+        # raw: 除权日 close=900 跳水(原值)
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            start_date="2024-06-18",
+            end_date="2024-06-20",
+            fq="raw",
+        )
+        assert len(df) == 3
+        assert abs(df.loc["2024-06-19", "close"] - 900.0) < 1e-6
+
+    def test_qfq_earlier_date_uses_earliest_factor(self, unified_provider):
+        # 2024-06-18 早于除权日 06-19 → factor=0.9 → 1000*0.9=900
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            start_date="2024-06-18",
+            end_date="2024-06-20",
+            fq="qfq",
+        )
+        assert abs(df.loc["2024-06-18", "close"] - 900.0) < 1e-6
+
+    def test_qfq_after_event_uses_event_factor(self, unified_provider):
+        # 2024-06-19/20 ≥ 除权日 → factor=0.9 → 900*0.9=810, 910*0.9=819
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            start_date="2024-06-19",
+            end_date="2024-06-20",
+            fq="qfq",
+        )
+        assert abs(df.loc["2024-06-19", "close"] - 810.0) < 1e-6
+        assert abs(df.loc["2024-06-20", "close"] - 819.0) < 1e-6
+
+    def test_panel_false_returns_long_table(self, unified_provider):
+        # panel=False → 长表含 time + code 列
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            end_date="2024-06-20",
+            count=2,
+            panel=False,
+            fields=["close"],
+        )
+        assert "code" in df.columns
+        assert "time" in df.columns
+        assert len(df) == 2
+        assert "600519.XSHG" in set(df["code"])
+
+    def test_fields_with_missing_column_fills_nan(self, unified_provider):
+        # high_limit 不在 dbbardata → NaN 降级(策略 prepare_stock_list 涨停识别降级)
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            end_date="2024-06-20",
+            count=1,
+            panel=False,
+            fields=["close", "high_limit"],
+        )
+        assert "high_limit" in df.columns
+        # high_limit NaN(不崩)
+        assert pd.isna(df.iloc[0]["high_limit"]) or df.iloc[0]["high_limit"] != df.iloc[0]["high_limit"]
+
+    def test_minute_frequency_returns_empty(self, unified_provider):
+        # 1m 频率无数据 → 返空 DataFrame
+        df = unified_provider.get_price(
+            "600519.XSHG",
+            end_date="2024-06-20",
+            frequency="1m",
+            count=1,
+            panel=False,
+        )
+        assert isinstance(df, pd.DataFrame)
+        assert df.empty
+
+    def test_multi_stocks_panel_false(self, tmp_path):
+        # 多股 panel=False → 长表含 code 列区分
+        db = tmp_path / "t.db"
+        c = sqlite3.connect(str(db))
+        c.execute(
+            "CREATE TABLE dbbardata(symbol TEXT, exchange TEXT, datetime TEXT, "
+            "interval TEXT, volume REAL, turnover REAL, open_interest REAL, "
+            "open_price REAL, high_price REAL, low_price REAL, close_price REAL)"
+        )
+        rows = [
+            ("600519", "SSE", "2024-06-19 00:00:00", "d", 1000, 1e6, 0,
+             900.0, 910.0, 890.0, 900.0),
+            ("000001", "SZSE", "2024-06-19 00:00:00", "d", 1000, 1e6, 0,
+             10.0, 10.5, 9.8, 10.2),
+        ]
+        c.executemany("INSERT INTO dbbardata VALUES(?,?,?,?,?,?,?,?,?,?,?)", rows)
+        c.commit()
+        c.close()
+        p = LocalUnifiedProvider({"db_path": str(db), "data_dir": str(tmp_path)})
+        df = p.get_price(
+            ["600519.XSHG", "000001.XSHE"],
+            end_date="2024-06-19",
+            count=1,
+            panel=False,
+            fields=["close"],
+        )
+        assert len(df) == 2
+        assert set(df["code"]) == {"600519.XSHG", "000001.XSHE"}