fix(provider): SanguoMiniQmtProvider四缺口根治——实盘/影子momentum/small_cap共4账户8-18/8-19空转两日——①get_closes_panel(+_ex)委托本地dbbardata(与回测LocalUnifiedProvider同源同口径;base与xtdata SDK均无此方法,bullet_trade回退链终断AttributeError,momentum牛熊/small_cap动量瘫)②get_fundamentals_df补fields契约(keep=code+请求列,对齐unified;原small_cap fields=[market_cap,eps]直接TypeError)+_ex别名③get_constituent_ex(+get_index_stocks覆盖)委托constituent_unified并集(历史日期口径,治前视;表缺指数WARNING回退base最新成份,宁可降级不空转=本次事故教训)④config的db_path/data_dir透传统一provider,VPS缺省走生产库;+10测试(复刻VPS AttributeError实锤+回退路径);962绿;VPS实库冒烟panel新鲜到08-18/000985=5128只(前后端session巡检实锤清单全闭环) [vps]

2026-08-19 10:59:48 +08:00
parent e522cab9a4
commit 78d35baae5
2 changed files with 218 additions and 3 deletions
@@ -141,3 +141,134 @@ class TestSetDataProviderInjection:
        active = get_data_provider()
        assert active is provider
        assert active.name == "sanguo_miniqmt"
+
+
+# ======================== 本地库委托(2026-08-19 生产缺口修复) ========================
+# VPS 实盘/影子 8-18/8-19 连续两天空转根因:SanguoMiniQmtProvider 缺
+# get_closes_panel/get_constituent_ex + get_fundamentals_df 不认 fields +
+# get_index_stocks 忽略历史日期(前后端 session 巡检实锤,见 memory
+# data-session-todo-miniqmt-provider-gaps)。修法:内部持有 LocalUnifiedProvider
+# 读本地 dbbardata/constituent_unified(与回测同口径)。
+def _make_delegate_db(tmp_path) -> str:
+    """dbbardata + constituent_unified 小样本库(委托 LocalUnifiedProvider 用)。"""
+    import sqlite3
+
+    db = tmp_path / "delegate.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)"
+    )
+    for i, dt in enumerate(["2024-06-18 00:00:00", "2024-06-19 00:00:00",
+                            "2024-06-20 00:00:00"]):
+        c.execute(
+            "INSERT INTO dbbardata VALUES(?,?,?,?,?,?,?,?,?,?,?)",
+            ("600519", "SSE", dt, "d", 1000.0, 1e6, 0,
+             1000.0 + i, 1005.0 + i, 995.0 + i, 1000.0 + i),
+        )
+    c.execute(
+        "CREATE TABLE constituent_unified(index_code TEXT, code TEXT, "
+        "code_name TEXT, source TEXT, in_current INT, was_removed INT)"
+    )
+    c.executemany(
+        "INSERT INTO constituent_unified VALUES(?,?,?,?,?,?)",
+        [
+            ("000985", "600519", "贵州茅台", "csindex", 1, 0),
+            ("000985", "000858", "五粮液", "csindex", 0, 1),  # 被踢也在并集
+        ],
+    )
+    c.commit()
+    c.close()
+    return str(db)
+
+
+@pytest.fixture
+def delegate_provider(mock_xtquant, tmp_path):
+    """配好本地库路径的 SanguoMiniQmtProvider(db_path/data_dir 透传统一 provider)。"""
+    db = _make_delegate_db(tmp_path)
+    return SanguoMiniQmtProvider({
+        "db_path": db, "data_dir": str(tmp_path), "auto_download": False,
+    })
+
+
+class TestGetClosesPanelDelegation:
+    """get_closes_panel/get_closes_panel_ex 委托本地 dbbardata(同回测口径)。"""
+
+    def test_returns_wide_table_from_local_db(self, delegate_provider):
+        panel = delegate_provider.get_closes_panel(
+            ["600519.XSHG"], "2024-06-18", "2024-06-20", fq="raw",
+        )
+        assert isinstance(panel, pd.DataFrame)
+        assert list(panel.columns) == ["600519.XSHG"]
+        assert len(panel) == 3
+        assert abs(panel["600519.XSHG"].iloc[0] - 1000.0) < 1e-6
+        assert abs(panel["600519.XSHG"].iloc[-1] - 1002.0) < 1e-6
+
+    def test_ex_alias_returns_same_result(self, delegate_provider):
+        old = delegate_provider.get_closes_panel(
+            ["600519.XSHG"], "2024-06-18", "2024-06-20", fq="raw",
+        )
+        ex = delegate_provider.get_closes_panel_ex(
+            ["600519.XSHG"], "2024-06-18", "2024-06-20", fq="raw",
+        )
+        pd.testing.assert_frame_equal(old, ex)
+
+    def test_missing_symbol_returns_nan_column(self, delegate_provider):
+        panel = delegate_provider.get_closes_panel(
+            ["600519.XSHG", "999999.XSHG"], "2024-06-18", "2024-06-20",
+        )
+        assert list(panel.columns) == ["600519.XSHG", "999999.XSHG"]
+        assert panel["999999.XSHG"].isna().all()
+
+    def test_pure_digit_codes_accepted(self, delegate_provider):
+        panel = delegate_provider.get_closes_panel(
+            ["600519"], "2024-06-18", "2024-06-20",
+        )
+        assert abs(panel["600519"].iloc[-1] - 1002.0) < 1e-6
+
+
+class TestGetIndexStocksDelegation:
+    """get_index_stocks/get_constituent_ex 委托 constituent_unified(支持历史日期口径)。"""
+
+    def test_reads_constituent_unified_union(self, delegate_provider):
+        stocks = delegate_provider.get_index_stocks("000985.XSHG", "2024-06-19")
+        # 并集语义:在册 + 被踢(was_removed)都返回
+        assert set(stocks) == {"600519.XSHG", "000858.XSHE"}
+
+    def test_constituent_ex_delegates_same(self, delegate_provider):
+        old = delegate_provider.get_index_stocks("000985.XSHG", "2024-06-19")
+        ex = delegate_provider.get_constituent_ex("000985.XSHG", "2024-06-19")
+        assert old == ex
+
+    def test_unknown_index_falls_back_to_xt_latest(self, delegate_provider, mock_xtquant, caplog):
+        """表里没有的指数 → WARNING + 回退 miniQMT 最新成分(宁可降级不空转)。"""
+        mock_xtquant["xtdata"].get_index_weight.return_value = {"600519.SH": 0.5}
+        with caplog.at_level("WARNING", logger="sanguo_portfolio.providers.sanguo_fundamentals"):
+            stocks = delegate_provider.get_index_stocks("399303.XSHE", "2024-06-19")
+        assert stocks == ["600519.XSHG"]
+        assert any("回退" in r.message for r in caplog.records)
+
+
+class TestGetFundamentalsDfFields:
+    """get_fundamentals_df 加 fields 契约(对齐 unified:keep = code + 请求列)。"""
+
+    def test_fields_filters_columns(self, mock_xtquant):
+        provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False})
+        df = provider.get_fundamentals_df(
+            ["600519.XSHG"], date="2024-09-30", fields=["market_cap", "eps"],
+        )
+        assert list(df.columns) == ["code", "market_cap", "eps"]
+        assert 19000 < float(df.iloc[0]["market_cap"]) < 22000
+
+    def test_fields_none_keeps_all_columns(self, mock_xtquant):
+        provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False})
+        df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30")
+        assert "roe" in df.columns  # fields=None 全列(向后兼容)
+
+    def test_ex_alias_accepts_fields(self, mock_xtquant):
+        provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False})
+        df = provider.get_fundamentals_df_ex(
+            ["600519.XSHG"], date="2024-09-30", fields=["eps"],
+        )
+        assert list(df.columns) == ["code", "eps"]