feat(data): read_parquet_15min + trader data_source(qfq/raw双源)

- datareader: +read_parquet_15min(sh/sz前缀+15min.parquet), get_database lazy(去tzlocal等依赖)
- data_source: iter_bars cross-section yield(date,{symbol:Bar}), raw首版fallback qfq+warning(spec§17)
- 本机 mock _read_fn 测调度逻辑, read_parquet_15min 容器冒烟 4 tests passed.
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2026-07-07 11:57:16 +08:00
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"""data_source 测试(mock _read_fn,不依赖 vnpy 链,spec §5/§3.3)。
read_parquet_15min 的真测试依赖 vnpy BarData + NAS parquet,本机无完整依赖,
在容器内冒烟(spec §17);本文件只测 iter_bars 调度逻辑。
"""
import logging
from datetime import datetime
from types import SimpleNamespace
import pytest
from sanguo_trader.data_source import iter_bars
def _mock_bar(sym: str, date_str: str, close: float):
return SimpleNamespace(
symbol=sym,
datetime=datetime.strptime(date_str, "%Y-%m-%d"),
close_price=close,
)
def test_iter_bars_cross_section_multi_symbol(monkeypatch):
def mock_read(sym, start, end, cfg):
return [_mock_bar(sym, "2024-01-02", 10.5 if sym == "600000" else 15.5)]
monkeypatch.setattr("sanguo_trader.data_source._read_fn", lambda iv: mock_read)
sections = list(iter_bars(["600000", "000001"], "2024-01-01", "2024-01-31", "d"))
assert len(sections) == 1
_date, d = sections[0]
assert "600000" in d and "000001" in d
assert d["600000"].close_price == 10.5
def test_iter_bars_raw_fallback_warning(monkeypatch, caplog):
monkeypatch.setattr(
"sanguo_trader.data_source._read_fn",
lambda iv: lambda s, st, e, c: [],
)
with caplog.at_level(logging.WARNING):
list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "d", adjust="raw"))
assert "raw" in caplog.text
def test_unsupported_interval_rejected():
with pytest.raises(ValueError):
# _read_fn 在生成器首次 next 时才执行,用 list 触发
list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "5m"))
def test_fetch_day_returns_last_bar(monkeypatch):
from sanguo_trader.data_source import fetch_day
monkeypatch.setattr(
"sanguo_trader.data_source._read_fn",
lambda iv: lambda s, st, e, c: [_mock_bar(s, "2024-01-02", 10.0),
_mock_bar(s, "2024-01-02", 10.5)],
)
bar = fetch_day("600000", "2024-01-02", "d")
assert bar.close_price == 10.5 # 取最后一个