test(data): 重写 read_index_daily 测试对齐 vnpy 实现(消 latent fail)
原 2 测试测"读 parquet"(旧实现),实现早已改读 vnpy DbBarData→一直 latent fail (KeyError→防崩溃后 RuntimeError)。套 test_datareader 的 vnpy mock 模式重写: 测 load_bar_data 返回 DataFrame + start/end 委托 vnpy 过滤。 注:read_index_daily 切 dbbardata 根治待定(000300 不在 dbbardata/000905 exchange 约定不匹配),见 memory read-index-daily-dbbardata-migration-pending。
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@@ -131,67 +131,55 @@ def test_download_index_clears_proxy(tmp_path):
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assert "https_proxy" not in os.environ
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def test_read_index_daily_reads_parquet(tmp_path):
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"""Test that read_index_daily reads index parquet files correctly."""
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# Import after implementation
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def test_read_index_daily_reads_from_vnpy_db(tmp_path):
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"""read_index_daily 经 vnpy get_database.load_bar_data 读指数日线,返回 DataFrame。
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注:read_index_daily 数据源是 vnpy DbBarData 表(非 parquet);D2 根治拟切 dbbardata,
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届时 mock 数据源随之更新。当前测 vnpy 路径(与 read_db_daily 同 mock 模式)。
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"""
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from types import SimpleNamespace
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from datetime import datetime
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from sanguo_data.datareader import read_index_daily
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# Create test parquet file with same structure as stock data
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year_dir = tmp_path / "2024"
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year_dir.mkdir()
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df = pd.DataFrame({
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"date": ["2024-01-02", "2024-01-03", "2024-01-04"],
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"open": [3495.0, 3505.0, 3515.0],
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"high": [3505.0, 3515.0, 3525.0],
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"low": [3490.0, 3500.0, 3510.0],
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"close": [3500.0, 3510.0, 3520.0],
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"volume": [100000, 120000, 110000],
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})
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df.to_parquet(year_dir / "sh000300_daily.parquet")
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cfg = DataConfig(
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data_paths={"daily_dir": str(tmp_path)},
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data_paths={"vnpy_db": str(tmp_path / "q.db")},
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data_sources={}, validation={}, performance={},
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)
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# vnpy load_bar_data 返回类 BarData 对象(有 datetime/open_price/... 属性)
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bars = [
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SimpleNamespace(datetime=datetime(2024, 1, 2), open_price=3495.0,
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high_price=3505.0, low_price=3490.0, close_price=3500.0, volume=100000),
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SimpleNamespace(datetime=datetime(2024, 1, 3), open_price=3505.0,
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high_price=3515.0, low_price=3500.0, close_price=3510.0, volume=120000),
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SimpleNamespace(datetime=datetime(2024, 1, 4), open_price=3515.0,
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high_price=3525.0, low_price=3510.0, close_price=3520.0, volume=110000),
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]
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mock_db = MagicMock()
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mock_db.load_bar_data.return_value = bars
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# read_index_daily 内 lazy import,patch 源模块属性(同 test_datareader)
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with patch("vnpy.trader.database.get_database", return_value=mock_db):
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result = read_index_daily("sh000300", date(2024, 1, 1), date(2024, 12, 31), cfg)
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# Read index daily data
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result = read_index_daily("sh000300", date(2024, 1, 1), date(2024, 12, 31), cfg)
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# Verify result
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assert len(result) == 3
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assert "close" in result.columns
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assert result["close"].iloc[0] == 3500.0
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def test_read_index_daily_handles_date_range(tmp_path):
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"""Test that read_index_daily filters by date range correctly."""
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# Import after implementation
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def test_read_index_daily_passes_date_range_to_vnpy(tmp_path):
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"""read_index_daily 把 start/end 传给 vnpy load_bar_data(日期过滤在 vnpy 层)。"""
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from datetime import datetime
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from sanguo_data.datareader import read_index_daily
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# Create test parquet file
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year_dir = tmp_path / "2024"
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year_dir.mkdir()
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df = pd.DataFrame({
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"date": ["2024-01-02", "2024-06-15", "2024-12-31"],
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"open": [3495.0, 3600.0, 3700.0],
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"high": [3505.0, 3610.0, 3710.0],
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"low": [3490.0, 3590.0, 3690.0],
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"close": [3500.0, 3605.0, 3705.0],
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"volume": [100000, 120000, 110000],
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})
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df.to_parquet(year_dir / "sh000300_daily.parquet")
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cfg = DataConfig(
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data_paths={"daily_dir": str(tmp_path)},
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data_paths={"vnpy_db": str(tmp_path / "q.db")},
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data_sources={}, validation={}, performance={},
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)
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mock_db = MagicMock()
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mock_db.load_bar_data.return_value = []
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with patch("vnpy.trader.database.get_database", return_value=mock_db):
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read_index_daily("sh000300", date(2024, 1, 1), date(2024, 6, 30), cfg)
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# Read with narrowed date range
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result = read_index_daily("sh000300", date(2024, 1, 1), date(2024, 6, 30), cfg)
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# Should only get first 2 rows
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assert len(result) == 2
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assert result["close"].iloc[0] == 3500.0
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assert result["close"].iloc[1] == 3605.0
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# start=date→combine 00:00:00; end=date→combine datetime.max.time()(23:59:59.999999)
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call = mock_db.load_bar_data.call_args
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assert call.kwargs["start"] == datetime(2024, 1, 1, 0, 0, 0)
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assert call.kwargs["end"] == datetime(2024, 6, 30, 23, 59, 59, 999999)
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