feat(polish): 因子报告 IC 提取 + periods 提参 + 缓存上限 + 代码整洁
- analyzer.py: 提取 IC 值到 ic_summary (mean/std/icir/t_stat),periods 提参 (默认 1,5,10) - alpha_lab.py: _loaded_bars 缓存 LRU 上限 (_MAX_CACHED_SYMBOLS=50) - runner.py: 统一阶段文案 (参数优化中/因子分析中),worker 类型标注,_wait_future 文档 - pool.py: submit_work 添加 task_id debug 日志 Co-Authored-By: Claude <noreply@anthropic.com>
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@@ -38,7 +38,13 @@ def test_load_symbols_calls_read_db_daily():
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def test_compute_factors_calls_prepare_and_fetch(tmp_path):
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"""Test compute_factors calls AlphaDataset methods correctly."""
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"""Test compute_factors calls AlphaDataset methods correctly.
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Requires polars - runs in container, skips locally.
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"""
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import pytest
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pytest.importorskip("polars")
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from pathlib import Path
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from datetime import datetime
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from unittest.mock import MagicMock
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@@ -124,3 +130,87 @@ def test_compute_factors_calls_prepare_and_fetch(tmp_path):
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# Verify return value is a DataFrame
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assert isinstance(df, pl.DataFrame)
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def test_loaded_bars_cache_eviction(tmp_path):
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"""Test that _loaded_bars cache evicts oldest entries when exceeding cap."""
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from datetime import datetime
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from unittest.mock import MagicMock
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from sanguo_factor.alpha_lab import AlphaLabSession, _MAX_CACHED_SYMBOLS
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from collections import OrderedDict
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# Create mock bar data
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def create_mock_bar(symbol: str):
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mock_bar = MagicMock()
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mock_bar.vt_symbol = symbol
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mock_bar.datetime = datetime(2024, 1, 1)
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mock_bar.open_price = 1.0
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mock_bar.high_price = 1.0
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mock_bar.low_price = 1.0
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mock_bar.close_price = 1.0
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mock_bar.volume = 1
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mock_bar.turnover = 0
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mock_bar.open_interest = 0
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return [mock_bar]
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# Create a mock session and manually test cache eviction logic
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lab_path = str(tmp_path / "alpha_lab")
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# Manually initialize the session to avoid vnpy.alpha import
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import sanguo_factor.alpha_lab as alpha_lab_module
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original_init = AlphaLabSession.__init__
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def mock_init(self, lab_path):
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self.lab_path = lab_path
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self._loaded_symbols = []
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self._loaded_bars = OrderedDict()
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# Temporarily replace __init__ and test the cache logic
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AlphaLabSession.__init__ = mock_init
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try:
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session = AlphaLabSession(lab_path=lab_path)
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# Directly simulate the cache eviction logic from load_symbols
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symbols_to_load = [f"60000{i}.SSE" for i in range(_MAX_CACHED_SYMBOLS + 10)]
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for i, symbol in enumerate(symbols_to_load):
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# Simulate adding symbol to cache (from load_symbols logic)
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bars = create_mock_bar(symbol)
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# Add symbol to _loaded_symbols
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if symbol not in session._loaded_symbols:
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session._loaded_symbols.append(symbol)
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# Add or update symbol in cache (LRU logic)
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if symbol in session._loaded_bars:
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del session._loaded_bars[symbol]
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session._loaded_bars[symbol] = bars
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# Enforce cache cap - evict oldest symbol if exceeded
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while len(session._loaded_bars) > _MAX_CACHED_SYMBOLS:
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oldest_symbol = next(iter(session._loaded_bars))
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del session._loaded_bars[oldest_symbol]
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if oldest_symbol in session._loaded_symbols:
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session._loaded_symbols.remove(oldest_symbol)
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# Check that cache size never exceeds cap
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assert len(session._loaded_bars) <= _MAX_CACHED_SYMBOLS, \
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f"Cache exceeded cap at iteration {i}: {len(session._loaded_bars)} > {_MAX_CACHED_SYMBOLS}"
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# Final check: cache should be exactly at cap
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assert len(session._loaded_bars) == _MAX_CACHED_SYMBOLS
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# Verify that the oldest symbols were evicted (first loaded symbols should be gone)
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oldest_symbols = symbols_to_load[:10] # First 10 symbols should be evicted
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for symbol in oldest_symbols:
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assert symbol not in session._loaded_bars, f"Oldest symbol {symbol} should have been evicted"
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# Verify that the newest symbols are still in cache
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newest_symbols = symbols_to_load[-10:] # Last 10 symbols should be present
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for symbol in newest_symbols:
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assert symbol in session._loaded_bars, f"Newest symbol {symbol} should be in cache"
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finally:
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# Restore original __init__
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AlphaLabSession.__init__ = original_init
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