"""SanguoMiniQmtProvider 单元测试(mock xtquant)。 bullet-trade 装了(0.2.0+),MiniQMTProvider 基类可继承。 xtquant 没 装,通过 mock_xtquant fixture 注入 sys.modules。 """ from __future__ import annotations import math from unittest.mock import MagicMock import pandas as pd import pytest from sanguo_portfolio import SanguoMiniQmtProvider pytestmark = pytest.mark.requires_bullet_trade class TestSanguoMiniQmtProviderInstantiation: def test_can_instantiate_with_mock_xtquant(self, mock_xtquant): # Arrange + Act provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) # Assert assert provider.name == "sanguo_miniqmt" # 应继承 MiniQMTProvider from bullet_trade.data.providers.miniqmt import MiniQMTProvider assert isinstance(provider, MiniQMTProvider) class TestGetFundamentalsDf: def test_returns_dataframe_with_required_columns(self, mock_xtquant): # Arrange provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) stocks = ["600519.XSHG", "601318.XSHG"] # Act df = provider.get_fundamentals_df(stocks, date="2024-09-30") # Assert assert isinstance(df, pd.DataFrame) assert len(df) == 2 # 核心列都在 for col in [ "code", "market_cap", "circulating_market_cap", "pe_ratio", "pb_ratio", "ps_ratio", "pcf_ratio", "roe", "roa", "eps", "total_liability", "total_sheet_owner_equities", "retained_profit", "roic", ]: assert col in df.columns, f"missing col: {col}" # index 是 jq-style code assert "600519.XSHG" in df.index def test_empty_stocks_returns_empty_df(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) df = provider.get_fundamentals_df([], date="2024-09-30") assert isinstance(df, pd.DataFrame) assert len(df) == 0 # 空表也要有列定义,方便上层 select assert "code" in df.columns def test_market_cap_in_yi_unit(self, mock_xtquant): """close × total_capital / 1e8 = 亿元。茅台 1600 × 12.56e8 / 1e8 = 20096 亿。""" provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") mc = float(df.iloc[0]["market_cap"]) # 茅台市值应在 20000 亿左右(允许 close 1600±10) assert 19000 < mc < 22000, f"market_cap 异常: {mc}" def test_pe_ratio_finite_for_profitable_stock(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") pe = float(df.iloc[0]["pe_ratio"]) assert math.isfinite(pe) assert pe > 0 def test_roic_computed(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") roic = float(df.iloc[0]["roic"]) # 茅台 mock 数据:oper=1.2e10, tax=25%, eqy=2.2e11, debt=0, cash=1.7e11 # NOPAT = 1.2e10 * 0.75 = 9e9 # IC = 2.2e11 + 0 - 1.7e11 = 5e10 # ROIC = 9e9 / 5e10 = 0.18 assert 0.05 < roic < 0.5, f"ROIC 异常: {roic}" def test_financial_data_failure_returns_empty_df(self, mock_xtquant): """xtdata.get_financial_data 抛异常时返空表(不崩)。""" mock_xtquant["xtdata"].get_financial_data.side_effect = Exception("QMT offline") provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") assert df.empty class TestFundamentalsMarketCapLocalization: """2026-08-24 P0: 市值改本地估值委托, 开盘不再依赖盘中 Capital 下载。 实锤: 开盘 Capital 下载常超时 → close×total_capital=NaN → 策略 sort_values 无操作保持代码序, 平安银行(≈3800亿)混进 small_cap 买入清单。修 = market_cap/ circulating_market_cap 优先本地 unified 估值 parquet(EOD, 亿元同单位, 全池 同一时点口径); 本地缺/异常静默回退 xt Capital 路径。""" @staticmethod def _local_unified(rows=None, side_effect=None): m = MagicMock() if side_effect is not None: m.get_fundamentals_df.side_effect = side_effect else: m.get_fundamentals_df.return_value = pd.DataFrame(rows or []) return m def test_local_market_cap_wins_over_capital_path(self, mock_xtquant): """本地有值 → 覆盖 close×Capital(全池同口径优先, 非「仅补 NaN」)。""" provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified([ {"code": "600519.XSHG", "market_cap": 3500.0, "circulating_market_cap": 3400.0}, ]) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") assert abs(float(df.iloc[0]["market_cap"]) - 3500.0) < 1e-6 assert abs(float(df.iloc[0]["circulating_market_cap"]) - 3400.0) < 1e-6 def test_local_fills_nan_when_capital_missing(self, mock_xtquant): """Capital 缺(盘中下载超时形态) → 本地补上, 不再 NaN。""" mock_xtquant["xtdata"].get_financial_data.return_value = {} # 无任何表 provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified([ {"code": "600519.XSHG", "market_cap": 21000.0, "circulating_market_cap": 21000.0}, ]) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") assert abs(float(df.iloc[0]["market_cap"]) - 21000.0) < 1e-6 def test_fallback_to_capital_when_local_empty(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified([]) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") mc = float(df.iloc[0]["market_cap"]) assert 19000 < mc < 22000 # close×Capital 原路径(≈20096 亿) def test_fallback_when_local_raises(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified(side_effect=RuntimeError("parquet io")) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") assert 19000 < float(df.iloc[0]["market_cap"]) < 22000 def test_local_nan_keeps_capital_value(self, mock_xtquant): """本地 NaN(新股未入估值表)不清掉可算值; 同行其它列正常覆盖。""" provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified([ {"code": "600519.XSHG", "market_cap": float("nan"), "circulating_market_cap": 999.0}, ]) df = provider.get_fundamentals_df(["600519.XSHG"], date="2024-09-30") assert 19000 < float(df.iloc[0]["market_cap"]) < 22000 # NaN 不覆盖 assert abs(float(df.iloc[0]["circulating_market_cap"]) - 999.0) < 1e-6 def test_none_date_passes_today_to_unified(self, mock_xtquant): """live date=None(9:30 选股) → 本地委托收到今天(EOD 估值取最新≤今天)。""" from datetime import datetime as _dt provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) provider._unified = self._local_unified([]) provider.get_fundamentals_df(["600519.XSHG"], date=None) kwargs = provider._unified.get_fundamentals_df.call_args.kwargs assert kwargs["date"] == _dt.now().strftime("%Y-%m-%d") assert kwargs["fields"] == ["market_cap", "circulating_market_cap"] class TestGetFundamentalsQueryDictMode: def test_dict_with_stocks_returns_dataframe(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) query = {"stocks": ["600519.XSHG", "601318.XSHG"], "date": "2024-09-30"} df = provider.get_fundamentals(query) assert len(df) == 2 def test_dict_with_filter_callable_applied(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) query = { "stocks": ["600519.XSHG", "601318.XSHG"], "date": "2024-09-30", "filter": lambda d: d["roe"] > 0.3, # 只保留茅台(归一后 roe=0.30) } df = provider.get_fundamentals(query) assert len(df) == 1 assert df.iloc[0]["code"] == "600519.XSHG" def test_dict_with_order_by_applied(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) query = { "stocks": ["600519.XSHG", "601318.XSHG"], "date": "2024-09-30", "order_by": [("market_cap", "desc")], } df = provider.get_fundamentals(query) assert df.iloc[0]["code"] == "600519.XSHG" # 茅台市值 > 平安 def test_dict_with_limit_applied(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) query = { "stocks": ["600519.XSHG", "601318.XSHG"], "date": "2024-09-30", "limit": 1, } df = provider.get_fundamentals(query) assert len(df) == 1 class TestSetDataProviderInjection: def test_set_data_provider_accepts_sanguo_provider(self, mock_xtquant): """set_data_provider 注入 SanguoMiniQmtProvider 实例。""" from bullet_trade.data.api import get_data_provider, set_data_provider provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) # Act set_data_provider(provider) # Assert 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 ], ) # 涨跌停/停牌样本(2026-08-22): 000858 06-18 close=10 → 06-19 close=11 # = 主板 +10% 涨停; 600000 06-19 volume=0 = 停牌日(baostock 停牌 bar 有行无量) for i, close in enumerate([10.0, 11.0]): c.execute( "INSERT INTO dbbardata VALUES(?,?,?,?,?,?,?,?,?,?,?)", ("000858", "SZSE", f"2024-06-1{8 + i} 00:00:00", "d", 2000.0, 1e6, 0, close, close + 0.2, close - 0.2, close), ) for dt, vol in [("2024-06-18 00:00:00", 5000.0), ("2024-06-19 00:00:00", 0.0)]: c.execute( "INSERT INTO dbbardata VALUES(?,?,?,?,?,?,?,?,?,?,?)", ("600000", "SSE", dt, "d", vol, vol * 1600.0, 0, 8.0, 8.05, 7.95, 8.0), ) 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"] # ======================== 涨跌停/停牌批量(2026-08-22,策略session巡检实锤) ======================== # SanguoMiniQmtProvider 缺 get_limit_status_batch → 实盘策略 _get_limit_status # getattr(...,None) 静默返 {} → filter_limitup/limitdown/paused 全走"无数据"分支 # = 实盘涨跌停/停牌过滤完全失效(涨停股照买/停牌股照挂单)。修法:历史日期委托 # unified(同回测口径) + 当日盘中单次批量 get_full_tick(线程超时)。 # ⚠️ 失败一律返"全清白 map"(每 code {False,False,False})而非 {}:filter_paused # 对 map 内缺失 code 是剔除语义,{} 会让它全剔除(空转事故形态)。 from datetime import datetime as _dt _CLEAR = {"is_limit_up": False, "is_limit_down": False, "is_paused": False} def _today() -> str: return _dt.now().strftime("%Y-%m-%d") class TestGetLimitStatusBatchHistorical: """历史日期(<今日,实盘主路径=策略传 previous_date)委托本地 dbbardata。""" def test_method_exists(self, mock_xtquant): provider = SanguoMiniQmtProvider({"mode": "backtest", "auto_download": False}) assert callable(getattr(provider, "get_limit_status_batch", None)) def test_normal_stock_all_false(self, delegate_provider): out = delegate_provider.get_limit_status_batch(["600519.XSHG"], "2024-06-19") assert out["600519.XSHG"] == dict(_CLEAR) def test_ten_pct_limit_up_detected(self, delegate_provider): # fixture: 000858 06-18 close=10.0 → 06-19 close=11.0 = 主板涨停 out = delegate_provider.get_limit_status_batch(["000858.XSHE"], "2024-06-19") assert out["000858.XSHE"]["is_limit_up"] is True assert out["000858.XSHE"]["is_paused"] is False def test_zero_volume_marks_paused(self, delegate_provider): # fixture: 600000 06-19 volume=0(停牌日 bar 存在) out = delegate_provider.get_limit_status_batch(["600000.XSHG"], "2024-06-19") assert out["600000.XSHG"]["is_paused"] is True def test_no_bar_returns_none_entry(self, delegate_provider): out = delegate_provider.get_limit_status_batch(["999999.XSHG"], "2024-06-19") assert out["999999.XSHG"] is None # unified 语义:无 bar=None(filter_paused 剔除) def test_delegation_failure_returns_all_clear(self, delegate_provider, monkeypatch, caplog): """unified 抛异常 → 全清白(不是 {}、不是 None):失败不产生误伤/空转。""" def _boom(codes, date): raise RuntimeError("db locked") monkeypatch.setattr( delegate_provider._unified, "get_limit_status_batch", _boom) with caplog.at_level( "WARNING", logger="sanguo_portfolio.providers.sanguo_fundamentals"): out = delegate_provider.get_limit_status_batch( ["600519.XSHG", "000858.XSHE"], "2024-06-19") assert out["600519.XSHG"]["is_paused"] is False assert out["000858.XSHE"]["is_limit_up"] is False assert any("全清白" in r.message for r in caplog.records) def test_empty_codes_returns_empty_dict(self, delegate_provider): assert delegate_provider.get_limit_status_batch([], "2024-06-19") == {} def test_historical_path_never_calls_full_tick(self, delegate_provider, mock_xtquant): delegate_provider.get_limit_status_batch(["600519.XSHG"], "2024-06-19") mock_xtquant["xtdata"].get_full_tick.assert_not_called() class TestGetLimitStatusBatchRealtime: """当日盘中(date=None 或=今日):单次批量 get_full_tick + lastClose 算涨跌停。""" def test_today_limit_up_from_tick(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.return_value = { "600519.SH": {"lastPrice": 11.0, "lastClose": 10.0, "volume": 12345}, } out = delegate_provider.get_limit_status_batch(["600519.XSHG"]) assert out["600519.XSHG"]["is_limit_up"] is True assert out["600519.XSHG"]["is_paused"] is False mock_xtquant["xtdata"].get_full_tick.assert_called_once() def test_today_date_string_routes_realtime(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.return_value = { "600519.SH": {"lastPrice": 10.5, "lastClose": 10.0, "volume": 100}, } out = delegate_provider.get_limit_status_batch(["600519.XSHG"], _today()) assert out["600519.XSHG"]["is_limit_up"] is False def test_chinext_uses_twenty_pct_band(self, delegate_provider, mock_xtquant): # 创业板 20%: last=11.0/prev=10.0 → 未到 12.0 上限 = 未涨停 # (若误用主板 10% 口径会误判涨停——本测试钉死板块感知) mock_xtquant["xtdata"].get_full_tick.return_value = { "300001.SZ": {"lastPrice": 11.0, "lastClose": 10.0, "volume": 100}, } out = delegate_provider.get_limit_status_batch(["300001.XSHE"]) assert out["300001.XSHE"]["is_limit_up"] is False def test_limit_down_from_tick(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.return_value = { "600519.SH": {"lastPrice": 9.0, "lastClose": 10.0, "volume": 100}, } out = delegate_provider.get_limit_status_batch(["600519.XSHG"]) assert out["600519.XSHG"]["is_limit_down"] is True def test_zero_volume_with_price_marks_paused(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.return_value = { "600519.SH": {"lastPrice": 10.0, "lastClose": 10.0, "volume": 0}, } out = delegate_provider.get_limit_status_batch(["600519.XSHG"]) assert out["600519.XSHG"]["is_paused"] is True def test_missing_tick_all_clear_not_none(self, delegate_provider, mock_xtquant): """tick 缺该 code → 全清白(绝不能 None:filter_paused 会剔除)。""" mock_xtquant["xtdata"].get_full_tick.return_value = {} out = delegate_provider.get_limit_status_batch(["600519.XSHG"]) assert out["600519.XSHG"] == dict(_CLEAR) def test_invalid_price_all_clear(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.return_value = { "600519.SH": {"lastPrice": 0.0, "lastClose": 10.0, "volume": 0}, } out = delegate_provider.get_limit_status_batch(["600519.XSHG"]) assert out["600519.XSHG"] == dict(_CLEAR) def test_tick_exception_returns_all_clear(self, delegate_provider, mock_xtquant): mock_xtquant["xtdata"].get_full_tick.side_effect = RuntimeError("qmt busy") out = delegate_provider.get_limit_status_batch(["600519.XSHG", "000858.XSHE"]) assert out["600519.XSHG"] == dict(_CLEAR) assert out["000858.XSHE"] == dict(_CLEAR) def test_timeout_returns_all_clear(self, delegate_provider, mock_xtquant): """get_full_tick 挂死 → 线程超时(2197fea 同款教训)全清白,不卡策略。""" import time as _time def _slow(codes): _time.sleep(1.0) return {} mock_xtquant["xtdata"].get_full_tick.side_effect = _slow out = delegate_provider._limit_status_realtime(["600519.XSHG"], timeout=0.2) assert out["600519.XSHG"] == dict(_CLEAR) class TestGetValueMetricsDelegation: """get_value_metrics(+batch) 委托本地三表 parquet(与回测同口径)。 2026-08-22 方法面对照扫出的同款「回测有实盘无」洞:value_selection(+_ex) getattr 探测;该策略暂未入实盘舰队=提前堵(下次上舰不会再踩)。 """ def test_delegates_to_unified(self, delegate_provider, monkeypatch): def _fake(stock, date): return {"roe": 0.3} monkeypatch.setattr( delegate_provider._unified, "get_value_metrics", _fake) out = delegate_provider.get_value_metrics("600519.XSHG", "2024-06-19") assert out == {"roe": 0.3} def test_failure_returns_none(self, delegate_provider, monkeypatch): def _boom(stock, date): raise RuntimeError("parquet missing") monkeypatch.setattr( delegate_provider._unified, "get_value_metrics", _boom) assert delegate_provider.get_value_metrics( "600519.XSHG", "2024-06-19") is None def test_batch_delegates(self, delegate_provider, monkeypatch): def _fake(stocks, date): return {s: {"roe": 0.3} for s in stocks} monkeypatch.setattr( delegate_provider._unified, "get_value_metrics_batch", _fake) out = delegate_provider.get_value_metrics_batch( ["600519.XSHG", "000858.XSHE"], "2024-06-19") assert out["000858.XSHE"] == {"roe": 0.3} def test_batch_failure_returns_empty(self, delegate_provider, monkeypatch): def _boom(stocks, date): raise RuntimeError("parquet missing") monkeypatch.setattr( delegate_provider._unified, "get_value_metrics_batch", _boom) assert delegate_provider.get_value_metrics_batch( ["600519.XSHG"], "2024-06-19") == {} class TestFullMethodSurfaceAlignment: """裸名兜齐(2026-08-22 用户拍板:不论当前有无消费方,统一堵光同款洞)。 get_constituent = get_index_stocks 纯别名(unified spec §6 语义); get_price_ex 转发 base get_price(签名/默认值对齐 unified,fq 默认 'raw')。 """ def test_get_constituent_alias_equals_index_stocks(self, delegate_provider): old = delegate_provider.get_index_stocks("000985.XSHG", "2024-06-19") via = delegate_provider.get_constituent("000985.XSHG", "2024-06-19") assert via == old assert set(via) == {"600519.XSHG", "000858.XSHE"} def test_get_price_ex_forwards_to_base_get_price(self, delegate_provider, monkeypatch): from bullet_trade.data.providers.miniqmt import MiniQMTProvider seen = {} def _rec(self, security, **kw): seen["security"] = security seen.update(kw) return "FAKE_DF" monkeypatch.setattr(MiniQMTProvider, "get_price", _rec) out = delegate_provider.get_price_ex( "600519.XSHG", start_date="2024-06-18", end_date="2024-06-19") assert out == "FAKE_DF" assert seen["security"] == "600519.XSHG" assert seen["start_date"] == "2024-06-18" assert seen["end_date"] == "2024-06-19" assert seen["fq"] == "raw" # 对齐 unified 默认(base 裸 get_price 是 'pre') def test_get_price_ex_passthrough_kwargs(self, delegate_provider, monkeypatch): from bullet_trade.data.providers.miniqmt import MiniQMTProvider seen = {} def _rec(self, security, **kw): seen.update(kw) return None monkeypatch.setattr(MiniQMTProvider, "get_price", _rec) delegate_provider.get_price_ex( ["600519.XSHG"], frequency="1m", fq="pre", count=5, panel=False) assert seen["frequency"] == "1m" assert seen["fq"] == "pre" assert seen["count"] == 5 assert seen["panel"] is False # 方法面钉死测试已迁至 test_provider_method_surface.py(单一真相, # fail-not-skip 牙齿)——本模块的 requires_bullet_trade mark 会让它在 # bullet_trade 缺失时被 conftest 自动 skip(钉死虚标,issue #35),故移出。