"""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 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 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"