# tests/factor/test_preaggregate_top_holders.py """top_holders 预聚合一次性脚本: 108,610 小文件 → 单 parquet 聚合产物. 契约(P1-B 任务书): - 输出 (file_code, period, hold_pct, n_holders),hold_pct = 单文件 10 行 「占总流通股本持股比例」(%)求和;null 占比按 0 - 幂等: dst 存在默认跳过(--force 重算);绝不写 static 树 - 增减列混合类型(「不变」字符串)不参与求和,读入 coerce 不炸 """ import os import sys from datetime import date sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".."))) sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", "vnpy_v4.4.0"))) import polars as pl import pytest from scripts.factor_research.preaggregate_top_holders import aggregate, main def _write_file(root: str, file_code: str, period: str, ratios, with_null=False): os.makedirs(root, exist_ok=True) rows = [] for r, ratio in enumerate(ratios): rows.append({ "名次": r + 1, "股东名称": f"股东{r}", "股东性质": "基金", "股份类型": "流通A股", "持股数": 1000 + r, "占总流通股本持股比例": ratio, "增减": "不变" if r % 2 else f"{1000 + r}", # 混合类型 "变动比率": 0.0, }) if with_null: rows.append({"名次": 11, "股东名称": "股东10", "股东性质": "基金", "股份类型": "流通A股", "持股数": 1, "占总流通股本持股比例": None, "增减": "不变", "变动比率": 0.0}) pl.DataFrame(rows).write_parquet( os.path.join(root, f"{file_code}_{period}_top_holders.parquet")) @pytest.fixture() def th_tree(tmp_path): root = str(tmp_path / "top_holders") _write_file(root, "600000.SH", "20221231", [6.0] * 10) # null 占比行(9 行有值 + 1 行 null → sum=45,不因 null 炸/漏) _write_file(root, "000001.SZ", "20221231", [5.0] * 9, with_null=True) _write_file(root, "600000.SH", "20230331", [6.5] * 10) return root def test_aggregate_sums_per_code_period(th_tree, tmp_path): dst = str(tmp_path / "factor_cache" / "agg.parquet") df = aggregate(th_tree, dst) assert set(df.columns) == {"file_code", "period", "hold_pct", "n_holders"} got = {(r["file_code"], r["period"]): r["hold_pct"] for r in df.iter_rows(named=True)} assert got == { ("600000.SH", date(2022, 12, 31)): 60.0, ("600000.SH", date(2023, 3, 31)): 65.0, ("000001.SZ", date(2022, 12, 31)): 45.0, # null 行按 0,9×5.0 } # n_holders = 原始行数(null 行也计入) n = {(r["file_code"], r["period"]): r["n_holders"] for r in df.iter_rows(named=True)} assert n[("000001.SZ", date(2022, 12, 31))] == 10 def test_aggregate_idempotent_and_force(th_tree, tmp_path, capsys): dst = str(tmp_path / "factor_cache" / "agg.parquet") aggregate(th_tree, dst) first_mtime = os.path.getmtime(dst) # 已存在 → 跳过重算(mtime 不变) df2 = aggregate(th_tree, dst) assert os.path.getmtime(dst) == first_mtime assert df2.height == 3 out = capsys.readouterr().out assert "跳过" in out # --force 重算(mtime 更新;新文件落盘触发) import time time.sleep(0.01) _write_file(th_tree, "600000.SH", "20230630", [6.2] * 10) aggregate(th_tree, dst, force=True) assert os.path.getmtime(dst) > first_mtime df3 = pl.read_parquet(dst) assert df3.height == 4 def test_aggregate_skips_bad_filenames(th_tree, tmp_path): # 非契约文件名(北交/杂名)跳过不炸 _write_file(th_tree, "920001.BJ", "20221231", [1.0] * 10) (tmp_path / "top_holders" / "notes.txt").write_text("junk") dst = str(tmp_path / "agg2.parquet") df = aggregate(th_tree, dst) assert df.filter(pl.col("file_code") == "920001.BJ").height == 0 def test_main_cli(th_tree, tmp_path, capsys): dst = str(tmp_path / "cli" / "agg.parquet") main(["--src", th_tree, "--dst", dst]) df = pl.read_parquet(dst) assert df.height == 3 assert "rows" in capsys.readouterr().out