claude_dev
0810259911
- _resolve_dir_key: 15min支持raw/qfq双源(移除raw15min抛错) - _check_adjust_cfg: 按interval查dir(minute_15_raw_dir/qfq_dir) - read_parquet_15min: datetime列优先(baostock时分,旧date兼容) - config: 加 minute_15_qfq_dir/minute_15_raw_dir - test: 更新raw15min路由断言(6 passed) 实测容器: 600000 15min qfq 336bars close6.1977 / raw 336bars close6.6200, datetime时分正确(09:45:00). 15min双源分期项落地.
99 lines
3.9 KiB
Python
99 lines
3.9 KiB
Python
"""data_source 测试（mock _read_fn，不依赖 vnpy 链，spec §5/§3.3）。
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read_parquet 的真测试依赖 vnpy BarData + NAS parquet，本机无完整依赖，
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在容器内冒烟（spec §17）；本文件测 iter_bars 调度逻辑（adjust → dir_key 路由）。
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"""
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import logging
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from datetime import datetime
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from types import SimpleNamespace
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import pytest
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from sanguo_trader.data_source import iter_bars, fetch_day
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def _mock_bar(sym: str, date_str: str, close: float):
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return SimpleNamespace(
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symbol=sym,
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datetime=datetime.strptime(date_str, "%Y-%m-%d"),
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close_price=close,
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)
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def _cfg(paths):
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return SimpleNamespace(data_paths=paths)
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def test_iter_bars_cross_section_multi_symbol(monkeypatch):
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seen = []
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def mock_read(sym, start, end, cfg, dir_key):
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seen.append(dir_key)
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return [_mock_bar(sym, "2024-01-02", 10.5 if sym == "600000" else 15.5)]
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monkeypatch.setattr("sanguo_trader.data_source._read_fn", lambda iv: mock_read)
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sections = list(iter_bars(["600000", "000001"], "2024-01-01", "2024-01-31", "d"))
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assert len(sections) == 1
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_date, d = sections[0]
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assert d["600000"].close_price == 10.5
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assert all(k == "qfq_dir" for k in seen) # 默认 qfq → qfq_dir（双源）
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def test_iter_bars_raw_uses_raw_dir(monkeypatch, caplog):
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"""raw 模式路由到 raw_dir，不再 fallback qfq（task #79）。"""
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seen = []
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def mock_read(sym, start, end, cfg, dir_key):
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seen.append(dir_key)
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return [_mock_bar(sym, "2024-01-02", 10.01)]
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monkeypatch.setattr("sanguo_trader.data_source._read_fn", lambda iv: mock_read)
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with caplog.at_level(logging.WARNING):
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sections = list(iter_bars(
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["600000"], "2024-01-01", "2024-01-31", "d",
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adjust="raw", cfg=_cfg({"raw_dir": "/x/raw"}),
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))
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assert seen == ["raw_dir"] # raw → raw_dir
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assert "fallback" not in caplog.text.lower()
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assert sections[0][1]["600000"].close_price == 10.01
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def test_iter_bars_raw_missing_dir_raises(monkeypatch):
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"""raw 缺 raw_dir 配置 → 明确报错（不静默 fallback，防混源）。"""
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monkeypatch.setattr(
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"sanguo_trader.data_source._read_fn",
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lambda iv: lambda s, st, e, c, dir_key: [],
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)
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with pytest.raises(ValueError, match="raw_dir"):
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "d",
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adjust="raw", cfg=_cfg({})))
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def test_iter_bars_raw_15min_routes_dedicated_dir(monkeypatch):
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"""raw 15min 路由 minute_15_raw_dir（baostock 双源，分期项已落地）。"""
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seen = []
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monkeypatch.setattr(
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"sanguo_trader.data_source._read_fn",
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lambda iv: lambda s, st, e, c, dir_key: seen.append(dir_key) or [],
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)
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "15m",
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adjust="raw", cfg=_cfg({"minute_15_raw_dir": "/x"})))
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assert seen == ["minute_15_raw_dir"]
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# 缺 minute_15_raw_dir 配置 → 明确报错（不 fallback，防混源）
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with pytest.raises(ValueError, match="minute_15_raw_dir"):
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "15m",
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adjust="raw", cfg=_cfg({})))
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def test_unsupported_interval_rejected():
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with pytest.raises(ValueError):
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# _read_fn 在生成器首次 next 时才执行，用 list 触发
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "5m"))
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def test_fetch_day_returns_last_bar(monkeypatch):
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seen = []
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def mock_read(sym, start, end, cfg, dir_key):
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seen.append(dir_key)
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return [_mock_bar(sym, "2024-01-02", 10.0), _mock_bar(sym, "2024-01-02", 10.5)]
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monkeypatch.setattr("sanguo_trader.data_source._read_fn", lambda iv: mock_read)
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bar = fetch_day("600000", "2024-01-02", "d")
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assert bar.close_price == 10.5 # 取最后一个
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assert seen == ["qfq_dir"] # 默认 qfq → qfq_dir（双源）
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