111 lines
4.0 KiB
Python
111 lines
4.0 KiB
Python
"""回测参数校验（L1 静态规则 + L2 数据最新日）单测 + 2029 回归。
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背景:2026-08-15 用户实况——组合回测结束时间选 2029 也能提交
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(portfolio_ef8b655a),零校验跑出垃圾结果占任务位。
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"""
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import pytest
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from fastapi import HTTPException
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from sanguo_api import validation as V
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def _ok_range():
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return "2024-01-01", "2024-06-30"
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# ===== L1 静态规则 =====
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def test_future_end_rejected():
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"""用户报的 2029 场景:结束日期在未来必须 400。"""
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with pytest.raises(HTTPException) as e:
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V.validate_backtest_range("2024-01-01", "2029-12-31")
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assert e.value.status_code == 400
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assert "未来" in e.value.detail
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def test_bad_format_rejected():
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with pytest.raises(HTTPException) as e:
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V.validate_backtest_range("2024/01/01", "2024-06-30")
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assert e.value.status_code == 400
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assert "格式" in e.value.detail
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def test_start_after_end_rejected():
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with pytest.raises(HTTPException) as e:
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V.validate_backtest_range("2024-06-30", "2024-01-01")
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assert "早于" in e.value.detail
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def test_span_too_short_rejected():
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with pytest.raises(HTTPException) as e:
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V.validate_backtest_range("2024-01-01", "2024-01-15")
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assert "过短" in e.value.detail
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def test_valid_range_passes():
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s, t = _ok_range()
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assert V.validate_backtest_range(s, t) is None
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def test_capital_and_rate_checks():
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with pytest.raises(HTTPException):
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V.validate_capital("初始资金", 0)
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with pytest.raises(HTTPException):
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V.validate_capital("初始资金", -100)
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assert V.validate_capital("初始资金", 1_000_000) is None
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# 费率应填小数(万3=0.0003);填成 3 明显是百分数/万分位口径错
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with pytest.raises(HTTPException):
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V.validate_rate("佣金率", 3.0)
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assert V.validate_rate("佣金率", 0.0003) is None
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# ===== L2 数据最新日 =====
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def test_end_beyond_latest_but_past_allowed(monkeypatch):
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"""2026-08-16 口径修正:end>latest 但 end<=today(周末/当日未灌)放行。
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VPS 实况:结束默认=今天(周日) > 数据最新(周五),原 400 首提即败;
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引擎按区间过滤自然截到 latest,无需拦。
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"""
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monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-08-14")
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assert V.validate_backtest_range("2026-01-01", "2026-08-16") is None
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def test_start_beyond_latest_data_rejected(monkeypatch):
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# 开始日期在数据最新日之后 → 必空跑,明确错误输入,L2 拦
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monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-06-30")
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with pytest.raises(HTTPException) as e:
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V.validate_backtest_range("2026-07-01", "2026-08-05")
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assert "数据最新到" in e.value.detail
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def test_latest_query_failure_degrades_to_l1(monkeypatch):
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"""查库失败返回 None → 只做 L1,数据层抖动不挡提交。"""
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monkeypatch.setattr(V, "get_latest_daily_date", lambda: None)
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assert V.validate_backtest_range("2026-01-01", "2026-08-05") is None
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def test_latest_date_cached(monkeypatch):
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"""24h 缓存:第二次调用不重复查库。"""
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calls = []
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monkeypatch.setattr(V, "_query_latest_daily_date", lambda: calls.append(1) or "2026-08-14")
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V._latest_cache = None # 清模块缓存
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assert V.get_latest_daily_date() == "2026-08-14"
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assert V.get_latest_daily_date() == "2026-08-14"
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assert len(calls) == 1
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V._latest_cache = None # 还原,避免污染其他测试
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# ===== 入口集成:组合回测 2029 必须进不了队列 =====
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def test_portfolio_submit_2029_rejected(monkeypatch):
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"""回归:POST /portfolio/backtest end=2029 → 400,不产生任务。"""
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monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-08-14")
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from sanguo_api.routes_portfolio import PortfolioBacktestRequest
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from sanguo_api.validation import validate_portfolio_request
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req = PortfolioBacktestRequest(start_date="2024-01-01", end_date="2029-12-31")
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with pytest.raises(HTTPException) as e:
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validate_portfolio_request(req)
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assert e.value.status_code == 400
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