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sanguo_vnpy_v2/tests/data/test_datareader.py
T
claude_dev 339d85a927 fix(data): read_db_daily 配置 vnpy database 路径(修端到端读取 gap)
Fix: read_db_daily 现在在调用 get_database() 前配置 vnpy SETTINGS,
指向 cfg.data_paths["vnpy_db"](NAS quant_trading.db),修复端到端冒烟发现的读取 gap。
2026-07-05 21:03:03 +08:00

55 lines
2.1 KiB
Python

import pandas as pd
from unittest.mock import patch, MagicMock
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.setting import SETTINGS
from sanguo_data.config import DataConfig
from sanguo_data.datareader import read_parquet_daily, guess_exchange, read_db_daily
def test_read_parquet_daily_returns_bardata(tmp_path):
year_dir = tmp_path / "2026"
year_dir.mkdir()
df = pd.DataFrame({
"date": ["2026-01-05", "2026-01-06"],
"open": [10.0, 11.0], "high": [10.5, 11.5],
"low": [9.8, 10.8], "close": [10.2, 11.2],
"volume": [10000, 12000],
})
df.to_parquet(year_dir / "600000.parquet")
cfg = DataConfig(
data_paths={"daily_dir": str(tmp_path)},
data_sources={}, validation={}, performance={},
)
bars = read_parquet_daily("600000", "2026-01-01", "2026-12-31", cfg)
assert len(bars) == 2
assert bars[0].symbol == "600000"
assert bars[0].open_price == 10.0
def test_guess_exchange_sh():
assert guess_exchange("600000").value == "SSE"
def test_guess_exchange_sz():
assert guess_exchange("000001").value == "SZSE"
def test_read_db_daily_configures_vnpy_settings():
"""Test that read_db_daily configures vnpy SETTINGS with correct database path."""
cfg = DataConfig(
data_paths={"vnpy_db": "/volume1/stock/sanguo_vnpy/data/quant_trading.db"},
data_sources={}, validation={}, performance={},
)
# Mock get_database to avoid actual database connection
mock_db = MagicMock()
mock_db.load_bar_data.return_value = [] # Return empty list to avoid data processing
with patch('sanguo_data.datareader.get_database', return_value=mock_db):
# Call read_db_daily
read_db_daily("600000", "2024-01-01", "2024-12-31", cfg)
# Assert that SETTINGS was configured correctly
assert SETTINGS["database.name"] == "sqlite", f"Expected database.name to be 'sqlite', got {SETTINGS.get('database.name')}"
assert SETTINGS["database.database"] == cfg.data_paths["vnpy_db"], f"Expected database.database to be {cfg.data_paths['vnpy_db']}, got {SETTINGS.get('database.database')}"