sanguo_vnpy_v2/tests/portfolio/test_provider.py

"""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"