Files
sanguo_vnpy_v2/tests/api/test_routes.py
T

720 lines
26 KiB
Python

"""
FastAPI routes tests using TestClient
"""
from unittest.mock import Mock, patch, AsyncMock
import pytest
from fastapi.testclient import TestClient
def test_submit_cta_backtest():
"""Test POST /api/v1/backtest/cta returns task_id"""
# Create app with temporary DB
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
# Mock get_orchestrator to return mock orchestrator
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch, \
patch("sanguo_api.routes.get_strategy_class", return_value=Mock()):
mock_orch = Mock()
mock_orch.submit_cta = AsyncMock(return_value="cta_test_123")
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.post(
"/api/v1/backtest/cta",
json={
"symbol": "600000SH",
"strategy": "DoubleSMA",
"params": {"fast": 5, "slow": 20},
"start": "2024-01-01",
"end": "2024-12-31"
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "cta_test_123"
def test_get_task_status():
"""Test GET /api/v1/task/{task_id} returns status"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from sanguo_orchestrator.task import TaskState
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_orch.get_status.return_value = TaskState.DONE
mock_orch.pool.get_stage.return_value = "完成"
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "cta_test_123"
assert data["status"] == "done"
def test_get_task_status_not_found():
"""Test GET /api/v1/task/{task_id} returns 404 for unknown task"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_orch.get_status.return_value = None
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 404
def test_invalid_params_returns_422():
"""Test POST /api/v1/backtest/cta with missing fields returns 422"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
client = TestClient(app)
# Missing required field: strategy
response = client.post(
"/api/v1/backtest/cta",
json={
"symbol": "600000SH",
"params": {"fast": 5, "slow": 20},
"start": "2024-01-01",
"end": "2024-12-31"
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 422
def test_get_task_result():
"""Test GET /api/v1/task/{task_id}/result returns statistics"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from sanguo_orchestrator.task import TaskState
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
from sanguo_backtest.result_store import BacktestResult
mock_orch = Mock()
mock_result = BacktestResult(
task_id="cta_test_123", type="cta", status="done", strategy="S", symbol="600000",
params={}, start="2024-01-01", end="2024-12-31",
statistics={"total_trades": 10, "total_return": 0.15},
)
mock_orch.get_result.return_value = mock_result
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/result", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "cta_test_123"
assert "statistics" in data
assert data["statistics"]["total_trades"] == 10
def test_get_task_result_not_found():
"""Test GET /api/v1/task/{task_id}/result returns 404 when result not ready"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_orch.get_result.return_value = None
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task/result", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 404
def test_submit_optimize_returns_pending():
"""Test POST /api/v1/backtest/optimize calls orchestrator submit_optimize"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from unittest.mock import AsyncMock
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch, \
patch("sanguo_api.routes.get_strategy_class", return_value=Mock()):
mock_orch = Mock()
mock_orch.submit_optimize = AsyncMock(return_value="opt_test_123")
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.post(
"/api/v1/backtest/optimize",
json={
"symbol": "600000SH",
"strategy": "DoubleSMA",
"grid": {"fast": [5, 10], "slow": [20, 30]},
"start": "2024-01-01",
"end": "2024-12-31",
"max_workers": 2
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "opt_test_123"
def test_submit_factor_returns_pending():
"""Test POST /api/v1/factor/analyze calls orchestrator submit_factor"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from unittest.mock import AsyncMock
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=None)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_orch.submit_factor = AsyncMock(return_value="factor_test_123")
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.post(
"/api/v1/factor/analyze",
json={
"symbols": ["600000SH", "000001SZ"],
"factor_names": ["ts_mean_5", "ts_mean_20"],
"start": "2024-01-01",
"end": "2024-12-31"
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "factor_test_123"
# ============================================
# NEW TESTS FOR TASK 5 (JWT + LOGIN + OPTIMIZE/FCTOR + WS)
# ============================================
def test_login_returns_token(tmp_path):
"""Test POST /api/v1/auth/login returns JWT token on successful login"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, hash_password
import tempfile
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = f"{tmp}/t.db"
app = create_app(db_path=db_path, auth_config={
"username": "admin",
"password_hash": hash_password("pass123"),
"jwt_secret": "test",
"expire_minutes": 60
})
client = TestClient(app)
resp = client.post("/api/v1/auth/login", json={"username": "admin", "password": "pass123"})
assert resp.status_code == 200
assert "token" in resp.json()
def test_protected_route_without_token_401(tmp_path):
"""Test that protected routes return 401 without JWT token"""
from sanguo_api.app import create_app
import tempfile
with tempfile.TemporaryDirectory() as tmp:
db_path = f"{tmp}/t.db"
app = create_app(db_path=db_path)
client = TestClient(app)
resp = client.get("/api/v1/task/t1")
assert resp.status_code == 401
def test_optimize_route_calls_submit(tmp_path):
"""Test POST /api/v1/backtest/optimize calls orchestrator submit_optimize"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from unittest.mock import AsyncMock
import tempfile
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = f"{tmp}/t.db"
app = create_app(db_path=db_path)
client = TestClient(app)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as m, \
patch("sanguo_api.routes.get_strategy_class", return_value=Mock()):
orch = Mock()
orch.submit_optimize = AsyncMock(return_value="opt_1")
m.return_value = orch
resp = client.post("/api/v1/backtest/optimize", json={
"symbol": "600000", "strategy": "MaStrategy", "grid": {"n": [5, 20, 5]},
"start": "2024-01-01", "end": "2024-06-30", "max_workers": 2
}, headers={"Authorization": f"Bearer {token}"})
assert resp.status_code == 200
assert resp.json()["task_id"] == "opt_1"
# ============================================
# NEW TESTS FOR TASK 4 (API 扩展端点)
# ============================================
def test_backtest_cta_accepts_benchmark():
"""Test POST /api/v1/backtest/cta accepts benchmark parameter"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch, \
patch("sanguo_api.routes.get_strategy_class", return_value=Mock()):
mock_orch = Mock()
mock_orch.submit_cta = AsyncMock(return_value="cta_test_123")
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.post(
"/api/v1/backtest/cta",
json={
"symbol": "600000SH",
"strategy": "DoubleSMA",
"params": {"fast": 5, "slow": 20},
"start": "2024-01-01",
"end": "2024-12-31",
"benchmark": "zz500"
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 200
data = response.json()
assert "task_id" in data
assert data["task_id"] == "cta_test_123"
def test_backtest_cta_rejects_invalid_benchmark():
"""Test POST /api/v1/backtest/cta rejects invalid benchmark"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
client = TestClient(app)
response = client.post(
"/api/v1/backtest/cta",
json={
"symbol": "600000SH",
"strategy": "DoubleSMA",
"params": {"fast": 5, "slow": 20},
"start": "2024-01-01",
"end": "2024-12-31",
"benchmark": "xxx" # Invalid benchmark
},
headers={"Authorization": f"Bearer {token}"}
)
assert response.status_code == 422
def test_task_result_includes_relative_metrics():
"""Test GET /api/v1/task/:id/result includes relative_metrics"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from sanguo_backtest.result_store import BacktestResult
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_result = BacktestResult(
task_id="cta_test_123", type="cta", status="done", strategy="S", symbol="600000",
params={}, start="2024-01-01", end="2024-12-31",
statistics={
"total_trades": 10,
"total_return": 0.15,
"alpha": 0.05,
"beta": 1.2,
"sortino_ratio": 1.5,
"information_ratio": 0.8,
"annual_volatility": 0.2,
"benchmark_return": 0.1,
"benchmark_volatility": 0.18
},
)
mock_orch.get_result.return_value = mock_result
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/result", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "relative_metrics" in data
assert data["relative_metrics"]["alpha"] == 0.05
assert data["relative_metrics"]["beta"] == 1.2
def test_benchmark_curve_endpoint():
"""Test GET /api/v1/task/:id/benchmark-curve returns benchmark curve data"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
import json
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
file_dir = tmp
app = create_app(db_path=db_path, file_dir=file_dir)
token = create_token("admin")
# Create mock metrics file
metrics_data = {
"series": {
"equity_curve": {
"dates": ["2024-01-02", "2024-01-03"],
"values": [1000000.0, 1001000.0]
},
"benchmark_curve": {
"dates": ["2024-01-02", "2024-01-03"],
"values": [1.0, 1.001]
}
}
}
metrics_file = os.path.join(file_dir, "cta_test_123_metrics.json")
with open(metrics_file, "w") as f:
json.dump(metrics_data, f)
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/benchmark-curve", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "dates" in data
assert "strategy" in data
assert "benchmark" in data
assert len(data["dates"]) == 2
assert len(data["strategy"]) == 2
assert len(data["benchmark"]) == 2
def test_benchmark_curve_endpoint_not_found():
"""Test GET /api/v1/task/:id/benchmark-curve returns 404 when file not found"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task/benchmark-curve", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 404
def test_risk_series_endpoint():
"""Test GET /api/v1/task/:id/risk-series returns risk series data"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
import json
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
file_dir = tmp
app = create_app(db_path=db_path, file_dir=file_dir)
token = create_token("admin")
# Create mock metrics file
metrics_data = {
"series": {
"alpha": {
"dates": ["2024-01-02", "2024-01-03"],
"values": [0.05, 0.06]
},
"beta": {
"dates": ["2024-01-02", "2024-01-03"],
"values": [1.2, 1.1]
},
"drawdown": {
"dates": ["2024-01-02", "2024-01-03"],
"values": [-0.01, -0.005]
}
}
}
metrics_file = os.path.join(file_dir, "cta_test_123_metrics.json")
with open(metrics_file, "w") as f:
json.dump(metrics_data, f)
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/risk-series", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "dates" in data
assert "alpha" in data
assert "beta" in data
assert "drawdown" in data
assert len(data["dates"]) == 2
def test_risk_series_endpoint_not_found():
"""Test GET /api/v1/task/:id/risk-series returns 404 when file not found"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task/risk-series", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 404
def test_daily_holdings_endpoint():
"""Test GET /api/v1/task/:id/daily-holdings returns daily holdings data"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
from sanguo_backtest.result_store import BacktestResult
import tempfile
import os
import pandas as pd
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
# Create mock equity curve data
equity_df = pd.DataFrame({
"date": ["2024-01-02", "2024-01-03"],
"balance": [1000000.0, 1001000.0],
"return": [0.0, 0.001]
})
mock_result = BacktestResult(
task_id="cta_test_123", type="cta", status="done", strategy="S", symbol="600000",
params={}, start="2024-01-01", end="2024-12-31",
statistics={},
equity_curve=equity_df
)
mock_orch = Mock()
mock_orch.get_result.return_value = mock_result
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/daily-holdings", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "daily_holdings" in data
assert len(data["daily_holdings"]) == 2
def test_daily_holdings_endpoint_not_found():
"""Test GET /api/v1/task/:id/daily-holdings returns 404 when result not ready"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
mock_orch = Mock()
mock_orch.get_result.return_value = None
mock_get_orch.return_value = mock_orch
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task/daily-holdings", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 404
def test_log_endpoint():
"""Test GET /api/v1/task/:id/log returns log data"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
file_dir = tmp
app = create_app(db_path=db_path, file_dir=file_dir)
token = create_token("admin")
# Create mock log file
log_file = os.path.join(file_dir, "cta_test_123.log")
with open(log_file, "w") as f:
f.write("Backtest started\nBacktest completed\n")
client = TestClient(app)
response = client.get("/api/v1/task/cta_test_123/log", headers={"Authorization": f"Bearer {token}"})
assert response.status_code == 200
data = response.json()
assert "log" in data
assert "Backtest started" in data["log"]
def test_log_endpoint_not_found():
"""Test GET /api/v1/task/:id/log returns empty log when file not found"""
from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token
import tempfile
import os
set_jwt_config(secret="test", expire_minutes=60)
with tempfile.TemporaryDirectory() as tmp:
db_path = os.path.join(tmp, "test.db")
app = create_app(db_path=db_path, file_dir=tmp)
token = create_token("admin")
client = TestClient(app)
response = client.get("/api/v1/task/unknown_task/log", headers={"Authorization": f"Bearer {token}"})
# Log endpoint returns empty log instead of 404
assert response.status_code == 200
data = response.json()
assert "log" in data
assert data["log"] == ""