28 lines
1.2 KiB
Python
28 lines
1.2 KiB
Python
"""S1 spike：vnpy.alpha A 股支撑度。
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验证在 scripts/spike_s1_alpha_ashare.py（NAS 容器内运行，用 Phase 1 真实数据）。
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VERDICT: PASS —— vnpy.alpha 完整处理 A 股数据。
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关键发现（修正后续 task）：
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- AlphaLab 存的列名是 open/high/low/close（非 _price）→ data_adapter.py
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- 表达式语法是 ts_/cs_/math 算子 + 列名 DataProxy（非 pl.col）→ library.py
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- prepare_data 用 spawn pool（~11s/因子，spawn 开销）→ 编排层性能注意
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"""
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def test_s1_a_share_support_recorded():
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findings = {
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"alphalab_init": "OK",
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"data_convert_from_phase1": "OK (117 bars 600000.SSE 2024-01~06)",
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"save_load_roundtrip": "OK (vt=600000.SSE, 117 loaded)",
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"expression_factor_calc": "OK (ts_mean(close,5) → ma5 列, 31 rows in TEST segment)",
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"t_plus_1_support": "N/A (因子层不强制，由策略/回测层处理)",
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"price_limit_support": "N/A",
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"suspend_support": "N/A",
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}
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# S1 VERDICT: PASS
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assert findings["alphalab_init"] == "OK"
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assert findings["data_convert_from_phase1"].startswith("OK")
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assert findings["save_load_roundtrip"].startswith("OK")
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assert findings["expression_factor_calc"].startswith("OK")
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