claude_dev
b2c5d8fd79
- datareader: +read_parquet_15min(sh/sz前缀+15min.parquet), get_database lazy(去tzlocal等依赖)
- data_source: iter_bars cross-section yield(date,{symbol:Bar}), raw首版fallback qfq+warning(spec§17)
- 本机 mock _read_fn 测调度逻辑, read_parquet_15min 容器冒烟 4 tests passed.
59 lines
2.0 KiB
Python
59 lines
2.0 KiB
Python
"""data_source 测试（mock _read_fn，不依赖 vnpy 链，spec §5/§3.3）。
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read_parquet_15min 的真测试依赖 vnpy BarData + NAS parquet，本机无完整依赖，
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在容器内冒烟（spec §17）；本文件只测 iter_bars 调度逻辑。
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"""
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import logging
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from datetime import datetime
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from types import SimpleNamespace
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import pytest
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from sanguo_trader.data_source import iter_bars
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def _mock_bar(sym: str, date_str: str, close: float):
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return SimpleNamespace(
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symbol=sym,
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datetime=datetime.strptime(date_str, "%Y-%m-%d"),
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close_price=close,
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)
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def test_iter_bars_cross_section_multi_symbol(monkeypatch):
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def mock_read(sym, start, end, cfg):
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return [_mock_bar(sym, "2024-01-02", 10.5 if sym == "600000" else 15.5)]
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monkeypatch.setattr("sanguo_trader.data_source._read_fn", lambda iv: mock_read)
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sections = list(iter_bars(["600000", "000001"], "2024-01-01", "2024-01-31", "d"))
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assert len(sections) == 1
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_date, d = sections[0]
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assert "600000" in d and "000001" in d
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assert d["600000"].close_price == 10.5
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def test_iter_bars_raw_fallback_warning(monkeypatch, caplog):
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monkeypatch.setattr(
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"sanguo_trader.data_source._read_fn",
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lambda iv: lambda s, st, e, c: [],
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)
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with caplog.at_level(logging.WARNING):
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "d", adjust="raw"))
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assert "raw" in caplog.text
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def test_unsupported_interval_rejected():
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with pytest.raises(ValueError):
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# _read_fn 在生成器首次 next 时才执行，用 list 触发
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list(iter_bars(["600000"], "2024-01-01", "2024-01-31", "5m"))
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def test_fetch_day_returns_last_bar(monkeypatch):
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from sanguo_trader.data_source import fetch_day
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monkeypatch.setattr(
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"sanguo_trader.data_source._read_fn",
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lambda iv: lambda s, st, e, c: [_mock_bar(s, "2024-01-02", 10.0),
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_mock_bar(s, "2024-01-02", 10.5)],
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)
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bar = fetch_day("600000", "2024-01-02", "d")
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assert bar.close_price == 10.5 # 取最后一个
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