sanguo_vnpy_v2/tests/api/test_routes_pipeline_composite.py

"""GET /pipeline/composite 真端点单测(P1 接真, 09-27; 前端告别 mock).

契约=前端 CompositeVersion {version, releasedAt, note,
members[{factorId,weight}], shadowCompare?{versus,week,totalWeeks,
trackingError,verdict}}; 影子对照读挑战者 szneul_eq_reb63 周报
(weeks_counted/te_annual), 09-28 首跑前无周报 → 如是 0/4 周+TE null
+「进行中」(不造数).
"""
import pytest
from fastapi.testclient import TestClient

from sanguo_api.app import create_app
from sanguo_api.auth import set_jwt_config, create_token


@pytest.fixture()
def client(tmp_path):
    # jwt secret 每测试现设现签(全量套件中其它测试会改全局 secret)
    set_jwt_config(secret="test", expire_minutes=60)
    app = create_app(db_path=str(tmp_path / "t.db"), file_dir=None)
    c = TestClient(app)
    c.headers.update({"Authorization": f"Bearer {create_token('admin')}"})
    return c


@pytest.fixture()
def no_shadow_weekly(monkeypatch):
    """无周报(09-28 首跑前形态)."""
    from sanguo_portfolio import pipeline_store
    monkeypatch.setattr(pipeline_store, "latest_weekly", lambda *a, **kw: None)


@pytest.fixture()
def env(no_shadow_weekly):
    return None  # 真档案真源表, 无需打桩


def _get(client):
    r = client.get("/api/v1/pipeline/composite")
    assert r.status_code == 200
    return r.json()


def test_family_and_two_quant12_nodes(client, env):
    doc = _get(client)
    assert doc["family"] == "composite_quant12"
    assert [v["version"] for v in doc["items"]] == ["quant12_v1", "quant12_v2a"]


def test_v1_equal_weight_12_sources(client, env):
    v1 = _get(client)["items"][0]
    assert len(v1["members"]) == 12
    assert {m["factorId"] for m in v1["members"]} >= {"alpha16", "klow", "vma_60"}
    for m in v1["members"]:
        assert m["weight"] == pytest.approx(1 / 12, abs=1e-3)
    assert isinstance(v1["releasedAt"], str) and v1["releasedAt"]
    assert isinstance(v1["note"], str) and v1["note"]


def test_v2a_profile_weights_not_equal(client, env):
    """v2a=L1 档案 resolved 权重(ICIR 加权, 与 v1 等权可区分)且和=1."""
    v2a = _get(client)["items"][1]
    ws = {m["factorId"]: m["weight"] for m in v2a["members"]}
    assert len(ws) == 12
    assert sum(ws.values()) == pytest.approx(1.0, abs=1e-3)
    assert len(set(round(w, 4) for w in ws.values())) > 3   # 非等权
    assert ws["alpha16"] == pytest.approx(0.1435, abs=5e-4)  # 档案真值锚


def test_shadow_compare_before_first_run(client, env):
    """09-28 首跑前: 无周报 → 0/4 周 + TE null + 进行中(挂挑战者节点)."""
    doc = _get(client)
    assert doc["items"][0]["shadowCompare"] == {
        "versus": "quant12_v2a", "week": 0, "totalWeeks": 4,
        "trackingError": None, "verdict": "进行中"}
    assert "shadowCompare" not in doc["items"][1]       # 在位者无对照


def test_shadow_compare_progressing_and_verdicts(client, no_shadow_weekly,
                                                 monkeypatch):
    from types import SimpleNamespace

    from sanguo_portfolio import pipeline_store

    def fake_latest(path, sid, **kw):
        assert sid == "szneul_eq_reb63"
        return fake_latest.row

    monkeypatch.setattr(pipeline_store, "get_effective_thresholds",
                        lambda *a, **kw: SimpleNamespace(
                            shadow_te_annual_max=0.02))
    for weeks, te, want in ((2, 0.012, "进行中"), (4, 0.008, "达标"),
                            (4, 0.05, "超阈")):
        fake_latest.row = {"weeks_counted": weeks, "te_annual": te}
        monkeypatch.setattr(pipeline_store, "latest_weekly", fake_latest)
        sc = _get(client)["items"][0]["shadowCompare"]
        assert sc["week"] == weeks
        assert sc["trackingError"] == te
        assert sc["verdict"] == want


def test_fail_soft_when_factor_side_broken(client, no_shadow_weekly,
                                           monkeypatch):
    """因子侧 import/档案坏 → fail-soft items=[](看板不 500, warning 留痕)."""
    import builtins

    real_import = builtins.__import__

    def broken_import(name, *a, **kw):
        if name.startswith("sanguo_factor"):
            raise ImportError("factor side broken")
        return real_import(name, *a, **kw)

    monkeypatch.setattr(builtins, "__import__", broken_import)
    doc = _get(client)
    assert doc["items"] == []
    assert doc["family"] == "composite_quant12"


def test_families_listed_for_switcher(client, env):
    """多族就绪: families 清单(前端切换器)+缺省返回首棵活树."""
    doc = _get(client)
    fams = doc["families"]
    assert fams and fams[0]["key"] == "composite_quant12"
    assert fams[0]["label"] and fams[0]["note"]


def test_unknown_family_fail_soft(client, env):
    r = client.get("/api/v1/pipeline/composite?family=composite_nope")
    assert r.status_code == 200
    doc = r.json()
    assert doc["family"] == "composite_nope"
    assert doc["items"] == []
    assert doc["families"]          # 清单照常(切换器不空)