37 lines
1.3 KiB
Python
37 lines
1.3 KiB
Python
"""Tests for 个股回测费用接入 + benchmark 放宽 (Task D).
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schema 层本地可跑(pydantic)；_build_fee_cfg 走 routes→auth→jwt，需 NAS docker 或齐后端 venv。
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"""
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from sanguo_api.schemas import CtaBacktestRequest
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def test_slippage_field_present():
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req = CtaBacktestRequest(
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symbol="600519.SH", strategy="DoubleMaStrategy", start="2024-01-02", end="2024-06-28",
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slippage=0.001,
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)
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assert req.slippage == 0.001
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assert req.commission_rate == 0.00025 # 默认仍在
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def test_benchmark_accepts_four_values():
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for b in ("hs300", "zz500", "zz1000", "zz2000"):
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req = CtaBacktestRequest(
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symbol="600519.SH", strategy="DoubleMaStrategy",
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start="2024-01-02", end="2024-06-28", benchmark=b,
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)
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assert req.benchmark == b
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def test_build_fee_cfg_carries_all_fields():
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from sanguo_api.routes import _build_fee_cfg
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req = CtaBacktestRequest(
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symbol="600519.SH", strategy="DoubleMaStrategy", start="2024-01-02", end="2024-06-28",
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commission_rate=0.0003, stamp_duty_rate=0.001, slippage=0.001,
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)
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cfg = _build_fee_cfg(req)
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assert cfg["commission_rate"] == 0.0003
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assert cfg["stamp_duty_rate"] == 0.001
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assert cfg["slippage"] == 0.001
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assert "min_commission" in cfg and "transfer_fee_rate" in cfg
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