feat(HEL-382): 搭建 datahub 底座和盘后正式数据链路

新增独立 xiaobai-datahub 服务（SQLite WAL、Tushare 盘后发布、/v1 契约和管理后台），不改现站页面与数据链路。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 12:05:26 +08:00
parent c2ebc0ab91
commit 3498dd7a4b
52 changed files with 4259 additions and 0 deletions
@@ -0,0 +1,78 @@
+from __future__ import annotations
+
+import unittest
+
+from datahub.normalize import (
+    AMOUNT_THOUSAND_YUAN,
+    AMOUNT_WAN_YUAN,
+    VOLUME_LOT,
+    apply_qfq,
+    normalize_auction,
+    normalize_daily,
+    normalize_index_daily,
+    normalize_moneyflow,
+    normalize_valuation,
+    review_daily_to_canonical,
+)
+from tests.fixtures import RAW
+
+
+class NormalizeTests(unittest.TestCase):
+    def test_daily_matches_architecture_and_review_native_conversion(self) -> None:
+        raw = RAW["daily"][0]
+        hub = normalize_daily(raw, adj_factor=1.1)
+        # review stores Tushare native units; canonical = review * factor
+        review_native = dict(raw)
+        converted = review_daily_to_canonical(review_native)
+        self.assertEqual(hub["amount"], converted["amount"])
+        self.assertEqual(hub["amount"], raw["amount"] * AMOUNT_THOUSAND_YUAN)
+        self.assertEqual(hub["volume"], raw["vol"] * VOLUME_LOT)
+        self.assertEqual(hub["close"], 10.2)
+        self.assertEqual(hub["adj_factor"], 1.1)
+        self.assertEqual(hub["ts_code"], "600000.SH")
+
+    def test_moneyflow_wan_to_yuan(self) -> None:
+        raw = RAW["moneyflow"][0]
+        hub = normalize_moneyflow(raw)
+        self.assertEqual(hub["net_mf_amount"], raw["net_mf_amount"] * AMOUNT_WAN_YUAN)
+        self.assertEqual(hub["buy_lg_amount"], 30 * AMOUNT_WAN_YUAN)
+
+    def test_valuation_mv_wan_to_yuan(self) -> None:
+        raw = RAW["daily_basic"][0]
+        hub = normalize_valuation(raw)
+        self.assertEqual(hub["total_mv"], 1000 * AMOUNT_WAN_YUAN)
+        self.assertEqual(hub["circ_mv"], 800 * AMOUNT_WAN_YUAN)
+
+    def test_index_daily_amount_thousand_yuan(self) -> None:
+        raw = RAW["index_daily"][0]
+        hub = normalize_index_daily(raw)
+        self.assertEqual(hub["amount"], raw["amount"] * AMOUNT_THOUSAND_YUAN)
+        self.assertEqual(hub["volume"], raw["vol"] * VOLUME_LOT)
+
+    def test_auction_amount_already_yuan(self) -> None:
+        raw = RAW["stk_auction"][0]
+        hub = normalize_auction(raw)
+        self.assertEqual(hub["amount"], raw["amount"])
+        self.assertEqual(hub["volume"], raw["vol"] * VOLUME_LOT)
+
+    def test_field_diff_against_review_native_is_explained(self) -> None:
+        """Golden: every non-zero diff vs review-native daily is a documented unit factor."""
+        raw = RAW["daily"][0]
+        hub = normalize_daily(raw)
+        diffs = {}
+        for key in ("open", "high", "low", "close", "pct_chg"):
+            if hub[key] != raw[key]:
+                diffs[key] = (raw[key], hub[key])
+        self.assertEqual(diffs, {})
+        self.assertNotEqual(hub["amount"], raw["amount"])
+        self.assertEqual(hub["amount"] / raw["amount"], AMOUNT_THOUSAND_YUAN)
+        self.assertEqual(hub["volume"] / raw["vol"], VOLUME_LOT)
+
+    def test_qfq_formula(self) -> None:
+        self.assertEqual(apply_qfq(10.0, 1.1, 2.2), 5.0)
+        none_price = apply_qfq(None, 1.1, 2.2)
+        self.assertIsNone(none_price)
+
+
+if __name__ == "__main__":
+    unittest.main()