把 query/行情钩子绑到内层 TushareClient,图表接受不完整日K窗口;收编现网 HEL-423 未提交的估值复核,避免换版丢掉。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
469 lines
19 KiB
Python
469 lines
19 KiB
Python
from __future__ import annotations
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import unittest
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from datetime import datetime, timedelta, timezone
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from backend.data.providers.tushare_client import TushareClient
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from backend.data.providers.tushare_helpers import calendar_is_open
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from backend.data.providers.tushare_transport import TushareError
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from backend.data.realtime import (
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RealtimeAggregateError,
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_normalize_eastmoney_quote,
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_parse_tencent_stock_quote,
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)
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class FakeRealtimeClient(TushareClient):
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def query(self, api_name, params=None, fields=""):
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params = params or {}
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if api_name == "trade_cal":
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return [
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{
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"cal_date": "20260720",
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"is_open": 1,
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"pretrade_date": "20260717",
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}
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]
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if api_name == "stock_basic":
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return [
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{"ts_code": "000001.SZ", "name": "甲", "industry": "银行"},
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{"ts_code": "000002.SZ", "name": "乙", "industry": "地产"},
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{"ts_code": "000003.SZ", "name": "丙", "industry": "元器件"},
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]
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if api_name == "stk_limit":
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return [
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{"ts_code": "000001.SZ", "up_limit": 11.0, "down_limit": 9.0},
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{"ts_code": "000002.SZ", "up_limit": 22.0, "down_limit": 18.0},
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{"ts_code": "000003.SZ", "up_limit": 33.0, "down_limit": 27.0},
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]
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if api_name == "daily_basic":
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requested_code = str(params.get("ts_code") or "")
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rows = [
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{"ts_code": "000001.SZ", "trade_date": "20260717", "float_share": 1000},
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{"ts_code": "000002.SZ", "trade_date": "20260717", "float_share": 2000},
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{"ts_code": "000003.SZ", "trade_date": "20260717", "float_share": 3000},
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]
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return [row for row in rows if not requested_code or row["ts_code"] == requested_code]
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if api_name == "daily":
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return [
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{"ts_code": params.get("ts_code"), "trade_date": "20260713", "vol": 1000, "amount": 1},
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{"ts_code": params.get("ts_code"), "trade_date": "20260714", "vol": 1000, "amount": 1},
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{"ts_code": params.get("ts_code"), "trade_date": "20260715", "vol": 1000, "amount": 1},
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{"ts_code": params.get("ts_code"), "trade_date": "20260716", "vol": 1000, "amount": 1},
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{"ts_code": params.get("ts_code"), "trade_date": "20260717", "vol": 1000, "amount": 1},
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]
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if api_name == "limit_list_d":
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return [
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{
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"ts_code": "000001.SZ",
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"name": "甲",
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"industry": "银行",
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"close": 10.0,
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"pct_chg": 10.0,
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"amount": 100000000,
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"limit_times": 2,
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}
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]
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if api_name == "rt_k":
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rows = [
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{
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"ts_code": "000001.SZ", "name": "甲", "pre_close": 10.0,
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"open": 10.1, "high": 11.0, "low": 10.0, "close": 11.0,
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"vol": 1000, "amount": 100000000, "num": 10,
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},
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{
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"ts_code": "000002.SZ", "name": "乙", "pre_close": 20.0,
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"open": 19.5, "high": 20.0, "low": 18.0, "close": 18.0,
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"vol": 2000, "amount": 200000000, "num": 20,
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},
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{
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"ts_code": "000003.SZ", "name": "丙", "pre_close": 30.0,
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"open": 31.0, "high": 33.0, "low": 30.0, "close": 32.0,
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"vol": 3000, "amount": 300000000, "num": 30,
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},
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]
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requested = {
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code for code in str(params.get("ts_code") or "").split(",") if code
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}
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return [row for row in rows if row["ts_code"] in requested]
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raise AssertionError(f"Unexpected API call: {api_name} {params}")
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FREE_QUOTES = [
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{
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"ts_code": "000001.SZ", "name": "甲", "pre_close": 10.0,
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"open": 10.1, "high": 11.0, "low": 10.0, "close": 11.0,
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"vol": 1000, "amount": 100000000, "num": 10,
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"quote_date": "20260720",
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},
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{
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"ts_code": "000002.SZ", "name": "乙", "pre_close": 20.0,
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"open": 19.5, "high": 20.0, "low": 18.0, "close": 18.0,
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"vol": 2000, "amount": 200000000, "num": 20,
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"quote_date": "20260720",
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},
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{
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"ts_code": "000003.SZ", "name": "丙", "pre_close": 30.0,
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"open": 31.0, "high": 33.0, "low": 30.0, "close": 32.0,
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"vol": 3000, "amount": 300000000, "num": 30,
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"quote_date": "20260720",
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},
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]
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class FakeFreeAggregator:
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def __init__(self, quotes=None, fail=False):
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self.quotes = list(quotes if quotes is not None else FREE_QUOTES)
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self.fail = fail
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self.calls = 0
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def eastmoney_market_quotes(self, expected_date=""):
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self.calls += 1
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if self.fail:
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raise RealtimeAggregateError("eastmoney down")
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if expected_date and self.quotes:
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dated = [
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row for row in self.quotes
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if str(row.get("quote_date") or "") == str(expected_date).replace("-", "")
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]
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if dated:
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return dated
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return list(self.quotes)
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def tencent_market_quotes(self, codes, expected_date=""):
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return self.eastmoney_market_quotes(expected_date)
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def eastmoney_indices(self):
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return [
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{
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"code": "000001",
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"name": "上证指数",
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"price": 3800.12,
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"change": 0.85,
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"previous_close": 3768.0,
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"amount_billion": 4200.5,
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"quote_time": "2026-07-20T10:05:00+08:00",
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"source": "eastmoney_push2",
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}
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]
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class RealtimeDashboardTests(unittest.TestCase):
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def setUp(self):
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TushareClient._realtime_reference_cache.clear()
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TushareClient._capital_cache.clear()
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TushareClient._latest_realtime_market.clear()
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TushareClient._stock_activity_cache.clear()
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self.client = FakeRealtimeClient("test-token")
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def test_realtime_dashboard_classifies_pools_and_units(self):
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertTrue(dashboard["meta"]["realtime"])
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self.assertEqual(dashboard["meta"]["quote_count"], 3)
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self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
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self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
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self.assertEqual(dashboard["overview"]["broken_count"], 1)
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self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
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self.assertEqual(dashboard["limits"][0]["streak"], 3)
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self.assertEqual(dashboard["limits"][0]["amount_billion"], 1.0)
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def test_realtime_stock_quote_uses_cached_industry(self):
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self.client._load_realtime_reference("20260720", "20260717")
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quote = self.client.realtime_stock_quote("000003.SZ")
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self.assertEqual(quote["name"], "丙")
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self.assertEqual(quote["sector"], "元器件")
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self.assertAlmostEqual(quote["change"], 6.6667)
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self.assertEqual(quote["amount_billion"], 3.0)
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self.assertAlmostEqual(quote["turnover_rate"], 0.01)
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def test_close_dashboard_marks_official_limit_data(self):
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dashboard = self.client.dashboard("20260720")
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self.assertEqual(dashboard["meta"]["limit_data_source"], "official")
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def test_close_dashboard_marks_derived_limit_data_as_incomplete(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "limit_list_d":
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return []
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return original_query(api_name, params, fields)
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self.client.query = query
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dashboard = self.client.dashboard("20260720")
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self.assertEqual(dashboard["meta"]["limit_data_source"], "derived")
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self.assertIn("日线数据推算", dashboard["meta"]["notice"])
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def test_calendar_open_flag_accepts_string_and_bool(self):
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self.assertTrue(calendar_is_open(1))
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self.assertTrue(calendar_is_open("1"))
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self.assertTrue(calendar_is_open(True))
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self.assertFalse(calendar_is_open(0))
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self.assertFalse(calendar_is_open("0"))
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self.assertFalse(calendar_is_open(False))
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "trade_cal":
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return [
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{
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"cal_date": params.get("start_date"),
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"is_open": "1",
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"pretrade_date": "20260907",
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}
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]
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return original_query(api_name, params, fields)
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self.client.query = query
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trade_date, previous = self.client.resolve_trade_context("20260908")
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self.assertEqual(trade_date, "20260908")
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self.assertEqual(previous, "20260907")
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def test_session_clock_uses_realtime_until_official_window(self):
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today = "20260908"
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self.client.clock = lambda: datetime(
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2026, 9, 8, 10, 5, tzinfo=timezone(timedelta(hours=8))
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)
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self.assertTrue(self.client.should_use_realtime(today, today))
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self.client.clock = lambda: datetime(
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2026, 9, 8, 16, 10, tzinfo=timezone(timedelta(hours=8))
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)
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self.assertFalse(self.client.should_use_realtime(today, today))
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def test_realtime_dashboard_survives_missing_limit_table(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "stk_limit":
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return []
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return original_query(api_name, params, fields)
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self.client.query = query
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TushareClient._realtime_reference_cache.clear()
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertTrue(dashboard["meta"]["realtime"])
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self.assertEqual(dashboard["meta"]["quote_count"], 3)
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self.assertEqual(dashboard["overview"]["limit_up_count"], 0)
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def test_rt_k_permission_error_falls_back_to_free_quotes(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "rt_k":
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raise TushareError("没有接口访问权限")
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return original_query(api_name, params, fields)
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self.client.query = query
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self.client.realtime_aggregator = FakeFreeAggregator()
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TushareClient._realtime_reference_cache.clear()
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertTrue(dashboard["meta"]["realtime"])
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self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
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self.assertEqual(dashboard["meta"]["trade_date"], "2026-07-20")
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self.assertEqual(dashboard["meta"]["quote_count"], 3)
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self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
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self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
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self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
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self.assertIn("东财免费实时", dashboard["meta"]["notice"])
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self.assertEqual(dashboard["meta"]["indices"][0]["price"], 3800.12)
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def test_rt_k_empty_result_falls_back_to_free_quotes(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "rt_k":
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return []
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return original_query(api_name, params, fields)
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self.client.query = query
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self.client.realtime_aggregator = FakeFreeAggregator()
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TushareClient._realtime_reference_cache.clear()
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
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self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
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def test_rt_k_and_free_source_failure_keeps_today_error(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "rt_k":
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raise TushareError("没有接口访问权限")
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return original_query(api_name, params, fields)
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self.client.query = query
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self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
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TushareClient._realtime_reference_cache.clear()
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with self.assertRaises(TushareError) as ctx:
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self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertIn("当天盘中实时行情不可用", str(ctx.exception))
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self.assertIn("没有接口访问权限", str(ctx.exception))
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def test_rt_k_and_eastmoney_failure_falls_back_to_tencent(self):
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original_query = self.client.query
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def query(api_name, params=None, fields=""):
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if api_name == "rt_k":
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raise TushareError("没有接口访问权限")
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return original_query(api_name, params, fields)
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class TencentOnlyAggregator(FakeFreeAggregator):
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def eastmoney_market_quotes(self, expected_date=""):
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raise RealtimeAggregateError("eastmoney blocked")
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def tencent_market_quotes(self, codes, expected_date=""):
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return list(FREE_QUOTES)
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self.client.query = query
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self.client.realtime_aggregator = TencentOnlyAggregator()
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TushareClient._realtime_reference_cache.clear()
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertEqual(dashboard["meta"]["quote_source"], "tencent_qt")
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self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
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self.assertIn("腾讯免费实时", dashboard["meta"]["notice"])
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self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
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def test_normalize_eastmoney_quote_maps_units_and_exchange(self):
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quote = _normalize_eastmoney_quote(
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{
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"f12": "600000",
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"f13": 1,
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"f14": "浦发银行",
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"f2": 10.5,
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"f5": 12.0,
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"f6": 200000000,
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"f15": 10.8,
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"f16": 10.2,
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"f17": 10.3,
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"f18": 10.0,
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"f124": 1752986700,
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}
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)
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self.assertEqual(quote["ts_code"], "600000.SH")
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self.assertEqual(quote["vol"], 1200)
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self.assertEqual(quote["close"], 10.5)
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self.assertEqual(quote["pre_close"], 10.0)
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self.assertEqual(quote["source"], "eastmoney_clist")
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def test_parse_tencent_stock_quote_keeps_today_and_units(self):
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line = (
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'v_sz000001="51~平安银行~000001~11.73~11.70~11.66~346232~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~'
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'~20260720100500~0.03~0.26~11.79~11.65~11.73/346232/406045563~346232~40605~0.18~5.24~~11.79~11.65~1.20~'
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'2276.29~2276.31~0.49~12.87~10.53~0.95~-3076~11.73~4.43~5.34~~~0.18~40604.5563~0.0000~0~";'
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)
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quote = _parse_tencent_stock_quote(line)
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self.assertEqual(quote["ts_code"], "000001.SZ")
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self.assertEqual(quote["quote_date"], "20260720")
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self.assertEqual(quote["close"], 11.73)
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self.assertEqual(quote["pre_close"], 11.70)
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self.assertEqual(quote["vol"], 34623200)
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self.assertEqual(quote["amount"], 406050000)
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self.assertEqual(quote["source"], "tencent_qt")
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def test_datahub_market_quotes_used_before_legacy(self):
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calls = []
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def try_market_quotes(trade_date):
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calls.append(trade_date)
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return list(FREE_QUOTES)
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self.client.try_market_quotes = try_market_quotes
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self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
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TushareClient._realtime_reference_cache.clear()
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dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
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self.assertEqual(calls, ["20260720"])
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self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
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self.assertEqual(dashboard["meta"]["source"], "datahub")
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self.assertEqual(dashboard["meta"]["quote_count"], 3)
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self.assertIn("数据中枢", dashboard["meta"]["notice"])
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def test_gateway_dashboard_uses_bound_market_quotes(self) -> None:
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from backend.data import build_data_gateway
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from backend.data.datahub.client import DatahubResponse
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from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
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from backend.data.gateway import DataGateway
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from backend.data.providers.tushare import TushareProvider
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quotes = [
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{
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"ts_code": item["ts_code"],
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"name": item["name"],
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"pre_close": item["pre_close"],
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"open": item["open"],
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"high": item["high"],
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"low": item["low"],
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"close": item["close"],
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"vol": item["vol"],
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"amount": item["amount"],
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"quote_date": "20260720",
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}
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for item in FREE_QUOTES
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]
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extras = [
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{
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"ts_code": f"{index:06d}.SZ",
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"name": f"X{index}",
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"pre_close": 10.0,
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"open": 10.0,
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"high": 10.2,
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"low": 9.8,
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"close": 10.1,
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"vol": 100.0,
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"amount": 1000.0,
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"quote_date": "20260720",
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}
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|
for index in range(10, 230)
|
|
]
|
|
|
|
class QuoteHub:
|
|
def __init__(self):
|
|
self.calls = []
|
|
|
|
def quotes_latest(self, **params):
|
|
return self.get("/v1/quotes/latest", params)
|
|
|
|
def get(self, path, params=None):
|
|
self.calls.append(path)
|
|
if path == "/v1/quotes/latest":
|
|
return DatahubResponse(
|
|
data=quotes + extras,
|
|
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
|
|
)
|
|
raise AssertionError(path)
|
|
|
|
datasets = {name: DatasetFlags(name) for name in DATASETS}
|
|
datasets["quotes"] = DatasetFlags("quotes", read=True, shadow=False)
|
|
settings = DatahubSettings(base_url="http://127.0.0.1:9", token="tok", datasets=datasets)
|
|
base = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
|
|
gateway = DataGateway(
|
|
policy=base.policy,
|
|
quality=base.quality,
|
|
tushare_provider=TushareProvider(
|
|
lambda: "tok",
|
|
client_factory=lambda token: FakeRealtimeClient(token),
|
|
),
|
|
ifind_provider=base.ifind_provider,
|
|
chart_data=base.chart_data,
|
|
realtime_observer=base.realtime_observer,
|
|
datahub=base.datahub,
|
|
)
|
|
gateway.datahub.client = QuoteHub()
|
|
wrapped = gateway.tushare()
|
|
inner = wrapped._legacy
|
|
inner.clock = lambda: datetime(2026, 7, 20, 10, 30, tzinfo=timezone(timedelta(hours=8)))
|
|
inner.realtime_aggregator = FakeFreeAggregator(fail=True)
|
|
TushareClient._realtime_reference_cache.clear()
|
|
dashboard = wrapped.dashboard("20260720")
|
|
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
|
self.assertIn("/v1/quotes/latest", gateway.datahub.client.calls)
|
|
self.assertTrue(callable(getattr(inner, "try_market_quotes", None)))
|
|
self.assertFalse(hasattr(type(inner), "try_market_quotes"))
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|