rebuild(stage-6): deliver emotion and market pools

2026-07-30 03:03:53 +08:00
parent 889963862a
commit 59f6011ae8
30 changed files with 1751 additions and 9 deletions
@@ -19,9 +19,13 @@ from backend.data.contracts import (
 from backend.data.gateway import DataGateway
 from backend.data.policy import DataPolicyError, DataSourcePolicy
 from backend.data.providers.ifind import IfindProvider
+from backend.data.providers.tushare import TushareProvider
 from backend.data.repository import MarketRepository
 from backend.database.connection import Database
 from backend.database.migrations import MIGRATIONS, MigrationRunner
+from backend.features.market.sentiment import calculate_sentiment
+from backend.features.market.snapshot import build_snapshot
+from backend.features.market.sync import MarketSnapshotService, SnapshotSyncError
 from tests.support import run_scenario

 SHANGHAI = ZoneInfo("Asia/Shanghai")
@@ -256,3 +260,149 @@ def test_search_groups_are_fixed_and_require_authentication(tmp_path) -> None:
        assert groups[-1]["items"][0]["name"] == "上证指数"

    run_scenario(application, scenario)
+
+
+def calculation_result(rows) -> ProviderResult:
+    return ProviderResult(
+        tuple(rows),
+        ObservationMetadata(
+            source=DataSource.TUSHARE,
+            observed_at=datetime(2026, 7, 29, 15, tzinfo=SHANGHAI),
+            unit="mixed",
+            adjustment="not_applicable",
+            freshness_seconds=0,
+            coverage=1,
+            state=SnapshotState.FINAL,
+            usage=DataUsage.CALCULATION,
+        ),
+    )
+
+
+def test_market_snapshot_units_and_yesterday_outcomes_are_deterministic() -> None:
+    daily = [
+        {
+            "ts_code": f"00000{index}.SZ",
+            "close": 10 + index,
+            "pct_chg": change,
+            "amount": 100,
+        }
+        for index, change in enumerate((10, 4, -10, 2, -2), start=1)
+    ]
+    def event(index, streak=1):
+        return {
+            "ts_code": f"00000{index}.SZ",
+            "name": f"样本{index}",
+            "industry": "测试行业",
+            "close": 10 + index,
+            "pct_chg": daily[index - 1]["pct_chg"],
+            "amount": 100,
+            "limit_times": streak,
+        }
+    snapshot = build_snapshot(
+        "2026-07-29",
+        "2026-07-28",
+        {
+            "daily": calculation_result(daily),
+            "limit_up": calculation_result([event(1, 2)]),
+            "broken": calculation_result([event(2)]),
+            "limit_down": calculation_result([event(3)]),
+            "previous_limit_up": calculation_result([event(index) for index in range(1, 6)]),
+            "price_limits": calculation_result(
+                [{"ts_code": "000002.SZ", "up_limit": 15, "down_limit": 9}]
+            ),
+        },
+    )
+    assert snapshot["overview"]["amount"] == 500_000
+    assert snapshot["broken"][0]["distance_to_limit"] == 20
+    assert [row["outcome"] for row in snapshot["yesterday_limits"]] == [
+        "晋级",
+        "炸板",
+        "跌停",
+        "红盘",
+        "断板",
+    ]
+    performance = snapshot["limit_performance"][0]
+    assert performance == {
+        "level": 1,
+        "count": 5,
+        "advanced": 1,
+        "red": 1,
+        "broken": 1,
+        "opened": 1,
+        "limit_down": 1,
+        "advance_rate": 20.0,
+        "positive_rate": 60.0,
+        "average_change": 0.8,
+    }
+
+
+def test_sentiment_has_all_weighted_components_and_extreme_risk_cap() -> None:
+    snapshot = {
+        "overview": {
+            "up_count": 10,
+            "down_count": 90,
+            "limit_up": 10,
+            "limit_down": 100,
+            "broken": 20,
+            "seal_rate": 33.3,
+            "amount": 100_000_000_000,
+        },
+        "limits": [{"streak": 1, "amount": 100_000_000} for _ in range(10)],
+        "yesterday_limits": [],
+    }
+    sentiment = calculate_sentiment(snapshot, [])
+    assert sentiment["score"] <= 15
+    assert sentiment["phase"] == "冰点"
+    assert {item["key"]: item["weight"] for item in sentiment["components"]} == {
+        "breadth": 20,
+        "limit_ecology": 25,
+        "profit_effect": 30,
+        "ladder_structure": 15,
+        "liquidity": 10,
+    }
+
+
+def test_incomplete_daily_snapshot_is_rejected_without_overwriting(tmp_path) -> None:
+    database = Database(tmp_path / "sync.db")
+    MigrationRunner(database).upgrade(MIGRATIONS)
+    repository = MarketRepository()
+    with database.transaction() as connection:
+        repository.replace_calendar(
+            connection,
+            (
+                {"cal_date": "20260728", "is_open": 1, "pretrade_date": "20260727"},
+                {"cal_date": "20260729", "is_open": 1, "pretrade_date": "20260728"},
+            ),
+            "tushare",
+            "2026-07-29T15:00:00+08:00",
+        )
+        repository.replace_stocks(
+            connection,
+            tuple(
+                {
+                    "ts_code": f"{index:06d}.SZ",
+                    "symbol": f"{index:06d}",
+                    "name": f"样本{index}",
+                    "industry": "测试",
+                    "list_status": "L",
+                }
+                for index in range(1, 101)
+            ),
+            "tushare",
+            "2026-07-29T15:00:00+08:00",
+        )
+
+    provider = TushareProvider("test-token")
+    provider.snapshot_inputs = lambda *_: {
+        "daily": calculation_result([{"ts_code": "000001.SZ"}]),
+        "limit_up": calculation_result([]),
+        "limit_down": calculation_result([]),
+        "broken": calculation_result([]),
+        "previous_limit_up": calculation_result([]),
+        "price_limits": calculation_result([]),
+    }
+    service = MarketSnapshotService(database, repository, provider)
+    with pytest.raises(SnapshotSyncError, match="覆盖率"):
+        service.sync("2026-07-29", datetime(2026, 7, 30, 16, tzinfo=SHANGHAI))
+    with database.read() as connection:
+        assert repository.latest_summary(connection, "2026-07-29") is None